Andrew McCormack

Richard Schwank, Andrew McCormack, Mathias Drton

Proposed in Hyvärinen (2005), score matching is a parameter estimation procedure that does not require computation of distributional normalizing constants. In this work we utilize the geometric median of means to develop a robust score matching procedure that yields consistent parameter estimates in settings where the observed data has been contaminated. A special appeal of the proposed method is that it retains convexity in exponential family models. The new method is therefore particularly attractive for non-Gaussian, exponential family graphical models where evaluation of normalizing constants is intractable. Support recovery guarantees for such models when contamination is present are provided. Additionally, support recovery is studied in numerical experiments and on a precipitation dataset. We demonstrate that the proposed robust score matching estimator performs comparably to the standard score matching estimator when no contamination is present but greatly outperforms this estimator in a setting with contamination.

Andrew McCormack

In this article the notion of the nondecreasing (ND) rank of a matrix or tensor is introduced. A tensor has an ND rank of r if it can be represented as a sum of r outer products of vectors, with each vector satisfying a monotonicity constraint. It is shown that for certain poset orderings finding an ND factorization of rank $r$ is equivalent to finding a nonnegative rank-r factorization of a transformed tensor. However, not every tensor that is monotonic has a finite ND rank. Theory is developed describing the properties of the ND rank, including typical, maximum, and border ND ranks. Highlighted also are the special settings where a matrix or tensor has an ND rank of one or two. As a means of finding low ND rank approximations to a data tensor we introduce a variant of the hierarchical alternating least squares algorithm. Low ND rank factorizations are found and interpreted for two datasets concerning the weight of pigs and a mental health survey during the COVID-19 pandemic.