Consider the community detection problem in random hypergraphs under the non-uniform hypergraph stochastic block model (HSBM), where each hyperedge appears independently with some given probability depending only on the labels of its vertices. We establish, for the first time in the literature, a sharp threshold for exact recovery under this non-uniform case, subject to minor constraints; in particular, we consider the model with $K$ classes as well as the symmetric binary model ($K=2$). One crucial point here is that by aggregating information from all the uniform layers, we may obtain exact recovery even in cases when this may appear impossible if each layer were considered alone. Two efficient algorithms that successfully achieve exact recovery above the threshold are provided. The theoretical analysis of our algorithms relies on the concentration and regularization of the adjacency matrix for non-uniform random hypergraphs, which could be of independent interest. We also address some open problems regarding parameter knowledge and estimation.
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We study the properties of conformal prediction for network data under various sampling mechanisms that commonly arise in practice but often result in a non-representative sample of nodes. We interpret these sampling mechanisms as selection rules applied to a superpopulation and study the validity of conformal prediction conditional on an appropriate selection event. We show that the sampled subarray is exchangeable conditional on the selection event if the selection rule satisfies a permutation invariance property and a joint exchangeability condition holds for the superpopulation. Our result implies the finite-sample validity of conformal prediction for certain selection events related to ego networks and snowball sampling. We also show that when data are sampled via a random walk on a graph, a variant of weighted conformal prediction yields asymptotically valid prediction sets for an independently selected node from the population.
In contrast to the standard learning paradigm where all classes can be observed in training data, learning with augmented classes (LAC) tackles the problem where augmented classes unobserved in the training data may emerge in the test phase. Previous research showed that given unlabeled data, an unbiased risk estimator (URE) can be derived, which can be minimized for LAC with theoretical guarantees. However, this URE is only restricted to the specific type of one-versus-rest loss functions for multi-class classification, making it not flexible enough when the loss needs to be changed with the dataset in practice. In this paper, we propose a generalized URE that can be equipped with arbitrary loss functions while maintaining the theoretical guarantees, given unlabeled data for LAC. To alleviate the issue of negative empirical risk commonly encountered by previous studies, we further propose a novel risk-penalty regularization term. Experiments demonstrate the effectiveness of our proposed method.
Consider the unsupervised classification problem in random hypergraphs under the non-uniform \emph{Hypergraph Stochastic Block Model} (HSBM) with two equal-sized communities ($n/2$), where each edge appears independently with some probability depending only on the labels of its vertices. In this paper, an \emph{information-theoretical} threshold for strong consistency is established. Below the threshold, every algorithm would misclassify at least two vertices with high probability, and the expected \emph{mismatch ratio} of the eigenvector estimator is upper bounded by $n$ to the power of minus the threshold. On the other hand, when above the threshold, despite the information loss induced by tensor contraction, one-stage spectral algorithms assign every vertex correctly with high probability when only given the contracted adjacency matrix, even if \emph{semidefinite programming} (SDP) fails in some scenarios. Moreover, strong consistency is achievable by aggregating information from all uniform layers, even if it is impossible when each layer is considered alone. Our conclusions are supported by both theoretical analysis and numerical experiments.
Doubly-stochastic point processes model the occurrence of events over a spatial domain as an inhomogeneous Poisson process conditioned on the realization of a random intensity function. They are flexible tools for capturing spatial heterogeneity and dependence. However, implementations of doubly-stochastic spatial models are computationally demanding, often have limited theoretical guarantee, and/or rely on restrictive assumptions. We propose a penalized regression method for estimating covariate effects in doubly-stochastic point processes that is computationally efficient and does not require a parametric form or stationarity of the underlying intensity. We establish the consistency and asymptotic normality of the proposed estimator, and develop a covariance estimator that leads to a conservative statistical inference procedure. A simulation study shows the validity of our approach under less restrictive assumptions on the data generating mechanism, and an application to Seattle crime data demonstrates better prediction accuracy compared with existing alternatives.
We conduct a non asymptotic study of the Cross Validation (CV) estimate of the generalization risk for learning algorithms dedicated to extreme regions of the covariates space. In this Extreme Value Analysis context, the risk function measures the algorithm's error given that the norm of the input exceeds a high quantile. The main challenge within this framework is the negligible size of the extreme training sample with respect to the full sample size and the necessity to re-scale the risk function by a probability tending to zero. We open the road to a finite sample understanding of CV for extreme values by establishing two new results: an exponential probability bound on the \Kfold CV error and a polynomial probability bound on the leave-\textrm{p}-out CV. Our bounds are sharp in the sense that they match state-of-the-art guarantees for standard CV estimates while extending them to encompass a conditioning event of small probability. We illustrate the significance of our results regarding high dimensional classification in extreme regions via a Lasso-type logistic regression algorithm. The tightness of our bounds is investigated in numerical experiments.
In this paper, we study the problems of detection and recovery of hidden submatrices with elevated means inside a large Gaussian random matrix. We consider two different structures for the planted submatrices. In the first model, the planted matrices are disjoint, and their row and column indices can be arbitrary. Inspired by scientific applications, the second model restricts the row and column indices to be consecutive. In the detection problem, under the null hypothesis, the observed matrix is a realization of independent and identically distributed standard normal entries. Under the alternative, there exists a set of hidden submatrices with elevated means inside the same standard normal matrix. Recovery refers to the task of locating the hidden submatrices. For both problems, and for both models, we characterize the statistical and computational barriers by deriving information-theoretic lower bounds, designing and analyzing algorithms matching those bounds, and proving computational lower bounds based on the low-degree polynomials conjecture. In particular, we show that the space of the model parameters (i.e., number of planted submatrices, their dimensions, and elevated mean) can be partitioned into three regions: the impossible regime, where all algorithms fail; the hard regime, where while detection or recovery are statistically possible, we give some evidence that polynomial-time algorithm do not exist; and finally the easy regime, where polynomial-time algorithms exist.
In this paper, we develop a posteriori error estimates for numerical approximations of scalar hyperbolic conservation laws in one space dimension. We develop novel quantitative partially $L^2$-type estimates by using the theory of shifts, and in particular, the framework for proving stability first developed in [Krupa-Vasseur. On uniqueness of solutions to conservation laws verifying a single entropy condition. J. Hyperbolic Differ. Equ., 2019]. In this paper, we solve two of the major obstacles to using the theory of shifts for quantitative estimates, including the change-of-variables problem and the loss of control on small shocks. Our methods have no inherit small-data limitations. Thus, our hope is to apply our techniques to the systems case to understand the numerical stability of large data. There is hope for our results to generalize to systems: the stability framework [Krupa-Vasseur. On uniqueness of solutions to conservation laws verifying a single entropy condition. J. Hyperbolic Differ. Equ., 2019] itself has been generalized to systems [Chen-Krupa-Vasseur. Uniqueness and weak-BV stability for $2\times 2$ conservation laws. Arch. Ration. Mech. Anal., 246(1):299--332, 2022]. Moreover, we are careful not to appeal to the Kruzhkov theory for scalar conservation laws. Instead, we work entirely within the context of the theory of shifts and $a$-contraction -- and these theories apply equally to systems. We present a MATLAB numerical implementation and numerical experiments. We also provide a brief introduction to the theory of shifts and $a$-contraction.
The linear saturation number $sat^{lin}_k(n,\mathcal{F})$ (linear extremal number $ex^{lin}_k(n,\mathcal{F})$) of $\mathcal{F}$ is the minimum (maximum) number of hyperedges of an $n$-vertex linear $k$-uniform hypergraph containing no member of $\mathcal{F}$ as a subgraph, but the addition of any new hyperedge such that the result hypergraph is still a linear $k$-uniform hypergraph creates a copy of some hypergraph in $\mathcal{F}$. Determining $ex_3^{lin}(n$, Berge-$C_3$) is equivalent to the famous (6,3)-problem, which has been settled in 1976. Since then, determining the linear extremal numbers of Berge cycles was extensively studied. As the counterpart of this problem in saturation problems, the problem of determining the linear saturation numbers of Berge cycles is considered. In this paper, we prove that $sat^{lin}_k$($n$, Berge-$C_t)\ge \big\lfloor\frac{n-1}{k-1}\big\rfloor$ for any integers $k\ge3$, $t\ge 3$, and the equality holds if $t=3$. In addition, we provide an upper bound for $sat^{lin}_3(n,$ Berge-$C_4)$ and for any disconnected Berge-$C_4$-saturated linear 3-uniform hypergraph, we give a lower bound for the number of hyperedges of it.
Matrix valued data has become increasingly prevalent in many applications. Most of the existing clustering methods for this type of data are tailored to the mean model and do not account for the dependence structure of the features, which can be very informative, especially in high-dimensional settings. To extract the information from the dependence structure for clustering, we propose a new latent variable model for the features arranged in matrix form, with some unknown membership matrices representing the clusters for the rows and columns. Under this model, we further propose a class of hierarchical clustering algorithms using the difference of a weighted covariance matrix as the dissimilarity measure. Theoretically, we show that under mild conditions, our algorithm attains clustering consistency in the high-dimensional setting. While this consistency result holds for our algorithm with a broad class of weighted covariance matrices, the conditions for this result depend on the choice of the weight. To investigate how the weight affects the theoretical performance of our algorithm, we establish the minimax lower bound for clustering under our latent variable model. Given these results, we identify the optimal weight in the sense that using this weight guarantees our algorithm to be minimax rate-optimal in terms of the magnitude of some cluster separation metric. The practical implementation of our algorithm with the optimal weight is also discussed. Finally, we conduct simulation studies to evaluate the finite sample performance of our algorithm and apply the method to a genomic dataset.
Hamilton and Moitra (2021) showed that, in certain regimes, it is not possible to accelerate Riemannian gradient descent in the hyperbolic plane if we restrict ourselves to algorithms which make queries in a (large) bounded domain and which receive gradients and function values corrupted by a (small) amount of noise. We show that acceleration remains unachievable for any deterministic algorithm which receives exact gradient and function-value information (unbounded queries, no noise). Our results hold for the classes of strongly and nonstrongly geodesically convex functions, and for a large class of Hadamard manifolds including hyperbolic spaces and the symmetric space $\mathrm{SL}(n) / \mathrm{SO}(n)$ of positive definite $n \times n$ matrices of determinant one. This cements a surprising gap between the complexity of convex optimization and geodesically convex optimization: for hyperbolic spaces, Riemannian gradient descent is optimal on the class of smooth and and strongly geodesically convex functions, in the regime where the condition number scales with the radius of the optimization domain. The key idea for proving the lower bound consists of perturbing the hard functions of Hamilton and Moitra (2021) with sums of bump functions chosen by a resisting oracle.
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