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  • 标题:The minimax learning rates of normal and Ising undirected graphical models
  • 本地全文:下载
  • 作者:Luc Devroye ; Abbas Mehrabian ; Tommy Reddad
  • 期刊名称:Electronic Journal of Statistics
  • 印刷版ISSN:1935-7524
  • 出版年度:2020
  • 卷号:14
  • 期号:1
  • 页码:2338-2361
  • DOI:10.1214/20-EJS1721
  • 语种:English
  • 出版社:Institute of Mathematical Statistics
  • 摘要:Let $G$ be an undirected graph with $m$ edges and $d$ vertices. We show that $d$-dimensional Ising models on $G$ can be learned from $n$ i.i.d. samples within expected total variation distance some constant factor of $\min \{1,\sqrt{(m+d)/n}\}$, and that this rate is optimal. We show that the same rate holds for the class of $d$-dimensional multivariate normal undirected graphical models with respect to $G$. We also identify the optimal rate of $\min \{1,\sqrt{m/n}\}$ for Ising models with no external magnetic field.
  • 关键词:Density estimation; distribution learning; graphical model; Markov random field; Ising model; multivariate normal; Fano’s lemma
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