• DocumentCode
    2991586
  • Title

    A large-deviation analysis for the maximum likelihood learning of tree structures

  • Author

    Tan, Vincent Y F ; Anandkumar, Animashree ; Lang Tong ; Willsky, Alan S.

  • Author_Institution
    Stochastic Syst. Group, MIT, Cambridge, MA, USA
  • fYear
    2009
  • fDate
    June 28 2009-July 3 2009
  • Firstpage
    1140
  • Lastpage
    1144
  • Abstract
    The problem of maximum-likelihood learning of the structure of an unknown discrete distribution from samples is considered when the distribution is Markov on a tree. Large-deviation analysis of the error in estimation of the set of edges of the tree is performed. Necessary and sufficient conditions are provided to ensure that this error probability decays exponentially. These conditions are based on the mutual information between each pair of variables being distinct from that of other pairs. The rate of error decay, or error exponent, is derived using the large-deviation principle. The error exponent is approximated using Euclidean information theory and is given by a ratio, to be interpreted as the signal-to-noise ratio (SNR) for learning. Numerical experiments show the SNR approximation is accurate.
  • Keywords
    Markov processes; error statistics; learning (artificial intelligence); maximum likelihood estimation; signal processing; trees (mathematics); Euclidean information theory; Markov distribution; SNR approximation; discrete distribution; error decay; error estimation; error probability; large-deviation analysis; maximum likelihood learning; necessary and sufficient conditions; signal-to-noise ratio; tree structures; Error analysis; Error probability; Estimation error; Information theory; Maximum likelihood estimation; Mutual information; Performance analysis; Signal to noise ratio; Sufficient conditions; Tree data structures; Error exponents; Euclidean Information Theory; Large-deviations; Tree structure learning;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Theory, 2009. ISIT 2009. IEEE International Symposium on
  • Conference_Location
    Seoul
  • Print_ISBN
    978-1-4244-4312-3
  • Electronic_ISBN
    978-1-4244-4313-0
  • Type

    conf

  • DOI
    10.1109/ISIT.2009.5206012
  • Filename
    5206012