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 (Author), Tan, Vincent Y. F. (Author), Willsky, Alan S. (Contributor)
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science (Contributor)
Format: Article
Language:English
Published: Neural Information Processing Systems Foundation, 2013-07-22T15:14:44Z.
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