[edit]
Estimating Ising Models in Total Variation Distance
Proceedings of Thirty Ninth Conference on Learning Theory, PMLR 336:1647-1714, 2026.
Abstract
We consider the problem of estimating Ising models over n variables in Total Variation (TV) distance, given l independent samples from the model. While the statistical complexity of the problem is well-understood Devroye et al. (2020), identifying computationally and statistically efficient algorithms has been challenging. In particular, remarkable progress has occurred in several settings, such as when the underlying graph is a tree Daskalakis and Pan (2021); Bhattacharyya et al. (2021), when the entries of the interaction matrix follow a Gaussian distribution Gaitonde and Mossel (2024); Chandrasekaran and Klivans (2024), or when the bulk of its eigenvalues lie in a small interval Anari et al. (2024a); Koehler et al. (2024), but no unified framework for polynomial-time estimation in TV exists so far. Our main contribution is a unified analysis of the Maximum Pseudo-Likelihood Estimator (MPLE) for two general classes of Ising models. The first class includes models whose interaction matrix has a bounded operator norm. In particular, we focus on the subclass of models that satisfy the Modified Log-Sobolev Inequality (MLSI), a functional inequality that was introduced to study the convergence of the associated Glauber dynamics to stationarity. In the second class of models, the interaction matrix has bounded infinity norm (or bounded width), which is the most common assumption in the literature for structure learning of Ising models. We show how our general results for these classes yield polynomial-time algorithms and optimal or near-optimal sample complexity guarantees in a variety of settings. Our proofs employ a variety of tools from tensorization inequalities to measure decompositions and concentration bounds