Concentration of random graphs and application to community detection

Random matrix theory has played an important role in recent work on statistical network analysis. In this paper, we review recent results on regimes of concentration of random graphs around their expectation, showing that dense graphs concentrate and sparse graphs concentrate after regularization. We also review relevant network models that may be of interest to probabilists considering directions for new random matrix theory developments, and random matrix theory tools that may be of interest to statisticians looking to prove properties of network algorithms. Applications of concentration results to the problem of community detection in networks are discussed in detail.Comment: Submission for International Congress of Mathematicians, Rio de Janeiro, Brazil 201

Community Detection in Hypergraphs, Spiked Tensor Models, and Sum-of-Squares

We study the problem of community detection in hypergraphs under a stochastic block model. Similarly to how the stochastic block model in graphs suggests studying spiked random matrices, our model motivates investigating statistical and computational limits of exact recovery in a certain spiked tensor model. In contrast with the matrix case, the spiked model naturally arising from community detection in hypergraphs is different from the one arising in the so-called tensor Principal Component Analysis model. We investigate the effectiveness of algorithms in the Sum-of-Squares hierarchy on these models. Interestingly, our results suggest that these two apparently similar models exhibit significantly different computational to statistical gaps.Comment: In proceedings of 2017 International Conference on Sampling Theory and Applications (SampTA

Detection and localization of change points in temporal networks with the aid of stochastic block models

A framework based on generalized hierarchical random graphs (GHRGs) for the detection of change points in the structure of temporal networks has recently been developed by Peel and Clauset [1]. We build on this methodology and extend it to also include the versatile stochastic block models (SBMs) as a parametric family for reconstructing the empirical networks. We use five different techniques for change point detection on prototypical temporal networks, including empirical and synthetic ones. We find that none of the considered methods can consistently outperform the others when it comes to detecting and locating the expected change points in empirical temporal networks. With respect to the precision and the recall of the results of the change points, we find that the method based on a degree-corrected SBM has better recall properties than other dedicated methods, especially for sparse networks and smaller sliding time window widths.Comment: This is an author-created, un-copyedited version of an article accepted for publication/published in Journal of Statistical Mechanics: Theory and Experiment. IOP Publishing Ltd is not responsible for any errors or omissions in this version of the manuscript or any version derived from it. The Version of Record is available online at http://dx.doi.org/10.1088/1742-5468/2016/11/11330

Matrix concentration inequalities with dependent summands and sharp leading-order terms

We establish sharp concentration inequalities for sums of dependent random matrices. Our results concern two models. First, a model where summands are generated by a $\psi$-mixing Markov chain. Second, a model where summands are expressed as deterministic matrices multiplied by scalar random variables. In both models, the leading-order term is provided by free probability theory. This leading-order term is often asymptotically sharp and, in particular, does not suffer from the logarithmic dimensional dependence which is present in previous results such as the matrix Khintchine inequality. A key challenge in the proof is that techniques based on classical cumulants, which can be used in a setting with independent summands, fail to produce efficient estimates in the Markovian model. Our approach is instead based on Boolean cumulants and a change-of-measure argument. We discuss applications concerning community detection in Markov chains, random matrices with heavy-tailed entries, and the analysis of random graphs with dependent edges.Comment: 69 pages, 4 figure

Community Detection in High-Dimensional Graph Ensembles

Detecting communities in high-dimensional graphs can be achieved by applying random matrix theory where the adjacency matrix of the graph is modeled by a Stochastic Block Model (SBM). However, the SBM makes an unrealistic assumption that the edge probabilities are homogeneous within communities, i.e., the edges occur with the same probabilities. The Degree-Corrected SBM is a generalization of the SBM that allows these edge probabilities to be different, but existing results from random matrix theory are not directly applicable to this heterogeneous model. In this paper, we derive a transformation of the adjacency matrix that eliminates this heterogeneity and preserves the relevant eigenstructure for community detection. We propose a test based on the extreme eigenvalues of this transformed matrix and (1) provide a method for controlling the significance level, (2) formulate a conjecture that the test achieves power one for all positive significance levels in the limit as the number of nodes approaches infinity, and (3) provide empirical evidence and theory supporting these claims.Comment: 8 pages, 3 figure