SearcharxivSearch

arXiv · 1409.5640

On the Propagation of Low-Rate Measurement Error to Subgraph Counts in Large Networks

Abstract

Our work in this paper is inspired by a statistical observation that is both elementary and broadly relevant to network analysis in practice -- that the uncertainty in approximating some true network graph $G=(V,E)$ by some estimated graph $\hat{G}=(V,\hat{E})$ manifests as errors in the status of (non)edges that must necessarily propagate to any estimates of network summaries $η(G)$ we seek. Motivated by the common practice of using plug-in estimates $η(\hat{G})$ as proxies for $η(G)$, our focus is on the problem of characterizing the distribution of the discrepancy $D=η(\hat{G}) - η(G)$, in the case where $η(\cdot)$ is a subgraph count. Specifically, we study the fundamental case where the statistic of interest is $|E|$, the number of edges in $G$. Our primary contribution in this paper is to show that in the empirically relevant setting of large graphs with low-rate measurement errors, the distribution of $D_E=|\hat{E}| - |E|$ is well-characterized by a Skellam distribution, when the errors are independent or weakly dependent. Under an assumption of independent errors, we are able to further show conditions under which this characterization is strictly better than that of an appropriate normal distribution. These results derive from our formulation of a general result, quantifying the accuracy with which the difference of two sums of dependent Bernoulli random variables may be approximated by the difference of two independent Poisson random variables, i.e., by a Skellam distribution. This general result is developed through the use of Stein's method, and may be of some general interest. We finish with a discussion of possible extension of our work to subgraph counts $η(G)$ of higher order.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Prakash Balachandran, Eric D. Kolaczyk, Weston Viles. 2016-10-08. On the Propagation of Low-Rate Measurement Error to Subgraph Counts in Large Networks. https://arxiv.org/abs/1409.5640

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

A Scale Invariance Property of PCA

The PCA algorithm is sensitive to changes in measurement scale. Measuring one variable of a system in inches rather than centimeters, say, alters both its principal axes and principal eigenvalues. Although this scale dependence is generally complicated, we show here that it nevertheless obeys a strict invariance property: under a continuous scale adjustment, the initial state's $k$-th largest principal component (ordered by eigenvalue) continuously evolves into the final state's $k$-th largest principal component, for each $k$. In this sense, we can say that the modes of PCA are "order-stable" with respect to changes in measurement scale. A special case occurs when scaling along directions that are orthogonal to some modes. Here, apparent eigenvalue crossings can occur. However, we show that we can interpret these apparent crossings as cases where the modes instantaneously swap their orientation, in this way maintaining the required order stability.

math.ST

Small noise asymptotics for linear parabolic SPDEs in two space dimensions with unknown damping factors

We study parametric estimation for second order linear parabolic stochastic partial differential equations in two space dimensions with a small volatility parameter driven by a $Q$-Wiener process with an unknown damping parameter using high frequency spatio-temporal data. We first provide an estimator for the damping parameter of the $Q$-Wiener process utilizing realized quadratic variations based on spatial and temporal increments. We next propose minimum contrast estimators of the diffusive and advective parameters in the SPDE using a contrast function with the proposed estimator of the damping parameter. We then construct a quasi-maximum likelihood estimator of the reaction parameter in the SPDE using the approximate coordinate process derived from the estimators of the diffusive and advective parameters. We also provide simulation results of the proposed estimators.

math.ST

Spike Estimation from Heteroscedastic Noise via Random Splitting

In this paper, we consider a spiked Wigner type matrix with a heteroscedastic and unknown variance profile. It is well known that in the supercritical regime of the BBP transition, strong spikes can create outliers in the spectrum. Unfortunately, in the heteroscedastic case, in general it is not possible to estimate the spike strength from these observed outlier consistently, as the latter is a solution to a Dyson equation with unknown parameters from the variance profile. In this paper, inspired by the work on sparse matrix completion \citep{BordenaveCosteNadakuditi2023}, we introduce an asymmetrized model by randomly splitting the spiked matrix into two parts, which transforms the noisy Wigner type matrix into a non Hermitian random matrix, while preserving the Hermitian spikes at the cost of a dilution. We establish a BBP type transition for the asymmetrized model, from which we can estimate the strength of the spikes precisely, even without knowing the variance profile of the noise part. We then further apply our approach to study the correlation between two correlated spiked models, where the spike/signal parts of the two models are correlated, and the noise parts are independent but may both be heteroscedastic. By applying our asymmetrization approach to the two models separately and also jointly, we are able to obtain a precise estimate of the correlation between the signal parts of the two models.

math.ST