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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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4318631,2941,725 · Jun 202019922001200920172026
48 results for Graphical structure learning

We propose Graphical Generative Adversarial Networks (Graphical-GAN) to model structured data. Graphical-GAN conjoins the power of Bayesian networks on compactly representing the dependency structures among random variables and that of generative adversarial networks on learning expressive dependency functions. We intr…

2018-04-10abs ↗pdf ↗

We consider the problem of learning the structure of a pairwise graphical model over continuous and discrete variables. We present a new pairwise model for graphical models with both continuous and discrete variables that is amenable to structure learning. In previous work, authors have considered structure learning of…

2012-05-22abs ↗pdf ↗

In many structured prediction problems, complex relationships between variables are compactly defined using graphical structures. The most prevalent graphical prediction methods---probabilistic graphical models and large margin methods---have their own distinct strengths but also possess significant drawbacks. Conditio…

2018-11-07abs ↗pdf ↗

The paper shows cross-validation fails in learning Gaussian graphical model structures.

problem Cross-validation's failure in learning Gaussian graphical model structures.
method Finite-sample bounds on misidentification probability of Lasso estimator.
result Cross-validation is inconsistent for learning Gaussian graphical model structures.

New method learns dependencies in high-dimensional data without graph assumptions.

problem Learning dependencies in nonparametric and high-dimensional settings.
method Neighbourhood lattice decomposition for nonparametric CI learning.
result Compact, non-graphical representation of CI exists in any graphical model.

VFG model embeds flow-based models with hierarchical structures using variational inference.

problem Flow-based models struggle with high-dimensional latent spaces and lack of tractable inference for graphical structures.
method Integrates flow-based functions through variational inference with aggregation nodes for hierarchical information integration.
result VFG models achieve improved ELBO and likelihood values on multiple datasets.

A graphical model is a statistical model that is associated to a graph whose nodes correspond to variables of interest. The edges of the graph reflect allowed conditional dependencies among the variables. Graphical models admit computationally convenient factorization properties and have long been a valuable tool for t…

2016-06-07abs ↗pdf ↗

The report evaluates heuristics for learning timescale graphical event models.

problem Lack of heuristics for determining hyper-parameters in timescale graphical event models.
method Proposed and evaluated different heuristics for hyper-parameter determination and refined an existing distance measure.
result Conclusions about the applicability of different heuristics on synthetic data.

Structure learning of Gaussian graphical models is an extensively studied problem in the classical multivariate setting where the sample size n is larger than the number of random variables p, as well as in the more challenging setting when p>>n. However, analogous approaches for learning the structure of graphical mod…

2012-02-14abs ↗pdf ↗

Graphical models improve portfolio optimization for financial time series.

problem Optimizing portfolios with time-varying covariance patterns.
method Various graphical models (PCA-KMeans, autoencoders, dynamic clustering, structural learning) to capture covariance matrix patterns.
result Graphical models outperform baseline methods in generating steady returns with low risk.

Profile graphical models represent multivariate dependence under varying risk factors.

problem Capturing varying conditional independence structures across different levels of a risk factor.
method Introducing a novel class of graphical models (profile graphical models) that represent multivariate dependence under varying risk factors, and developing a Bayesian approach for learning shared sparsity structures.
result Demonstrated enhanced ability to capture subject-specific differences in protein network data from acute myeloid leukemia.

Efficiently estimates hub graphical models with structured sparsity.

problem Computational difficulty in fitting graphical models with hub nodes, especially in high-dimensional data.
method Two-phase algorithm: ADMM for initial point generation and SSN-ALM for accurate solution.
result Significantly improves estimation accuracy and efficiency compared to existing methods.

Algorithm learns non-Gaussian graphical models via Hessian scores and triangular transport.

problem Learning graph structure from non-Gaussian data.
method Score based on integrated Hessian information, coupled with triangular transport map.
result Algorithm successfully recovers graph structure for non-Gaussian data.

This thesis studies two problems in modern statistics. First, we study selective inference, or inference for hypothesis that are chosen after looking at the data. The motiving application is inference for regression coefficients selected by the lasso. We present the Condition-on-Selection method that allows for valid s…

2015-06-30abs ↗pdf ↗

This paper develops a nonparametric model for complex network data.

problem Capturing conditional independence structure in multivariate data with heterogeneous graph structures.
method Integrates network embedding with nonparametric graphical model estimation, solving a linear equation system.
result The proposed method effectively recovers heterogeneous graph structures without distributional assumptions.

New method learns graphical models with latent variables for extreme events.

problem Learning graphical models with latent variables for multivariate extremes.
method Tractable convex program exttt{eglatent} for Hüsler-Reiss models.
result Consistently recovers conditional graph and latent variables.

Gaussian graphical models (GGM) have been widely used in many high-dimensional applications ranging from biological and financial data to recommender systems. Sparsity in GGM plays a central role both statistically and computationally. Unfortunately, real-world data often does not fit well to sparse graphical models. I…

2014-06-10abs ↗pdf ↗

Paper compares two methods for inferring network structures in presence of latent confounders.

problem Inferring network structures in presence of latent confounders.
method Gaussian graphical models with latent variables (LVGGM) and PCA-based removal of confounding (PCA+GGM).
result Proposes a new method combining strengths of LVGGM and PCA+GGM, proving consistency and convergence rate.

Paper proposes a method to detect fair communities in graphs considering demographic attributes.

problem Inconsistent community detection violates fairness constraints for nodes with demographic attributes.
method Develops an 1\ell_1-regularized pseudo-likelihood approach for fair graphical model selection.
result The method ensures demographic groups are fairly represented within detected communities.

Proposes a method to estimate functional graphical models from multivariate random functions.

problem Estimating conditional independence structure of multivariate random functions.
method Neighborhood selection approach combining function-on-function regression and graph recovery.
result Statistical consistency of the method in high-dimensional settings.

A graphical model is a structured representation of the data generating process. The traditional method to reason over random variables is to perform inference in this graphical model. However, in many cases the generating process is only a poor approximation of the much more complex true data generating process, leadi…

2019-06-06abs ↗pdf ↗

Novel SVAE learns interpretable discrete data representations from deep learning.

problem Learning interpretable discrete data representations from deep learning.
method Structured variational autoencoder (SVAE) with novel optimization algorithms.
result First competitive comparisons with state-of-the-art time series models.

Paper proposes a new algorithm for graph learning with covariance constraints.

problem Graphical models and factor analysis not jointly leveraged in graph learning processes.
method Penalized maximum likelihood estimation of an elliptical distribution with Riemannian optimization.
result Effectiveness of the proposed approach demonstrated on real-world data sets.

Graphical model learning and inference are often performed using Bayesian techniques. In particular, learning is usually performed in two separate steps. First, the graph structure is learned from the data; then the parameters of the model are estimated conditional on that graph structure. While the probability distrib…

2012-01-19abs ↗pdf ↗

A new multi-task learning estimator improves Gaussian graphical regression model fitting.

problem High error rate in fitting Gaussian graphical regression models due to separate node-wise lasso regressions.
method Proposes a multi-task learning estimator with cross-task group sparsity and within-task element-wise sparsity penalties, solved via an efficient augmented Lagrangian algorithm.
result Error rate improvement over separate node-wise lasso estimates, demonstrated through simulations and application to gene co-expression network study.

Undirected graphical models, or Markov networks, are a popular class of statistical models, used in a wide variety of applications. Popular instances of this class include Gaussian graphical models and Ising models. In many settings, however, it might not be clear which subclass of graphical models to use, particularly…

2013-01-17abs ↗pdf ↗

Paper characterizes causal graphs from hard interventions and proposes a learning algorithm.

problem Discovering causal structure from hard interventions and observational data.
method Proposes graphical constraints and a learning algorithm based on do-calculus.
result Characterizes interventional equivalence classes of causal graphs with latent variables.

Bayesian method learns graph structures from Gaussian data efficiently.

problem Scalability issue in Bayesian Gaussian graphical model inference.
method Marginal pseudo-likelihood, birth-death and reversible jump MCMC algorithms.
result Efficient graph structure learning for large graphs with over 1,000 nodes.

New algorithms bound graph structure sampling and learning high-dimensional graphical models.

problem Learning high-dimensional graphical models and efficient graph structure sampling.
method Online learning framework with exponentially weighted average (EWA) or randomized weighted majority (RWM) forecasters using log loss function.
result New sample complexity bounds and efficient algorithms for learning Bayes nets, including trees and chordal skeletons.

Quantum method generates unbiased samples from discrete graphical models.

problem Sampling from discrete graphical models is challenging and intractable in high dimensions.
method Embedding graphical models into unitary operators and using quantum circuits.
result Provably generates unbiased and independent samples from general discrete factor models.

Develops a fast method to learn graph structures from large datasets.

problem Learning graph structures from huge datasets with computational intractability and high complexity.
method Minipatch Graph (MPGraph) estimator: breaks up the problem into minipatches, uses hard thresholding, and integrates hyperparameter tuning.
result Proves graph selection consistency and empirically shows superior accuracy and speed compared to state-of-the-art methods.

Graphical notation simplifies complex polynomial constraints in linear models.

problem Complex polynomial constraints in linear structural equation models are impractical.
method Developed a graphical notation to represent these constraints.
result The graphical notation simplifies the representation of many polynomial constraints.

A variety of real-world tasks involve the classification of images into pre-determined categories. Designing image classification algorithms that exhibit robustness to acquisition noise and image distortions, particularly when the available training data are insufficient to learn accurate models, is a significant chall…

2016-03-08abs ↗pdf ↗

Paper identifies sparse structures and communities in heterogeneous graphical models.

problem Detecting community structures in graphical models.
method Novel decomposition into sparse and low-rank parts, three-stage estimation procedure.
result Consistent model selection for adaptive 1\ell_1 penalized estimator.