Paper proposes a natural hedging framework with graphical assessment for longevity risk management.
problem Lack of a unified framework for natural hedging and graphical risk assessment.
method Structured natural hedging framework integrated with a graphical risk metric.
result Demonstrates flexibility, interpretability, and practical value for longevity risk management.
We introduce block-tree graphs as a framework for deriving efficient algorithms on graphical models. We define block-tree graphs as a tree-structured graph where each node is a cluster of nodes such that the clusters in the graph are disjoint. This differs from junction-trees, where two clusters connected by an edge al…
New method for tuning Graphical Lasso hyperparameters.
problem Tuning hyperparameters of Graphical Lasso.
method Bilevel optimization with first-order method.
result Derivation of Graphical Lasso Jacobian.
We propose a general modeling and inference framework that composes probabilistic graphical models with deep learning methods and combines their respective strengths. Our model family augments graphical structure in latent variables with neural network observation models. For inference, we extend variational autoencode…
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.
New estimate for Curve Shortening Flow improves graphical solutions.
problem Improving regularity estimates for Curve Shortening Flow.
method Generalizing delayed parabolic regularity for Curve Shortening Flow.
result Interior graphical estimate for Curve Shortening Flow.
Nonparametric undirected graphical model selection using diffusion models
problem Undirected graphical model selection
method Diffusion models
result Model selection consistency
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.
We consider the problem of learning a high-dimensional graphical model in which certain hub nodes are highly-connected to many other nodes. Many authors have studied the use of an l1 penalty in order to learn a sparse graph in high-dimensional setting. However, the l1 penalty implicitly assumes that each edge is equall…
New method for fitting graphical models with latent variables using regularized conditional likelihood.
problem Graphical modeling with latent variables and confounding dependencies.
method Regularized conditional likelihood for exponential family graphical models.
result Framework applicable to broader settings without knowing latent variables' distribution.
AGMs outperform EGMs in generalizing to unseen inference tasks.
problem Training graphical models for inference tasks not seen during training.
method Adversarial training of an ensemble of discrete graphical models.
result AGMs significantly outperform EGMs in generalization to unseen tasks.
New method learns discrete graphical models efficiently.
problem Learning discrete graphical models with minimal data.
method Interaction Screening framework for fully general discrete factor models.
result Provably learns model structure and parameters with rigorous guarantees.
Graphical models help infer domain adaptation across unknown distributions.
problem Unknown changes in joint distribution across domains.
method Use graphical models to encode and infer changes in data distribution.
result Automated domain adaptation framework improves posterior inference of target variable.
Hybrid framework combines PGMs and TNs for complex probabilistic modeling.
problem Combining quantum-like correlations into PGM models.
method Introducing decoherence to convert probabilistic TN models into PGMs.
result Hybrid models can represent and combine strengths of both PGMs and TNs.
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.
In this article, we propose a new class of priors for Bayesian inference with multiple Gaussian graphical models. We introduce fully Bayesian treatments of two popular procedures, the group graphical lasso and the fused graphical lasso, and extend them to a continuous spike-and-slab framework to allow self-adaptive shr…
Layered graphical models improve discriminative learning efficiency.
problem Improving discriminative learning efficiency in graphical models.
method Designing layered graphical models (LGMs) in analogy to neural networks, using tensorized truncated variational inference and backpropagation.
result LGMs achieve competitive results in image classification, comparable to neural networks.
Novel segmentation method for energy game-theoretic frameworks using graphical lasso.
problem Difficulty in computing utility functions for high-player energy game-theoretic frameworks.
method Graphical Lasso based approach to cluster features leading to energy usage behaviors.
result Characteristic clusters demonstrating different energy usage behaviors identified.
We propose a scalable, efficient and statistically motivated computational framework for Graphical Lasso (Friedman et al., 2007b) - a covariance regularization framework that has received significant attention in the statistics community over the past few years. Existing algorithms have trouble in scaling to dimensions…
Novel framework controls FDR in high-dimensional, dependent data.
problem FDR control failure in high-dimensional, dependent data.
method Dependency-aware T-Rex selector integrating hierarchical graphical models and martingale theory.
result First to control FDR in high-dimensional, dependent data.
New framework for attributing online marketing touchpoints.
problem Fine-grained attribution of individual touchpoints' effects.
method Graphical point process framework for studying conversion effects.
result Proposed methods allocate proper credit to touchpoints for each customer's path.
The task of matching co-referent records is known among other names as rocord linkage. For large record-linkage problems, often there is little or no labeled data available, but unlabeled data shows a reasonable clear structure. For such problems, unsupervised or semi-supervised methods are preferable to supervised met…
Graphical models use graphs to compactly capture stochastic dependencies amongst a collection of random variables. Inference over graphical models corresponds to finding marginal probability distributions given joint probability distributions. In general, this is computationally intractable, which has led to a quest fo…
Paper tackles learning quantum graphical models, improving speed and scalability.
problem Learning quantum graphical models from data.
method Solves a constrained optimization problem on the Stiefel manifold using gradient descent.
result Demonstrates faster and better solutions on various datasets, scaling to larger models.
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.
Graphical Lasso algorithm segments occupants' energy usage behaviors in HC-CP systems.
problem Improving sustainability and energy efficiency in HC-CP systems.
method Introduced a gamification framework and applied Graphical Lasso for energy usage segmentation.
result Characterized different energy usage behaviors in HC-CP systems.
A new probabilistic framework for optimal transport using collective graphical models.
problem Measuring similarity between probability distributions and histograms.
method Probabilistic Optimal Transport based on Collective Graphical Models.
result OT with entropic regularization is equivalent to maximizing a posterior probability of a CGM.
Machine learning predicts accurate cloning of printed graphical codes.
problem Clonability of anti-counterfeiting printable graphical codes.
method Simple system composed of fully connected neural network layers.
result Accurate estimation of digital codes from printed counterparts in certain cases.
In recent years, the importance of deep learning has significantly increased in pattern recognition, computer vision, and artificial intelligence research, as well as in industry. However, despite the existence of multiple deep learning frameworks, there is a lack of comprehensible and easy-to-use high-level tools for …
Estimates sparse Gaussian graphical models using discrete optimization.
problem Learning a sparse graph from Gaussian graphical models.
method Proposes GraphL0BnB, an ℓ0-penalized MIP solved with a custom BnB framework. result Significant runtime and statistical performance improvements over existing methods.
We find a closed-form determinant for a specific sparse covariance matrix model.
problem Finding the determinant of a specific class of sparse positive definite matrices.
method Using Fourier transform of local factors, Normal Factor Graph Duality Theorem, and Matrix Determinant Lemma.
result We derive a closed-form expression for the determinant.
Graphical models improve actuarial judgment in insurance claims analysis.
problem Improving actuarial judgment in insurance claims analysis.
method Using graphical models to represent complex inter-dependencies and incorporate qualitative knowledge.
result Graphical models can be used to express and analyze non-life insurance claims data.
We develop a framework for incorporating structured graphical models in the \emph{encoders} of variational autoencoders (VAEs) that allows us to induce interpretable representations through approximate variational inference. This allows us to both perform reasoning (e.g. classification) under the structural constraints…
An undirected graphical model is a joint probability distribution defined on an undirected graph G*, where the vertices in the graph index a collection of random variables and the edges encode conditional independence relationships among random variables. The undirected graphical model selection (UGMS) problem is to es…
This thesis investigates belief propagation's performance in graphical models with loops.
problem Belief propagation's performance and convergence guarantees in models with loops are uncertain.
method Investigates how model parameters affect belief propagation's performance, convergence, and approximation quality.
result Model parameters influence the number of fixed points, convergence properties, and approximation quality of belief propagation.
Unified framework for analyzing stable learning algorithms across different dataset shifts.
problem Analyzing and comparing stability of learning algorithms across various dataset shifts.
method Causal graphical representation to express dataset shifts and a hierarchy of operators to disable shift-causing edges.
result Established conditions for optimal performance and derived new algorithms for finding stable distributions.
Gaussian graphical models (GGM) have been widely used in many high-dimensional applications ranging from biological and financial data to recommender systems. Sparsity in GGM plays a central role both statistically and computationally. Unfortunately, real-world data often does not fit well to sparse graphical models. I…
In many applications, multivariate samples may harbor previously unrecognized heterogeneity at the level of conditional independence or network structure. For example, in cancer biology, disease subtypes may differ with respect to subtype-specific interplay between molecular components. Then, both subtype discovery and…
Profile graphical models represent multivariate dependence under varying risk factors.
problem Capturing varying conditional independence structures across different levels of a risk factor.
method Introducing a novel class of graphical models (profile graphical models) that represent multivariate dependence under varying risk factors, and developing a Bayesian approach for learning shared sparsity structures.
result Demonstrated enhanced ability to capture subject-specific differences in protein network data from acute myeloid leukemia.
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 (SIR) model for interaction events fal…
We investigate the problem of learning discrete, undirected graphical models in a differentially private way. We show that the approach of releasing noisy sufficient statistics using the Laplace mechanism achieves a good trade-off between privacy, utility, and practicality. A naive learning algorithm that uses the nois…
CIfly simplifies causal inference tasks with linear-time reachability primitives.
problem Efficiently solving complex causal inference problems.
method Formalizes reachability as a core operation, builds on state-space graphs, and uses rule tables.
result CIfly algorithms run in linear time, outperforming existing methods.
Method estimates M-matrices in graphical models with improved accuracy.
problem Estimating M-matrices as precision matrices in Gaussian graphical models.
method Adaptive multiple-stage estimation method solving weighted ℓ1-regularized problems.
result Method outperforms state-of-the-art methods in precision matrix estimation and graph edge identification.
In this manuscript we consider the problem of jointly estimating multiple graphical models in high dimensions. We assume that the data are collected from n subjects, each of which consists of T possibly dependent observations. The graphical models of subjects vary, but are assumed to change smoothly corresponding to a …
Gaussian graphical model is a graphical representation of the dependence structure for a Gaussian random vector. It is recognized as a powerful tool in different applied fields such as bioinformatics, error-control codes, speech language, information retrieval and others. Gaussian graphical model selection is a statist…
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 ℓ1 penalized estimator. BPASGM uses sparse graphical models to optimize portfolio selection.
problem Portfolio optimization in high-dimensional settings with estimation error.
method BPASGM extends BPA to a sparse graphical model, screening assets for diversification.
result BPASGM portfolios outperform standard mean-variance portfolios in risk-adjusted performance.