We study convergence to equilibrium for a large class of Markov chains in random environment. The chains are sparse in the sense that in every row of the transition matrix @math the mass is essentially concentrated on few entries. Moreover, the random environment is such that rows of @math are independent and such that the entries are exchangeable within each row. This includes various models of random walks on sparse random directed graphs. The models are generally non reversible and the equilibrium distribution is itself unknown. In this general setting we establish the cutoff phenomenon for the total variation distance to equilibrium, with mixing time given by the logarithm of the number of states times the inverse of the average row entropy of @math . As an application, we consider the case where the rows of @math are i.i.d. random vectors in the domain of attraction of a Poisson-Dirichlet law with index @math . Our main results are based on a detailed analysis of the weight of the trajectory followed by the walker. This approach offers an interpretation of cutoff as an instance of the concentration of measure phenomenon.
The present paper considerably extends the results in @cite_21 by establishing cutoff for a large class of non-reversible sparse stochastic matrices, not necessarily arising as the transition matrix of the random walk on a (directed) graph. The time-irreversibility actually plays a crucial role in our proofs: despite the lack of an explicit underlying structure, the Markov chains that we consider turn out to exhibit a spontaneous non-backtracking" tendency which allows us to establish a certain i.i.d. approximation for the environment seen by a typical walker. While the overall strategy of proof of our main result is closely related to the one we introduced in @cite_21 , the level of generality allowed for in the transition probabilities requires an entirely new analysis of path weights. For instance, one of the features making the control of trajectory weights much more challenging here is the lack of nontrivial upper bounds on the probability of any particular transition (as opposed to the model studied in @cite_21 where the minimal out-degree was assumed to be at least @math ).
@cite_21
2023348178 2267078894 2949962875 2102902005
[1] conjectured the existence of a sharp threshold on model parameters for community detection in sparse random graphs drawn from the stochastic block model. Mossel, Neeman and Sly [2] established the negative part of the conjecture, proving impossibility of non-trivial reconstruction below the threshold. In this work we solve the positive part of the conjecture. To that end we introduce a modified adjacency matrix B which counts self-avoiding paths of a given length e between pairs of nodes. We then prove that for logarithmic length e, the leading eigenvectors of this modified matrix provide a non-trivial reconstruction of the underlying structure, thereby settling the conjecture. A key step in the proof consists in establishing a weak Ramanujan property of the constructed matrix B. Namely, the spectrum of B consists in two leading eigenvalues ρ(B), λ2 and n -- 2 eigenvalues of a lower order O(ne √ρ(B) for all e 0, ρ(B) denoting B's spectral radius. A finite ergodic Markov chain exhibits cutoff if its distance to equilibrium remains close to its initial value over a certain number of iterations and then abruptly drops to near 0 on a much shorter time scale. Originally discovered in the context of card shuffling (Aldous-Diaconis, 1986), this remarkable phenomenon is now rigorously established for many reversible chains. Here we consider the non-reversible case of random walks on sparse directed graphs, for which even the equilibrium measure is far from being understood. We work under the configuration model, allowing both the in-degrees and the out-degrees to be freely specified. We establish the cutoff phenomenon, determine its precise window and prove that the cutoff profile approaches a universal shape. We also provide a detailed description of the equilibrium measure. In sparse principal component analysis we are given noisy observations of a low-rank matrix of dimension @math and seek to reconstruct it under additional sparsity assumptions. In particular, we assume here each of the principal components @math has at most @math non-zero entries. We are particularly interested in the high dimensional regime wherein @math is comparable to, or even much larger than @math . In an influential paper, johnstone2004sparse introduced a simple algorithm that estimates the support of the principal vectors @math by the largest entries in the diagonal of the empirical covariance. This method can be shown to identify the correct support with high probability if @math , and to fail with high probability if @math for two constants @math . Despite a considerable amount of work over the last ten years, no practical algorithm exists with provably better support recovery guarantees. Here we analyze a covariance thresholding algorithm that was recently proposed by KrauthgamerSPCA . On the basis of numerical simulations (for the rank-one case), these authors conjectured that covariance thresholding correctly recover the support with high probability for @math (assuming @math of the same order as @math ). We prove this conjecture, and in fact establish a more general guarantee including higher-rank as well as @math much smaller than @math . Recent lower bounds berthet2013computational, ma2015sum suggest that no polynomial time algorithm can do significantly better. The key technical component of our analysis develops new bounds on the norm of kernel random matrices, in regimes that were not considered before. Consider a Markov chain on an infinite tree T = (V,E) rooted at . In such a chain, once the initial root state ( ) is chosen, each vertex iteratively chooses its state from the one of its parent by an application of a Markov transition rule (and all such applications are independent). Let µj denote the resulting measure for ( ) = j. µj is defined on configurations = ( (x))x2V 2 A V , where A is some finite set. Let µ n denote the restriction of µ to the sigma-algebra generated by the variables (x) where x is at distance exactly n from . Letting n = maxi,j2A dTV (µ n ,µ n ), where dTV denotes total variation distance, we say that the reconstruction problem is solvable if liminfn!1 n > 0. Reconstruction solvability roughly means that the n’th level of the tree contains a non-vanishing amount of information on the root of the tree, as n ! 1. In this paper we study the problem of robust reconstruction. Let be a non degenerate distribution on A and > 0. Let be chosen according to µ n and 0 be obtained from by letting for each node independently (v) = 0 (v) with probability 1 and 0 (v) to be an independent sample from otherwise. We denote by µ n [, ] the resulting measure on 0 . The measure µ n [, ] is a perturbation of the measure µ n . Letting n(, ) = maxi,j2A dTV (µ n [, ],µ n [, ]), we say that the reconstruction problem is -robust-solvable if liminfn!1 n(, ) > 0 for all 0 1, where 2(M) is the second largest eigenvalue of M (in absolute value), then for all non-degenerate , the reconstruction problem is -robust-solvable. We prove a converse and show that the reconstruction problem is not -robust-solvable if B| 2(M)| 2 < 1. This proves a conjecture by the second author and Peres. We also consider other models of noise and general trees.