Robust Estimation of Latent Tree Graphical Models: Inferring Hidden States With Inexact Parameters
Latent tree graphical models are widely used in computational biology, signal and image processing, and network tomography. Here, we design a new efficient, estimation procedure for latent tree models, including Gaussian and discrete, reversible models, that significantly improves on previous sample...
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Veröffentlicht in: | IEEE transactions on information theory 2013-07, Vol.59 (7), p.4357-4373 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | Latent tree graphical models are widely used in computational biology, signal and image processing, and network tomography. Here, we design a new efficient, estimation procedure for latent tree models, including Gaussian and discrete, reversible models, that significantly improves on previous sample requirement bounds. Our techniques are based on a new hidden state estimator that is robust to inaccuracies in estimated parameters. More precisely, we prove that latent tree models can be estimated with high probability in the so-called Kesten-Stigum regime with O (log 2 n ) samples, where n is the number of nodes. |
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ISSN: | 0018-9448 1557-9654 |
DOI: | 10.1109/TIT.2013.2251927 |