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Vardis Kandiros

Publications and source records attributed to Vardis Kandiros.

5 recordsLinked to original sources

A Design-Based Minimax Theory for Network Experiments

Network experiments are used throughout the social and medical sciences to investigate causal effects under the presence of interference. While a large body of work has developed improved statistical procedures, the fundamental limits of statistical estimation in these settings is less well understood. In this paper, we develop and investigate a design-based theory of minimax risk for network experiments under an arbitrary neighborhood interference model. Our notion of minimax risk describes the optimal precision among all statistical procedures for investigating a particular causal effect on the observed interference network. We show that the minimax risk is a function of the corresponding conflict graph, which captures inherent unobservability of estimand-relevant potential outcomes given the observed interference network. Our main contribution is a series of upper and lower bounds on the minimax rate in terms of local and global connectivity properties of the conflict graph. To illustrate their utility, we apply these general results to obtain minimax analyses for two commonly studied effects: the direct treatment effect and global average treatment effect.

math.ST

Estimating Ising Models in Total Variation Distance

We consider the problem of estimating Ising models over $n$ variables in Total Variation (TV) distance, given $l$ independent samples from the model. While the statistical complexity of the problem is well-understood [DMR20], identifying computationally and statistically efficient algorithms has been challenging. In particular, remarkable progress has occurred in several settings, such as when the underlying graph is a tree [DP21, BGPV21], when the entries of the interaction matrix follow a Gaussian distribution [GM24, CK24], or when the bulk of its eigenvalues lie in a small interval [AJK+24, KLV24], but no unified framework for polynomial-time estimation in TV exists so far. Our main contribution is a unified analysis of the Maximum Pseudo-Likelihood Estimator (MPLE) for two general classes of Ising models. The first class includes models that have bounded operator norm and satisfy the Modified Log-Sobolev Inequality (MLSI), a functional inequality that was introduced to study the convergence of the associated Glauber dynamics to stationarity. In the second class of models, the interaction matrix has bounded infinity norm (or bounded width), which is the most common assumption in the literature for structure learning of Ising models. We show how our general results for these classes yield polynomial-time algorithms and optimal or near-optimal sample complexity guarantees in a variety of settings. Our proofs employ a variety of tools from tensorization inequalities to measure decompositions and concentration bounds.

cs.LG

Learning Gaussian DAG Models without Condition Number Bounds

We study the problem of learning the topology of a directed Gaussian Graphical Model under the equal-variance assumption, where the graph has $n$ nodes and maximum in-degree $d$. Prior work has established that $O(d \log n)$ samples are sufficient for this task. However, an important factor that is often overlooked in these analyses is the dependence on the condition number of the covariance matrix of the model. Indeed, all algorithms from prior work require a number of samples that grows polynomially with this condition number. In many cases this is unsatisfactory, since the condition number could grow polynomially with $n$, rendering these prior approaches impractical in high-dimensional settings. In this work, we provide an algorithm that recovers the underlying graph and prove that the number of samples required is independent of the condition number. Furthermore, we establish lower bounds that nearly match the upper bound up to a $d$-factor, thus providing an almost tight characterization of the true sample complexity of the problem. Moreover, under a further assumption that all the variances of the variables are bounded, we design a polynomial-time algorithm that recovers the underlying graph, at the cost of an additional polynomial dependence of the sample complexity on $d$. We complement our theoretical findings with simulations on synthetic datasets that confirm our predictions.

cs.LG

The Conflict Graph Design: Estimating Causal Effects under Arbitrary Neighborhood Interference

A fundamental problem in network experiments is selecting an appropriate experimental design in order to precisely estimate a given causal effect of interest. In this work, we propose the Conflict Graph Design, a general approach for constructing experiment designs under network interference with the goal of precisely estimating a pre-specified causal effect. A central aspect of our approach is the notion of a conflict graph, which captures the fundamental unobservability associated with the causal effect and the underlying network. In order to estimate effects, we propose a modified Horvitz--Thompson estimator. We show that its variance under the Conflict Graph Design is bounded as $O(\lambda(H) / n )$, where $\lambda(H)$ is the largest eigenvalue of the adjacency matrix of the conflict graph. These rates depend on both the underlying network and the particular causal effect under investigation. Not only does this yield the best known rates of estimation for several well-studied causal effects (e.g. the global and direct effects) but it also provides new methods for effects which have received less attention from the perspective of experiment design (e.g. spill-over effects). Finally, we construct conservative variance estimators which facilitate asymptotically valid confidence intervals for the causal effect of interest.

stat.ME

Node Max-Cut and Computing Equilibria in Linear Weighted Congestion Games

In this work, we seek a more refined understanding of the complexity of local optimum computation for Max-Cut and pure Nash equilibrium (PNE) computation for congestion games with weighted players and linear latency functions. We show that computing a PNE of linear weighted congestion games is PLS-complete either for very restricted strategy spaces, namely when player strategies are paths on a series-parallel network with a single origin and destination, or for very restricted latency functions, namely when the latency on each resource is equal to the congestion. Our results reveal a remarkable gap regarding the complexity of PNE in congestion games with weighted and unweighted players, since in case of unweighted players, a PNE can be easily computed by either a simple greedy algorithm (for series-parallel networks) or any better response dynamics (when the latency is equal to the congestion). For the latter of the results above, we need to show first that computing a local optimum of a natural restriction of Max-Cut, which we call \emph{Node-Max-Cut}, is PLS-complete. In Node-Max-Cut, the input graph is vertex-weighted and the weight of each edge is equal to the product of the weights of its endpoints. Due to the very restricted nature of Node-Max-Cut, the reduction requires a careful combination of new gadgets with ideas and techniques from previous work. We also show how to compute efficiently a $(1+\eps)$-approximate equilibrium for Node-Max-Cut, if the number of different vertex weights is constant.

cs.CC