arXiv:2412.03768stat.MLcs.LG2024-12被引 4

从随机信号中推断复杂系统的连接结构,适用于脑科学与工程网络。

Learning Networks from Wide-Sense Stationary Stochastic Processes

  • 基于广义平稳过程的谱密度,用正则化似然法推断网络边连接关系。
  • 在样本数少于节点数时仍能高概率恢复真实网络结构,条件依赖于最大度数d。
  • 理论保证覆盖多种误差范数,适合大规模神经或基础设施网络分析。

由潜在输入驱动的复杂网络系统广泛存在于神经科学、金融和工程领域。核心问题是通过节点输出(势)推断边连接关系。本文研究受稳态线性守恒律支配的系统:$X_t = {L^{ ext{∗}}}Y_{t}$,其中 $X_t, Y_t \in \mathbb{R}^p$ 分别表示输入与势,$p \times p$ 拉普拉斯矩阵 $L^{ ext{∗}}$ 的稀疏模式刻画了边结构。假设 $X_t$ 是具有已知谱密度矩阵的宽平稳随机过程,我们通过 $\ ext{ℓ}_1$ 正则化的威特尔最大似然估计器(MLE),从 $Y_t$ 的时间相关样本中学习 $L^{ ext{∗}}$ 的支撑集。该正则化在高维场景下尤其有效,即网络规模 $p$ 远大于样本数 $n$。我们证明该 MLE 问题严格凸,存在唯一解。在新的互不相干条件下,以及满足 $(n, p, d)$ 的某些充分条件时,可高概率恢复 $L^{ ext{∗}}$ 的稀疏模式,其中 $d$ 为 $L^{ ext{∗}}$ 对应图的最大度数。我们提供了 $L^{ ext{∗}}$ 在元素最大范数、弗罗贝尼乌斯范数和算子范数下的恢复保证。最后,我们在合成数据、基准数据集及真实世界数据上进行了模拟验证,包括电力网、水网等工程系统,以及人脑神经系统的实际数据。

原文摘要 · Abstract (English)

Complex networked systems driven by latent inputs are common in fields like neuroscience, finance, and engineering. A key inference problem here is to learn edge connectivity from node outputs (potentials). We focus on systems governed by steady-state linear conservation laws: $X_t = {L^{\ast}}Y_{t}$, where $X_t, Y_t \in \mathbb{R}^p$ denote inputs and potentials, respectively, and the sparsity pattern of the $p \times p$ Laplacian $L^{\ast}$ encodes the edge structure. Assuming $X_t$ to be a wide-sense stationary stochastic process with a known spectral density matrix, we learn the support of $L^{\ast}$ from temporally correlated samples of $Y_t$ via an $\ell_1$-regularized Whittle's maximum likelihood estimator (MLE). The regularization is particularly useful for learning large-scale networks in the high-dimensional setting where the network size $p$ significantly exceeds the number of samples $n$. We show that the MLE problem is strictly convex, admitting a unique solution. Under a novel mutual incoherence condition and certain sufficient conditions on $(n, p, d)$, we show that the ML estimate recovers the sparsity pattern of $L^\ast$ with high probability, where $d$ is the maximum degree of the graph underlying $L^{\ast}$. We provide recovery guarantees for $L^\ast$ in element-wise maximum, Frobenius, and operator norms. Finally, we complement our theoretical results with several simulation studies on synthetic and benchmark datasets, including engineered systems (power and water networks), and real-world datasets from neural systems (such as the human brain).

网络推断统计学习随机过程高维建模

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