2 research outputs found
A backward selection procedure for approximating a discrete probability distribution by decomposable models
summary:Decomposable (probabilistic) models are log-linear models generated by acyclic hypergraphs, and a number of nice properties enjoyed by them are known. In many applications the following selection problem naturally arises: given a probability distribution over a finite set of discrete variables and a positive integer , find a decomposable model with tree-width that best fits . If is the generating hypergraph of a decomposable model and is the estimate of under the model, we can measure the closeness of to by the information divergence , so that the problem above reads: given and , find an acyclic, connected hypergraph of tree-width such that is minimum. It is well-known that this problem is -hard. However, for it was solved by Chow and Liu in a very efficient way; thus, starting from an optimal Chow-Liu solution, a few forward-selection procedures have been proposed with the aim at finding a `good' solution for an arbitrary . We propose a backward-selection procedure which starts from the (trivial) optimal solution for , and we show that, in a study case taken from literature, our procedure succeeds in finding an optimal solution for every