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
fDate :
June 28 2009-July 3 2009
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;
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
DOI :
10.1109/ISIT.2009.5206012