博士生讨论班2024[16]
时间:2025-02-21
阅读量:18次
- 演讲人: 高海亮
- 时间:2025年2月25日14:00
- 地点:浙江大学紫金港校区行政楼1417报告厅
报告文章:Learning Non-Gaussian Graphical Models via Hessian Scores and Triangular Transport (Ricardo Baptista & Rebecca Morrison & Olivier Zahm & Youssef Marzouk)
摘要:This paper introduces SING, a framework for learning Markov structures in continuous non-Gaussian distributions. The methodology integrates two core components: (1) a conditional independence score matrix derived from the integrated Hessian of the log-density, which theoretically bounds conditional dependencies under logarithmic Sobolev constraints, and (2) deterministic triangular transport maps that couple non-Gaussian distributions to Gaussian references while preserving sparsity patterns corresponding to graph edges. The framework operates through an iterative algorithm that alternates between estimating sparse transport maps and thresholding the score matrix to recover minimal I-maps, supported by theoretical consistency guarantees. By unifying transport-based density estimation with graphical model learning, SING addresses limitations of parametric assumptions in non-Gaussian settings. This approach maintains computational feasibility through sparse parameterizations, enabling scalable structure recovery where conventional Gaussian or linear methods fail.