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Minimax Prediction in Tree Ising Models

机译:树伊辛模型中的极小极大预测

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Graphical models are often used to facilitate efficient computation of posteriors in order to make predictions. With this objective in mind, we consider the problem of estimating the parameters of a graphical model with known structure from samples such that posteriors computed using the model are accurate. Focusing on tree-structured binary Markov random fields, our main result is a sharp characterization of the dependence on number of samples needed for all pairwise marginals (and hence posteriors of one variable given another) to be accurate: n = Θ(η−2 logp) samples are necessary and sufficient to estimate model parameters such that all marginals of arbitrary order k are accurate to within kη. The result implies that prediction error is bounded uniformly, with no dependence on the strength of interactions. We will also show that these guarantees are achievable using moment matching techniques.
机译:图形模型通常用于促进后验的有效计算,以便进行预测。考虑到这一目标,我们考虑了从样本中估计具有已知结构的图形模型参数的问题,从而使使用该模型计算的后验结果准确无误。着眼于树形结构的二进制马尔可夫随机场,我们的主要结果是对所有成对边际(因此一个变量的后代给出另一个变量)准确所需的样本数量的依赖关系进行了清晰的表征:n =Θ(η −2 logp)样本对于估计模型参数(例如t 所有任意阶数k的边际都精确到kη以内。结果表明,预测误差的边界是均匀的,与交互作用的强度无关。我们还将证明,使用矩匹配技术可以实现这些保证。

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