Learning Markov Network Structure using Brownian Distance Covariance
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In this paper, we present a simple non-parametric method for learning the structure of undirected graphs from data that drawn from an underlying unknown distribution. We propose to use Brownian distance covariance to estimate the conditional independences between the random variables and encodes pairwise Markov graph. This framework can be applied in high-dimensional setting, where the number of parameters much be larger than the sample size.
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