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High-Dimensional Structure Estimation in Ising Models: Tractable Graph Families

Vincent Y. F. Tan
Alan S. Willsky
Abstract

We consider the problem of high-dimensional Ising (graphical) model selection. We propose a simple algorithm for structure estimation based on the thresholding of the empirical conditional variation distances. This algorithm requires only low-order statistics of the data and has a sample complexity of n =omega(J_{min}^{-2} log p), where p is the number of variables and JminJ_{\min} is the minimum (absolute) edge potential in the model. We also establish non-asymptotic necessary and sufficient conditions for structure estimation.

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