Sparsistent Estimation of Time-Varying Discrete Markov Random Fields

Details Sparsistent Estimation of Time-Varying Discrete Markov Random Fields Sparsistent Estimation of Time-Varying Discrete Markov Random Fields

2009-07-14

arxiv.org/abs/0907.2337v1

Statistics

Machine Learning

Scientific paper

We study a nonparametric method that estimates the structure of a discrete undirected graphical model from data. We assume that the distribution generating the data smoothly evolves over time and that the given sample is not identically distributed. Under the assumption that the underlying graphical model is sparse, the method recovers the structure consistently in the high dimensional, low sample size setting.

Affiliated with

Also associated with

No associations

Rating

Sparsistent Estimation of Time-Varying Discrete Markov Random Fields does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Sparsistent Estimation of Time-Varying Discrete Markov Random Fields, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Sparsistent Estimation of Time-Varying Discrete Markov Random Fields will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-331751