Generalized Direct Change Estimation in Ising Model Structure

@inproceedings{Fazayeli2016GeneralizedDC,
  title={Generalized Direct Change Estimation in Ising Model Structure},
  author={Farideh Fazayeli and Arindam Banerjee},
  booktitle={ICML},
  year={2016}
}
We consider the problem of estimating change in the dependency structure of two p-dimensional Ising models, based on respectively n1 and n2 samples drawn from the models. The change is assumed to be structured, e.g., sparse, block sparse, node-perturbed sparse, etc., such that it can be characterized by a suitable (atomic) norm. We present and analyze a norm-regularized estimator for directly estimating the change in structure, without having to estimate the structures of the individual Ising… CONTINUE READING
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