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Distributed parameter estimation of discrete hierarchical models via marginal likelihoods

2013/10/21 by Helene Massam, Massam, Helene, Nanwei Wang +1
Mathematics · #62H17 (Primary) #62M40 #FOS: Computer and information sciences #Machine Learning (stat.ML) #msc:62H17 #msc:62M40 #stat.ML

paper · pdf · doi:10.48550/arxiv.1310.5666

21 pages, 7 figures

arxiv created 2013/10/21 · arxiv updated 2013/10/22

Abstract

We consider discrete graphical models Markov with respect to a graph G and propose two distributed marginal methods to estimate the maximum likelihood estimate of the canonical parameter of the model. Both methods are based on a relaxation of the marginal likelihood obtained by considering the density of the variables represented by a vertex v of G and a neighborhood. The two methods differ by the size of the neighborhood of v. We show that the estimates are consistent and that those obtained with the larger neighborhood have smaller asymptotic variance than the ones obtained through the smaller neighborhood.

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