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math.PR2025
An explicit link between graphical models and Gaussian Markov random fields on metric graphs
David Bolin, Alexandre B. Simas, Jonas Wallin
We derive an explicit link between Gaussian Markov random fields on metric graphs and graphical models, and in particular show that a Markov random field restricted to the vertices…
math.PR2019★ 3 cited
Generalized bounds for active subspaces
Mario Teixeira Parente, Jonas Wallin, Barbara Wohlmuth
In this article, we consider scenarios in which traditional estimates for the active subspace method based on probabilistic Poincaré inequalities are not valid due to unbounded Poi…