Ankur Moitra

Learning Gaussian Graphical Models from a Glauber Trajectory Without Mixing

Eric Shen, Tony Wu, Mahbod Majid, Ankur Moitra

We study the task of learning the structure of a $d$-sparse Gaussian graphical model on $n$ variables from a single trajectory of Glauber dynamics. Beyond algorithmic considerations, many applications present temporally correlated observations rather than i.i.d.\ samples. In the…Read more