Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userSignal Detection in Degree Corrected ERGMs
437
0
0.0
(
0
)
Added by
Yuanzhe Xu
Publication date
2021
fields
Mathematical Statistics
and research's language is
English
Ask ChatGPT about the research
No Arabic abstract
In this paper, we study sparse signal detection problems in Degree Corrected Exponential Random Graph Models (ERGMs). We study the performance of two tests based on the conditionally centered sum of degrees and conditionally centered maximum of degrees, for a wide class of such ERGMs. The performance of these tests match the performance of the corresponding uncentered tests in the $beta$ model. Focusing on the degree corrected two star ERGM, we show that improved detection is possible at criticality using a test based on (unconditional) sum of degrees. In this setting we provide matching lower bounds in all parameter regimes, which is based on correlations estimates between degrees under the alternative, and of possible independent interest.
rate research
Read More
Environments with immobile obstacles or void regions that inhibit and alter the motion of individuals within that environment are ubiquitous. Correlation in the location of individuals within such environments arises as a combination of the mechanisms governing individual behavior and the heterogeneous structure of the environment. Measures of spatial structure and correlation have been successfully implemented to elucidate the roles of the mechanisms underpinning the behavior of individuals. In particular, the pair correlation function has been used across biology, ecology and physics to obtain quantitative insight into a variety of processes. However, naively applying standard pair correlation functions in the presence of obstacles may fail to detect correlation, or suggest false correlations, due to a reliance on a distance metric that does not account for obstacles. To overcome this problem, here we present an analytic expression for calculating a corrected pair correlation function for lattice-based domains containing obstacles. We demonstrate that this corrected pair correlation function is necessary for isolating the correlation associated with the behavior of individuals, rather than the structure of the environment. Using simulations that mimic cell migration and proliferation we demonstrate that the corrected pair correlation function recovers the short-range correlation known to be present in this process, independent of the heterogeneous structure of the environment. Further, we show that the analytic calculation of the corrected pair correlation derived here is significantly faster to implement than the corresponding numerical approach.
We prove the conjecture by Diaconis and Eriksson (2006) that the Markov degree of the Birkhoff model is three. In fact, we prove the conjecture in a generalization of the Birkhoff model, where each voter is asked to rank a fixed number, say r, of candidates among all candidates. We also give an exhaustive characterization of Markov bases for small r.
The $p_0$ model is an exponential random graph model for directed networks with the bi-degree sequence as the exclusively sufficient statistic. It captures the network feature of degree heterogeneity. The consistency and asymptotic normality of a differentially private estimator of the parameter in the private $p_0$ model has been established. However, the $p_0$ model only focuses on binary edges. In many realistic networks, edges could be weighted, taking a set of finite discrete values. In this paper, we further show that the moment estimators of the parameters based on the differentially private bi-degree sequence in the weighted $p_0$ model are consistent and asymptotically normal. Numerical studies demonstrate our theoretical findings.
Structural changes occur in dynamic networks quite frequently and its detection is an important question in many situations such as fraud detection or cybersecurity. Real-life networks are often incompletely observed due to individual non-response or network size. In the present paper we consider the problem of change-point detection at a temporal sequence of partially observed networks. The goal is to test whether there is a change in the network parameters. Our approach is based on the Matrix CUSUM test statistic and allows growing size of networks. We show that the proposed test is minimax optimal and robust to missing links. We also demonstrate the good behavior of our approach in practice through simulation study and a real-data application.
Let $bY =bR+bX$ be an $Mtimes N$ matrix, where $bR$ is a rectangular diagonal matrix and $bX$ consists of $i.i.d.$ entries. This is a signal-plus-noise type model. Its signal matrix could be full rank, which is rarely studied in literature compared with the low rank cases. This paper is to study the extreme eigenvalues of $bYbY^*$. We show that under the high dimensional setting ($M/Nrightarrow cin(0,1]$) and some regularity conditions on $bR$ the rescaled extreme eigenvalue converges in distribution to Tracy-Widom distribution ($TW_1$).
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
