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arXiv 2101.04084math.STstat.COstat.TH
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高维DAG模型及其等价类的贝叶斯学习的复杂性分析

Complexity analysis of Bayesian learning of high-dimensional DAG models and their equivalence classes

Quan Zhou, Hyunwoong Chang

AI总结:

本文证明了高维稀疏等价类贝叶斯结构学习的多项式复杂性及快速混合性,通过推导有限状态空间混合时间界限和构建高概率搜索路径,为MCMC结构学习提供了理论保证。

摘要:

由于巨大的搜索空间和马尔可夫等价DAG的存在,通过MCMC采样进行结构学习被认为是非常具有挑战性的。关于混合行为的理论结果目前仍然缺乏。在这项工作中,我们证明了一种随机游走Metropolis-Hastings算法的快速混合性,这揭示了在某些高维假设下,稀疏等价类的贝叶斯学习复杂性在$n$和$p$上仅呈多项式增长。我们获得了一系列高维一致性结果,包括用于结构学习的经验贝叶斯模型的强选择一致性。我们的证明基于两个新结果。首先,我们推导了有限状态空间上的一般混合时间界限,该界限可应用于其他模型选择问题的局部MCMC方案。其次,我们通过证明DAG比较的组合性质,在具有节点度约束的等价类空间上构建了高概率搜索路径。我们对所提出的MCMC采样器进行了模拟研究,以说明主要的理论发现。

英文摘要:

Structure learning via MCMC sampling is known to be very challenging because of the enormous search space and the existence of Markov equivalent DAGs. Theoretical results on the mixing behavior are lacking. In this work, we prove the rapid mixing of a random walk Metropolis-Hastings algorithm, which reveals that the complexity of Bayesian learning of sparse equivalence classes grows only polynomially in $n$ and $p$, under some high-dimensional assumptions. A series of high-dimensional consistency results is obtained, including the strong selection consistency of an empirical Bayes model for structure learning. Our proof is based on two new results. First, we derive a general mixing time bound on finite state spaces, which can be applied to local MCMC schemes for other model selection problems. Second, we construct high-probability search paths on the space of equivalence classes with node degree constraints by proving a combinatorial property of DAG comparisons. Simulation studies on the proposed MCMC sampler are conducted to illustrate the main theoretical findings.

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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