The Living Thing / Notebooks : Undirected graphical models

a.k.a Markov random fields, Markov random networks. (other types?)

I would like to know about spatial Poisson random fields, Markov random fields, Bernoulli (or is it Boolean?) random fields, esp for discrete multivariate sequences. Gibbs and Boltzman dist inference.

A smartarse connection to neural networks is in Ranz13.

To learn:

When can you do observational study inference with undirected graphs? Given the powerful and fast tools for this (e.g. the ‘nonparanormal Skeptic’ of LHYL12 etc) it would be good to know if you can leverage them to produce directed causal graphs, or something.

Implementations of MRF methods


Altun, Y., Smola, A. J., & Hofmann, T. (2004) Exponential Families for Conditional Random Fields. In Proceedings of the 20th Conference on Uncertainty in Artificial Intelligence (pp. 2–9). Arlington, Virginia, United States: AUAI Press
Baddeley, A. J., Lieshout, M. N. M. V., & Møller, J. (1996) Markov Properties of Cluster Processes. Advances in Applied Probability, 28(2), 346–355. DOI.
Baddeley, A. J., & Lieshout, M. N. M. van. (1995) Area-interaction point processes. Annals of the Institute of Statistical Mathematics, 47(4), 601–619. DOI.
Baddeley, A. J., Møller, J., & Waagepetersen, R. (2000) Non- and semi-parametric estimation of interaction in inhomogeneous point patterns. Statistica Neerlandica, 54(3), 329–350. DOI.
Baddeley, A., & Møller, J. (1989) Nearest-Neighbour Markov Point Processes and Random Sets. International Statistical Review / Revue Internationale de Statistique, 57(2), 89–121. DOI.
Bartolucci, F., & Besag, J. (2002) A recursive algorithm for Markov random fields. Biometrika, 89(3), 724–730. DOI.
Besag, J. (1974) Spatial Interaction and the Statistical Analysis of Lattice Systems. Journal of the Royal Statistical Society. Series B (Methodological), 36(2), 192–236.
Besag, J. (1975) Statistical Analysis of Non-Lattice Data. Journal of the Royal Statistical Society. Series D (The Statistician), 24(3), 179–195. DOI.
Besag, J. (1986) On the Statistical Analysis of Dirty Pictures. Journal of the Royal Statistical Society. Series B (Methodological), 48(3), 259–302.
Blake, A., Kohli, P., & Rother, C. (Eds.). (2011) Markov Random Fields for Vision and Image Processing. . Cambridge, Mass: MIT Press
Boyd, S., Parikh, N., Chu, E., Peleato, B., & Eckstein, J. (2011) Distributed optimization and statistical learning via the alternating direction method of multipliers. Foundations and Trends® in Machine Learning, 3(1), 1–122.
Celeux, G., Forbes, F., & Peyrard, N. (2003) EM procedures using mean field-like approximations for Markov model-based image segmentation. Pattern Recognition, 36(1), 131–144. DOI.
Cevher, V., Duarte, M. F., Hegde, C., & Baraniuk, R. (2009) Sparse Signal Recovery Using Markov Random Fields. In Advances in Neural Information Processing Systems (pp. 257–264). Curran Associates, Inc.
Clifford, P. (1990) Markov random fields in statistics. In G. R. Grimmett & D. J. A. Welsh (Eds.), Disorder in Physical Systems: A Volume in Honour of John Hammersley. Oxford England : New York: Oxford University Press
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Forbes, F., & Peyrard, N. (2003) Hidden Markov random field model selection criteria based on mean field-like approximations. IEEE Transactions on Pattern Analysis and Machine Intelligence, 25(9), 1089–1101. DOI.
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Jensen, J. L., & Møller, J. (1991) Pseudolikelihood for Exponential Family Models of Spatial Point Processes. The Annals of Applied Probability, 1(3), 445–461.
Jordan, M. I.(1999) Learning in graphical models. . Cambridge, Mass.: MIT Press
Jordan, M. I.(2004) Graphical Models. Statistical Science, 19(1), 140–155.
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Jordan, M. I., & Weiss, Y. (2002a) Graphical models: Probabilistic inference. The Handbook of Brain Theory and Neural Networks, 490–496.
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Lavrenko, V., & Pickens, J. (2003a) Music modeling with random fields. In Proceedings of the 26th annual international ACM SIGIR conference on Research and development in informaion retrieval (p. 389). ACM Press DOI.
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Liu, H., Lafferty, J., & Wasserman, L. (2009) The Nonparanormal: Semiparametric Estimation of High Dimensional Undirected Graphs. J. Mach. Learn. Res., 10, 2295–2328.
Liu, H., Roeder, K., & Wasserman, L. (2010) Stability Approach to Regularization Selection (StARS) for High Dimensional Graphical Models. In J. D. Lafferty, C. K. I. Williams, J. Shawe-Taylor, R. S. Zemel, & A. Culotta (Eds.), Advances in Neural Information Processing Systems 23 (pp. 1432–1440). Curran Associates, Inc.
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Maddage, N. C., Li, H., & Kankanhalli, M. S.(2006) Music structure based vector space retrieval. In Proceedings of the 29th annual international ACM SIGIR conference on Research and development in information retrieval (p. 67). ACM Press DOI.
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Montanari, A. (2011) Lecture Notes for Stat 375 Inference in Graphical Models.
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Rabbat, M. G., Figueiredo, M., & Nowak, R. (2006) Inferring network structure from co-occurrences. In Advances in Neural Information Processing Systems (pp. 1105–1112). MIT Press
Ranzato, M. (2013) Modeling natural images using gated MRFs. IEEE Trans. Pattern Anal. Machine Intell., 35(9), 2206–2222. DOI.
Ravikumar, P., Wainwright, M. J., & Lafferty, J. D.(2010) High-dimensional Ising model selection using ℓ1-regularized logistic regression. The Annals of Statistics, 38(3), 1287–1319. DOI.
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