No Arabic abstract
Recovery of the causal structure of dynamic networks from noisy measurements has long been a problem of intense interest across many areas of science and engineering. Many algorithms have been proposed, but there is no 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 the use of the Bhattacharyya coefficient for binary hypothesis testing problems with mixture probability distributions. Comparison of the bounds and the performance achieved by two representative recovery algorithms are given for sparse random networks based on the ErdH{o}s-Renyi model.
Causal inference is perhaps one of the most fundamental concepts in science, beginning originally from the works of some of the ancient philosophers, through today, but also weaved strongly in current work from statisticians, machine learning experts, and scientists from many other fields. This paper takes the perspective of information flow, which includes the Nobel prize winning work on Granger-causality, and the recently highly popular transfer entropy, these being probabilistic in nature. Our main contribution will be to develop analysis tools that will allow a geometric interpretation of information flow as a causal inference indicated by positive transfer entropy. We will describe the effective dimensionality of an underlying manifold as projected into the outcome space that summarizes information flow. Therefore contrasting the probabilistic and geometric perspectives, we will introduce a new measure of causal inference based on the fractal correlation dimension conditionally applied to competing explanations of future forecasts, which we will write $GeoC_{yrightarrow x}$. This avoids some of the boundedness issues that we show exist for the transfer entropy, $T_{yrightarrow x}$. We will highlight our discussions with data developed from synthetic models of successively more complex nature: then include the H{e}non map example, and finally a real physiological example relating breathing and heart rate function. Keywords: Causal Inference; Transfer Entropy; Differential Entropy; Correlation Dimension; Pinskers Inequality; Frobenius-Perron operator.
This paper provides fundamental limits on the sample complexity of estimating dictionaries for tensor data. The specific focus of this work is on $K$th-order tensor data and the case where the underlying dictionary can be expressed in terms of $K$ smaller dictionaries. It is assumed the data are generated by linear combinations of these structured dictionary atoms and observed through white Gaussian noise. This work first provides a general lower bound on the minimax risk of dictionary learning for such tensor data and then adapts the proof techniques for specialized results in the case of sparse and sparse-Gaussian linear combinations. The results suggest the sample complexity of dictionary learning for tensor data can be significantly lower than that for unstructured data: for unstructured data it scales linearly with the product of the dictionary dimensions, whereas for tensor-structured data the bound scales linearly with the sum of the product of the dimensions of the (smaller) component dictionaries. A partial converse is provided for the case of 2nd-order tensor data to show that the bounds in this paper can be tight. This involves developing an algorithm for learning highly-structured dictionaries from noisy tensor data. Finally, numerical experiments highlight the advantages associated with explicitly accounting for tensor data structure during dictionary learning.
The minimum mean-square error (MMSE) achievable by optimal estimation of a random variable $Yinmathbb{R}$ given another random variable $Xinmathbb{R}^{d}$ is of much interest in a variety of statistical contexts. In this paper we propose two estimators for the MMSE, one based on a two-layer neural network and the other on a special three-layer neural network. We derive lower bounds for the MMSE based on the proposed estimators and the Barron constant of an appropriate function of the conditional expectation of $Y$ given $X$. Furthermore, we derive a general upper bound for the Barron constant that, when $Xinmathbb{R}$ is post-processed by the additive Gaussian mechanism, produces order optimal estimates in the large noise regime.
Batch codes are a useful notion of locality for error correcting codes, originally introduced in the context of distributed storage and cryptography. Many constructions of batch codes have been given, but few lower bound (limitation) results are known, leaving gaps between the best known constructions and best known lower bounds. Towards determining the optimal redundancy of batch codes, we prove a new lower bound on the redundancy of batch codes. Specifically, we study (primitive, multiset) linear batch codes that systematically encode $n$ information symbols into $N$ codeword symbols, with the requirement that any multiset of $k$ symbol requests can be obtained in disjoint ways. We show that such batch codes need $Omega(sqrt{Nk})$ symbols of redundancy, improving on the previous best lower bounds of $Omega(sqrt{N}+k)$ at all $k=n^varepsilon$ with $varepsilonin(0,1)$. Our proof follows from analyzing the dimension of the order-$O(k)$ tensor of the batch codes dual code.
This paper studies pliable index coding, in which a sender broadcasts information to multiple receivers through a shared broadcast medium, and the receivers each have some message a priori and want any message they do not have. An approach, based on receivers that are absent from the problem, was previously proposed to find lower bounds on the optimal broadcast rate. In this paper, we introduce new techniques to obtained better lower bounds, and derive the optimal broadcast rates for new classes of the problems, including all problems with up to four absent receivers.