Inference and FDR Control for Simulated Ising Models in High-dimension

The (probabilistic) graphical model consists of a collection of probability distributions that factorize according to the structure of an underlying graph [52]. The graphical model captures the complex dependencies among random variables and build large-scale multivariate statistical models, which has been used in many research areas such as hierarchical Bayesian models [27], contingency table analysis [20, 53] in categorical data analysis [1, 23, 37], constraint satisfaction [16, 15], language and speech processing [11, 31], image processing [17, 24, 28] and spatial statistics more generally [8]. In our work, we focus on the undirected graphical models, where the probability distribution factorizes according to the function defined on the cliques of the graph. The undirected graphical models have a variety of applications, including statistical physics [32], natural language processing [38], image analysis [54] and spatial statistics [43]. Specifically, we pay attention to the undirected graphical models which can be described as exponential families, a broad class of probability distributions elaborately studied in many statistical literature [4, 21, 13]. The properties of the exponential families provide some connections between the inference methods and the convex analysis [12, 29]. There are many well-known examples that are undirected graphical models viewed as exponential families, such as Ising model [32, 5], Gaussian MRF [46] and latent Dirichlet allocation [11].