We study an extention of total variation denoising over images to over Cartesian power graphs and its applications to estimating non-parametric network models. The power graph fused lasso (PGFL) segments a matrix by exploiting a known graphical structure, @math , over the rows and columns. Our main results shows that for any connected graph, under subGaussian noise, the PGFL achieves the same mean-square error rate as 2D total variation denoising for signals of bounded variation. We study the use of the PGFL for denoising an observed network @math , where we learn the graph @math as the @math -nearest neighborhood graph of an estimated metric over the vertices. We provide theoretical and empirical results for estimating graphons, a non-parametric exchangeable network model, and compare to the state of the art graphon estimation methods.
We next turn our attention to graphon estimation using the PGFL on a learned graph. The statistical limits of graphon estimation have been well characterized for smooth graphons, and it was found that computationally intractable profile likelihood maximization is minimax optimal for H "older graphons, @cite_27 @cite_26 . One tractable approach to graphon estimation is to order the vertices according to some graph statistics, such as the degrees of @math , and then treat the resulting re-ordered matrix @math as an image and applying image segmentation tools ( @math is the permutation associated with this sorting). This methodology is called sorting and smoothing (SAS), and in @cite_23 they use TV denoising to perform the image segmentation. The implicit assumption is that the degree is a decent proxy for the latent variable, @math , which does not hold for most graphons.
@cite_27 @cite_26 @cite_23
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Exchangeable graph models (ExGM) subsume a number of popular network models. The mathematical object that characterizes an ExGM is termed a graphon. Finding scalable estimators of graphons, provably consistent, remains an open issue. In this paper, we propose a histogram estimator of a graphon that is provably consistent and numerically efficient. The proposed estimator is based on a sorting-and-smoothing (SAS) algorithm, which first sorts the empirical degree of a graph, then smooths the sorted graph using total variation minimization. The consistency of the SAS algorithm is proved by leveraging sparsity concepts from compressed sensing. Non-parametric approaches for analyzing network data based on exchangeable graph models (ExGM) have recently gained interest. The key object that defines an ExGM is often referred to as a graphon. This non-parametric perspective on network modeling poses challenging questions on how to make inference on the graphon underlying observed network data. In this paper, we propose a computationally efficient procedure to estimate a graphon from a set of observed networks generated from it. This procedure is based on a stochastic blockmodel approximation (SBA) of the graphon. We show that, by approximating the graphon with a stochastic block model, the graphon can be consistently estimated, that is, the estimation error vanishes as the size of the graph approaches infinity. The estimation of probabilities of network edges from the observed adjacency matrix has important applications to predicting missing links and network denoising. It has usually been addressed by estimating the graphon, a function that determines the matrix of edge probabilities, but this is ill-defined without strong assumptions on the network structure. Here we propose a novel computationally efficient method, based on neighborhood smoothing to estimate the expectation of the adjacency matrix directly, without making the structural assumptions that graphon estimation requires. The neighborhood smoothing method requires little tuning, has a competitive mean-squared error rate, and outperforms many benchmark methods on link prediction in simulated and real networks. SummaryThe estimation of probabilities of network edges from the observed adjacency matrix has important applications to the prediction of missing links and to network denoising. It is usually addressed by estimating the graphon, a function that determines the matrix of edge probabilities, but this is ill-defined without strong assumptions on the network structure. Here we propose a novel computationally efficient method, based on neighbourhood smoothing, to estimate the expectation of the adjacency matrix directly, without making the structural assumptions that graphon estimation requires. The neighbourhood smoothing method requires little tuning, has a competitive mean squared error rate and outperforms many benchmark methods for link prediction in simulated and real networks. We propose a nonparametric framework for the analysis of networks, based on a natural limit object termed a graphon. We prove consistency of graphon estimation under general conditions, giving rates which include the important practical setting of sparse networks. Our results cover dense and sparse stochastic blockmodels with a growing number of classes, under model misspecification. We use profile likelihood methods, and connect our results to approximation theory, nonparametric function estimation, and the theory of graph limits. Consider the problem of estimating the entries of a large matrix, when the observed entries are noisy versions of a small random fraction of the original entries. This problem has received widespread attention in recent times, especially after the pioneering works of Emmanuel Cand e s and collaborators. This paper introduces a simple estimation procedure, called Universal Singular Value Thresholding (USVT), that works for any matrix that has "a little bit of structure." Surprisingly, this simple estimator achieves the minimax error rate up to a constant factor. The method is applied to solve problems related to low rank matrix estimation, blockmodels, distance matrix completion, latent space models, positive definite matrix completion, graphon estimation and generalized Bradley--Terry models for pairwise comparison. We propose a general methodology for the construction and analysis of essentially minimax estimators for a wide class of functionals of finite dimensional parameters, and elaborate on the case of discrete distributions, where the support size @math is unknown and may be comparable with or even much larger than the number of observations @math . We treat the respective regions where the functional is nonsmooth and smooth separately. In the nonsmooth regime, we apply an unbiased estimator for the best polynomial approximation of the functional whereas, in the smooth regime, we apply a bias-corrected version of the maximum likelihood estimator (MLE). We illustrate the merit of this approach by thoroughly analyzing the performance of the resulting schemes for estimating two important information measures: 1) the entropy @math and 2) @math . We obtain the minimax @math rates for estimating these functionals. In particular, we demonstrate that our estimator achieves the optimal sample complexity @math for entropy estimation. We also demonstrate that the sample complexity for estimating @math n S^ 1 S @math 1 , we show the minimax @math rate for estimating @math is @math for infinite support size, while the maximum @math rate for the MLE is @math . For all the above cases, the behavior of the minimax rate-optimal estimators with @math samples is essentially that of the MLE (plug-in rule) with @math samples, which we term “effective sample size enlargement.” We highlight the practical advantages of our schemes for the estimation of entropy and mutual information. We compare our performance with various existing approaches, and demonstrate that our approach reduces running time and boosts the accuracy. Moreover, we show that the minimax rate-optimal mutual information estimator yielded by our framework leads to significant performance boosts over the Chow–Liu algorithm in learning graphical models. The wide use of information measure estimation suggests that the insights and estimators obtained in this paper could be broadly applicable. A probabilistic C-embedding of a (guest) metric M into a collection of(host) metrics M'1, ..., M'k is a randomized mapping F of M intoone of the M'1, ..., M'k such that, for any two points p,q in theguest metric: The distance between F(p) and F(q) in any M'i is not smaller thanthe original distance between p and q. The expected distance between F(p) and F(q) in (random) M'i is notgreater than some constant C times the original distance, for C≥ 1. The constant C is called the distortion of the embedding. Low-distortion probabilistic embeddings enable reducing algorithmicproblems over "hard" guest metrics into "easy" host metrics.We show that every metric induced by a graph of bounded genus can beprobabilistically embedded into planar graphs, with constant distortion. The embedding can be computed efficiently, given a drawing of the graphon a genus-g surface. We consider statistical inference for the explained variance @math under the high-dimensional linear model @math in the semi-supervised setting, where @math is the regression vector and @math is the design covariance matrix. A calibrated estimator, which efficiently integrates both labelled and unlabelled data, is proposed. It is shown that the estimator achieves the minimax optimal rate of convergence in the general semi-supervised framework. The optimality result characterizes how the unlabelled data affects the minimax optimal rate. Moreover, the limiting distribution for the proposed estimator is established and data-driven confidence intervals for the explained variance are constructed. We further develop a randomized calibration technique for statistical inference in the presence of weak signals and apply the obtained inference results to a range of important statistical problems, including signal detection and global testing, prediction accuracy evaluation, and confidence ball construction. The numerical performance of the proposed methodology is demonstrated in simulation studies and an analysis of estimating heritability for a yeast segregant data set with multiple traits. We study a statistical model for the tensor principal component analysis problem introduced by Montanari and Richard: Given a order- @math tensor @math of the form @math , where @math is a signal-to-noise ratio, @math is a unit vector, and @math is a random noise tensor, the goal is to recover the planted vector @math . For the case that @math has iid standard Gaussian entries, we give an efficient algorithm to recover @math whenever @math , and certify that the recovered vector is close to a maximum likelihood estimator, all with high probability over the random choice of @math . The previous best algorithms with provable guarantees required @math . In the regime @math , natural tensor-unfolding-based spectral relaxations for the underlying optimization problem break down (in the sense that their integrality gap is large). To go beyond this barrier, we use convex relaxations based on the sum-of-squares method. Our recovery algorithm proceeds by rounding a degree- @math sum-of-squares relaxations of the maximum-likelihood-estimation problem for the statistical model. To complement our algorithmic results, we show that degree- @math sum-of-squares relaxations break down for @math , which demonstrates that improving our current guarantees (by more than logarithmic factors) would require new techniques or might even be intractable. Finally, we show how to exploit additional problem structure in order to solve our sum-of-squares relaxations, up to some approximation, very efficiently. Our fastest algorithm runs in nearly-linear time using shifted (matrix) power iteration and has similar guarantees as above. The analysis of this algorithm also confirms a variant of a conjecture of Montanari and Richard about singular vectors of tensor unfoldings. We study trend filtering, a recently proposed tool of [SIAM Rev. 51 (2009) 339-360] for nonparametric regression. The trend filtering estimate is defined as the minimizer of a penalized least squares criterion, in which the penalty term sums the absolute @math th order discrete derivatives over the input points. Perhaps not surprisingly, trend filtering estimates appear to have the structure of @math th degree spline functions, with adaptively chosen knot points (we say appear'' here as trend filtering estimates are not really functions over continuous domains, and are only defined over the discrete set of inputs). This brings to mind comparisons to other nonparametric regression tools that also produce adaptive splines; in particular, we compare trend filtering to smoothing splines, which penalize the sum of squared derivatives across input points, and to locally adaptive regression splines [Ann. Statist. 25 (1997) 387-413], which penalize the total variation of the @math th derivative. Empirically, we discover that trend filtering estimates adapt to the local level of smoothness much better than smoothing splines, and further, they exhibit a remarkable similarity to locally adaptive regression splines. We also provide theoretical support for these empirical findings; most notably, we prove that (with the right choice of tuning parameter) the trend filtering estimate converges to the true underlying function at the minimax rate for functions whose @math th derivative is of bounded variation. This is done via an asymptotic pairing of trend filtering and locally adaptive regression splines, which have already been shown to converge at the minimax rate [Ann. Statist. 25 (1997) 387-413]. At the core of this argument is a new result tying together the fitted values of two lasso problems that share the same outcome vector, but have different predictor matrices. We consider linear regression in the high-dimensional regime where the number of observations @math is smaller than the number of parameters @math . A very successful approach in this setting uses @math -penalized least squares (a.k.a. the Lasso) to search for a subset of @math parameters that best explain the data, while setting the other parameters to zero. Considerable amount of work has been devoted to characterizing the estimation and model selection problems within this approach. In this paper we consider instead the fundamental, but far less understood, question of . More precisely, we address the problem of computing p-values for single regression coefficients. On one hand, we develop a general upper bound on the minimax power of tests with a given significance level. On the other, we prove that this upper bound is (nearly) achievable through a practical procedure in the case of random design matrices with independent entries. Our approach is based on a debiasing of the Lasso estimator. The analysis builds on a rigorous characterization of the asymptotic distribution of the Lasso estimator and its debiased version. Our result holds for optimal sample size, i.e., when @math is at least on the order of @math . We generalize our approach to random design matrices with i.i.d. Gaussian rows @math . In this case we prove that a similar distributional characterization (termed standard distributional limit') holds for @math much larger than @math . Finally, we show that for optimal sample size, @math being at least of order @math , the standard distributional limit for general Gaussian designs can be derived from the replica heuristics in statistical physics. We investigate the minimization of Newton's functional for the problem of the body of minimal resistance with maximal height @math cite butt in the class of convex developable functions defined in a disc. This class is a natural candidate to find a (non-radial) minimizer in accordance with the results of cite lrp2. We prove that the minimizer in this class has a minimal set in the form of a regular polygon with @math sides centered in the disc, and numerical experiments indicate that the natural number @math is a non-decreasing function of @math . The corresponding functions all achieve a lower value of the functional than the optimal radially symmetric function with the same height @math . In this paper we study noisy sorting without re-sampling. In this problem there is an unknown order @math for all pairs @math , where @math is a constant and @math for all @math and @math . It is assumed that the errors are independent. Given the status of the queries the goal is to find the maximum likelihood order. In other words, the goal is find a permutation @math that minimizes the number of pairs @math where @math . The problem so defined is the feedback arc set problem on distributions of inputs, each of which is a tournament obtained as a noisy perturbations of a linear order. Note that when @math and @math is large, it is impossible to recover the original order @math . It is known that the weighted feedback are set problem on tournaments is NP-hard in general. Here we present an algorithm of running time @math and sampling complexity @math that with high probability solves the noisy sorting without re-sampling problem. We also show that if @math is an optimal solution of the problem then it is close'' to the original order. More formally, with high probability it holds that @math and @math . Our results are of interest in applications to ranking, such as ranking in sports, or ranking of search items based on comparisons by experts. We consider the Principal Component Analysis problem for large tensors of arbitrary order @math under a single-spike (or rank-one plus noise) model. On the one hand, we use information theory, and recent results in probability theory, to establish necessary and sufficient conditions under which the principal component can be estimated using unbounded computational resources. It turns out that this is possible as soon as the signal-to-noise ratio @math becomes larger than @math (and in particular @math can remain bounded as the problem dimensions increase). On the other hand, we analyze several polynomial-time estimation algorithms, based on tensor unfolding, power iteration and message passing ideas from graphical models. We show that, unless the signal-to-noise ratio diverges in the system dimensions, none of these approaches succeeds. This is possibly related to a fundamental limitation of computationally tractable estimators for this problem. We discuss various initializations for tensor power iteration, and show that a tractable initialization based on the spectrum of the matricized tensor outperforms significantly baseline methods, statistically and computationally. Finally, we consider the case in which additional side information is available about the unknown signal. We characterize the amount of side information that allows the iterative algorithms to converge to a good estimate. The usual approach to developing and analyzing first-order methods for smooth convex optimization assumes that the gradient of the objective function is uniformly smooth with some Lipschitz constant @math . However, in many settings the differentiable convex function @math is not uniformly smooth---for example, in @math -optimal design where @math and @math , or even the univariate setting with @math . In this paper we develop a notion of “relative smoothness” and relative strong convexity that is determined relative to a user-specified “reference function” @math (that should be computationally tractable for algorithms), and we show that many differentiable convex functions are relatively smooth with respect to a correspondingly fairly simple reference function @math . We extend two standard algorithms---the primal gradient scheme and the dual averaging scheme---to our new setting, with associated computational guarantees. We apply our new a... Brenier's theorem is a cornerstone of optimal transport that guarantees the existence of an optimal transport map @math between two probability distributions @math and @math over @math under certain regularity conditions. The main goal of this work is to establish the minimax rates estimation rates for such a transport map from data sampled from @math and @math under additional smoothness assumptions on @math . To achieve this goal, we develop an estimator based on the minimization of an empirical version of the semi-dual optimal transport problem, restricted to truncated wavelet expansions. This estimator is shown to achieve near minimax optimality using new stability arguments for the semi-dual and a complementary minimax lower bound. These are the first minimax estimation rates for transport maps in general dimension. Estimating divergences in a consistent way is of great importance in many machine learning tasks. Although this is a fundamental problem in nonparametric statistics, to the best of our knowledge there has been no finite sample exponential inequality convergence bound derived for any divergence estimators. The main contribution of our work is to provide such a bound for an estimator of R 'enyi- @math divergence for a smooth H "older class of densities on the @math -dimensional unit cube @math . We also illustrate our theoretical results with a numerical experiment. In this paper we consider a fundamental problem in the area of viral marketing, called T ARGET S ET S ELECTION problem. In a a viral marketing setting, social networks are modeled by graphs with potential customers of a new product as vertices and friend relationships as edges, where each vertex @math is assigned a threshold value @math . The thresholds represent the different latent tendencies of customers (vertices) to buy the new product when their friend (neighbors) do. Consider a repetitive process on social network @math where each vertex @math is associated with two states, active and inactive, which indicate whether @math is persuaded into buying the new product. Suppose we are given a target set @math . Initially, all vertices in @math are inactive. At time step 0, we choose all vertices in @math to become active. Then, at every time step @math , all vertices that were active in time step @math remain active, and we activate any vertex @math if at least @math of its neighbors were active at time step @math . The activation process terminates when no more vertices can get activated. We are interested in the following optimization problem, called T ARGET S ET S ELECTION : Finding a target set @math of smallest possible size that activates all vertices of @math . There is an important and well-studied threshold called strict majority threshold, where for every vertex @math in @math we have @math and @math is the degree of @math in @math . In this paper, we consider the T ARGET S ET S ELECTION problem under strict majority thresholds and focus on three popular regular network structures: cycle permutation graphs, generalized Petersen graphs and torus cordalis. We revisit the classic problem of estimating the degree distribution moments of an undirected graph. Consider an undirected graph @math with @math vertices, and define (for @math ) @math . Our aim is to estimate @math within a multiplicative error of @math (for a given approximation parameter @math ) in sublinear time. We consider the sparse graph model that allows access to: uniform random vertices, queries for the degree of any vertex, and queries for a neighbor of any vertex. For the case of @math (the average degree), @math queries suffice for any constant @math (Feige, SICOMP 06 and Goldreich-Ron, RSA 08). Gonen-Ron-Shavitt (SIDMA 11) extended this result to all integral @math , by designing an algorithms that performs @math queries. We design a new, significantly simpler algorithm for this problem. In the worst-case, it exactly matches the bounds of Gonen-Ron-Shavitt, and has a much simpler proof. More importantly, the running time of this algorithm is connected to the degeneracy of @math . This is (essentially) the maximum density of an induced subgraph. For the family of graphs with degeneracy at most @math , it has a query complexity of @math . Thus, for the class of bounded degeneracy graphs (which includes all minor closed families and preferential attachment graphs), we can estimate the average degree in @math queries, and can estimate the variance of the degree distribution in @math queries. This is a major improvement over the previous worst-case bounds. Our key insight is in designing an estimator for @math that has low variance when @math does not have large dense subgraphs.