SearcharxivSearch

arXiv · 1910.14167

Phase Transitions for Detecting Latent Geometry in Random Graphs

Abstract

Random graphs with latent geometric structure are popular models of social and biological networks, with applications ranging from network user profiling to circuit design. These graphs are also of purely theoretical interest within computer science, probability and statistics. A fundamental initial question regarding these models is: when are these random graphs affected by their latent geometry and when are they indistinguishable from simpler models without latent structure, such as the Erd\H{o}s-R\'{e}nyi graph $\mathcal{G}(n, p)$? We address this question for two of the most well-studied models of random graphs with latent geometry -- the random intersection and random geometric graph. Our results are as follows: (1) we prove that the random intersection graph converges in total variation to $\mathcal{G}(n, p)$ when $d = \tilde{\omega}(n^3)$, and does not if $d = o(n^3)$, resolving an open problem in Fill et al. (2000), Rybarczyk (2011) and Kim et al. (2018); (2) we provide conditions under which the matrix of intersection sizes of random family of sets converges in total variation to a symmetric matrix with independent Poisson entries, yielding the first total variation convergence result for $\tau$-random intersection graphs to $\mathcal{G}(n, p)$; and (3) we show that the random geometric graph on $\mathbb{S}^{d - 1}$ with edge density $p$ converges in total variation to $\mathcal{G}(n, p)$ when $d = \tilde{\omega}\left(\min\{ pn^3, p^2 n^{7/2} \} \right)$, yielding the first progress towards a conjecture of Bubeck et al. (2016). The first of these three results was obtained simultaneously and independently by Bubeck, Racz and Richey.

Explore related subjects

Keep this discovery

BibTeXRIS

Matthew Brennan, Guy Bresler, Dheeraj Nagaraj. 2019-10-30. Phase Transitions for Detecting Latent Geometry in Random Graphs. https://arxiv.org/abs/1910.14167

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