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Interaction Screening: Efficient and Sample-Optimal Learning of Ising Models.
ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 29 (NIPS 2016), (2016): 2595-2603
We consider the problem of learning the underlying graph of an unknown Ising model on p spins from a collection of i.i.d. samples generated from the model. We suggest a new estimator that is computationally efficient and requires a number of samples that is near-optimal with respect to previously established information theoretic lower-bo...More
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