arXiv research

The pseudo-likelihood method is one of the most popular algorithms for learning sparse binary pairwise Markov networks. In this paper, we formulate the $L_1$ regularized pseudo-likelihood problem as a sparse multiple logistic regression problem. In this way, many insights and optimization procedures for sparse logistic…

Many algorithms have been proposed for fitting network models with communities, but most of them do not scale well to large networks, and often fail on sparse networks. Here we propose a new fast pseudo-likelihood method for fitting the stochastic block model for networks, as well as a variant that allows for an arbitr…

Sparse high dimensional graphical model selection is a popular topic in contemporary machine learning. To this end, various useful approaches have been proposed in the context of $\ell_1$-penalized estimation in the Gaussian framework. Though many of these inverse covariance estimation approaches are demonstrably scala…

New algorithm detects communities in weighted networks, improving on binary ones.

TPSQRs model longitudinal event data, detecting ADRs from EHRs.

Several machine learning problems arising in natural language processing can be modeled as a sequence labeling problem. We provide Gaussian process models based on pseudo-likelihood approximation to perform sequence labeling. Gaussian processes (GPs) provide a Bayesian approach to learning in a kernel based framework. …

Sparse high dimensional graphical model selection is a topic of much interest in modern day statistics. A popular approach is to apply l1-penalties to either (1) parametric likelihoods, or, (2) regularized regression/pseudo-likelihoods, with the latter having the distinct advantage that they do not explicitly assume Ga…

A new method scores contextual Markov networks without assuming chordality.

Estimating statistical models within sensor networks requires distributed algorithms, in which both data and computation are distributed across the nodes of the network. We propose a general approach for distributed learning based on combining local estimators defined by pseudo-likelihood components, encompassing a num…

Undirected graphical models known as Markov networks are popular for a wide variety of applications ranging from statistical physics to computational biology. Traditionally, learning of the network structure has been done under the assumption of chordality which ensures that efficient scoring methods can be used. In ge…

This paper shows how to perform likelihood inference for complex graphical models efficiently.

New method improves community detection for large networks.

Pseudo-Likelihood Inference improves ABC for high-dimensional Bayesian inference.

Learning the undirected graph structure of a Markov network from data is a problem that has received a lot of attention during the last few decades. As a result of the general applicability of the model class, a myriad of methods have been developed in parallel in several research fields. Recently, as the size of the c…

In some misspecified settings, the posterior distribution in Bayesian statistics may lead to inconsistent estimates. To fix this issue, it has been suggested to replace the likelihood by a pseudo-likelihood, that is the exponential of a loss function enjoying suitable robustness properties. In this paper, we build a ps…

StepMix estimates mixture models with covariates for social science applications.

Paper proposes an end-to-end learning method for state estimation in robotics.

We propose a Bayesian approximate inference method for learning the dependence structure of a Gaussian graphical model. Using pseudo-likelihood, we derive an analytical expression to approximate the marginal likelihood for an arbitrary graph structure without invoking any assumptions about decomposability. The majority…

Study higher-order spin glass models for social network behavior with peer-group effects.

New algorithms learn staged trees from incomplete data.

Recently, there has been significant interest in linear regression in the situation where predictors and responses are not observed in matching pairs corresponding to the same statistical unit as a consequence of separate data collection and uncertainty in data integration. Mismatched pairs can considerably impact the …

Bayesian method learns graph structures from Gaussian data efficiently.

We study bipartite community detection in networks, or more generally the network biclustering problem. We present a fast two-stage procedure based on spectral initialization followed by the application of a pseudo-likelihood classifier twice. Under mild regularity conditions, we establish the weak consistency of the p…

When using the K-nearest neighbors method, one often ignores uncertainty in the choice of K. To account for such uncertainty, Holmes and Adams (2002) proposed a Bayesian framework for K-nearest neighbors (KNN). Their Bayesian KNN (BKNN) approach uses a pseudo-likelihood function, and standard Markov chain Monte Carlo (…

Model analyzes cooccurrence data for recommender systems and item relevance.

Unified analysis of MPLE for Ising models with bounded operator norm or infinity norm.

Single sample estimation for hard-constrained models like SAT and coloring problems.

Spatial statisticians and quantitative investors use the same mathematical object: a Schur complement, damped by one parameter.

This is a technical report which explores the estimation methodologies on hyper-parameters in Markov Random Field and Gaussian Hidden Markov Random Field. In first section, we briefly investigate a theoretical framework on Metropolis-Hastings algorithm. Next, by using MH algorithm, we simulate the data from Ising model…

Financial econometrics has become an increasingly popular research field. In this paper we review a few parametric and nonparametric models and methods used in this area. After introducing several widely used continuous-time and discrete-time models, we study in detail dependence structures of discrete samples, includi…

Estimates natural parameters of p-tensor Ising models efficiently.

In this paper, we model the dependencies among the items that are recommended to a user in a collaborative-filtering problem via a Gaussian Markov Random Field (MRF). We build upon Besag's auto-normal parameterization and pseudo-likelihood, which not only enables computationally efficient learning, but also connects th…

We introduce a new Bayesian multi-class support vector machine by formulating a pseudo-likelihood for a multi-class hinge loss in the form of a location-scale mixture of Gaussians. We derive a variational-inference-based training objective for gradient-based learning. Additionally, we employ an inducing point approxima…

This paper proposes a unified framework to quantify local and global inferential uncertainty for high dimensional nonparanormal graphical models. In particular, we consider the problems of testing the presence of a single edge and constructing a uniform confidence subgraph. Due to the presence of unknown marginal trans…

We propose a new inferential framework for constructing confidence regions and testing hypotheses in statistical models specified by a system of high dimensional estimating equations. We construct an influence function by projecting the fitted estimating equations to a sparse direction obtained by solving a large-scale…

There are many models, often called unnormalized models, whose normalizing constants are not calculated in closed form. Maximum likelihood estimation is not directly applicable to unnormalized models. Score matching, contrastive divergence method, pseudo-likelihood, Monte Carlo maximum likelihood, and noise contrastive…

The Whittle likelihood is a widely used and computationally efficient pseudo-likelihood. However, it is known to produce biased parameter estimates for large classes of models. We propose a method for de-biasing Whittle estimates for second-order stationary stochastic processes. The de-biased Whittle likelihood can be …

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

Transformers' self-attention mechanism is mapped to a generalized Potts model.

We present a new method of learning a continuous occupancy field for use in robot navigation. Occupancy grid maps, or variants of, are possibly the most widely used and accepted method of building a map of a robot's environment. Various methods have been developed to learn continuous occupancy maps and have successfull…

In this paper, we study time-varying graphical models based on data measured over a temporal grid. Such models are motivated by the needs to describe and understand evolving interacting relationships among a set of random variables in many real applications, for instance the study of how stocks interact with each other…

When searching for gene pathways leading to specific disease outcomes, additional information on gene characteristics is often available that may facilitate to differentiate genes related to the disease from irrelevant background when connections involving both types of genes are observed and their relationships to the…

New method improves uncertainty calibration in deep learning.

Using methods of statistical physics, we analyse the error of learning couplings in large Ising models from independent data (the inverse Ising problem). We concentrate on learning based on local cost functions, such as the pseudo-likelihood method for which the couplings are inferred independently for each spin. Assum…

Real-world networks usually have community structure, that is, nodes are grouped into densely connected communities. Community detection is one of the most popular and best-studied research topics in network science and has attracted attention in many different fields, including computer science, statistics, social sci…

Applying probabilistic models to reinforcement learning (RL) enables the application of powerful optimisation tools such as variational inference to RL. However, existing inference frameworks and their algorithms pose significant challenges for learning optimal policies, e.g., the absence of mode capturing behaviour in…

Bayesian framework for policy learning in decision problems.

This work connects IRL methods from ML and economics.