6,693 research outputs found
Forest Density Estimation
We study graph estimation and density estimation in high dimensions, using a
family of density estimators based on forest structured undirected graphical
models. For density estimation, we do not assume the true distribution
corresponds to a forest; rather, we form kernel density estimates of the
bivariate and univariate marginals, and apply Kruskal's algorithm to estimate
the optimal forest on held out data. We prove an oracle inequality on the
excess risk of the resulting estimator relative to the risk of the best forest.
For graph estimation, we consider the problem of estimating forests with
restricted tree sizes. We prove that finding a maximum weight spanning forest
with restricted tree size is NP-hard, and develop an approximation algorithm
for this problem. Viewing the tree size as a complexity parameter, we then
select a forest using data splitting, and prove bounds on excess risk and
structure selection consistency of the procedure. Experiments with simulated
data and microarray data indicate that the methods are a practical alternative
to Gaussian graphical models.Comment: Extended version of earlier paper titled "Tree density estimation
Pre-processing for Triangulation of Probabilistic Networks
The currently most efficient algorithm for inference with a probabilistic
network builds upon a triangulation of a network's graph. In this paper, we
show that pre-processing can help in finding good triangulations
forprobabilistic networks, that is, triangulations with a minimal maximum
clique size. We provide a set of rules for stepwise reducing a graph, without
losing optimality. This reduction allows us to solve the triangulation problem
on a smaller graph. From the smaller graph's triangulation, a triangulation of
the original graph is obtained by reversing the reduction steps. Our
experimental results show that the graphs of some well-known real-life
probabilistic networks can be triangulated optimally just by preprocessing; for
other networks, huge reductions in their graph's size are obtained.Comment: Appears in Proceedings of the Seventeenth Conference on Uncertainty
in Artificial Intelligence (UAI2001
Active Learning for Undirected Graphical Model Selection
This paper studies graphical model selection, i.e., the problem of estimating
a graph of statistical relationships among a collection of random variables.
Conventional graphical model selection algorithms are passive, i.e., they
require all the measurements to have been collected before processing begins.
We propose an active learning algorithm that uses junction tree representations
to adapt future measurements based on the information gathered from prior
measurements. We prove that, under certain conditions, our active learning
algorithm requires fewer scalar measurements than any passive algorithm to
reliably estimate a graph. A range of numerical results validate our theory and
demonstrates the benefits of active learning.Comment: AISTATS 201
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