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arXiv 1901.08770stat.MLcs.LG
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树结构高斯图模型的稳健估计

Robust estimation of tree structured Gaussian Graphical Model

The University of Texas at Austin(德克萨斯大学奥斯汀分校)

Ashish Katiyar, Jessica Hoffmann, Constantine Caramanis

摘要:

联合考虑高斯随机变量,其条件独立结构由图模型指定。如果我们观察变量的实现,我们可以计算协方差阵,众所周知,逆协方差阵的支持对应于图形模型的边缘。相反,假设我们只有噪声观测。如果每个节点上的噪声是独立的,我们可以计算协方差阵和一个未知对角线的和。这个和的逆(一般来说)是稠密的。我们要问:原来的独立结构还能恢复吗?我们解决这个问题的树结构的图形模型。我们证明了这个问题是不可识别的,但这种不可识别性仅限于一类候选树。我们进一步提出了额外的限制下,这个问题是可以识别的。最后,我们提供了一个O(n^3)算法来找到这个等价类的树。

英文摘要:

Consider jointly Gaussian random variables whose conditional independence structure is specified by a graphical model. If we observe realizations of the variables, we can compute the covariance matrix, and it is well known that the support of the inverse covariance matrix corresponds to the edges of the graphical model. Instead, suppose we only have noisy observations. If the noise at each node is independent, we can compute the sum of the covariance matrix and an unknown diagonal. The inverse of this sum is (in general) dense. We ask: can the original independence structure be recovered? We address this question for tree structured graphical models. We prove that this problem is unidentifiable, but show that this unidentifiability is limited to a small class of candidate trees. We further present additional constraints under which the problem is identifiable. Finally, we provide an O(n^3) algorithm to find this equivalence class of trees.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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