Title :
Robust Estimation of Latent Tree Graphical Models: Inferring Hidden States With Inexact Parameters
Author :
Mossel, Elchanan ; Roch, Sebastian ; Sly, A.
Author_Institution :
Dept. of Stat., Univ. of California, Berkeley, Berkeley, CA, USA
Abstract :
Latent tree graphical models are widely used in computational biology, signal and image processing, and network tomography. Here, we design a new efficient, estimation procedure for latent tree models, including Gaussian and discrete, reversible models, that significantly improves on previous sample requirement bounds. Our techniques are based on a new hidden state estimator that is robust to inaccuracies in estimated parameters. More precisely, we prove that latent tree models can be estimated with high probability in the so-called Kesten-Stigum regime with O(log2n) samples, where n is the number of nodes.
Keywords :
Gaussian processes; spectral analysis; state estimation; trees (mathematics); Gaussian models; Kesten-Stigum regime; computational biology; discrete models; hidden state estimator; image processing; latent tree graphical models; network tomography; reversible models; robust estimation; signal processing; Biological system modeling; Eigenvalues and eigenfunctions; Estimation; Graphical models; Markov processes; Measurement; Vegetation; Gaussian graphical models on trees; Kesten–Stigum (KS) reconstruction bound; Markov random fields on trees; phase transitions;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.2013.2251927