Joint Gaussian graphical model estimation: A survey

K Tsai, O Koyejo, M Kolar - Wiley Interdisciplinary Reviews …, 2022 - Wiley Online Library
Graphs representing complex systems often share a partial underlying structure across
domains while retaining individual features. Thus, identifying common structures can shed …

Robust generalised Bayesian inference for intractable likelihoods

T Matsubara, J Knoblauch, FX Briol… - Journal of the Royal …, 2022 - academic.oup.com
Generalised Bayesian inference updates prior beliefs using a loss function, rather than a
likelihood, and can therefore be used to confer robustness against possible mis …

Inference in high-dimensional graphical models

J Janková, S van de Geer - Handbook of graphical models, 2018 - taylorfrancis.com
Undirected graphical models, also known as Markov random fields, have become a popular
tool for representing network structure of high-dimensional data in a large variety of areas …

Generalized Bayesian inference for discrete intractable likelihood

T Matsubara, J Knoblauch, FX Briol… - Journal of the American …, 2024 - Taylor & Francis
Discrete state spaces represent a major computational challenge to statistical inference,
since the computation of normalization constants requires summation over large or possibly …

Generalized score matching for non-negative data

S Yu, M Drton, A Shojaie - Journal of Machine Learning Research, 2019 - jmlr.org
A common challenge in estimating parameters of probability density functions is the
intractability of the normalizing constant. While in such cases maximum likelihood estimation …

Score-based quickest change detection for unnormalized models

S Wu, E Diao, T Banerjee, J Ding… - International …, 2023 - proceedings.mlr.press
Classical change detection algorithms typically require modeling pre-change and post-
change distributions. The calculations may not be feasible for various machine learning …

Generalized score matching for general domains

S Yu, M Drton, A Shojaie - … and Inference: A Journal of the IMA, 2022 - academic.oup.com
Estimation of density functions supported on general domains arises when the data are
naturally restricted to a proper subset of the real space. This problem is complicated by …

Score-based hypothesis testing for unnormalized models

S Wu, E Diao, K Elkhalil, J Ding, V Tarokh - IEEE Access, 2022 - ieeexplore.ieee.org
Unnormalized statistical models play an important role in machine learning, statistics, and
signal processing. In this paper, we derive a new hypothesis testing procedure for …

Simultaneous inference for pairwise graphical models with generalized score matching

M Yu, V Gupta, M Kolar - Journal of Machine Learning Research, 2020 - jmlr.org
Probabilistic graphical models provide a flexible yet parsimonious framework for modeling
dependencies among nodes in networks. There is a vast literature on parameter estimation …

Torus graphs for multivariate phase coupling analysis

N Klein, J Orellana, SL Brincat… - The annals of applied …, 2020 - pmc.ncbi.nlm.nih.gov
Angular measurements are often modeled as circular random variables, where there are
natural circular analogues of moments, including correlation. Because a product of circles is …