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Description

We study the general class of estimators for graphical model structure based on optimizing $ell_1$-regularized approximate log-likelihood, where the approximate likelihood uses tractable variational approximations of the partition function. We provide a message-passing algorithm that emph{directly} computes the $ell_1$ regularized approximate MLE. Further, in the case of certain reweighted entropy approximations to the partition function, we show that surprisingly the $ell_1$ regularized approximate MLE estimator has a emph{closed-form}, so that we would no longer need to run through many iterations of approximate inference and message-passing. Lastly, we analyze this general class of estimators for graph structure recovery, or its emph{sparsistency}, and show that it is indeed sparsistent under certain conditions.

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