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Lasse Leskelä

Publications and source records attributed to Lasse Leskelä.

At least 19 recordsLinked to original sources

Sub-Poisson distributions: Concentration inequalities, optimal variance proxies, and closure properties

We introduce a nonasymptotic framework for sub-Poisson distributions with moment generating function dominated by that of a Poisson distribution. At its core is a new notion of optimal sub-Poisson variance proxy, analogous to the variance parameter in the sub-Gaussian setting. This framework allows us to derive a Bennett-type concentration inequality without boundedness assumptions and to show that the sub-Poisson property is closed under key operations including independent sums and convex combinations, but not under all linear operations such as scalar multiplication. We derive bounds relating the sub-Poisson variance proxy to sub-Gaussian and sub-exponential Orlicz norms. Taken together, these results unify the treatment of Bernoulli and Poisson random variables and their signed versions in their natural tail regime.

math.PR↗

Consistent line clustering using geometric hypergraphs

Subspace clustering becomes inherently difficult near intersections, where points from different subspaces are barely separated. Most existing theoretical results address this issue by imposing separation or sampling assumptions that limit the statistical effect of points near the intersection. We study a minimal setting of two intersecting lines in which the latent sampling law places polynomially large mass in small neighborhoods of the intersection. We derive information-theoretic lower bounds for exact and almost exact recovery under Gaussian noise. In particular, we show that the exact-recovery threshold is determined by the rate at which the latent law concentrates near the intersection. Since any two points are collinear, pairwise information alone does not reveal whether they are sampled from the same latent line. We therefore construct a hypergraph in which nearly collinear triples form hyperedges, and study the resulting hypergraph similarity matrix. Under a simple regularity condition on the latent distribution, we introduce a spectral algorithm that achieves the information-theoretic bounds up to polylogarithmic factors.

math.ST↗

Community Detection on Block Models with Geometric Kernels

We consider the community recovery problem on a one-dimensional random geometric graph where every node has two independent labels: an observed location label and a hidden community label. A geometric kernel maps the locations of pairs of nodes to probabilities. Edges are drawn between pairs of nodes based on their communities and the value of the kernel corresponding to the respective node locations. Given the graph so generated along with the location labels, the latent communities of the nodes are to be inferred. In this work, we will look into the fundamental statistical limits for recovering the communities in such models. Additionally, we propose a linear-time algorithm (in the number of edges) and show that it recovers the communities of nodes exactly up to the information theoretic threshold.

math.PR↗

Robust estimation of a Markov chain transition matrix from multiple sample paths

Markov chains are fundamental models for stochastic dynamics, with applications in a wide range of areas such as population dynamics, queueing systems, reinforcement learning, and Monte Carlo methods. Estimating the transition matrix and stationary distribution from observed sample paths is a core statistical challenge, particularly when multiple independent trajectories are available. While classical theory typically assumes identical chains with known stationary distributions, real-world data often arise from heterogeneous chains whose transition kernels and stationary measures might differ from a common target. We analyse empirical estimators for such parallel Markov processes and establish sharp concentration inequalities that generalise Bernstein-type bounds from standard time averages to ensemble-time averages. Our results provide nonasymptotic error bounds and consistency guarantees in high-dimensional regimes, accommodating sparse or weakly mixing chains, model mismatch, nonstationary initialisations, and partially corrupted data. These findings offer rigorous foundations for statistical inference in heterogeneous Markov chain settings common in modern computational applications.

math.ST↗

Consistent spectral clustering in sparse tensor block models

High-order clustering aims to classify objects in multiway datasets that are prevalent in various fields such as bioinformatics, recommendation systems, and social network analysis. Such data are often sparse and high-dimensional, posing significant statistical and computational challenges. This paper introduces a tensor block model specifically designed for sparse integer-valued data tensors. We propose a simple spectral clustering algorithm augmented with a trimming step to mitigate noise fluctuations, and identify a density threshold that ensures the algorithm's consistency. Our approach models sparsity using a sub-Poisson noise concentration framework, accommodating heavier than sub-Gaussian tails. Remarkably, this natural class of tensor block models is closed under aggregation across arbitrary modes. Consequently, we obtain a comprehensive framework for evaluating the tradeoff between signal loss and noise reduction incurred by aggregating data. The analysis is based on a novel concentration bound for sparse random Gram matrices. The theoretical findings are illustrated through numerical experiments.

math.ST↗

Sharp constants relating the sub-Gaussian norm and the sub-Gaussian parameter

We determine the optimal constants in the classical inequalities relating the sub-Gaussian norm \(\|X\|_{ψ_2}\) and the sub-Gaussian parameter \(σ_X\) for centered real-valued random variables. We show that \(\sqrt{3/8} \cdot \|X\|_{ψ_2} \le σ_X \le \sqrt{\log 2} \cdot \|X\|_{ψ_2}\), and that both bounds are sharp, attained by the standard Gaussian and Rademacher distributions, respectively.

math.PR↗

Clique and cycle frequencies in a sparse random graph model with overlapping communities

A statistical network model with overlapping communities can be generated as a superposition of mutually independent random graphs of varying size. The model is parameterized by the number of nodes, the number of communities, and the joint distribution of the community size and the edge probability. This model admits sparse parameter regimes with power-law limiting degree distributions and non-vanishing clustering coefficients. This article presents large-scale approximations of clique and cycle frequencies for graph samples generated by the model, which are valid for regimes with unbounded numbers of overlapping communities. Our results reveal the growth rates of these subgraph frequencies and show that their theoretical densities can be reliably estimated from data.

math.PR↗

Spatial Queues with Nearest Neighbour Shifts

This work studies queues in a Euclidean space. Consider $N$ servers that are distributed uniformly in $[0,1]^d$. Customers arrive at the servers according to independent stationary processes. Upon arrival, they probabilistically decide whether to join the queue they arrived at, or shift to one of the nearest neighbours. Such shifting strategies affect the load on the servers, and may cause some of the servers to become overloaded. We derive a law of large numbers and a central limit theorem for the fraction of overloaded servers in the system as the total number of servers $N \to \infty$. Additionally, in the one-dimensional case ($d=1$), we evaluate the expected fraction of overloaded servers for any finite $N$. Numerical experiments are provided to support our theoretical results. Typical applications of the results include electric vehicles queueing at charging stations, and queues in airports or supermarkets.

math.PR↗

Information divergences and likelihood ratios of Poisson processes and point patterns

This article develops an analytical framework for studying information divergences and likelihood ratios associated with Poisson processes and point patterns on general measurable spaces. The main results include explicit analytical formulas for Kullback-Leibler divergences, Rényi divergences, Hellinger distances, and likelihood ratios of the laws of Poisson point patterns in terms of their intensity measures. The general results yield similar formulas for inhomogeneous Poisson processes, compound Poisson processes, as well as spatial and marked Poisson point patterns. Additional results include simple characterisations of absolute continuity, mutual singularity, and the existence of common dominating measures. The analytical toolbox is based on Tsallis divergences of sigma-finite measures on abstract measurable spaces. The treatment is purely information-theoretic and free of topological assumptions.

math.ST↗

Connectivity of random hypergraphs with a given hyperedge size distribution

This article discusses random hypergraphs with varying hyperedge sizes, admitting large hyperedges with size tending to infinity, and heavy-tailed limiting hyperedge size distributions. The main result describes a threshold for the random hypergraph to be connected with high probability, and shows that the average hyperedge size suffices to characterise connectivity under mild regularity assumptions. Especially, the connectivity threshold is in most cases insensitive to the shape and higher moments of the hyperedge size distribution. Similar results are also provided for related random intersection graph models.

math.CO↗

Distinguishing subsampled power laws from other heavy-tailed distributions

Distinguishing power-law distributions from other heavy-tailed distributions is challenging, and this task is often further complicated by subsampling effects. In this work, we evaluate the performance of two commonly used methods for detecting power-law distributions - the maximum likelihood method of Clauset et al. and the extreme value method of Voitalov et al. - in distinguishing subsampled power laws from two other heavy-tailed distributions, the lognormal and the stretched exponential distributions. We focus on a random subsampling method commonly applied in network science and biological sciences. In this subsampling scheme, we are ultimately interested in the frequency distribution of elements with a certain number of constituent parts, and each part is selected to the subsample with an equal probability. We investigate how well the results obtained from subsamples generalize to the original distribution. Our results show that the power-law exponent of the original distribution can be estimated fairly accurately from subsamples, but classifying the distribution correctly is more challenging. The maximum likelihood method falsely rejects the power-law hypothesis for a large fraction of subsamples from power-law distributions. While the extreme value method correctly recognizes subsampled power-law distributions with all tested subsampling depths, its capacity to distinguish power laws from the heavy-tailed alternatives is limited. However, these false positives tend to result not from the subsampling itself but from the estimators' inability to classify the original sample correctly. In fact, we show that the extreme value method can sometimes be expected to perform better on subsamples than on the original samples from the lognormal and the stretched exponential distributions, while the contrary is true for the main tests included in the maximum likelihood method.

physics.data-an↗

Multilayer hypergraph clustering using the aggregate similarity matrix

We consider the community recovery problem on a multilayer variant of the hypergraph stochastic block model (HSBM). Each layer is associated with an independent realization of a d-uniform HSBM on N vertices. Given the similarity matrix containing the aggregated number of hyperedges incident to each pair of vertices, the goal is to obtain a partition of the N vertices into disjoint communities. In this work, we investigate a semidefinite programming (SDP) approach and obtain information-theoretic conditions on the model parameters that guarantee exact recovery both in the assortative and the disassortative cases.

math.ST↗

A network community detection method with integration of data from multiple layers and node attributes

Multilayer networks are in the focus of the current complex network study. In such networks multiple types of links may exist as well as many attributes for nodes. To fully use multilayer -- and other types of complex networks in applications, the merging of various data with topological information renders a powerful analysis. First, we suggest a simple way of representing network data in a data matrix where rows correspond to the nodes, and columns correspond to the data items. The number of columns is allowed to be arbitrary, so that the data matrix can be easily expanded by adding columns. The data matrix can be chosen according to targets of the analysis, and may vary a lot from case to case. Next, we partition the rows of the data matrix into communities using a method which allows maximal compression of the data matrix. For compressing a data matrix, we suggest to extend so called regular decomposition method for non-square matrices. We illustrate our method for several types of data matrices, in particular, distance matrices, and matrices obtained by augmenting a distance matrix by a column of node degrees, or by concatenating several distances matrices corresponding to layers of a multilayer network. We illustrate our method with synthetic power-law graphs and two real networks: an Internet autonomous systems graph and a world airline graph. We compare the outputs of different community recovery methods on these graphs, and discuss how incorporating node degrees as a separate column to the data matrix leads our method to identify community structures well-aligned with tiered hierarchical structures commonly encountered in complex scale-free networks.

physics.soc-ph↗

Community recovery in non-binary and temporal stochastic block models

This article studies the estimation of latent community memberships from pairwise interactions in a network of $N$ nodes, where the observed interactions can be of arbitrary type, including binary, categorical, and vector-valued, and not excluding even more general objects such as time series or spatial point patterns. As a generative model for such data, we introduce a stochastic block model with a general measurable interaction space $\mathcal S$, for which we derive information-theoretic bounds for the minimum achievable error rate. These bounds yield sharp criteria for the existence of consistent and strongly consistent estimators in terms of data sparsity, statistical similarity between intra- and inter-block interaction distributions, and the shape and size of the interaction space. The general framework makes it possible to study temporal and multiplex networks with $\mathcal S = \{0,1\}^T$, in settings where both $N \to \infty$ and $T \to \infty$, and the temporal interaction patterns are correlated over time. For temporal Markov interactions, we derive sharp consistency thresholds. We also present fast online estimation algorithms which fully utilise the non-binary nature of the observed data. Numerical experiments on synthetic and real data show that these algorithms rapidly produce accurate estimates even for very sparse data arrays.

math.ST↗

Normal and stable approximation to subgraph counts in superpositions of Bernoulli random graphs

The clustering property of complex networks indicates the abundance of small dense subgraphs in otherwise sparse networks. For a community-affiliation network defined by a superposition of Bernoulli random graphs, which has a nonvanishing global clustering coefficient and a power-law degree distribution, we establish normal and $α$--stable approximations to the number of small cliques, cycles and more general $2$-connected subgraphs.

math.PR↗

Optimal intervention strategies for minimizing total incidence during an epidemic

This article considers the minimization of the total number of infected individuals over the course of an epidemic in which the rate of infectious contacts can be reduced by time-dependent nonpharmaceutical interventions. The societal and economic costs of interventions are taken into account using a linear budget constraint which imposes a trade-off between short-term heavy interventions and long-term light interventions. We search for an optimal intervention strategy in an infinite-dimensional space of controls containing multiple consecutive lockdowns, gradually imposed and lifted restrictions, and various heuristic controls based for example on tracking the effective reproduction number. Mathematical analysis shows that among all such strategies, the global optimum is achieved by a single constant-level lockdown of maximum possible magnitude. Numerical simulations highlight the need of careful timing of such interventions, and illustrate their benefits and disadvantages compared to strategies designed for minimizing peak prevalence. Rather counterintuitively, adding restrictions prior to the start of a well-planned intervention strategy may even increase the total incidence.

math.OC↗

Consistent Bayesian community recovery in multilayer networks

Revealing underlying relations between nodes in a network is one of the most important tasks in network analysis. Using tools and techniques from a variety of disciplines, many community recovery methods have been developed for different scenarios. Despite the recent interest on community recovery in multilayer networks, theoretical results on the accuracy of the estimates are few and far between. Given a multilayer, e.g. temporal, network and a multilayer stochastic block model, we derive bounds for sufficient separation between intra- and inter-block connectivity parameters to achieve posterior exact and almost exact community recovery. These conditions are comparable to a well known threshold for community detection by a single-layer stochastic block model. A simulation study shows that the derived bounds translate to classification accuracy that improves as the number of observed layers increases.

math.ST↗