论文标题
高斯图形模型的强大模型选择
Robust Model Selection of Gaussian Graphical Models
论文作者
论文摘要
在高斯图形模型选择中,噪声浪费的样品提出了重大挑战。众所周知,即使是最小的噪声也会掩盖基本结构,从而导致基本的可识别性问题。解决此“强大模型选择”问题的最新工作线将其重点缩小到树结构图形模型。即使在此特定类型的模型中,精确的结构恢复也是不可能的。但是,已经开发了几种算法,这些算法可证明可以将基本的树结构恢复到(不可避免的)等效类。 在本文中,我们将这些结果扩展到了树的结构图。我们首先表征了在噪声存在下可以恢复一般图的等效类。尽管有固有的歧义(我们证明是不可避免的),但可以恢复的结构揭示了基础模型中的局部聚类信息和全局连接模式。此类信息在一系列现实问题中很有用,包括电网,社交网络,蛋白质 - 蛋白质相互作用和神经结构。然后,我们提出了一种算法,该算法可将基础图恢复到确定的歧义。我们进一步为我们的算法的高维度提供了有限的样本保证,并通过数值模拟验证了我们的结果。
In Gaussian graphical model selection, noise-corrupted samples present significant challenges. It is known that even minimal amounts of noise can obscure the underlying structure, leading to fundamental identifiability issues. A recent line of work addressing this "robust model selection" problem narrows its focus to tree-structured graphical models. Even within this specific class of models, exact structure recovery is shown to be impossible. However, several algorithms have been developed that are known to provably recover the underlying tree-structure up to an (unavoidable) equivalence class. In this paper, we extend these results beyond tree-structured graphs. We first characterize the equivalence class up to which general graphs can be recovered in the presence of noise. Despite the inherent ambiguity (which we prove is unavoidable), the structure that can be recovered reveals local clustering information and global connectivity patterns in the underlying model. Such information is useful in a range of real-world problems, including power grids, social networks, protein-protein interactions, and neural structures. We then propose an algorithm which provably recovers the underlying graph up to the identified ambiguity. We further provide finite sample guarantees in the high-dimensional regime for our algorithm and validate our results through numerical simulations.