Exact Asymptotics for Learning Tree-Structured Graphical Models with Side Information: Noiseless and Noisy Samples
Tandon, Anshoo, Tan, Vincent Y. F., Zhu, Shiyao
Given side information that an Ising tree-structured graphical model is homogeneous and has no external field, we derive the exact asymptotics of learning its structure from independently drawn samples. Our results, which leverage the use of probabilistic tools from the theory of strong large deviations, refine the large deviation (error exponents) results of Tan, Anandkumar, Tong, and Willsky [IEEE Trans. In addition, we extend our results to the scenario in which the samples are observed in random noise. In this case, we show that they strictly improve on the recent results of Nikolakakis, Kalogerias, and Sarwate [Proc. Our theoretical results demonstrate keen agreement with experimental results for sample sizes as small as that in the hundreds. The learning of graphical models [1] from data samples is an important and fundamental task in statistical inference and learning.
May-8-2020
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