On the computational tractability of statistical estimation on amenable graphs
We consider the problem of estimating a vector of discrete variables θ = ( θ 1 , ⋯ , θ n ) , based on noisy observations Y uv of the pairs ( θ u , θ v ) on the edges of a graph G = ( [ n ] , E ) . This setting comprises a broad family of statistical estimation problems, including group synchronizati...
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creator | El Alaoui, Ahmed Montanari, Andrea |
description | We consider the problem of estimating a vector of discrete variables
θ
=
(
θ
1
,
⋯
,
θ
n
)
, based on noisy observations
Y
uv
of the pairs
(
θ
u
,
θ
v
)
on the edges of a graph
G
=
(
[
n
]
,
E
)
. This setting comprises a broad family of statistical estimation problems, including group synchronization on graphs, community detection, and low-rank matrix estimation. A large body of theoretical work has established sharp thresholds for weak and exact recovery, and sharp characterizations of the optimal reconstruction accuracy in such models, focusing however on the special case of Erdös–Rényi-type random graphs. An important finding of this line of work is the ubiquity of an information-computation gap. Namely, for many models of interest, a large gap is found between the optimal accuracy achievable by any statistical method, and the optimal accuracy achieved by known polynomial-time algorithms. Moreover, it is expected in many situations that this gap is robust to small amounts of additional side information revealed about the
θ
i
’s. How does the structure of the graph
G
affect this picture? Is the information-computation gap a general phenomenon or does it only apply to specific families of graphs? We prove that the picture is dramatically different for graph sequences converging to amenable graphs (including, for instance,
d
-dimensional grids). We consider a model in which an arbitrarily small fraction of the vertex labels is revealed, and show that a linear-time local algorithm can achieve reconstruction accuracy that is arbitrarily close to the information-theoretic optimum. We contrast this to the case of random graphs. Indeed, focusing on group synchronization on random regular graphs, we prove that local algorithms are unable to have non-trivial performance below the so-called Kesten–Stigum threshold, even when a small amount of side information is revealed. |
doi_str_mv | 10.1007/s00440-021-01092-y |
format | Article |
fullrecord | <record><control><sourceid>proquest_cross</sourceid><recordid>TN_cdi_proquest_journals_2601729537</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><sourcerecordid>2601729537</sourcerecordid><originalsourceid>FETCH-LOGICAL-c319t-cbde95747f4c32d9c9a2abb72da492a9412ac563740593de08f864e60be35adb3</originalsourceid><addsrcrecordid>eNp9UMtKxDAUDaLgOPoDrgKuozePNs1SBl8wOBtdhyRNZzp02ppkFv1741RwJ1w4i_Pg3IPQLYV7CiAfIoAQQIBRAhQUI9MZWlDBGWFQinO0ACorUkFBL9FVjHsAYFywBXrf9DjtPHbDYTwmk9qhNx1OwbhkbNu1acJDg-MPE1PrMuczHk5CnM8cfG9s5_E2mHEXr9FFY7rob35xiT6fnz5Wr2S9eXlbPa6J41Ql4mztVSGFbITjrFZOGWaslaw2QjGjBGXGFSWXAgrFaw9VU5XCl2A9L0xt-RLdzbljGL6OuZLeD8eQq0fNyvwrUwWXWcVmlQtDjME3egy5e5g0Bf2zm55303k3fdpNT9nEZ1PM4n7rw1_0P65vVQpxzQ</addsrcrecordid><sourcetype>Aggregation Database</sourcetype><iscdi>true</iscdi><recordtype>article</recordtype><pqid>2601729537</pqid></control><display><type>article</type><title>On the computational tractability of statistical estimation on amenable graphs</title><source>SpringerLink Journals</source><source>Business Source Complete</source><creator>El Alaoui, Ahmed ; Montanari, Andrea</creator><creatorcontrib>El Alaoui, Ahmed ; Montanari, Andrea</creatorcontrib><description>We consider the problem of estimating a vector of discrete variables
θ
=
(
θ
1
,
⋯
,
θ
n
)
, based on noisy observations
Y
uv
of the pairs
(
θ
u
,
θ
v
)
on the edges of a graph
G
=
(
[
n
]
,
E
)
. This setting comprises a broad family of statistical estimation problems, including group synchronization on graphs, community detection, and low-rank matrix estimation. A large body of theoretical work has established sharp thresholds for weak and exact recovery, and sharp characterizations of the optimal reconstruction accuracy in such models, focusing however on the special case of Erdös–Rényi-type random graphs. An important finding of this line of work is the ubiquity of an information-computation gap. Namely, for many models of interest, a large gap is found between the optimal accuracy achievable by any statistical method, and the optimal accuracy achieved by known polynomial-time algorithms. Moreover, it is expected in many situations that this gap is robust to small amounts of additional side information revealed about the
θ
i
’s. How does the structure of the graph
G
affect this picture? Is the information-computation gap a general phenomenon or does it only apply to specific families of graphs? We prove that the picture is dramatically different for graph sequences converging to amenable graphs (including, for instance,
d
-dimensional grids). We consider a model in which an arbitrarily small fraction of the vertex labels is revealed, and show that a linear-time local algorithm can achieve reconstruction accuracy that is arbitrarily close to the information-theoretic optimum. We contrast this to the case of random graphs. Indeed, focusing on group synchronization on random regular graphs, we prove that local algorithms are unable to have non-trivial performance below the so-called Kesten–Stigum threshold, even when a small amount of side information is revealed.</description><identifier>ISSN: 0178-8051</identifier><identifier>EISSN: 1432-2064</identifier><identifier>DOI: 10.1007/s00440-021-01092-y</identifier><language>eng</language><publisher>Berlin/Heidelberg: Springer Berlin Heidelberg</publisher><subject>Accuracy ; Algorithms ; Computation ; Economics ; Estimation ; Finance ; Graph theory ; Graphs ; Information theory ; Insurance ; Management ; Mathematical and Computational Biology ; Mathematical and Computational Physics ; Mathematics ; Mathematics and Statistics ; Model accuracy ; Operations Research/Decision Theory ; Optimization ; Polynomials ; Probability ; Probability Theory and Stochastic Processes ; Quantitative Finance ; Reconstruction ; Statistics for Business ; Synchronism ; Theoretical</subject><ispartof>Probability theory and related fields, 2021-12, Vol.181 (4), p.815-864</ispartof><rights>The Author(s), under exclusive licence to Springer-Verlag GmbH Germany, part of Springer Nature 2021</rights><rights>The Author(s), under exclusive licence to Springer-Verlag GmbH Germany, part of Springer Nature 2021.</rights><lds50>peer_reviewed</lds50><woscitedreferencessubscribed>false</woscitedreferencessubscribed><citedby>FETCH-LOGICAL-c319t-cbde95747f4c32d9c9a2abb72da492a9412ac563740593de08f864e60be35adb3</citedby><cites>FETCH-LOGICAL-c319t-cbde95747f4c32d9c9a2abb72da492a9412ac563740593de08f864e60be35adb3</cites><orcidid>0000-0003-3821-5245</orcidid></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktopdf>$$Uhttps://link.springer.com/content/pdf/10.1007/s00440-021-01092-y$$EPDF$$P50$$Gspringer$$H</linktopdf><linktohtml>$$Uhttps://link.springer.com/10.1007/s00440-021-01092-y$$EHTML$$P50$$Gspringer$$H</linktohtml><link.rule.ids>314,776,780,27901,27902,41464,42533,51294</link.rule.ids></links><search><creatorcontrib>El Alaoui, Ahmed</creatorcontrib><creatorcontrib>Montanari, Andrea</creatorcontrib><title>On the computational tractability of statistical estimation on amenable graphs</title><title>Probability theory and related fields</title><addtitle>Probab. Theory Relat. Fields</addtitle><description>We consider the problem of estimating a vector of discrete variables
θ
=
(
θ
1
,
⋯
,
θ
n
)
, based on noisy observations
Y
uv
of the pairs
(
θ
u
,
θ
v
)
on the edges of a graph
G
=
(
[
n
]
,
E
)
. This setting comprises a broad family of statistical estimation problems, including group synchronization on graphs, community detection, and low-rank matrix estimation. A large body of theoretical work has established sharp thresholds for weak and exact recovery, and sharp characterizations of the optimal reconstruction accuracy in such models, focusing however on the special case of Erdös–Rényi-type random graphs. An important finding of this line of work is the ubiquity of an information-computation gap. Namely, for many models of interest, a large gap is found between the optimal accuracy achievable by any statistical method, and the optimal accuracy achieved by known polynomial-time algorithms. Moreover, it is expected in many situations that this gap is robust to small amounts of additional side information revealed about the
θ
i
’s. How does the structure of the graph
G
affect this picture? Is the information-computation gap a general phenomenon or does it only apply to specific families of graphs? We prove that the picture is dramatically different for graph sequences converging to amenable graphs (including, for instance,
d
-dimensional grids). We consider a model in which an arbitrarily small fraction of the vertex labels is revealed, and show that a linear-time local algorithm can achieve reconstruction accuracy that is arbitrarily close to the information-theoretic optimum. We contrast this to the case of random graphs. Indeed, focusing on group synchronization on random regular graphs, we prove that local algorithms are unable to have non-trivial performance below the so-called Kesten–Stigum threshold, even when a small amount of side information is revealed.</description><subject>Accuracy</subject><subject>Algorithms</subject><subject>Computation</subject><subject>Economics</subject><subject>Estimation</subject><subject>Finance</subject><subject>Graph theory</subject><subject>Graphs</subject><subject>Information theory</subject><subject>Insurance</subject><subject>Management</subject><subject>Mathematical and Computational Biology</subject><subject>Mathematical and Computational Physics</subject><subject>Mathematics</subject><subject>Mathematics and Statistics</subject><subject>Model accuracy</subject><subject>Operations Research/Decision Theory</subject><subject>Optimization</subject><subject>Polynomials</subject><subject>Probability</subject><subject>Probability Theory and Stochastic Processes</subject><subject>Quantitative Finance</subject><subject>Reconstruction</subject><subject>Statistics for Business</subject><subject>Synchronism</subject><subject>Theoretical</subject><issn>0178-8051</issn><issn>1432-2064</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2021</creationdate><recordtype>article</recordtype><sourceid>8G5</sourceid><sourceid>BENPR</sourceid><sourceid>GUQSH</sourceid><sourceid>M2O</sourceid><recordid>eNp9UMtKxDAUDaLgOPoDrgKuozePNs1SBl8wOBtdhyRNZzp02ppkFv1741RwJ1w4i_Pg3IPQLYV7CiAfIoAQQIBRAhQUI9MZWlDBGWFQinO0ACorUkFBL9FVjHsAYFywBXrf9DjtPHbDYTwmk9qhNx1OwbhkbNu1acJDg-MPE1PrMuczHk5CnM8cfG9s5_E2mHEXr9FFY7rob35xiT6fnz5Wr2S9eXlbPa6J41Ql4mztVSGFbITjrFZOGWaslaw2QjGjBGXGFSWXAgrFaw9VU5XCl2A9L0xt-RLdzbljGL6OuZLeD8eQq0fNyvwrUwWXWcVmlQtDjME3egy5e5g0Bf2zm55303k3fdpNT9nEZ1PM4n7rw1_0P65vVQpxzQ</recordid><startdate>20211201</startdate><enddate>20211201</enddate><creator>El Alaoui, Ahmed</creator><creator>Montanari, 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the computational tractability of statistical estimation on amenable graphs</title><author>El Alaoui, Ahmed ; Montanari, Andrea</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c319t-cbde95747f4c32d9c9a2abb72da492a9412ac563740593de08f864e60be35adb3</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2021</creationdate><topic>Accuracy</topic><topic>Algorithms</topic><topic>Computation</topic><topic>Economics</topic><topic>Estimation</topic><topic>Finance</topic><topic>Graph theory</topic><topic>Graphs</topic><topic>Information theory</topic><topic>Insurance</topic><topic>Management</topic><topic>Mathematical and Computational Biology</topic><topic>Mathematical and Computational Physics</topic><topic>Mathematics</topic><topic>Mathematics and Statistics</topic><topic>Model accuracy</topic><topic>Operations Research/Decision Theory</topic><topic>Optimization</topic><topic>Polynomials</topic><topic>Probability</topic><topic>Probability Theory and Stochastic Processes</topic><topic>Quantitative Finance</topic><topic>Reconstruction</topic><topic>Statistics for Business</topic><topic>Synchronism</topic><topic>Theoretical</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>El Alaoui, Ahmed</creatorcontrib><creatorcontrib>Montanari, Andrea</creatorcontrib><collection>CrossRef</collection><collection>ProQuest Central (Corporate)</collection><collection>Computer and Information Systems Abstracts</collection><collection>ABI/INFORM Collection</collection><collection>ABI/INFORM Global (PDF only)</collection><collection>ProQuest Central (purchase pre-March 2016)</collection><collection>ABI/INFORM Global (Alumni Edition)</collection><collection>Science Database (Alumni Edition)</collection><collection>Computing Database (Alumni Edition)</collection><collection>ProQuest Pharma 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Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>El Alaoui, Ahmed</au><au>Montanari, Andrea</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>On the computational tractability of statistical estimation on amenable graphs</atitle><jtitle>Probability theory and related fields</jtitle><stitle>Probab. Theory Relat. Fields</stitle><date>2021-12-01</date><risdate>2021</risdate><volume>181</volume><issue>4</issue><spage>815</spage><epage>864</epage><pages>815-864</pages><issn>0178-8051</issn><eissn>1432-2064</eissn><abstract>We consider the problem of estimating a vector of discrete variables
θ
=
(
θ
1
,
⋯
,
θ
n
)
, based on noisy observations
Y
uv
of the pairs
(
θ
u
,
θ
v
)
on the edges of a graph
G
=
(
[
n
]
,
E
)
. This setting comprises a broad family of statistical estimation problems, including group synchronization on graphs, community detection, and low-rank matrix estimation. A large body of theoretical work has established sharp thresholds for weak and exact recovery, and sharp characterizations of the optimal reconstruction accuracy in such models, focusing however on the special case of Erdös–Rényi-type random graphs. An important finding of this line of work is the ubiquity of an information-computation gap. Namely, for many models of interest, a large gap is found between the optimal accuracy achievable by any statistical method, and the optimal accuracy achieved by known polynomial-time algorithms. Moreover, it is expected in many situations that this gap is robust to small amounts of additional side information revealed about the
θ
i
’s. How does the structure of the graph
G
affect this picture? Is the information-computation gap a general phenomenon or does it only apply to specific families of graphs? We prove that the picture is dramatically different for graph sequences converging to amenable graphs (including, for instance,
d
-dimensional grids). We consider a model in which an arbitrarily small fraction of the vertex labels is revealed, and show that a linear-time local algorithm can achieve reconstruction accuracy that is arbitrarily close to the information-theoretic optimum. We contrast this to the case of random graphs. Indeed, focusing on group synchronization on random regular graphs, we prove that local algorithms are unable to have non-trivial performance below the so-called Kesten–Stigum threshold, even when a small amount of side information is revealed.</abstract><cop>Berlin/Heidelberg</cop><pub>Springer Berlin Heidelberg</pub><doi>10.1007/s00440-021-01092-y</doi><tpages>50</tpages><orcidid>https://orcid.org/0000-0003-3821-5245</orcidid></addata></record> |
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subjects | Accuracy Algorithms Computation Economics Estimation Finance Graph theory Graphs Information theory Insurance Management Mathematical and Computational Biology Mathematical and Computational Physics Mathematics Mathematics and Statistics Model accuracy Operations Research/Decision Theory Optimization Polynomials Probability Probability Theory and Stochastic Processes Quantitative Finance Reconstruction Statistics for Business Synchronism Theoretical |
title | On the computational tractability of statistical estimation on amenable graphs |
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