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...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:IEEE transactions on information theory 2013-07, Vol.59 (7), p.4357-4373
Hauptverfasser: Mossel, E., Roch, S., Sly, A.
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext bestellen
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
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.
ISSN:0018-9448
1557-9654
DOI:10.1109/TIT.2013.2251927