Learning High-Dimensional Mixtures of Graphical Models (1203.0697v2)

Abstract: We consider unsupervised estimation of mixtures of discrete graphical models, where the class variable corresponding to the mixture components is hidden and each mixture component over the observed variables can have a potentially different Markov graph structure and parameters. We propose a novel approach for estimating the mixture components, and our output is a tree-mixture model which serves as a good approximation to the underlying graphical model mixture. Our method is efficient when the union graph, which is the union of the Markov graphs of the mixture components, has sparse vertex separators between any pair of observed variables. This includes tree mixtures and mixtures of bounded degree graphs. For such models, we prove that our method correctly recovers the union graph structure and the tree structures corresponding to maximum-likelihood tree approximations of the mixture components. The sample and computational complexities of our method scale as $\poly(p, r)$, for an $r$-component mixture of $p$-variate graphical models. We further extend our results to the case when the union graph has sparse local separators between any pair of observed variables, such as mixtures of locally tree-like graphs, and the mixture components are in the regime of correlation decay.