Recovery thresholds for hidden weighted sparse graphs
Provides a unified recovery threshold for hidden graph problems, which is of interest to researchers in statistical inference and network analysis.
The paper characterizes the information-theoretic limit for almost exact recovery of a hidden weighted sparse graph from noisy edge weights, connecting the KL divergence to the first moment threshold of the Erdős-Rényi random graph. It also establishes an All-or-Nothing threshold phenomenon for certain distributions.
Recovering structural information from noisy high-dimensional data is a fundamental task in statistical inference. We investigate the recovery thresholds for a graph hidden in a randomly weighted complete graph. Specifically, an unknown graph $H^* \in H_n$ is chosen uniformly at random, and hidden in a complete graph of $n$ vertices as follows: the weight of an edge $e \in H$ is distributed independently according to $P_n$; otherwise the weight is distributed independently according to $Q_n$. The goal is to recover almost all of $H$ from these edge weights. Assuming a local Lipschitzness of the Rényi divergence between distributions $P_n$ and $Q_n$, and a mild density condition for the graphs $H_n$, we give a unified characterization of the information-theoretic limit for recovering almost all of $H$ (also known as almost exact recovery). Our characterization connects the KL divergence between $P_n$ and $Q_n$ to the logarithm of the first moment threshold of $H$ in the Erdős-Rényi random graph model $G(n,p)$. Our lower bound also extends to the task of partial recovery, in which only a constant $λ$-fraction of $H$ needs to be recovered. Last but not least, for certain Bernoulli and Exponential regimes, and for Gaussian distributions, we are able to show an All-or-Nothing (AoN) threshold phenomenon at the exponential scale.