论文标题
从一个或多个样本中学习模型
Learning Ising models from one or multiple samples
论文作者
论文摘要
在估计伊辛模型方面,已经有两种独立的工作:(1)在对模型相互作用矩阵的最小假设下,从多个独立样本中估算它们; (2)在限制性设置中从一个样本中估算它们。我们提出了一个统一的框架,该框架可以在这两种设置之间平稳插入,从而可以从一个,几个或许多样本中获得更丰富的估计保证。 我们的主要定理为一个样本估计提供了保证,并根据相互作用矩阵家族的度量熵量化了估计误差。作为我们主要定理的推论,当模型的相互作用矩阵是已知矩阵的(稀疏)线性组合时,我们会得出边界,或者属于有限的集合或高维歧管。实际上,我们的主要结果通过将它们视为一个较大模型的样本来处理多个独立样本,并且可用于得出与上述多个样本文献中在质量上相似的估计界限。我们的技术方法受益于稀疏模型的交互网络,从而根据变量的子集进行调节,这些变量使结果有条件分布的依赖性足够弱。我们使用这种稀疏技术来证明ISING模型的强浓度和抗浓缩结果,我们认为这具有本文范围之外的应用。
There have been two separate lines of work on estimating Ising models: (1) estimating them from multiple independent samples under minimal assumptions about the model's interaction matrix; and (2) estimating them from one sample in restrictive settings. We propose a unified framework that smoothly interpolates between these two settings, enabling significantly richer estimation guarantees from one, a few, or many samples. Our main theorem provides guarantees for one-sample estimation, quantifying the estimation error in terms of the metric entropy of a family of interaction matrices. As corollaries of our main theorem, we derive bounds when the model's interaction matrix is a (sparse) linear combination of known matrices, or it belongs to a finite set, or to a high-dimensional manifold. In fact, our main result handles multiple independent samples by viewing them as one sample from a larger model, and can be used to derive estimation bounds that are qualitatively similar to those obtained in the afore-described multiple-sample literature. Our technical approach benefits from sparsifying a model's interaction network, conditioning on subsets of variables that make the dependencies in the resulting conditional distribution sufficiently weak. We use this sparsification technique to prove strong concentration and anti-concentration results for the Ising model, which we believe have applications beyond the scope of this paper.