ترغب بنشر مسار تعليمي؟ اضغط هنا

Property Testing in High Dimensional Ising models

62   0   0.0 ( 0 )
 نشر من قبل Matey Neykov
 تاريخ النشر 2017
  مجال البحث الاحصاء الرياضي
والبحث باللغة English




اسأل ChatGPT حول البحث

This paper explores the information-theoretic limitations of graph property testing in zero-field Ising models. Instead of learning the entire graph structure, sometimes testing a basic graph property such as connectivity, cycle presence or maximum clique size is a more relevant and attainable objective. Since property testing is more fundamental than graph recovery, any necessary conditions for property testing imply corresponding conditions for graph recovery, while custom property tests can be statistically and/or computationally more efficient than graph recovery based algorithms. Understanding the statistical complexity of property testing requires the distinction of ferromagnetic (i.e., positive interactions only) and general Ising models. Using combinatorial constructs such as graph packing and strong monotonicity, we characterize how target properties affect the corresponding minimax upper and lower bounds within the realm of ferromagnets. On the other hand, by studying the detection of an antiferromagnetic (i.e., negative interactions only) Curie-Weiss model buried in Rademacher noise, we show that property testing is strictly more challenging over general Ising models. In terms of methodological development, we propose two types of correlation based tests: computationally efficient screening for ferromagnets, and score type tests for general models, including a fast cycle presence test. Our correlation screening tests match the information-theoretic bounds for property testing in ferromagnets.



قيم البحث

اقرأ أيضاً

We consider the problem of constructing nonparametric undirected graphical models for high-dimensional functional data. Most existing statistical methods in this context assume either a Gaussian distribution on the vertices or linear conditional mean s. In this article we provide a more flexible model which relaxes the linearity assumption by replacing it by an arbitrary additive form. The use of functional principal components offers an estimation strategy that uses a group lasso penalty to estimate the relevant edges of the graph. We establish statistical guarantees for the resulting estimators, which can be used to prove consistency if the dimension and the number of functional principal components diverge to infinity with the sample size. We also investigate the empirical performance of our method through simulation studies and a real data application.
128 - Denis Chetverikov 2012
Monotonicity is a key qualitative prediction of a wide array of economic models derived via robust comparative statics. It is therefore important to design effective and practical econometric methods for testing this prediction in empirical analysis. This paper develops a general nonparametric framework for testing monotonicity of a regression function. Using this framework, a broad class of new tests is introduced, which gives an empirical researcher a lot of flexibility to incorporate ex ante information she might have. The paper also develops new methods for simulating critical values, which are based on the combination of a bootstrap procedure and new selection algorithms. These methods yield tests that have correct asymptotic size and are asymptotically nonconservative. It is also shown how to obtain an adaptive rate optimal test that has the best attainable rate of uniform consistency against models whose regression function has Lipschitz-continuous first-order derivatives and that automatically adapts to the unknown smoothness of the regression function. Simulations show that the power of the new tests in many cases significantly exceeds that of some prior tests, e.g. that of Ghosal, Sen, and Van der Vaart (2000). An application of the developed procedures to the dataset of Ellison and Ellison (2011) shows that there is some evidence of strategic entry deterrence in pharmaceutical industry where incumbents may use strategic investment to prevent generic entries when their patents expire.
Modern machine learning models are often so complex that they achieve vanishing classification error on the training set. Max-margin linear classifiers are among the simplest classification methods that have zero training error (with linearly separab le data). Despite their simplicity, their high-dimensional behavior is not yet completely understood. We assume to be given i.i.d. data $(y_i,{boldsymbol x}_i)$, $ile n$ with ${boldsymbol x}_isim {sf N}(0,{boldsymbol Sigma})$ a $p$-dimensional feature vector, and $y_i in{+1,-1}$ a label whose distribution depends on a linear combination of the covariates $langle{boldsymboltheta}_*,{boldsymbol x}_irangle$. We consider the proportional asymptotics $n,ptoinfty$ with $p/nto psi$, and derive exact expressions for the limiting prediction error. Our asymptotic results match simulations already when $n,p$ are of the order of a few hundreds. We explore several choices for $({boldsymbol theta}_*,{boldsymbol Sigma})$, and show that the resulting generalization curve (test error error as a function of the overparametrization $psi=p/n$) is qualitatively different, depending on this choice. In particular we consider a specific structure of $({boldsymbol theta}_*,{boldsymbolSigma})$ that captures the behavior of nonlinear random feature models or, equivalently, two-layers neural networks with random first layer weights. In this case, we aim at classifying data $(y_i,{boldsymbol x}_i)$ with ${boldsymbol x}_iin{mathbb R}^d$ but we do so by first embedding them a $p$ dimensional feature space via ${boldsymbol x}_imapstosigma({boldsymbol W}{boldsymbol x}_i)$ and then finding a max-margin classifier in this space. We derive exact formulas in the proportional asymptotics $p,n,dtoinfty$ with $p/dtopsi_1$, $n/dtopsi_2$ and observe that the test error is minimized in the highly overparametrized regime $psi_1gg 0$.
This paper deals with the dimension reduction for high-dimensional time series based on common factors. In particular we allow the dimension of time series $p$ to be as large as, or even larger than, the sample size $n$. The estimation for the factor loading matrix and the factor process itself is carried out via an eigenanalysis for a $ptimes p$ non-negative definite matrix. We show that when all the factors are strong in the sense that the norm of each column in the factor loading matrix is of the order $p^{1/2}$, the estimator for the factor loading matrix, as well as the resulting estimator for the precision matrix of the original $p$-variant time series, are weakly consistent in $L_2$-norm with the convergence rates independent of $p$. This result exhibits clearly that the `curse is canceled out by the `blessings in dimensionality. We also establish the asymptotic properties of the estimation when not all factors are strong. For the latter case, a two-step estimation procedure is preferred accordingly to the asymptotic theory. The proposed methods together with their asymptotic properties are further illustrated in a simulation study. An application to a real data set is also reported.
In this paper new tests for the independence of two high-dimensional vectors are investigated. We consider the case where the dimension of the vectors increases with the sample size and propose multivariate analysis of variance-type statistics for th e hypothesis of a block diagonal covariance matrix. The asymptotic properties of the new test statistics are investigated under the null hypothesis and the alternative hypothesis using random matrix theory. For this purpose we study the weak convergence of linear spectral statistics of central and (conditionally) non-central Fisher matrices. In particular, a central limit theorem for linear spectral statistics of large dimensional (conditionally) non-central Fisher matrices is derived which is then used to analyse the power of the tests under the alternative. The theoretical results are illustrated by means of a simulation study where we also compare the new tests with several alternative, in particular with the commonly used corrected likelihood ratio test. It is demonstrated that the latter test does not keep its nominal level, if the dimension of one sub-vector is relatively small compared to the dimension of the other sub-vector. On the other hand the tests proposed in this paper provide a reasonable approximation of the nominal level in such situations. Moreover, we observe that one of the proposed tests is most powerful under a variety of correlation scenarios.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا