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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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138276414552 · Jun 202019922001200920172026
48 results for computer graphics

Graphical lasso may fail to fit models when data points are insufficient.

problem When does graphical lasso fail to select and fit a graphical model?
method Computational experiments with graphical lasso.
result Graphical lasso may fail when the number of data points is less than the maximum likelihood threshold.

This paper has partially a novel and partially a survey character. We start with a short review of rack (two term) homology of self distributive algebraic structures (shelves) and their connections to knot theory. We concentrate on a sub-family of quandles satisfying the graphic axiom. For a large family of graphic qua…

2017-12-05abs ↗pdf ↗

We introduce and study graphic lambda calculus, a visual language which can be used for representing untyped lambda calculus, but it can also be used for computations in emergent algebras or for representing Reidemeister moves of locally planar tangle diagrams.

2013-05-24abs ↗pdf ↗

This paper provides efficient algorithms for computing entropy and KL divergence in Bayesian networks.

problem Computing entropy and KL divergence for Bayesian networks efficiently.
method Leveraging the graphical structure of Bayesian networks, the paper provides computationally efficient algorithms.
result Reduces computational complexity of KL divergence from cubic to quadratic for Gaussian BNs.

Bayesian graphical models have been shown to be a powerful tool for discovering uncertainty and causal structure from real-world data in many application fields. Current inference methods primarily follow different kinds of trade-offs between computational complexity and predictive accuracy. At one end of the spectrum,…

2018-02-19abs ↗pdf ↗

One of the fundamental tasks of science is to find explainable relationships between observed phenomena. One approach to this task that has received attention in recent years is based on probabilistic graphical modelling with sparsity constraints on model structures. In this paper, we describe two new approaches to Bay…

2013-09-27abs ↗pdf ↗

Consider jointly Gaussian random variables whose conditional independence structure is specified by a graphical model. If we observe realizations of the variables, we can compute the covariance matrix, and it is well known that the support of the inverse covariance matrix corresponds to the edges of the graphical model…

2019-01-25abs ↗pdf ↗

Novel method for learning Gaussian graphical models from paired data.

problem Learning Gaussian graphical models for dependent groups.
method Introducing twin order to explore the search space more efficiently.
result The twin order makes the model space a distributive lattice, leading to more efficient model exploration.

In this paper we consider the problem of learning undirected graphical models from data generated according to the Glauber dynamics. The Glauber dynamics is a Markov chain that sequentially updates individual nodes (variables) in a graphical model and it is frequently used to sample from the stationary distribution (to…

2014-10-28abs ↗pdf ↗

Accurate model selection is a fundamental requirement for statistical analysis. In many real-world applications of graphical modelling, correct model structure identification is the ultimate objective. Standard model validation procedures such as information theoretic scores and cross validation have demonstrated poor …

2019-08-27abs ↗pdf ↗

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.

Potential games, originally introduced in the early 1990's by Lloyd Shapley, the 2012 Nobel Laureate in Economics, and his colleague Dov Monderer, are a very important class of models in game theory. They have special properties such as the existence of Nash equilibria in pure strategies. This note introduces graphical…

2015-05-06abs ↗pdf ↗

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.

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.

New algorithm selects relevant variables in high-dimensional graphical models.

problem Automatic selection of relevant variables in high-dimensional graphical models.
method Extends Chow and Liu's algorithm using mutual information and entropy coefficient of determination.
result Outperforms existing methods in selecting variables with explanatory power.

GPU speeds up Monte Carlo simulations for large time steps.

problem Slow convergence and inaccurate solutions with large time steps in Monte Carlo simulations.
method Generalizes the Seven League scheme for GPU acceleration.
result Significantly improved computational speed.

A simple thresholding technique improves graph selection in neural connectivity studies.

problem Graphical model selection for functional neural connectivity in the presence of latent variables.
method Apply a hard thresholding operator to graphical Lasso, neighborhood selection, or CLIME estimators.
result Thresholded estimators outperform existing methods in graph selection consistency and empirical results.

Data visualization and interaction with large data sets is known to be essential and critical in many businesses today, and the same applies to research and teaching, in this case, when exploring large and complex mathematical objects. GAP is a computer algebra system for computational discrete algebra with an emphasis…

2018-06-19abs ↗pdf ↗

While graphical models for continuous data (Gaussian graphical models) and discrete data (Ising models) have been extensively studied, there is little work on graphical models linking both continuous and discrete variables (mixed data), which are common in many scientific applications. We propose a novel graphical mode…

2013-04-09abs ↗pdf ↗

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.

We consider principal component analysis (PCA) in decomposable Gaussian graphical models. We exploit the prior information in these models in order to distribute its computation. For this purpose, we reformulate the problem in the sparse inverse covariance (concentration) domain and solve the global eigenvalue problem …

2008-08-18abs ↗pdf ↗

A method to select important experts for Gaussian processes to balance computational efficiency and uncertainty quantification.

problem Balancing computational efficiency and uncertainty quantification in Gaussian processes for big data.
method Using graphical models to select important experts and aggregate their predictions while ensuring uncertainty quantification.
result Substantially reduces computational cost of aggregating dependent experts while ensuring calibrated uncertainty quantification.

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.

Almost all of the work in graphical models for game theory has mirrored previous work in probabilistic graphical models. Our work considers the opposite direction: Taking advantage of recent advances in equilibrium computation for probabilistic inference. We present formulations of inference problems in Markov random f…

2016-04-10abs ↗pdf ↗

Estimates complex dependency structures in multi-omics data.

problem Graphical model estimation from multi-omics data with scalability and consistency.
method Pseudolikelihood-based graphical model framework with 1\ell_1-penalized empirical risk.
result Estimates partial correlation network from dual-omic liver cancer data.

A fundamental computation for statistical inference and accurate decision-making is to compute the marginal probabilities or most probable states of task-relevant variables. Probabilistic graphical models can efficiently represent the structure of such complex data, but performing these inferences is generally difficul…

2018-03-21abs ↗pdf ↗

Estimates sparse Gaussian graphical models using discrete optimization.

problem Learning a sparse graph from Gaussian graphical models.
method Proposes GraphL0BnB, an 0\ell_0-penalized MIP solved with a custom BnB framework.
result Significant runtime and statistical performance improvements over existing methods.

Probabilistic graphical models (PGMs) have become a popular tool for computational analysis of biological data in a variety of domains. But, what exactly are they and how do they work? How can we use PGMs to discover patterns that are biologically relevant? And to what extent can PGMs help us formulate new hypotheses t…

2007-06-14abs ↗pdf ↗