Information-Theoretic Limits of Selecting Binary Graphical Models in High Dimensions
Narayana Santhanam, Martin J. Wainwright · IEEE Transactions on Information Theory · 2012
The problem of graphical model selection is to estimate the graph structure of a Markov random field given samples from it. We analyze the information-theoretic limitations of the problem of graph selection for binary Markov random fields under high-dimensional scaling, in which the graph size and the number of edges k, and/or the maximal node degree d, are allowed to increase to infinity as a function of the sample size n. For pair-wise binary Markov random fields, we derive both necessary and sufficient conditions for correct graph selection over the class Gp,kof graphs on vertices with at most k edges, and over the class Gp,dof graphs on p vertices with maximum degree at most d. For the class Gp,k, we establish the existence of constants c and c' such that if n; c' k2log p. Similarly, for the class Gp,d, we exhibit constants c and c' such that for n2log p, any method fails with probability at least 1/2, and we demonstrate a graph decoder that succeeds with high probability for n >; c' d3log p.