Corpus ID: 26861

Interaction Screening: Efficient and Sample-Optimal Learning of Ising Models

  title={Interaction Screening: Efficient and Sample-Optimal Learning of Ising Models},
  author={Marc Vuffray and Sidhant Misra and A. Lokhov and M. Chertkov},
  • Marc Vuffray, Sidhant Misra, +1 author M. Chertkov
  • Published 2016
  • Computer Science, Mathematics
  • ArXiv
  • We consider the problem of learning the underlying graph of an unknown Ising model on p spins from a collection of i.i.d. samples generated from the model. We suggest a new estimator that is computationally efficient and requires a number of samples that is near-optimal with respect to previously established information-theoretic lower-bound. Our statistical estimator has a physical interpretation in terms of "interaction screening". The estimator is consistent and is efficiently implemented… CONTINUE READING
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