TY - GEN
T1 - Beyond maximum likelihood
T2 - 50th Asilomar Conference on Signals, Systems and Computers, ACSSC 2016
AU - Jiao, Jiantao
AU - Han, Yanjun
AU - Weissman, Tsachy
N1 - Publisher Copyright:
© 2016 IEEE.
PY - 2017/3/1
Y1 - 2017/3/1
N2 - 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.
AB - 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.
KW - Chow-Liu algorithm
KW - approximation theory
KW - high dimensional statistics
KW - mutual information estimation
KW - nonsmooth functional estimation
UR - http://www.scopus.com/inward/record.url?scp=85016280955&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=85016280955&partnerID=8YFLogxK
U2 - 10.1109/ACSSC.2016.7869051
DO - 10.1109/ACSSC.2016.7869051
M3 - Conference contribution
AN - SCOPUS:85016280955
T3 - Conference Record - Asilomar Conference on Signals, Systems and Computers
SP - 321
EP - 325
BT - Conference Record of the 50th Asilomar Conference on Signals, Systems and Computers, ACSSC 2016
A2 - Matthews, Michael B.
PB - IEEE Computer Society
Y2 - 6 November 2016 through 9 November 2016
ER -