Skip to main content Accessibility help
×
Hostname: page-component-cd9895bd7-gbm5v Total loading time: 0 Render date: 2024-12-26T16:41:14.004Z Has data issue: false hasContentIssue false

13 - Statistical Problems with Planted Structures: Information-Theoretical and Computational Limits

Published online by Cambridge University Press:  22 March 2021

Miguel R. D. Rodrigues
Affiliation:
University College London
Yonina C. Eldar
Affiliation:
Weizmann Institute of Science, Israel
Get access

Summary

This chapter provides a survey of the common techniques for determining the sharp statistical and computational limits in high-dimensional statistical problems with planted structures, using community detection and submatrix detection problems as illustrative examples. We discuss tools including the first- and second-moment methods for analyzing the maximum-likelihood estimator, information-theoretic methods for proving impossibility results using mutual information and rate-distortion theory, and methods originating from statistical physics such as the interpolation method. To investigate computational limits, we describe a common recipe to construct a randomized polynomial-time reduction scheme that approximately maps instances of the planted clique problem to the problem of interest in total variation distance.

Type
Chapter
Information
Publisher: Cambridge University Press
Print publication year: 2021

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Lehmann, E. L. and Casella, G., Theory of point estimation, 2nd edn. Springer, 1998.Google Scholar
Brown, L. D. and Low, M. G., “Information inequality bounds on the minimax risk (with an application to nonparametric regression),” Annals Statist., vol. 19, no. 1, pp. 329–337, 1991.Google Scholar
Van, A. W. der Vaart, Asymptotic statistics. Cambridge University Press, 2000.Google Scholar
Le Cam, L., Asymptotic methods in statistical decision theory. Springer, 1986.Google Scholar
Ibragimov, I. A. and Khas’minskĭ, R. Z., Statistical estimation: Asymptotic theory. Springer, 1981.Google Scholar
Birgé, L., “Approximation dans les espaces métriques et théorie de l’estimation,” Z. Wahrscheinlichkeitstheorie verwandte Gebiete, vol. 65, no. 2, pp. 181–237, 1983.Google Scholar
Yang, Y. and Barron, A. R., “Information-theoretic determination of minimax rates of convergence,” Annals Statist., vol. 27, no. 5, pp. 1564–1599, 1999.Google Scholar
Berthet, Q. and Rigollet, P., “Complexity theoretic lower bounds for sparse principal component detection,” Journal of Machine Learning Research: Workshop and Conference Proceedings, vol. 30, pp. 1046–1066, 2013.Google Scholar
Ma, Z. and Wu, Y., “Computational barriers in minimax submatrix detection,” Annals Statist., vol. 43, no. 3, pp. 1089–1116, 2015.Google Scholar
Hajek, B., Wu, Y., and Xu, J., “Computational lower bounds for community detection on random graphs,” in Proc. COLT 2015, 2015, pp. 899–928.Google Scholar
Wang, T., Berthet, Q., and Samworth, R. J., “Statistical and computational trade-offs in estimation of sparse principal components,” Annals Statist., vol. 44, no. 5, pp. 1896–1930, 2016.CrossRefGoogle Scholar
Gao, C., Ma, Z., and Zhou, H. H., “Sparse CCA: Adaptive estimation and computational barriers,” Annals Statist., vol. 45, no. 5, pp. 2074–2101, 2017.Google Scholar
Brennan, M., Bresler, G., and Huleihel, W., “Reducibility and computational lower bounds for problems with planted sparse structure,” in Proc. COLT 2018, 2018, pp. 48–166.Google Scholar
McSherry, F., “Spectral partitioning of random graphs,” in 42nd IEEE Symposium on Foundations of Computer Science, 2001, pp. 529–537.Google Scholar
Arias-Castro, E. and Verzelen, N., “Community detection in dense random networks,” Annals Statist., vol. 42, no. 3, pp. 940–969, 2014.Google Scholar
Chen, Y. and Xu, J., “Statistical –computational tradeoffs in planted problems and submatrix localization with a growing number of clusters and submatrices,” in Proc. ICML 2014, 2014, arXiv:1402.1267.Google Scholar
Montanari, A., “Finding one community in a sparse random graph,” J. Statist. Phys., vol. 161, no. 2, pp. 273–299, arXiv:1502.05680, 2015.Google Scholar
Holland, P. W., Laskey, K. B., and Leinhardt, S., “Stochastic blockmodels: First steps,” Social Networks, vol. 5, no. 2, pp. 109–137, 1983.Google Scholar
Shabalin, A. A., Weigman, V. J., Perou, C. M., and Nobel, A. B., “Finding large average submatrices in high dimensional data,” Annals Appl. Statist., vol. 3, no. 3, pp. 985–1012, 2009.Google Scholar
Kolar, M., Balakrishnan, S., Rinaldo, A., and Singh, A., “Minimax localization of structural information in large noisy matrices,” in Advances in Neural Information Processing Systems, 2011.Google Scholar
Butucea, C. and Ingster, Y. I., “Detection of a sparse submatrix of a high-dimensional noisy matrix,” Bernoulli, vol. 19, no. 5B, pp. 2652–2688, 2013.Google Scholar
Butucea, C., Ingster, Y., and Suslina, I., “Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix,” ESAIM: Probability and Statistics, vol. 19, pp. 115–134, 2015.Google Scholar
Cai, T. T., Liang, T., and Rakhlin, A., “Computational and statistical boundaries for submatrix localization in a large noisy matrix,” Annals Statist., vol. 45, no. 4, pp. 1403–1430, 2017.Google Scholar
Perry, A., Wein, A. S., and Bandeira, A. S., “Statistical limits of spiked tensor models,” arXiv:1612.07728, 2016.Google Scholar
Alaoui, A. E., Krzakala, F., and Jordan, M. I., “Finite size corrections and likelihood ratio fluctuations in the spiked Wigner model,” arXiv:1710.02903, 2017.Google Scholar
Mossel, E., Neeman, J., and Sly, A., “A proof of the block model threshold conjecture,” Combinatorica, vol. 38, no. 3, pp. 665–708, 2013.Google Scholar
Baik, J., Ben Arous, G., and Péché, S., “Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices,” Annals Probability, vol. 33, no. 5, pp. 1643–1697, 2005.Google Scholar
Péché, S., “The largest eigenvalue of small rank perturbations of hermitian random matrices,” Probability Theory Related Fields, vol. 134, no. 1, pp. 127–173, 2006.Google Scholar
Benaych-Georges, F. and Nadakuditi, R. R., “The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices,” Adv. Math., vol. 227, no. 1, pp. 494–521, 2011.Google Scholar
Krzakala, F., Moore, C., Mossel, E., Neeman, J., Sly, A., Zdeborová, L., and Zhang, P., “Spectral redemption in clustering sparse networks,” Proc. Natl. Acad. Sci. USA., vol. 110, no. 52, pp. 20 935–20 940, 2013.CrossRefGoogle ScholarPubMed
Massoulié, L., “Community detection thresholds and the weak Ramanujan property,” in Proceedings of the Forty-Sixth Annual ACM Symposium on Theory of Computing, 2014, pp. 694–703, arXiv:1109.3318.CrossRefGoogle Scholar
Bordenave, C., Lelarge, M., and Massoulié, L., “Non -backtracking spectrum of random graphs: Community detection and non-regular Ramanujan graphs,” in 2015 IEEE 56th Annual Symposium on Foundations of Computer Science (FOCS), 2015, pp. 1347–1357, arXiv: 1501.06087.Google Scholar
Banks, J., Moore, C., Vershynin, R., Verzelen, N., and Xu, J., “Information-theoretic bounds and phase transitions in clustering, sparse PCA, and submatrix localization,” IEEE Trans. Information Theory, vol. 64, no. 7, pp. 4872–4894, 2018.Google Scholar
Ingster, Y. I. and Suslina, I. A., Nonparametric goodness-of-fit testing under Gaussian models. Springer, 2003.Google Scholar
Wu, Y., “Lecture notes on information-theoretic methods for high-dimensional statistics,” 2017, www.stat.yale.edu/∼yw562/teaching/598/it-stats.pdf.Google Scholar
Vajda, I., “On metric divergences of probability measures,” Kybernetika, vol. 45, no. 6, pp. 885–900, 2009.Google Scholar
Feller, W., An introduction to probability theory and its applications, 3rd edn. Wiley, 1970, vol. I.Google Scholar
Kozakiewicz, W., “On the convergence of sequences of moment generating functions,” Annals Math. Statist., vol. 18, no. 1, pp. 61–69, 1947.Google Scholar
Mossel, E., Neeman, J., and Sly, A., “Reconstruction and estimation in the planted partition model,” Probability Theory Related Fields, vol. 162, nos. 3–4, pp. 431–461, 2015.Google Scholar
Polyanskiy, Y. and Wu, Y., “Application of information-percolation method to reconstruction problems on graphs,” arXiv:1804.05436, 2018.Google Scholar
Abbe, E. and Boix, E., “An information-percolation bound for spin synchronization on general graphs,” arXiv:1806.03227, 2018.Google Scholar
Banks, J., Moore, C., Neeman, J., and Netrapalli, P., “Information -theoretic thresholds for community detection in sparse networks,” in Proc. 29th Conference on Learning Theory, COLT 2016, 2016, pp. 383–416.Google Scholar
Guo, D., Shamai, S., and Verdú, S., “Mutual information and minimum mean-square error in Gaussian channels,” IEEE Trans. Information Theory, vol. 51, no. 4, pp. 1261–1282, 2005.Google Scholar
Deshpande, Y. and Montanari, A., “Information -theoretically optimal sparse PCA,” in IEEE International Symposium on Information Theory, 2014, pp. 2197–2201.Google Scholar
Deshpande, Y., Abbe, E., and Montanari, A., “Asymptotic mutual information for the twogroups stochastic block model,” arXiv:1507.08685, 2015.Google Scholar
Krzakala, F., Xu, J., and Zdeborová, L., “Mutual information in rank-one matrix estimation,” in 2016 IEEE Information Theory Workshop (ITW), 2016, pp. 71–75, arXiv: 1603.08447.Google Scholar
Csiszár, I., “Information-type measures of difference of probability distributions and indirect observations,” Studia Scientiarum Mathematicarum Hungarica, vol. 2, pp. 299–318, 1967.Google Scholar
Perry, A., Wein, A. S., Bandeira, A. S., and Moitra, A., “Optimality and sub-optimality of PCA for spiked random matrices and synchronization,” arXiv:1609.05573, 2016.Google Scholar
Barbier, J., Dia, M., Macris, N., Krzakala, F., Lesieur, T., and Zdeborová, L., “Mutual information for symmetric rank-one matrix estimation: A proof of the replica formula,” in Advances in Neural Information Processing Systems, 2016, pp. 424–432, arXiv: 1606.04142.Google Scholar
Lelarge, M. and Miolane, L., “Fundamental limits of symmetric low-rank matrix estimation,” in Proceedings of the 2017 Conference on Learning Theory, 2017, pp. 1297–1301.Google Scholar
Hajek, B., Wu, Y., and Xu, J., “Information limits for recovering a hidden community,” IEEE Trans. Information Theory, vol. 63, no. 8, pp. 4729–4745, 2017.Google Scholar
Polyanskiy, Y. and Wu, Y., “Lecture notes on information theory,” 2015, http://people.lids.mit.edu/yp/homepage/data/itlectures_v4.pdf.Google Scholar
Tsybakov, A. B., Introduction to nonparametric estimation. Springer, 2009.Google Scholar
Hajek, B., Wu, Y., and Xu, J., “Recovering a hidden community beyond the Kesten–Stigum threshold in O(|E|log*|V|) time,” J. Appl. Probability, vol 55, no. 2, pp. 325–352, 2018.Google Scholar
Hajek, B., Wu, Y., and Xu, J.Submatrix localization via message passing,” J. Machine Learning Res., vol. 18, no. 186, pp. 1–52, 2018.Google Scholar
Hajek, B., Wu, Y., and J. Xu “Semidefinite programs for exact recovery of a hidden community,” in Proc. Conference on Learning Theory (COLT), 2016, pp. 1051–1095, arXiv:1602.06410.Google Scholar
Yun, S.Y. and Proutiere, A., “Community detection via random and adaptive sampling,” in Proc. 27th Conference on Learning Theory, 2014, pp. 138–175.Google Scholar
Mossel, E., Neeman, J., and Sly, A., “Consistency thresholds for the planted bisection model,” in Proc. Forty-Seventh Annual ACM on Symposium on Theory of Computing, 2015, pp. 69–75.Google Scholar
Abbe, E., Bandeira, A. S., and Hall, G., “Exact recovery in the stochastic block model,” IEEE Trans. Information Theory, vol. 62, no. 1, pp. 471–487, 2016.Google Scholar
Jog, V. and Loh, P.-L., “Information-theoretic bounds for exact recovery in weighted stochastic block models using the Rényi divergence,” arXiv:1509.06418, 2015.Google Scholar
Abbe, E. and Sandon, C., “Community detection in general stochastic block models: Fundamental limits and efficient recovery algorithms,” in 2015 IEEE 56th Annual Symposium on Foundations of Computer Science (FOCS), 2015, pp. 670–688, arXiv:1503.00609.Google Scholar
Alon, N., Krivelevich, M., and Sudakov, B., “Finding a large hidden clique in a random graph,” Random Structures and Algorithms, vol. 13, nos. 3–4, pp. 457–466, 1998.Google Scholar
Hazan, E. and Krauthgamer, R., “How hard is it to approximate the best Nash equilibrium?,” SIAM J. Computing, vol. 40, no. 1, pp. 79–91, 2011.Google Scholar
Alon, N., Andoni, A., Kaufman, T., Matulef, K., Rubinfeld, R., and Xie, N., “Testing kwise and almost k-wise independence,” in Proc. Thirty-Ninth Annual ACM Symposium on Theory of Computing, 2007, pp. 496–505.Google Scholar
Koiran, P. and Zouzias, A., “On the certification of the restricted isometry property,” arXiv:1103.4984, 2011.Google Scholar
Kučera, L., “A generalized encryption scheme based on random graphs,” in Graph-Theoretic Concepts in Computer Science, 1992, pp. 180–186.Google Scholar
Juels, A. and Peinado, M., “Hiding cliques for cryptographic security,” Designs, Codes and Cryptography, vol. 20, no. 3, pp. 269–280, 2000.Google Scholar
Applebaum, B., Barak, B., and Wigderson, A., “Public -key cryptography from different assumptions,” in Proc. 42nd ACM Symposium on Theory of Computing, 2010, pp. 171–180.Google Scholar
Rossman, B., “Average -case complexity of detecting cliques,” Ph.D. dissertation, Massachusetts Institute of Technology, 2010.Google Scholar
Feldman, V., Grigorescu, E., Reyzin, L., Vempala, S., and Xiao, Y., “Statistical algorithms and a lower bound for detecting planted cliques,” in Proc. 45th Annual ACM Symposium on Theory of Computing, 2013, pp. 655–664.Google Scholar
Meka, R., Potechin, A., and Wigderson, A., “Sum -of-squares lower bounds for planted clique,” in Proc. Forty-Seventh Annual ACM Symposium on Theory of Computing, 2015, pp. 87–96.Google Scholar
Deshpande, Y. and Montanari, A., “Improved sum-of-squares lower bounds for hidden clique and hidden submatrix problems,” in Proc. COLT 2015, 2015, pp. 523–562.Google Scholar
Barak, B., Hopkins, S. B., Kelner, J. A., Kothari, P., Moitra, A., and Potechin, A., “A nearly tight sum-of-squares lower bound for the planted clique problem,” in IEEE 57th Annual Symposium on Foundations of Computer Science, FOCS, 2016, pp. 428–437.Google Scholar
Feige, U. and Krauthgamer, R., “Finding and certifying a large hidden clique in a semirandom graph,” Random Structures and Algorithms, vol. 16, no. 2, pp. 195–208, 2000.Google Scholar
Feige, U. and Ron, D., “Finding hidden cliques in linear time,” in Proc. DMTCS, 2010, pp. 189–204.Google Scholar
Dekel, Y., Gurel-Gurevich, O., and Peres, Y., “Finding hidden cliques in linear time with high probability,” Combinatorics, Probability and Computing, vol. 23, no. 01, pp. 29–49, 2014.Google Scholar
Ames, B. P. and Vavasis, S. A., “Nuclear norm minimization for the planted clique and biclique problems,” Mathematical Programming, vol. 129, no. 1, pp. 69–89, 2011.Google Scholar
Deshpande, Y. and Montanari, A., “Finding hidden cliques of size √N/e in nearly linear time,” Foundations Comput. Math., vol. 15, no. 4, pp. 1069–1128, 2015.CrossRefGoogle Scholar
Jerrum, M., “Large cliques elude the Metropolis process,” Random Structures and Algorithms, vol. 3, no. 4, pp. 347–359, 1992.Google Scholar
Verzelen, N. and Arias-Castro, E., “Community detection in sparse random networks,” Annals Appl. Probability, vol. 25, no. 6, pp. 3465–3510, 2015.Google Scholar
Alon, N., Arora, S., Manokaran, R., Moshkovitz, D., and Weinstein, O.., “Inapproximability of densest k-subgraph from average case hardness,,” 2011, www.nada.kth.se/∼rajsekar/papers/dks.pdf.Google Scholar
Hopkins, S. B., Kothari, P. K., and Potechin, A., “SoS and planted clique: Tight analysis of MPW moments at all degrees and an optimal lower bound at degree four,” arXiv: 1507.05230, 2015.Google Scholar
Raghavendra, P. and Schramm, T., “Tight lower bounds for planted clique in the degree-4 SOS program,” arXiv:1507.05136, 2015.Google Scholar
Ames, B., “Robust convex relaxation for the planted clique and densest k-subgraph problems,” arXiv:1305.4891, 2013.Google Scholar
Lovász, L., Large networks and graph limits. American Mathematical Society, 2012.Google Scholar
Gao, C., Lu, Y., and Zhou, H. H., “Rate-optimal graphon estimation,” Annals Statist., vol. 43, no. 6, pp. 2624–2652, 2015.Google Scholar
Klopp, O. and Verzelen, N., “Optimal graphon estimation in cut distance,” arXiv:1703.05101, 2017.Google Scholar
Xu, J., “Rates of convergence of spectral methods for graphon estimation,” in Proc. 35th International Conference on Machine Learning, 2018, arXiv:1709.03183.Google Scholar
Lesieur, T., Krzakala, F., and Zdeborová, L., “Phase transitions in sparse PCA,” in IEEE International Symposium on Information Theory, 2015, pp. 1635–1639.Google Scholar
Alaoui, A. E. and Krzakala, F., “Estimation in the spiked Wigner model: A short proof of the replica formula,” arXiv:1801.01593, 2018.Google Scholar
Montanari, A., Reichman, D., and Zeitouni, O., “On the limitation of spectral methods: From the Gaussian hidden clique problem to rank one perturbations of Gaussian tensors,” in Advances in Neural Information Processing Systems, 2015, pp. 217–225, arXiv: 1411.6149.Google Scholar
Hillar, C. J. and Lim, L.-H., “Most tensor problems are NP-hard,” J. ACM, vol. 60, no. 6, pp. 45:1–45:39, 2013.Google Scholar
Montanari, A. and Richard, E., “A statistical model for tensor PCA,” in Proc. 27th International Conference on Neural Information Processing Systems, 2014, pp. 2897–2905.Google Scholar
Lesieur, T., Miolane, L., Lelarge, M., Krzakala, F., and Zdeborová, L., “Statistical and computational phase transitions in spiked tensor estimation,” arXiv:1701.08010, 2017.Google Scholar
Hopkins, S. B., Shi, J., and Steurer, D., “Tensor principal component analysis via sum-ofsquare proofs,” in COLT, 2015, pp. 956–1006.Google Scholar
Zhang, A. and Xia, D., “Tensor SVD: Statistical and computational limits,” arXiv:1703.02724, 2017.Google Scholar
Paul, D., “Asymptotics of sample eigenstruture for a large dimensional spiked covariance model,” Statistica Sinica, vol. 17, no. 4, pp. 1617–1642, 2007.Google Scholar
Lesieur, T., Bacco, C. D., Banks, J., Krzakala, F., Moore, C., and Zdeborová, L., “Phase transitions and optimal algorithms in high-dimensional Gaussian mixture clustering,” arXiv:1610.02918, 2016.Google Scholar
Csiszár, I., “Almost independence and secrecy capacity,” Problemy peredachi informatsii, vol. 32, no. 1, pp. 48–57, 1996.Google Scholar
Polyanskiy, Y. and Wu, Y., “Dissipation of information in channels with input constraints,” IEEE Trans. Information Theory, vol. 62, no. 1, pp. 35–55, 2016.Google Scholar

Save book to Kindle

To save this book to your Kindle, first ensure [email protected] is added to your Approved Personal Document E-mail List under your Personal Document Settings on the Manage Your Content and Devices page of your Amazon account. Then enter the ‘name’ part of your Kindle email address below. Find out more about saving to your Kindle.

Note you can select to save to either the @free.kindle.com or @kindle.com variations. ‘@free.kindle.com’ emails are free but can only be saved to your device when it is connected to wi-fi. ‘@kindle.com’ emails can be delivered even when you are not connected to wi-fi, but note that service fees apply.

Find out more about the Kindle Personal Document Service.

Available formats
×

Save book to Dropbox

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Dropbox.

Available formats
×

Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

Available formats
×