Beyond maximum likelihood: Boosting the Chow-Liu algorithm for large alphabets

Jiantao Jiao, Yanjun Han, Tsachy Weissman

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

We show that in high dimensional distributions, i.e., the regime where the alphabet size of each node is comparable to the number of observations, the Chow-Liu algorithm on learning graphical models is highly sub-optimal. We propose a new approach, where the key ingredient is to replace the empirical mutual information in the Chow-Liu algorithm with a minimax rate-optimal estimator proposed recently by Jiao, Venkat, Han, and Weissman [1]. We demonstrate the improved performance of the new approach in two problems: learning tree graphical models and Bayesian network classification.

Original languageEnglish (US)
Title of host publicationConference Record of the 50th Asilomar Conference on Signals, Systems and Computers, ACSSC 2016
EditorsMichael B. Matthews
PublisherIEEE Computer Society
Pages321-325
Number of pages5
ISBN (Electronic)9781538639542
DOIs
StatePublished - Mar 1 2017
Event50th Asilomar Conference on Signals, Systems and Computers, ACSSC 2016 - Pacific Grove, United States
Duration: Nov 6 2016Nov 9 2016

Publication series

NameConference Record - Asilomar Conference on Signals, Systems and Computers
ISSN (Print)1058-6393

Other

Other50th Asilomar Conference on Signals, Systems and Computers, ACSSC 2016
Country/TerritoryUnited States
CityPacific Grove
Period11/6/1611/9/16

Keywords

  • Chow-Liu algorithm
  • approximation theory
  • high dimensional statistics
  • mutual information estimation
  • nonsmooth functional estimation

ASJC Scopus subject areas

  • Signal Processing
  • Computer Networks and Communications

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