Learning Sparse Structural Changes in High-dimensional Markov Networks: A Review on Methodologies and Theories

01/06/2017
by   Song Liu, et al.
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Recent years have seen an increasing popularity of learning the sparse changes in Markov Networks. Changes in the structure of Markov Networks reflect alternations of interactions between random variables under different regimes and provide insights into the underlying system. While each individual network structure can be complicated and difficult to learn, the overall change from one network to another can be simple. This intuition gave birth to an approach that directly learns the sparse changes without modelling and learning the individual (possibly dense) networks. In this paper, we review such a direct learning method with some latest developments along this line of research.

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