Convergence of the graphical-model support approximation sequence
Convergence of the graphical-model support approximation sequence
Let be an undirected graph with vertices. Let be an i.i.d. sample from a non-degenerate probability density on . Let be the support of the MLE over , and let be the sets defined in the paper.
Support approximation conjecture. The sequence of sets converges to the MLE support:
For non-chordal graphs, computing this limit is described as an open problem, while numerical experiments for a four-cycle provide evidence for the asserted convergence of the sets and their volumes.
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Primary source
Kaie Kubjas, Olga Kuznetsova, Elina Robeva, Pardis Semnani and Luca Sodomaco, “Log-concave density estimation in undirected graphical models”, arXiv:2206.05227 (2022).
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