Research
On-device research index

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.

168,786 papers · 148 categories

Trend · papers per month

25.0%50.0%75.0%100.0% · Sep 199219922001200920172026
48 results for differential graphical models

Estimates differences in brain connectivity graphs using latent variables.

problem Estimating differences in latent variable graphical models.
method Two-stage procedure: initialization and convergence stages using projected alternating gradient descent.
result Nonconvex procedure outperforms existing methods on synthetic and real data.

Paper efficiently infers differential parameters in time-varying models using time score matching.

problem Efficiently inferring differential parameters in time-varying probabilistic models.
method Directly estimates the differential parameter using time score matching and proves consistency of the method.
result Consistent estimation of parameter derivatives in high-dimensional settings.

Paper analyzes multi-attribute data to estimate differences in Gaussian graphical models.

problem Estimating differences in two Gaussian graphical models with similar structure.
method Group lasso penalized D-trace loss function and ADMM algorithm for optimization.
result Consistency in support recovery and estimation in high-dimensional settings established.

Paper estimates differences in multi-attribute Gaussian graphical models using non-convex penalties.

problem Estimating differences in multi-attribute Gaussian graphical models with similar structure.
method Penalized D-trace loss function with non-convex (log-sum and SCAD) penalties, proximal gradient descent methods.
result Theoretical analysis and numerical examples support consistency in support recovery and estimation.

FuDGE estimates differences between functional graphs in high-dimensional settings.

problem Estimating differences between two undirected functional graphical models with shared structures.
method FuDGE: A method that directly estimates the functional differential graph without first estimating individual graphs.
result FuDGE consistently estimates the functional differential graph in high-dimensional settings.

Paper develops differentially private methods for estimating precision matrices.

problem Estimating precision matrices from sensitive data while maintaining privacy.
method Differential privacy framework, ridge estimator, graphical lasso estimator, ADMM algorithm.
result The proposed methods provide utility in estimating precision matrices from private data.

PACE-GGM uses Gaussian mechanism for private covariance estimation.

problem Private estimation of covariance matrices in high dimensions.
method Data-adaptive selection of entries, Gaussian mechanism, maximum-entropy reconstruction.
result Consistent improvements in estimation error compared to Gaussian mechanism and baselines.

SG-PALM learns interpretable tensor models for high-dimensional data.

problem Learning interpretable tensor models for high-dimensional data.
method SG-PALM combines Sylvester generative model and fast proximal alternating linearized minimization.
result SG-PALM converges linearly to global optimum and scales to high dimensions.

Paper develops a consistent algorithm for learning graph structure from continuous-time stochastic differential equations.

problem Learning structure from continuous-time stochastic differential equations.
method Score-based structure learning using Neural Ordinary Differential Equations with adaptive regularization.
result The method consistently recovers directed graphs of local independencies in systems of stochastic differential equations.

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.

TAMIS improves MIA on synthetic data, reducing cost and requiring less knowledge.

problem Empirical assessment of privacy in machine learning algorithms.
method Improves MAMA-MIA by recovering graphical model from synthetic data and introducing a more accurate attack score.
result TAMIS achieves better or similar performance to MAMA-MIA on synthetic data challenges.

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.

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.

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 introduces a nonparametric functional graphical model for random functions.

problem Estimating probabilistic conditional independence in functional graphical models.
method Functional sufficient dimension reduction to relax Gaussian or copula Gaussian assumptions.
result Enhances estimation accuracy and retains probabilistic conditional independence.

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.

Paper estimates non-causal graphical models using covariance extension and transportation distance.

problem Estimating non-causal graphical models with smoothing relations.
method Proposes a covariance extension problem and uses transportation distance to minimize error with white noise.
result Solution is a double-sided autoregressive non-causal graphical model.

rags2ridges simplifies graphical modeling of high-dimensional data.

problem Graphical modeling of high-dimensional precision matrices.
method Modular framework for extraction, visualization, and analysis of Gaussian graphical models.
result Provides a one-stop-shop for graphical modeling of high-dimensional precision matrices.

Bayesian method for estimating functional graphical models from neuroimaging data.

problem Estimating dependence structures from functional data in neuroscience.
method Fully Bayesian regularization scheme, including direct Bayesian analog of functional graphical lasso and graphical horseshoe.
result Insight into brain compensation after traumatic brain injury.

Paper estimates differences in conditional independence graphs from time-dependent data.

problem Estimating changes in conditional dependencies between two time series with known similar structure.
method Penalized D-trace loss function approach in the frequency domain, using Wirtinger calculus, with convex and non-convex penalties.
result Established sufficient conditions for consistency and graph recovery in high-dimensional settings.

New framework models complex spatial data with basis functions and graphical vectors.

problem Modeling highly-multivariate spatial processes with varying resolutions.
method Extends graphical lasso to multivariate Gaussian processes with independent graphical vectors at different resolutions, using an orthogonal basis and fusion penalty.
result Linear complexity and parsimonious conditional independence structure in multilevel graphical model.

A new field of discrete differential geometry is presently emerging on the border between differential and discrete geometry. Whereas classical differential geometry investigates smooth geometric shapes (such as surfaces), and discrete geometry studies geometric shapes with finite number of elements (such as polyhedra)…

2005-04-18abs ↗pdf ↗

Paper presents voxel graph operators for vector data models.

problem Efficient conversion and analysis of geometric models.
method Topological voxelization, graph construction, differential operator derivation.
result Discrete differential and integral operators from voxel complexes.

This paper addresses the problem of neighborhood selection for Gaussian graphical models. We present two heuristic algorithms: a forward-backward greedy algorithm for general Gaussian graphical models based on mutual information test, and a threshold-based algorithm for walk summable Gaussian graphical models. Both alg…

2015-09-22abs ↗pdf ↗

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 ↗