High Dimensional Structure Learning of Ising Models on Sparse Random Graphs

Details High Dimensional Structure Learning of Ising Models on Sparse Random Graphs High Dimensional Structure Learning of Ising Models on Sparse Random Graphs

2010-10-31

arxiv.org/abs/1011.0129v7

Mathematics

Statistics Theory

More recent version titled "High-Dimensional Structure Learning of Ising Models: Local Separation Criterion" available

Scientific paper

We consider the problem of learning the structure of ferromagnetic Ising models Markov on sparse Erdos-Renyi random graph. We propose simple local algorithms and analyze their performance in the regime of correlation decay. We prove that an algorithm based on a set of conditional mutual information tests is consistent for structure learning throughout the regime of correlation decay. This algorithm requires the number of samples to scale as \omega(\log n), and has a computational complexity of O(n^4). A simpler algorithm based on correlation thresholding outputs a graph with a constant edit distance to the original graph when there is correlation decay, and the number of samples required is \Omega(\log n). Under a more stringent condition, correlation thresholding is consistent for structure estimation. We finally prove a lower bound that \Omega(c\log n) samples are also needed for consistent reconstruction of random graphs by any algorithm with positive probability, where c is the average degree. Thus, we establish that consistent structure estimation is possible with almost order-optimal sample complexity throughout the regime of correlation decay.

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