Finding the Graph of Epidemic Cascades

We consider the problem of finding the graph on which an epidemic cascade spreads, given only the times when each node gets infected. While this is a problem of importance in several contexts -- offline and online social networks, e-commerce, epidemiology, vulnerabilities in infrastructure networks -- there has been very little work, analytical or empirical, on finding the graph. Clearly, it is impossible to do so from just one cascade; our interest is in learning the graph from a small number of cascades. For the classic and popular "independent cascade" SIR epidemics, we analytically establish the number of cascades required by both the global maximum-likelihood (ML) estimator, and a natural greedy algorithm. Both results are based on a key observation: the global graph learning problem decouples into $n$ local problems -- one for each node. For a node of degree $d$, we show that its neighborhood can be reliably found once it has been infected $O(d^2 \log n)$ times (for ML on general graphs) or $O(d\log n)$ times (for greedy on trees). We also provide a corresponding information-theoretic lower bound of $\Omega(d\log n)$; thus our bounds are essentially tight. Furthermore, if we are given side-information in the form of a super-graph of the actual graph (as is often the case), then the number of cascade samples required -- in all cases -- becomes independent of the network size $n$. Finally, we show that for a very general SIR epidemic cascade model, the Markov graph of infection times is obtained via the moralization of the network graph.Comment: To appear in Proc. ACM SIGMETRICS/Performance 201

Sequential Compressed Sensing

Compressed sensing allows perfect recovery of sparse signals (or signals sparse in some basis) using only a small number of random measurements. Existing results in compressed sensing literature have focused on characterizing the achievable performance by bounding the number of samples required for a given level of signal sparsity. However, using these bounds to minimize the number of samples requires a-priori knowledge of the sparsity of the unknown signal, or the decay structure for near-sparse signals. Furthermore, there are some popular recovery methods for which no such bounds are known. In this paper, we investigate an alternative scenario where observations are available in sequence. For any recovery method, this means that there is now a sequence of candidate reconstructions. We propose a method to estimate the reconstruction error directly from the samples themselves, for every candidate in this sequence. This estimate is universal in the sense that it is based only on the measurement ensemble, and not on the recovery method or any assumed level of sparsity of the unknown signal. With these estimates, one can now stop observations as soon as there is reasonable certainty of either exact or sufficiently accurate reconstruction. They also provide a way to obtain "run-time" guarantees for recovery methods that otherwise lack a-priori performance bounds. We investigate both continuous (e.g. Gaussian) and discrete (e.g. Bernoulli) random measurement ensembles, both for exactly sparse and general near-sparse signals, and with both noisy and noiseless measurements.Comment: to appear in IEEE transactions on Special Topics in Signal Processin

Low-rank Matrix Completion using Alternating Minimization

Alternating minimization represents a widely applicable and empirically successful approach for finding low-rank matrices that best fit the given data. For example, for the problem of low-rank matrix completion, this method is believed to be one of the most accurate and efficient, and formed a major component of the winning entry in the Netflix Challenge. In the alternating minimization approach, the low-rank target matrix is written in a bi-linear form, i.e. $X = UV^\dag$; the algorithm then alternates between finding the best $U$ and the best $V$. Typically, each alternating step in isolation is convex and tractable. However the overall problem becomes non-convex and there has been almost no theoretical understanding of when this approach yields a good result. In this paper we present first theoretical analysis of the performance of alternating minimization for matrix completion, and the related problem of matrix sensing. For both these problems, celebrated recent results have shown that they become well-posed and tractable once certain (now standard) conditions are imposed on the problem. We show that alternating minimization also succeeds under similar conditions. Moreover, compared to existing results, our paper shows that alternating minimization guarantees faster (in particular, geometric) convergence to the true matrix, while allowing a simpler analysis