Adaptive Embedded Subgraph Algorithms using Walk-Sum Analysis

@inproceedings{Chandrasekaran2007AdaptiveES,
  title={Adaptive Embedded Subgraph Algorithms using Walk-Sum Analysis},
  author={Venkat Chandrasekaran and Jason K. Johnson and Alan S. Willsky},
  booktitle={NIPS},
  year={2007}
}
We consider the estimation problem in Gaussian graphical models with arbitrary structure. We analyze the Embedded Trees algorithm, which solves a sequence of problems on tractable subgraphs thereby leading to the solution of the estimation problem on an intractable graph. Our analysis is based on the recently developed walk-sum interpretation of Gaussian estimation. We show that non-stationary iterations of the Embedded Trees algorithm using a ysequence of subgraphs converge in walk-summable… CONTINUE READING