An Accelerated Chow and Liu Algorithm: Fitting Tree Distributions to High Dimensional Sparse Data
Chow and Liu introduced an algorithm for fitting a multivariate distribution with a tree (i.e. a density model that assumes that there are only pairwise dependencies between variables) and that the graph of these dependencies is a spanning tree. The original algorithm is quadratic in the dimesion of...
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| Language: | en_US |
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2004
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| Online Access: | http://hdl.handle.net/1721.1/6676 |