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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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160319479638 · Jun 202019922001200920172026
48 results for Markov Random Geometric Graphs

A new growth model for dynamic networks using Markovian latent points.

problem Modeling temporal dynamic networks with latent points and distances.
method Markovian latent space dynamic with Euclidean Sphere sampling and connection probabilities based on geodesic distances.
result Theoretical guarantees for non-parametric estimation of the latitude and envelope functions.

A parametrization of hypergraphs based on the geometry of points in Rd\mathbf{R}^d is developed. Informative prior distributions on hypergraphs are induced through this parametrization by priors on point configurations via spatial processes. This prior specification is used to infer conditional independence models or M…

2009-12-18abs ↗pdf ↗

The paper shows that relaxing assumptions about causal graphs can lead to exponentially large equivalence classes.

problem The size of Markov equivalence classes under relaxed assumptions.
method Analytical proofs for three settings: sparse random directed acyclic graphs, uniformly random acyclic directed mixed graphs, and uniformly random directed cyclic graphs.
result Exponentially large lower bounds for the expected size of Markov equivalence classes.

Given a Gaussian Markov random field, we consider the problem of selecting a subset of variables to observe which minimizes the total expected squared prediction error of the unobserved variables. We first show that finding an exact solution is NP-hard even for a restricted class of Gaussian Markov random fields, calle…

2012-09-26abs ↗pdf ↗

A scalable deep GMRF model for general graphs improves predictions and uncertainty estimates.

problem Handling generally structured data on graphs efficiently.
method A new multi-layer structure of Deep GMRFs designed for general graphs, enabling efficient training and close-to-exact Bayesian inference.
result Close-to-exact Bayesian inference for latent field predictions with uncertainty estimates.

We consider the structure learning problem for graphical models that we call loosely connected Markov random fields, in which the number of short paths between any pair of nodes is small, and present a new conditional independence test based algorithm for learning the underlying graph structure. The novel maximization …

2012-04-25abs ↗pdf ↗

This paper studies semi-supervised object classification in relational data, which is a fundamental problem in relational data modeling. The problem has been extensively studied in the literature of both statistical relational learning (e.g. relational Markov networks) and graph neural networks (e.g. graph convolutiona…

2019-05-15abs ↗pdf ↗

Bayesian methods estimate regression functions on submanifolds using graph Laplacian eigenbasis.

problem Estimating regression functions on unknown smooth submanifolds.
method Random geometric graph structure, Bayesian priors based on random basis expansion in graph Laplacian eigenbasis.
result Posterior contraction rates are minimax optimal for any positive smoothness index.

Graph matching in noisy environments with Markovian errors.

problem Graph matching under time-dependent Markovian noise.
method Introduced edgelighter error model and analyzed graph matching thresholds.
result Graph matching thresholds and mixing times are of order Θ(n2logn)Θ(n^2\log n) for Erdős-Rényi graphs, and O(nαlogn)O(n^α\log n) for Stochastic Block Model graphs.

TTERGM models improve social network predictions by incorporating triadic relationships.

problem Lack of models capturing triadic relationships and social learning theories in temporal network data.
method Introduced TTERGM, a generative model that includes triadic relationships and social learning theory as additional probability distributions. Parameters are estimated via Monte Carlo maximum likelihood.
result TTERGM achieves improved accuracy and fidelity compared to existing models on social network data.

The problem of completing high-dimensional matrices from a limited set of observations arises in many big data applications, especially, recommender systems. Existing matrix completion models generally follow either a memory- or a model-based approach, whereas, geometric matrix completion models combine the best from b…

2019-01-29abs ↗pdf ↗

GCNs converge and remain stable on large random graphs, revealing geometric insights.

problem Understanding the behavior of GCNs on large, sparse random graphs.
method Analysis of GCNs on random graph models with latent variables and geometric edge probabilities.
result GCNs converge to their continuous counterparts as graph size increases, and are stable to small graph deformations.

In this work we study the degree distribution, the maximum vertex and edge flow in non-uniform random Delaunay triangulations when geodesic routing is used. We also investigate the vertex and edge flow in Erdös-Renyi random graphs, geometric random graphs, expanders and random kk-regular graphs. Moreover we show that …

2012-03-22abs ↗pdf ↗

In this paper, we present a simple non-parametric method for learning the structure of undirected graphs from data that drawn from an underlying unknown distribution. We propose to use Brownian distance covariance to estimate the conditional independences between the random variables and encodes pairwise Markov graph. …

2012-06-27abs ↗pdf ↗

To capture the inherent geometric features of many community detection problems, we propose to use a new random graph model of communities that we call a Geometric Block Model. The geometric block model generalizes the random geometric graphs in the same way that the well-studied stochastic block model generalizes the …

2017-09-16abs ↗pdf ↗

Graph Neural Networks struggle on random graphs without node identifiers.

problem Graph Neural Networks' limitations on random graphs without node identifiers.
method Study of Graph Neural Networks and Structural Graph Neural Networks convergence on large random graphs.
result Structural Graph Neural Networks are more powerful and universal than Graph Neural Networks on random graphs.

Matrix Chernoff bound for Markov chains applied to co-occurrence matrices.

problem Analyzing the behavior of co-occurrence statistics in sequential data.
method Proved a matrix Chernoff-type bound for sums of matrix-valued random variables sampled via a regular Markov chain.
result Achieved exponentially fast convergence rate and sample complexity analysis for co-occurrence matrices.

Computing partition functions, the normalizing constants of probability distributions, is often hard. Variants of importance sampling give unbiased estimates of a normalizer Z, however, unbiased estimates of the reciprocal 1/Z are harder to obtain. Unbiased estimates of 1/Z allow Markov chain Monte Carlo sampling of "d…

2016-10-15abs ↗pdf ↗

Randomized control methods improve asset pricing and performance analysis.

problem Challenges in drawing inferences from traditional random portfolios in performance evaluation.
method Geometric random walks and Markov chain Monte Carlo methods to construct flexible control groups.
result Captured premia associated with size, value, quality, and momentum in a constrained setting.

Continuous vector representations of words and objects appear to carry surprisingly rich semantic content. In this paper, we advance both the conceptual and theoretical understanding of word embeddings in three ways. First, we ground embeddings in semantic spaces studied in cognitive-psychometric literature and introdu…

2015-09-18abs ↗pdf ↗

Estimating dimension from sparse random geometric graphs.

problem Estimating the dimension of the underlying space from a random geometric graph.
method An estimator of dimension is derived using the adjacency matrix of the graph, under specific conditions on the density and threshold.
result An estimator converges to the true dimension with high probability under certain conditions.

We introduce a new embarrassingly parallel parameter learning algorithm for Markov random fields with untied parameters which is efficient for a large class of practical models. Our algorithm parallelizes naturally over cliques and, for graphs of bounded degree, its complexity is linear in the number of cliques. Unlike…

2013-08-29abs ↗pdf ↗

A new metric based on hitting probabilities for directed graphs and Markov chains.

problem Lack of metrics specifically adapted to asymmetric structure of directed graphs and Markov chains.
method Metric based on hitting probabilities, insensitive to shortest and average walk distances.
result New structural theory of directed graphs and utility for various applications.

CuBAS selects informative data points based on curvature for better classification.

problem Lack of efficient sampling strategies for maximizing dataset informativeness.
method Information-geometric framework using curvature scores to select labeled data.
result Consistent and statistically significant improvements over random and uncertainty-based sampling.

When solving consensus optimization problems over a graph, there is often an explicit characterization of the convergence rate of Gradient Descent (GD) using the spectrum of the graph Laplacian. The same type of problems under the Alternating Direction Method of Multipliers (ADMM) are, however, poorly understood. For i…

2017-10-02abs ↗pdf ↗

HDT improves MCMC on graphs with history-dependent sampling.

problem Efficient sampling from target distributions on general graphs with low computational overhead.
method History-driven target (HDT) framework that replaces the original target distribution with a history-dependent one.
result Near-zero variance performance and scalability to large graphs with memory-efficient implementation.

We present a nonparametric prior over reversible Markov chains. We use completely random measures, specifically gamma processes, to construct a countably infinite graph with weighted edges. By enforcing symmetry to make the edges undirected we define a prior over random walks on graphs that results in a reversible Mark…

2014-03-17abs ↗pdf ↗

Algorithm reconstructs vertex positions in random geometric graphs with improved accuracy.

problem Reconstructing vertex positions in random geometric graphs with high accuracy.
method Hybrid of graph distances and short-range estimates based on common neighbors.
result Algorithm reconstructs vertex positions with error of O(nβ)O(n^β), improving over previous results.

CMRFs extend PGMs for topological data, capturing both conditional and marginal dependencies.

problem Limited expressiveness of PGMs for topological data.
method Introducing Colored Markov Random Fields (CMRFs) that model Gaussian edge variables on topological spaces.
result CMRFs improve distributed estimation over physical networks compared to baselines.

EPFGNN models graph connections for better node classification.

problem Graph node classification issues due to feature aggregation.
method EPFGNN models graph as a Markov Random Field with explicit pairwise factors and a GNN backbone.
result EPFGNN improves semi-supervised node classification performance.

Drawing on some recent results that provide the formalism necessary to definite stationarity for infinite random graphs, this paper initiates the study of statistical and learning questions pertaining to these objects. Specifically, a criterion for the existence of a consistent test for complex hypotheses is presented,…

2017-08-10abs ↗pdf ↗

This paper tackles matching two complete graphs with correlated edge weights in geometric models.

problem Matching two complete graphs with edge weights correlated through latent geometries.
method Derives an approximate maximum likelihood estimator for recovering hidden vertex correspondence.
result The estimator provably achieves perfect recovery under certain noise conditions.

New methods learn from single graphs, improving transductive node classification.

problem Statistical foundations of transductive learning for single graphs.
method Developed new concentration-of-measure tools for large graphs.
result Achieved optimal nonparametric rate of N1/2N^{-1/2} for single graph learning.

Graph matching with feature vectors is solved using a two-layer graph neural network.

problem Graph matching in the presence of sparse binary features.
method Two-layer graph neural network with graph structure.
result Graph neural network can recover correct mapping with high probability under certain conditions.

Directed acyclic graphs are the basic representation of the structure underlying Bayesian networks, which represent multivariate probability distributions. In many practical applications, such as the reverse engineering of gene regulatory networks, not only the estimation of model parameters but the reconstruction of t…

2012-02-29abs ↗pdf ↗

We consider the problem of model selection in Gaussian Markov fields in the sample deficient scenario. In many practically important cases, the underlying networks are embedded into Euclidean spaces. Using the natural geometric structure, we introduce the notion of spatially stationary distributions over geometric grap…

2018-06-10abs ↗pdf ↗

In this paper we discuss four problems regarding Markov equivalences for subclasses of loopless mixed graphs. We classify these four problems as finding conditions for internal Markov equivalence, which is Markov equivalence within a subclass, for external Markov equivalence, which is Markov equivalence between subclas…

2011-10-20abs ↗pdf ↗

GATs improve node regression on noisy graphs with provable advantage.

problem Improving node regression on graphs with noisy covariates and edges.
method Proposes a GAT designed for denoising proxy features in node regression.
result GAT achieves lower error in estimating regression coefficient and predicting responses.

Generalized Precision Matrix for scalable estimation of nonparametric Markov networks.

problem Estimating conditional independence structure in general distributions for all data types.
method Generalized Precision Matrix (GPM) for mixed-type variables, regularized score matching framework for scalability.
result Validated theoretical results and demonstrated scalability in various settings.

BWFlow improves graph generation by smoothly interpolating graph components.

problem Disjoint modeling of graph nodes and edges leads to irregular and non-smooth probability paths.
method Modeling graphs as MRFs and using optimal transport displacement for a smooth probability path.
result BWFlow achieves better training convergence and efficient sampling in graph generation.