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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.

169,051 papers · 148 categories

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3677341,1011,468 · Jun 202019922001200920182026
48 results for discrete pairwise graphical models

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 ↗

Sparse logistic regression recovers any discrete pairwise graph model.

problem Recovering the Markov graph of discrete pairwise graphical models.
method Maximum conditional log-likelihood with convex optimization.
result The algorithm can recover any arbitrary discrete pairwise graphical model.

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 ↗

We investigate a generic problem of learning pairwise exponential family graphical models with pairwise sufficient statistics defined by a global mapping function, e.g., Mercer kernels. This subclass of pairwise graphical models allow us to flexibly capture complex interactions among variables beyond pairwise product. …

2013-11-21abs ↗pdf ↗

In this paper, we address the problem of learning the structure of a pairwise graphical model from samples in a high-dimensional setting. Our first main result studies the sparsistency, or consistency in sparsity pattern recovery, properties of a forward-backward greedy algorithm as applied to general statistical model…

2011-07-16abs ↗pdf ↗

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 ↗

The belief propagation (BP) algorithm is widely applied to perform approximate inference on arbitrary graphical models, in part due to its excellent empirical properties and performance. However, little is known theoretically about when this algorithm will perform well. Using recent analysis of convergence and stabilit…

2012-06-20abs ↗pdf ↗

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.

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 ↗

We consider the problem of estimating undirected triangle-free graphs of high dimensional distributions. Triangle-free graphs form a rich graph family which allows arbitrary loopy structures but 3-cliques. For inferential tractability, we propose a graphical Fermat's principle to regularize the distribution family. Suc…

2015-04-23abs ↗pdf ↗

We introduce a new class of graphical models that generalizes Lauritzen-Wermuth-Frydenberg chain graphs by relaxing the semi-directed acyclity constraint so that only directed cycles are forbidden. Moreover, up to two edges are allowed between any pair of nodes. Specifically, we present local, pairwise and global Marko…

2017-08-29abs ↗pdf ↗

A simple graphical model for correlated defaults is proposed, with explicit formulas for the loss distribution. Algebraic geometry techniques are employed to show that this model is well posed for default dependence: it represents any given marginal distribution for single firms and pairwise correlation matrix. These t…

2008-09-08abs ↗pdf ↗

We examine the effect of clamping variables for approximate inference in undirected graphical models with pairwise relationships and discrete variables. For any number of variable labels, we demonstrate that clamping and summing approximate sub-partition functions can lead only to a decrease in the partition function e…

2015-10-01abs ↗pdf ↗

Graphical models have proven to be powerful tools for representing high-dimensional systems of random variables. One example of such a model is the undirected graph, in which lack of an edge represents conditional independence between two random variables given the rest. Another example is the bidirected graph, in whic…

2013-10-09abs ↗pdf ↗

We consider the problem of estimating the topology of spatial interactions in a discrete state, discrete time spatio-temporal graphical model where the interactions affect the temporal evolution of each agent in a network. Among other models, the susceptible, infected, recovered (SIRSIR) model for interaction events fal…

2010-04-14abs ↗pdf ↗

Proposes SGM for modeling complex dependencies in high-dimensional systems.

problem Limited pairwise interactions in PGMs for high-dimensional systems.
method Simplicial Gaussian model (SGM) using discrete Hodge theory and independent random components.
result Maximum-likelihood inference algorithm for parameter recovery and conditional dependence structure.

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.

The paper tackles fairness in estimating graphical models, especially for protected attributes.

problem Fairness issues in estimating graphical models, particularly for sensitive characteristics.
method Integrates pairwise graph disparity error and a tailored loss function into a multi-objective optimization problem.
result Successfully mitigates bias in graphical model estimation without compromising model performance.

GTMs model complex multivariate data with varying conditional independencies.

problem Modeling multivariate data with intricate marginals and complex dependency structures.
method Semiparametric approach using penalized splines and lasso regularization.
result GTMs accurately learn complex dependencies and identify conditional independencies.

Pairwise fairness for ranking and regression models.

problem Ensuring fairness in ranking and regression models with protected groups and attributes.
method Developed pairwise fairness metrics for ranking and regression, using constrained optimization and robust optimization techniques.
result Efficient and effective solutions for training problems, demonstrated through experiments.

This paper presents the R package gRapHD for efficient selection of high-dimensional undirected graphical models. The package provides tools for selecting trees, forests and decomposable models minimizing information criteria such as AIC or BIC, and for displaying the independence graphs of the models. It has also some…

2009-09-07abs ↗pdf ↗

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 ↗

Iterative Proportional Fitting (IPF), combined with EM, is commonly used as an algorithm for likelihood maximization in undirected graphical models. In this paper, we present two iterative algorithms that generalize upon IPF. The first one is for likelihood maximization in discrete chain factor graphs, which we define …

2012-12-12abs ↗pdf ↗

In this article we show the duality between tensor networks and undirected graphical models with discrete variables. We study tensor networks on hypergraphs, which we call tensor hypernetworks. We show that the tensor hypernetwork on a hypergraph exactly corresponds to the graphical model given by the dual hypergraph. …

2017-10-04abs ↗pdf ↗

We present some nonparametric methods for graphical modeling. In the discrete case, where the data are binary or drawn from a finite alphabet, Markov random fields are already essentially nonparametric, since the cliques can take only a finite number of values. Continuous data are different. The Gaussian graphical mode…

2012-01-04abs ↗pdf ↗

OpenGM is a C++ template library for defining discrete graphical models and performing inference on these models, using a wide range of state-of-the-art algorithms. No restrictions are imposed on the factor graph to allow for higher-order factors and arbitrary neighborhood structures. Large models with repetitive struc…

2012-06-01abs ↗pdf ↗

In this paper, we unify the Markov theory of a variety of different types of graphs used in graphical Markov models by introducing the class of loopless mixed graphs, and show that all independence models induced by mm-separation on such graphs are compositional graphoids. We focus in particular on the subclass of rib…

2011-09-27abs ↗pdf ↗

Bayesian inference of discrete component states in civil infrastructures using PGMs and GNNs.

problem Inferring discrete states of civil infrastructure components from measurable responses is an ill-posed inverse problem.
method The study proposes a novel Bayesian inversion paradigm based on Probabilistic Graphical Models (PGMs) and Graph Neural Networks (GNNs). PGMs are used to model the problem, with parameters learned from data and structural topology prior. Inference is accomplished by GNNs, and a graph property-based training strategy is developed.
result The proposed framework effectively solves the challenges of inferring the posterior PDF for discrete variables in high-dimensional problems.

We propose a method that performs anomaly detection and localisation within heterogeneous data using a pairwise undirected mixed graphical model. The data are a mixture of categorical and quantitative variables, and the model is learned over a dataset that is supposed not to contain any anomaly. We then use the model o…

2016-07-20abs ↗pdf ↗

Inference and learning of graphical models are both well-studied problems in statistics and machine learning that have found many applications in science and engineering. However, exact inference is intractable in general graphical models, which suggests the problem of seeking the best approximation to a collection of …

2015-02-03abs ↗pdf ↗