High-Dimensional Graphical Model Selection: Tractable Graph Families and Necessary Conditions

We consider the problem of Ising and Gaussian graphical model selection given n i.i.d. samples from the model. We propose an efficient threshold-based algorithm for structure estimation based known as conditional mutual information test. This simple local algorithm requires only low-order statistics...

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Bibliographic Details
Main Authors: Anandkumar, Animashree, Tan, Vincent Y. F., Willsky, Alan S.
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Format: Article
Language:en_US
Published: Neural Information Processing Systems Foundation 2013
Online Access:http://hdl.handle.net/1721.1/79640
https://orcid.org/0000-0003-0149-5888