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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.

168,742 papers · 148 categories

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69137206274 · May 202619922001200920172026
48 results for graphical consistency

In many structured prediction problems, complex relationships between variables are compactly defined using graphical structures. The most prevalent graphical prediction methods---probabilistic graphical models and large margin methods---have their own distinct strengths but also possess significant drawbacks. Conditio…

2018-11-07abs ↗pdf ↗

This paper presents foundational theoretical results on distributed parameter estimation for undirected probabilistic graphical models. It introduces a general condition on composite likelihood decompositions of these models which guarantees the global consistency of distributed estimators, provided the local estimator…

2014-06-11abs ↗pdf ↗

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 ↗

Paper compares two methods for inferring network structures in presence of latent confounders.

problem Inferring network structures in presence of latent confounders.
method Gaussian graphical models with latent variables (LVGGM) and PCA-based removal of confounding (PCA+GGM).
result Proposes a new method combining strengths of LVGGM and PCA+GGM, proving consistency and convergence rate.

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

problem Inconsistent community detection violates fairness constraints for nodes with demographic attributes.
method Develops an 1\ell_1-regularized pseudo-likelihood approach for fair graphical model selection.
result The method ensures demographic groups are fairly represented within detected communities.

Proposes a method to estimate functional graphical models from multivariate random functions.

problem Estimating conditional independence structure of multivariate random functions.
method Neighborhood selection approach combining function-on-function regression and graph recovery.
result Statistical consistency of the method in high-dimensional settings.

VFG model embeds flow-based models with hierarchical structures using variational inference.

problem Flow-based models struggle with high-dimensional latent spaces and lack of tractable inference for graphical structures.
method Integrates flow-based functions through variational inference with aggregation nodes for hierarchical information integration.
result VFG models achieve improved ELBO and likelihood values on multiple datasets.

Develops a nonparametric graphical model for conditional independence.

problem Evaluation of conditional independence without distributional assumptions.
method Nonlinear sufficient dimension reduction techniques applied to a nonparametric graphical model.
result Method outperforms existing methods in non-Gaussian settings and high-dimensional data.

A new copula model for multi-attribute data using optimal transport.

problem Relaxing the Gaussian assumption for multi-attribute graphical models.
method Introducing a new copula (Cyclically Monotone Copula) and using optimal transport theory.
result The model allows arbitrary continuous distributions and is more flexible than classical methods.

This paper considers the problem of estimating multiple related Gaussian graphical models from a pp-dimensional dataset consisting of different classes. Our work is based upon the formulation of this problem as group graphical lasso. This paper proposes a novel hybrid covariance thresholding algorithm that can effecti…

2015-03-07abs ↗pdf ↗

New method learns graphical models with latent variables for extreme events.

problem Learning graphical models with latent variables for multivariate extremes.
method Tractable convex program exttt{eglatent} for Hüsler-Reiss models.
result Consistently recovers conditional graph and latent variables.

Graphical lasso models ASR utterance dependencies for consistent WER estimation.

problem Modeling dependent structure among ASR utterances for accurate significance analysis.
method Graphical lasso for dependency modeling, followed by blockwise bootstrap resampling.
result Statistically consistent variance estimator of WER under mild conditions.

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.

This paper develops a nonparametric model for complex network data.

problem Capturing conditional independence structure in multivariate data with heterogeneous graph structures.
method Integrates network embedding with nonparametric graphical model estimation, solving a linear equation system.
result The proposed method effectively recovers heterogeneous graph structures without distributional assumptions.

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.

Develops FGL for better portfolio allocation under common factor influence.

problem Sparsity assumption fails for stock returns driven by common factors.
method Integrates graphical models with factor structure to estimate portfolio weights and risk exposure robust to heavy-tailed distributions.
result FGL-based portfolios outperform equal-weighted and Index portfolios in empirical applications.

Paper identifies sparse structures and communities in heterogeneous graphical models.

problem Detecting community structures in graphical models.
method Novel decomposition into sparse and low-rank parts, three-stage estimation procedure.
result Consistent model selection for adaptive 1\ell_1 penalized estimator.

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.

Undirected graphs are often used to describe high dimensional distributions. Under sparsity conditions, the graph can be estimated using 1\ell_1-penalization methods. We propose and study the following method. We combine a multiple regression approach with ideas of thresholding and refitting: first we infer a sparse u…

2010-09-02abs ↗pdf ↗

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.

Paper proposes a transfer learning framework for tensor Gaussian graphical models.

problem Pooling heterogeneous tensor data for improved estimation and variable selection.
method Transfer learning framework that uses data-adaptive weights from auxiliary domains.
result Significant improvement in estimation errors and variable selection consistency.

SGM combines deep learning and planning for robust long-horizon tasks.

problem Combining deep learning and planning for robust long-horizon tasks.
method Sparse Graphical Memory (SGM) that stores states and feasible transitions in a sparse memory, aggregating states according to a two-way consistency objective.
result SGM significantly outperforms current state of the art methods on long horizon, sparse-reward visual navigation tasks.

This paper considers the problem of networks reconstruction from heterogeneous data using a Gaussian Graphical Mixture Model (GGMM). It is well known that parameter estimation in this context is challenging due to large numbers of variables coupled with the degeneracy of the likelihood. We propose as a solution a penal…

2013-08-15abs ↗pdf ↗

Paper characterizes causal graphs from hard interventions and proposes a learning algorithm.

problem Discovering causal structure from hard interventions and observational data.
method Proposes graphical constraints and a learning algorithm based on do-calculus.
result Characterizes interventional equivalence classes of causal graphs with latent variables.

Undirected graphs can be used to describe matrix variate distributions. In this paper, we develop new methods for estimating the graphical structures and underlying parameters, namely, the row and column covariance and inverse covariance matrices from the matrix variate data. Under sparsity conditions, we show that one…

2012-09-23abs ↗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.

Paper proposes a new method for density estimation using tree tensor-network states.

problem Density estimation for complex graphical models with loops.
method Determines tree topology with Chow-Liu algorithm and uses sketching techniques to define tensor-network components.
result Sample complexity guarantees and empirical validation provided.

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 analyze variational inference for highly symmetric graphical models such as those arising from first-order probabilistic models. We first show that for these graphical models, the tree-reweighted variational objective lends itself to a compact lifted formulation which can be solved much more efficiently than the sta…

2014-06-17abs ↗pdf ↗

Graphical Lasso (GL) is a popular method for learning the structure of an undirected graphical model, which is based on an l1l_1 regularization technique. The objective of this paper is to compare the computationally-heavy GL technique with a numerically-cheap heuristic method that is based on simply thresholding the s…

2017-08-30abs ↗pdf ↗

Two algorithms learn Gaussian graphical models from Glauber dynamics trajectories.

problem Learning Gaussian graphical models from dependent data.
method Two complementary approaches: local edge-testing and burn-in/thinning reduction.
result Both approaches provide finite-sample recovery guarantees and empirical comparisons.

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.