Learning Networks from Wide-Sense Stationary Stochastic Processes

• URL: http://arxiv.org/abs/2412.03768v1
• Date: Wed, 04 Dec 2024 23:14:00 GMT
• Title: Learning Networks from Wide-Sense Stationary Stochastic Processes
• Authors: Anirudh Rayas, Jiajun Cheng, Rajasekhar Anguluri, Deepjyoti Deka, Gautam Dasarathy,
• Abstract summary: A key inference problem here is to learn edge connectivity from node outputs (potentials) We use a Whittle's maximum likelihood estimator (MLE) to learn the support of $Last$ from temporally correlated samples. We show that the MLE problem is strictly convex, admitting a unique solution.
• Score: 7.59499154221528
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• Abstract: Complex networked systems driven by latent inputs are common in fields like neuroscience, finance, and engineering. A key inference problem here is to learn edge connectivity from node outputs (potentials). We focus on systems governed by steady-state linear conservation laws: $X_t = {L^{\ast}}Y_{t}$, where $X_t, Y_t \in \mathbb{R}^p$ denote inputs and potentials, respectively, and the sparsity pattern of the $p \times p$ Laplacian $L^{\ast}$ encodes the edge structure. Assuming $X_t$ to be a wide-sense stationary stochastic process with a known spectral density matrix, we learn the support of $L^{\ast}$ from temporally correlated samples of $Y_t$ via an $\ell_1$-regularized Whittle's maximum likelihood estimator (MLE). The regularization is particularly useful for learning large-scale networks in the high-dimensional setting where the network size $p$ significantly exceeds the number of samples $n$. We show that the MLE problem is strictly convex, admitting a unique solution. Under a novel mutual incoherence condition and certain sufficient conditions on $(n, p, d)$, we show that the ML estimate recovers the sparsity pattern of $L^\ast$ with high probability, where $d$ is the maximum degree of the graph underlying $L^{\ast}$. We provide recovery guarantees for $L^\ast$ in element-wise maximum, Frobenius, and operator norms. Finally, we complement our theoretical results with several simulation studies on synthetic and benchmark datasets, including engineered systems (power and water networks), and real-world datasets from neural systems (such as the human brain).

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