High-dimensional structure estimation in Ising models: local separation criterion

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Publication:693728

DOI10.1214/12-AOS1009zbMATH Open1297.62124arXiv1107.1736MaRDI QIDQ693728FDOQ693728


Authors: Animashree Anandkumar, Vincent Y. F. Tan, Furong Huang, Alan S. Willsky Edit this on Wikidata


Publication date: 10 December 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

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(Jmin2logp), where p is the number of variables, and Jmin is the minimum (absolute) edge potential in the model. We also establish nonasymptotic necessary and sufficient conditions for structure estimation.


Full work available at URL: https://arxiv.org/abs/1107.1736




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