SearcharxivSearch

arXiv · 1910.04320

Exact Recovery of Community Detection in k-partite Graph Models

Abstract

We study the vertex classification problem on a graph whose vertices are in $k\ (k\geq 2)$ different communities, edges are only allowed between distinct communities, and the number of vertices in different communities are not necessarily equal. The observation is a weighted adjacency matrix, perturbed by a scalar multiple of the Gaussian Orthogonal Ensemble (GOE), or Gaussian Unitary Ensemble (GUE) matrix. For the exact recovery of the maximum likelihood estimation (MLE) with various weighted adjacency matrices, we prove sharp thresholds of the intensity $\sigma$ of the Gaussian perturbation. These weighted adjacency matrices may be considered as natural models for the electric network. Surprisingly, these thresholds of $\sigma$ do not depend on whether the sample space for MLE is restricted to such classifications that the number of vertices in each group is equal to the true value. In contrast to the $\ZZ_2$-synchronization, a new complex version of the semi-definite programming (SDP) is designed to efficiently implement the community detection problem when the number of communities $k$ is greater than 2, and a common region (independent of $k$) for $\sigma$ such that SDP exactly recovers the true classification is obtained.

Explore related subjects

Keep this discovery

BibTeXRIS

Zhongyang Li. 2019-10-10. Exact Recovery of Community Detection in k-partite Graph Models. https://arxiv.org/abs/1910.04320

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

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR