揭示隐含稀疏图在噪声中的可恢复极限,统一刻画信息理论边界。
Recovery thresholds for hidden weighted sparse graphs
- 基于瑞尼散度与图密度条件,建立可恢复性的统一判据。
- 发现恢复阈值与随机图模型中一阶矩阈值对数相关。
- 在伯努利、指数和高斯情形下出现指数级全有或全无现象。
从高维噪声数据中恢复结构信息是统计推断中的基本任务。本文研究隐藏在随机加权完全图中的未知图 $H^* \in H_n$ 的恢复阈值。具体地,$H^*$ 在 $n$ 个顶点的完全图中均匀随机选取,边 $e \in H$ 的权重独立服从分布 $P_n$,否则服从 $Q_n$。目标是从这些边权中恢复几乎全部 $H$。在假设 $P_n$ 与 $Q_n$ 的瑞尼散度满足局部利普希茨性、且图集 $H_n$ 满足弱密度条件的前提下,我们给出了几乎精确恢复的信息论极限的统一刻画。该极限将 $P_n$ 与 $Q_n$ 的 KL 散度与埃爾多斯-雷尼随机图模型 $G(n,p)$ 中 $H$ 的一阶矩阈值的对数相联系。我们的下界还扩展到部分恢复情形,即只需恢复 $H$ 的常数比例 $\lambda$。最后,在特定的伯努利、指数及高斯分布情形下,我们证明了指数尺度上的全有或全无(All-or-Nothing, AoN)现象。
原文摘要 · Abstract (English)
Recovering structural information from noisy high-dimensional data is a fundamental task in statistical inference. We investigate the recovery thresholds for a graph hidden in a randomly weighted complete graph. Specifically, an unknown graph $H^* \in H_n$ is chosen uniformly at random, and hidden in a complete graph of $n$ vertices as follows: the weight of an edge $e \in H$ is distributed independently according to $P_n$; otherwise the weight is distributed independently according to $Q_n$. The goal is to recover almost all of $H$ from these edge weights. Assuming a local Lipschitzness of the Rényi divergence between distributions $P_n$ and $Q_n$, and a mild density condition for the graphs $H_n$, we give a unified characterization of the information-theoretic limit for recovering almost all of $H$ (also known as almost exact recovery). Our characterization connects the KL divergence between $P_n$ and $Q_n$ to the logarithm of the first moment threshold of $H$ in the Erdős-Rényi random graph model $G(n,p)$. Our lower bound also extends to the task of partial recovery, in which only a constant $λ$-fraction of $H$ needs to be recovered. Last but not least, for certain Bernoulli and Exponential regimes, and for Gaussian distributions, we are able to show an All-or-Nothing (AoN) threshold phenomenon at the exponential scale.
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