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Statistics > Machine Learning

Title: High-dimensional structure estimation in Ising models: Local separation criterion

Abstract: We consider the problem of high-dimensional Ising (graphical) model selection. We propose a simple algorithm for structure estimation based on the thresholding of the empirical conditional variation distances. We introduce a novel criterion for tractable graph families, where this method is efficient, based on the presence of sparse local separators between node pairs in the underlying graph. For such graphs, the proposed algorithm has a sample complexity of $n=\Omega(J_{\min}^{-2}\log p)$, where $p$ is the number of variables, and $J_{\min}$ is the minimum (absolute) edge potential in the model. We also establish nonasymptotic necessary and sufficient conditions for structure estimation.
Comments: Published in at this http URL the Annals of Statistics (this http URL) by the Institute of Mathematical Statistics (this http URL)
Subjects: Machine Learning (stat.ML); Learning (cs.LG); Statistics Theory (math.ST)
Journal reference: Annals of Statistics 2012, Vol. 40, No. 3, 1346-1375
DOI: 10.1214/12-AOS1009
Report number: IMS-AOS-AOS1009
Cite as: arXiv:1107.1736 [stat.ML]
  (or arXiv:1107.1736v4 [stat.ML] for this version)

Submission history

From: Animashree Anandkumar [view email]
[v1] Fri, 8 Jul 2011 21:35:48 GMT (54kb)
[v2] Thu, 24 Nov 2011 02:17:50 GMT (99kb)
[v3] Sun, 4 Mar 2012 04:37:52 GMT (97kb)
[v4] Mon, 20 Aug 2012 05:38:19 GMT (1321kb)