arXiv subjects

Bruce Hajek

Publications and source records attributed to Bruce Hajek.

At least 19 recordsLinked to original sources

arXiv2026

Converse bounds for multiple graph alignment and correlation detection based on last matching

The paper focuses on information theoretic converse bounds for the alignment of $m$ correlated graphs and for the detection of correlation among $m$ graphs. A simple idea for $m\geq 3$ is that if the alignment of $m-1$ of the graphs is revealed as extra information (by a genie for example) then it is still necessary to produce the alignment between the one remaining graph and the others, i.e. the last matching must be accomplished. For both Gaussian and Erdos-Renyi models, the last-matching problem is equivalent to one with two observed graphs, providing a path to extend converse bounds for $m=2$ to larger $m$. While the method is rather obvious for alignment, we show that the method can also be used to derive converse bounds for weak detection of correlation.

math.ST↗

arXiv2026

Detecting Planted Structure in Circular Data

Hypothesis testing problems for circular data are formulated, where observations take values on the unit circle and may contain a hidden, phase-coherent structure. Under the null, the data are independent uniform on the unit circle; under the alternative, either (i) a planted subset of size K concentrates around an unknown phase (the flat setting), or (ii) a planted community of size k induces coherence among the edges of a complete graph (the community setting). In each of the two settings, two circular signal distributions are considered: a hard-cluster distribution, where correlated planted observations lie in an arc of known length and unknown location, and a von Mises distribution, where correlated planted observations follow a von Mises distribution with a common unknown location parameter. For each of the four resulting models, nearly matching necessary and sufficient conditions are derived (up to constants and occasional logarithmic factors) for detectability, thereby establishing information-theoretic phase transitions.

math.ST↗

arXiv2025

Sharp Detection Threshold for Correlation among Multiple Unlabeled Gaussian Networks

This paper studies the hypothesis testing problem of deciding whether $m \geq 2$ complete weighted graphs with Gaussian edge weights are mutually correlated after unknown relabelings of their vertices. Under the null model all edge weights are independent standard Gaussians, whereas under the planted model the graphs share a latent vertex alignment and each pair of corresponding edge weights has correlation $\rho$. For fixed $m$, we identify the sharp information-theoretic threshold for detection. Above the threshold, a generalized likelihood-ratio test achieves strong detection, whereas even weak detection is impossible below the threshold. The result extends the two-graph detection threshold of Wu, Xu, and Yu to any fixed number of graphs, exhibits a side-information regime in which two graphs alone are insufficient but multiple graphs enable detection, and, together with the recovery threshold of Vassaux and Massouli\'e, shows that this Gaussian multi-graph model has no detection--recovery gap.

math.ST↗

arXiv2025

Pricing for Routing and Flow-Control in Payment Channel Networks

A payment channel network is a blockchain-based overlay mechanism that allows parties to transact more efficiently than directly using the blockchain. These networks are composed of payment channels that carry transactions between pairs of users. Due to its design, a payment channel cannot sustain a net flow of money in either direction indefinitely. Therefore, a payment channel network cannot serve transaction requests arbitrarily over a long period of time. We introduce DEBT control, a joint routing and flow-control protocol that guides a payment channel network towards an optimal operating state for any steady-state demand. In this protocol, each channel sets a price for routing transactions through it. Transacting users make flow-control and routing decisions by responding to these prices. A channel updates its price based on the net flow of money through it. The protocol is developed by formulating a network utility maximization problem and solving its dual through gradient descent. We provide convergence guarantees for the protocol and also illustrate its behavior through simulations.

cs.NI↗

arXiv2024

Aligning Multiple Inhomogeneous Random Graphs: Fundamental Limits of Exact Recovery

This work studies fundamental limits for recovering the underlying correspondence among multiple correlated graphs. In the setting of inhomogeneous random graphs, we present and analyze a matching algorithm: first partially match the graphs pairwise and then combine the partial matchings by transitivity. Our analysis yields a sufficient condition on the problem parameters to exactly match all nodes across all the graphs. In the setting of homogeneous (Erd\H{o}s-R\'enyi) graphs, we show that this condition is also necessary, i.e. the algorithm works down to the information theoretic threshold. This reveals a scenario where exact matching between two graphs alone is impossible, but leveraging more than two graphs allows exact matching among all the graphs. Converse results are also given in the inhomogeneous setting and transitivity again plays a role. Along the way, we derive independent results about the k-core of inhomogeneous random graphs.

cs.DS↗

arXiv2024

Regenerative Particle Thompson Sampling

This paper proposes regenerative particle Thompson sampling (RPTS), a flexible variation of Thompson sampling. Thompson sampling itself is a Bayesian heuristic for solving stochastic bandit problems, but it is hard to implement in practice due to the intractability of maintaining a continuous posterior distribution. Particle Thompson sampling (PTS) is an approximation of Thompson sampling obtained by simply replacing the continuous distribution by a discrete distribution supported at a set of weighted static particles. We observe that in PTS, the weights of all but a few fit particles converge to zero. RPTS is based on the heuristic: delete the decaying unfit particles and regenerate new particles in the vicinity of fit surviving particles. Empirical evidence shows uniform improvement from PTS to RPTS and flexibility and efficacy of RPTS across a set of representative bandit problems, including an application to 5G network slicing.

cs.LG↗

arXiv2023

Robust Graph Matching when Nodes are Corrupt

Two models are introduced to investigate graph matching in the presence of corrupt nodes. The weak model, inspired by biological networks, allows one or both networks to have a positive fraction of molecular entities interact randomly with their network. For this model, it is shown that no estimator can correctly recover a positive fraction of the corrupt nodes. Necessary conditions for any estimator to correctly identify and match all the uncorrupt nodes are derived, and it is shown that these conditions are also sufficient for the k-core estimator. The strong model, inspired by social networks, permits one or both networks to have a positive fraction of users connect arbitrarily. For this model, detection of corrupt nodes is impossible. Even so, we show that if only one of the networks is compromised, then under appropriate conditions, the maximum overlap estimator can correctly match a positive fraction of nodes albeit without explicitly identifying them.

math.ST↗

arXiv2022

Blockchain Security when Messages are Lost

Security analyses for consensus protocols in blockchain research have primarily focused on the synchronous model, where point-to-point communication delays are upper bounded by a known finite constant. These models are unrealistic in noisy settings, where messages may be lost (i.e. incur infinite delay). In this work, we study the impact of message losses on the security of the proof-of-work longest-chain protocol. We introduce a new communication model to capture the impact of message loss called the $0-\infty$ model, and derive a region of tolerable adversarial power under which the consensus protocol is secure. The guarantees are derived as a simple bound for the probability that a transaction violates desired security properties. Specifically, we show that this violation probability decays almost exponentially in the security parameter. Our approach involves constructing combinatorial objects from blocktrees, and identifying random variables associated with them that are amenable to analysis. This approach improves existing bounds and extends the known regime for tolerable adversarial threshold in settings where messages may be lost.

cs.CR↗

arXiv2022

Maximum Likelihood Estimation of Optimal Receiver Operating Characteristic Curves from Likelihood Ratio Observations

The optimal receiver operating characteristic (ROC) curve, giving the maximum probability of detection as a function of the probability of false alarm, is a key information-theoretic indicator of the difficulty of a binary hypothesis testing problem (BHT). It is well known that the optimal ROC curve for a given BHT, corresponding to the likelihood ratio test, is determined by the probability distribution of the observed data under each of the two hypotheses. In some cases, these two distributions may be unknown or computationally intractable, but independent samples of the likelihood ratio can be observed. This raises the problem of estimating the optimal ROC for a BHT from such samples. The maximum likelihood estimator of the optimal ROC curve is derived, and it is shown to converge almost surely to the true optimal ROC curve in the \levy\ metric, as the number of observations tends to infinity. Finite sample size bounds are obtained for three other estimators: the classical empirical estimator, based on estimating the two types of error probabilities from two separate sets of samples, and two variations of the maximum likelihood estimator called the split estimator and fused estimator, respectively. The maximum likelihood estimator is observed in simulation experiments to be considerably more accurate than the empirical estimator, especially when the number of samples obtained under one of the two hypotheses is small. The area under the maximum likelihood estimator is derived; it is a consistent estimator of the area under the true optimal ROC curve.

cs.IT↗

arXiv2021

The Longest-Chain Protocol Under Random Delays

In the field of distributed consensus and blockchains, the synchronous communication model assumes that all messages between honest parties are delayed at most by a known constant $Δ$. Recent literature establishes that the longest-chain blockchain protocol is secure under the synchronous model. However, for a fixed mining rate, the security guarantees degrade with $Δ$. We analyze the performance of the longest-chain protocol under the assumption that the communication delays are random, independent, and identically distributed. This communication model allows for distributions with unbounded support and is a strict generalization of the synchronous model. We provide safety and liveness guarantees with simple, explicit bounds on the failure probabilities. These bounds hold for infinite-horizon executions and decay exponentially with the security parameter. In particular, we show that the longest-chain protocol has good security guarantees when delays are sporadically large and possibly unbounded, which is reflective of real-world network conditions.

cs.CR↗

arXiv2021

Lower Bounds on Information Requirements for Causal Network Inference

Recovery of the causal structure of dynamic networks from noisy measurements has long been a problem of interest across many areas of science and engineering. Many algorithms have been proposed, but there is little work that compares the performance of the algorithms to converse bounds in a non-asymptotic setting. As a step to address this problem, this paper gives lower bounds on the error probability for causal network support recovery in a linear Gaussian setting. The bounds are based on Monte Carlo estimation of receiver operating characteristic (ROC) curves based on likelihood ratio samples assuming side information is available. The estimated ROC curves and curves obtained through the use of Bhattacharyya coefficients or Kullback--Leibler divergences are also compared.

cs.IT↗

arXiv2019

On non-unique solutions in mean field games

The theory of mean field games is a tool to understand noncooperative dynamic stochastic games with a large number of players. Much of the theory has evolved under conditions ensuring uniqueness of the mean field game Nash equilibrium. However, in some situations, typically involving symmetry breaking, non-uniqueness of solutions is an essential feature. To investigate the nature of non-unique solutions, this paper focuses on the technically simple setting where players have one of two states, with continuous time dynamics, and the game is symmetric in the players, and players are restricted to using Markov strategies. All the mean field game Nash equilibria are identified for a symmetric follow the crowd game. Such equilibria correspond to symmetric $ε$-Nash Markov equilibria for $N$ players with $ε$ converging to zero as $N$ goes to infinity. In contrast to the mean field game, there is a unique Nash equilibrium for finite $N.$ It is shown that fluid limits arising from the Nash equilibria for finite $N$ as $N$ goes to infinity are mean field game Nash equilibria, and evidence is given supporting the conjecture that such limits, among all mean field game Nash equilibria, are the ones that are stable fixed points of the mean field best response mapping.

math.OC↗

arXiv2018

Community Recovery in a Preferential Attachment Graph

A message passing algorithm is derived for recovering communities within a graph generated by a variation of the Barabási-Albert preferential attachment model. The estimator is assumed to know the arrival times, or order of attachment, of the vertices. The derivation of the algorithm is based on belief propagation under an independence assumption. Two precursors to the message passing algorithm are analyzed: the first is a degree thresholding (DT) algorithm and the second is an algorithm based on the arrival times of the children (C) of a given vertex, where the children of a given vertex are the vertices that attached to it. Comparison of the performance of the algorithms shows it is beneficial to know the arrival times, not just the number, of the children. The probability of correct classification of a vertex is asymptotically determined by the fraction of vertices arriving before it. Two extensions of Algorithm C are given: the first is based on joint likelihood of the children of a fixed set of vertices; it can sometimes be used to seed the message passing algorithm. The second is the message passing algorithm. Simulation results are given.

stat.ML↗

arXiv2018

Preferential Attachment Graphs with Planted Communities

A variation of the preferential attachment random graph model of Barabási and Albert is defined that incorporates planted communities. The graph is built progressively, with new vertices attaching to the existing ones one-by-one. At every step, the incoming vertex is randomly assigned a label, which represents a community it belongs to. This vertex then chooses certain vertices as its neighbors, with the choice of each vertex being proportional to the degree of the vertex multiplied by an affinity depending on the labels of the new vertex and a potential neighbor. It is shown that the fraction of half-edges attached to vertices with a given label converges almost surely for some classes of affinity matrices. In addition, the empirical degree distribution for the set of vertices with a given label converges to a heavy tailed distribution, such that the tail decay parameter can be different for different communities. Our proof method may be of independent interest, both for the classical Barabási -Albert model and for other possible extensions.

stat.ML↗

arXiv2018

Recovering a Hidden Community Beyond the Kesten-Stigum Threshold in $O(|E| \log^*|V|)$ Time

Community detection is considered for a stochastic block model graph of n vertices, with K vertices in the planted community, edge probability p for pairs of vertices both in the community, and edge probability q for other pairs of vertices. The main focus of the paper is on weak recovery of the community based on the graph G, with o(K) misclassified vertices on average, in the sublinear regime $n^{1-o(1)} \leq K \leq o(n).$ A critical parameter is the effective signal-to-noise ratio $λ=K^2(p-q)^2/((n-K)q)$, with $λ=1$ corresponding to the Kesten-Stigum threshold. We show that a belief propagation algorithm achieves weak recovery if $λ>1/e$, beyond the Kesten-Stigum threshold by a factor of $1/e.$ The belief propagation algorithm only needs to run for $\log^\ast n+O(1) $ iterations, with the total time complexity $O(|E| \log^*n)$, where $\log^*n$ is the iterated logarithm of $n.$ Conversely, if $λ\leq 1/e$, no local algorithm can asymptotically outperform trivial random guessing. Furthermore, a linear message-passing algorithm that corresponds to applying power iteration to the non-backtracking matrix of the graph is shown to attain weak recovery if and only if $λ>1$. In addition, the belief propagation algorithm can be combined with a linear-time voting procedure to achieve the information limit of exact recovery (correctly classify all vertices with high probability) for all $K \ge \frac{n}{\log n} \left( ρ_{\rm BP} +o(1) \right),$ where $ρ_{\rm BP}$ is a function of $p/q$.

stat.ML↗

arXiv2016

Stability of a Random Multiple Access Channel with "Success-Failure" Feedback

We consider a model of a decentralized multiple access system with a non-standard binary feedback where the empty and collision situations cannot be distinguished. We show that, like in the case of a ternary feedback, for any input rate λ< 1/e, there exists a "doubly randomized" adaptive transmission protocol which stabilizes the behavior of the system. We discuss also a number of related problems and formulate some hypotheses.

math.PR↗

arXiv2016

Achieving Exact Cluster Recovery Threshold via Semidefinite Programming: Extensions

Resolving a conjecture of Abbe, Bandeira and Hall, the authors have recently shown that the semidefinite programming (SDP) relaxation of the maximum likelihood estimator achieves the sharp threshold for exactly recovering the community structure under the binary stochastic block model of two equal-sized clusters. The same was shown for the case of a single cluster and outliers. Extending the proof techniques, in this paper it is shown that SDP relaxations also achieve the sharp recovery threshold in the following cases: (1) Binary stochastic block model with two clusters of sizes proportional to network size but not necessarily equal; (2) Stochastic block model with a fixed number of equal-sized clusters; (3) Binary censored block model with the background graph being Erdős-Rényi. Furthermore, a sufficient condition is given for an SDP procedure to achieve exact recovery for the general case of a fixed number of clusters plus outliers. These results demonstrate the versatility of SDP relaxation as a simple, general purpose, computationally feasible methodology for community detection.

stat.ML↗

arXiv2016

Semidefinite Programs for Exact Recovery of a Hidden Community

We study a semidefinite programming (SDP) relaxation of the maximum likelihood estimation for exactly recovering a hidden community of cardinality $K$ from an $n \times n$ symmetric data matrix $A$, where for distinct indices $i,j$, $A_{ij} \sim P$ if $i, j$ are both in the community and $A_{ij} \sim Q$ otherwise, for two known probability distributions $P$ and $Q$. We identify a sufficient condition and a necessary condition for the success of SDP for the general model. For both the Bernoulli case ($P={\rm Bern}(p)$ and $Q={\rm Bern}(q)$ with $p>q$) and the Gaussian case ($P=\mathcal{N}(μ,1)$ and $Q=\mathcal{N}(0,1)$ with $μ>0$), which correspond to the problem of planted dense subgraph recovery and submatrix localization respectively, the general results lead to the following findings: (1) If $K=ω( n /\log n)$, SDP attains the information-theoretic recovery limits with sharp constants; (2) If $K=Θ(n/\log n)$, SDP is order-wise optimal, but strictly suboptimal by a constant factor; (3) If $K=o(n/\log n)$ and $K \to \infty$, SDP is order-wise suboptimal. The same critical scaling for $K$ is found to hold, up to constant factors, for the performance of SDP on the stochastic block model of $n$ vertices partitioned into multiple communities of equal size $K$. A key ingredient in the proof of the necessary condition is a construction of a primal feasible solution based on random perturbation of the true cluster matrix.

stat.ML↗