This paper proposes a statistical inference method for assessing treatment effects with dyadic data. Under the assumption that the treatments follow an exchangeable distribution, our approach allows for the presence of any unobserved confounding factors that potentially cause endogeneity of treatment choice without requiring additional information other than the treatments and outcomes. Building on the literature of graphon estimation in network data analysis, we propose a neighborhood kernel smoothing method for estimating dyadic average treatment effects. We also develop a permutation inference method for testing the sharp null hypothesis. Under certain regularity conditions, we derive the rate of convergence of the proposed estimator and demonstrate the size control property of our test. We apply our method to international trade data to assess the impact of free trade agreements on bilateral trade flows.
Graphs are ubiquitous in various fields, and deep learning methods have been successful applied in graph classification tasks. However, building large and diverse graph datasets for training can be expensive. While augmentation techniques exist for structured data like images or numerical data, the augmentation of graph data remains challenging. This is primarily due to the complex and non-Euclidean nature of graph data. In this paper, it has been proposed a novel augmentation strategy for graphs that operates in a non-Euclidean space. This approach leverages graphon estimation, which models the generative mechanism of networks sequences. Computational results demonstrate the effectiveness of the proposed augmentation framework in improving the performance of graph classification models. Additionally, using a non-Euclidean distance, specifically the Gromow-Wasserstein distance, results in better approximations of the graphon. This framework also provides a means to validate different graphon estimation approaches, particularly in real-world scenarios where the true graphon is unknown.
We develop the first pure node-differentially-private algorithms for learning stochastic block models and for graphon estimation with polynomial running time for any constant number of blocks. The statistical utility guarantees match those of the previous best information-theoretic (exponential-time) node-private mechanisms for these problems. The algorithm is based on an exponential mechanism for a score function defined in terms of a sum-of-squares relaxation whose level depends on the number of blocks. The key ingredients of our results are (1) a characterization of the distance between the block graphons in terms of a quadratic optimization over the polytope of doubly stochastic matrices, (2) a general sum-of-squares convergence result for polynomial optimization over arbitrary polytopes, and (3) a general approach to perform Lipschitz extensions of score functions as part of the sum-of-squares algorithmic paradigm.
Graphon estimation has been one of the most fundamental problems in network analysis and has received considerable attention in the past decade. From the statistical perspective, the minimax error rate of graphon estimation has been established by Gao et al (2015) for both stochastic block model and nonparametric graphon estimation. The statistical optimal estimators are based on constrained least squares and have computational complexity exponential in the dimension. From the computational perspective, the best-known polynomial-time estimator is based universal singular value thresholding, but it can only achieve a much slower estimation error rate than the minimax one. The computational optimality of the USVT or the existence of a computational barrier in graphon estimation has been a long-standing open problem. In this work, we provide rigorous evidence for the computational barrier in graphon estimation via low-degree polynomials. Specifically, in SBM graphon estimation, we show that for low-degree polynomial estimators, their estimation error rates cannot be significantly better than that of the USVT under a wide range of parameter regimes and in nonparametric graphon estimation, we show low-degree polynomial estimators achieve estimation error rates strictly slower than the minimax rate. Our results are proved based on the recent development of low-degree polynomials by Schramm and Wein (2022), while we overcome a few key challenges in applying it to the general graphon estimation problem. By leveraging our main results, we also provide a computational lower bound on the clustering error for community detection in SBM with a growing number of communities and this yields a new piece of evidence for the conjectured Kesten-Stigum threshold for efficient community recovery. Finally, we extend our computational lower bounds to sparse graphon estimation and biclustering.
Many real-world data sets can be presented in the form of a matrix whose entries correspond to the interaction between two entities of different natures (number of times a web user visits a web page, a student's grade in a subject, a patient's rating of a doctor, etc.). We assume in this paper that the mentioned interaction is determined by unobservable latent variables describing each entity. Our objective is to estimate the conditional expectation of the data matrix given the unobservable variables. This is presented as a problem of estimation of a bivariate function referred to as graphon. We study the cases of piecewise constant and H\"older-continuous graphons. We establish finite sample risk bounds for the least squares estimator and the exponentially weighted aggregate. These bounds highlight the dependence of the estimation error on the size of the data set, the maximum intensity of the interactions, and the level of noise. As the analyzed least-squares estimator is intractable, we propose an adaptation of Lloyd's alternating minimization algorithm to compute an approximation of the least-squares estimator. Finally, we present numerical experiments in order to illustrate the empirical performance of the graphon estimator on synthetic data sets.
We consider the problem of estimating the topology of multiple networks from nodal observations, where these networks are assumed to be drawn from the same (unknown) random graph model. We adopt a graphon as our random graph model, which is a nonparametric model from which graphs of potentially different sizes can be drawn. The versatility of graphons allows us to tackle the joint inference problem even for the cases where the graphs to be recovered contain different number of nodes and lack precise alignment across the graphs. Our solution is based on combining a maximum likelihood penalty with graphon estimation schemes and can be used to augment existing network inference methods. The proposed joint network and graphon estimation is further enhanced with the introduction of a robust method for noisy graph sampling information. We validate our proposed approach by comparing its performance against competing methods in synthetic and real-world datasets.
We consider the problem of estimating the topology of multiple networks from nodal observations, where these networks are assumed to be drawn from the same (unknown) random graph model. We adopt a graphon as our random graph model, which is a nonparametric model from which graphs of potentially different sizes can be drawn. The versatility of graphons allows us to tackle the joint inference problem even for the cases where the graphs to be recovered contain different number of nodes and lack precise alignment across the graphs. Our solution is based on combining a maximum likelihood penalty with graphon estimation schemes and can be used to augment existing network inference methods. We validate our proposed approach by comparing its performance against competing methods in synthetic and real-world datasets.
In this work, we propose to train a graph neural network via resampling from a graphon estimate obtained from the underlying network data. More specifically, the graphon or the link probability matrix of the underlying network is first obtained from which a new network will be resampled and used during the training process at each layer. Due to the uncertainty induced from the resampling, it helps mitigate the well-known issue of over-smoothing in a graph neural network (GNN) model. Our framework is general, computationally efficient, and conceptually simple. Another appealing feature of our method is that it requires minimal additional tuning during the training process. Extensive numerical results show that our approach is competitive with and in many cases outperform the other over-smoothing reducing GNN training methods.
We consider estimating the edge-probability matrix of a network generated from a graphon model when the full network is not observed---only some overlapping subgraphs are. We extend the neighbourhood smoothing (NBS) algorithm of Zhang et al. (2017) to this missing-data set-up and show experimentally that, for a wide range of graphons, the extended NBS algorithm achieves significantly smaller error rates than standard graphon estimation algorithms such as vanilla neighbourhood smoothing (NBS), universal singular value thresholding (USVT), blockmodel approximation, matrix completion, etc. We also show that the extended NBS algorithm is much more robust to missing data.
This paper surveys some recent developments in fundamental limits and optimal algorithms for network analysis. We focus on minimax optimal rates in three fundamental problems of network analysis: graphon estimation, community detection, and hypothesis testing. For each problem, we review state-of-the-art results in the literature followed by general principles behind the optimal procedures that lead to minimax estimation and testing. This allows us to connect problems in network analysis to other statistical inference problems from a general perspective.
We propose a consistent polynomial-time method for the unseeded node matching problem for networks with smooth underlying structures. Despite widely conjectured by the research community that the structured graph matching problem to be significantly easier than its worst case counterpart, well-known to be NP-hard, the statistical version of the problem has stood a challenge that resisted any solution both provable and polynomial-time. The closest existing work requires quasi-polynomial time. Our method is based on the latest advances in graphon estimation techniques and analysis on the concentration of empirical Wasserstein distances. Its core is a simple yet unconventional sampling-and-matching scheme that reduces the problem from unseeded to seeded. Our method allows flexible efficiencies, is convenient to analyze and potentially can be extended to more general settings. Our work enables a rich variety of subsequent estimations and inferences.
Many applications, including rank aggregation, crowd-labeling, and graphon estimation, can be modeled in terms of a bivariate isotonic matrix with unknown permutations acting on its rows and/or columns. We consider the problem of estimating an unknown matrix in this class, based on noisy observations of (possibly, a subset of) its entries. We design and analyze polynomial-time algorithms that improve upon the state of the art in two distinct metrics, showing, in particular, that minimax optimal, computationally efficient estimation is achievable in certain settings. Along the way, we prove matching upper and lower bounds on the minimax radii of certain cone testing problems, which may be of independent interest.
Exchangeable graphs arise via a sampling procedure from measurable functions known as graphons. A natural estimation problem is how well we can recover a graphon given a single graph sampled from it. One general framework for estimating a graphon uses step-functions obtained by partitioning the nodes of the graph according to some clustering algorithm. We propose an iterative step-function estimator (ISFE) that, given an initial partition, iteratively clusters nodes based on their edge densities with respect to the previous iteration's partition. We analyze ISFE and demonstrate its performance in comparison with other graphon estimation techniques.
The stochastic block model (SBM) is a popular tool for community detection in networks, but fitting it by maximum likelihood (MLE) involves a computationally infeasible optimization problem. We propose a new semidefinite programming (SDP) solution to the problem of fitting the SBM, derived as a relaxation of the MLE. We put ours and previously proposed SDPs in a unified framework, as relaxations of the MLE over various sub-classes of the SBM, revealing a connection to sparse PCA. Our main relaxation, which we call SDP-1, is tighter than other recently proposed SDP relaxations, and thus previously established theoretical guarantees carry over. However, we show that SDP-1 exactly recovers true communities over a wider class of SBMs than those covered by current results. In particular, the assumption of strong assortativity of the SBM, implicit in consistency conditions for previously proposed SDPs, can be relaxed to weak assortativity for our approach, thus significantly broadening the class of SBMs covered by the consistency results. We also show that strong assortativity is indeed a necessary condition for exact recovery for previously proposed SDP approaches and not an artifact of the proofs. Our analysis of SDPs is based on primal-dual witness constructions, which provides some insight into the nature of the solutions of various SDPs. We show how to combine features from SDP-1 and already available SDPs to achieve the most flexibility in terms of both assortativity and block-size constraints, as our relaxation has the tendency to produce communities of similar sizes. This tendency makes it the ideal tool for fitting network histograms, a method gaining popularity in the graphon estimation literature, as we illustrate on an example of a social networks of dolphins. We also provide empirical evidence that SDPs outperform spectral methods for fitting SBMs with a large number of blocks.
Block graphons (also called stochastic block models) are an important and widely-studied class of models for random networks. We provide a lower bound on the accuracy of estimators for block graphons with a large number of blocks. We show that, given only the number $k$ of blocks and an upper bound $\rho$ on the values (connection probabilities) of the graphon, every estimator incurs error at least on the order of $\min(\rho, \sqrt{\rho k^2/n^2})$ in the $\delta_2$ metric with constant probability, in the worst case over graphons. In particular, our bound rules out any nontrivial estimation (that is, with $\delta_2$ error substantially less than $\rho$) when $k\geq n\sqrt{\rho}$. Combined with previous upper and lower bounds, our results characterize, up to logarithmic terms, the minimax accuracy of graphon estimation in the $\delta_2$ metric. A similar lower bound to ours was obtained independently by Klopp, Tsybakov and Verzelen (2016).
The estimation of probabilities of network edges from the observed adjacency matrix has important applications to predicting missing links and network denoising. It has usually been addressed by estimating the graphon, a function that determines the matrix of edge probabilities, but this is ill-defined without strong assumptions on the network structure. Here we propose a novel computationally efficient method, based on neighborhood smoothing to estimate the expectation of the adjacency matrix directly, without making the structural assumptions that graphon estimation requires. The neighborhood smoothing method requires little tuning, has a competitive mean-squared error rate, and outperforms many benchmark methods on link prediction in simulated and real networks.
This paper studies the problem of estimating the grahpon model - the underlying generating mechanism of a network. Graphon estimation arises in many applications such as predicting missing links in networks and learning user preferences in recommender systems. The graphon model deals with a random graph of $n$ vertices such that each pair of two vertices $i$ and $j$ are connected independently with probability $\rho \times f(x_i,x_j)$, where $x_i$ is the unknown $d$-dimensional label of vertex $i$, $f$ is an unknown symmetric function, and $\rho$ is a scaling parameter characterizing the graph sparsity. Recent studies have identified the minimax error rate of estimating the graphon from a single realization of the random graph. However, there exists a wide gap between the known error rates of computationally efficient estimation procedures and the minimax optimal error rate. Here we analyze a spectral method, namely universal singular value thresholding (USVT) algorithm, in the relatively sparse regime with the average vertex degree $n\rho=\Omega(\log n)$. When $f$ belongs to H\"{o}lder or Sobolev space with smoothness index $\alpha$, we show the error rate of USVT is at most $(n\rho)^{ -2 \alpha / (2\alpha+d)}$, approaching the minimax optimal error rate $\log (n\rho)/(n\rho)$ for $d=1$ as $\alpha$ increases. Furthermore, when $f$ is analytic, we show the error rate of USVT is at most $\log^d (n\rho)/(n\rho)$. In the special case of stochastic block model with $k$ blocks, the error rate of USVT is at most $k/(n\rho)$, which is larger than the minimax optimal error rate by at most a multiplicative factor $k/\log k$. This coincides with the computational gap observed for community detection. A key step of our analysis is to derive the eigenvalue decaying rate of the edge probability matrix using piecewise polynomial approximations of the graphon function $f$.
Inferring the correct answers to binary tasks based on multiple noisy answers in an unsupervised manner has emerged as the canonical question for micro-task crowdsourcing or more generally aggregating opinions. In graphon estimation, one is interested in estimating edge intensities or probabilities between nodes using a single snapshot of a graph realization. In the recent literature, there has been exciting development within both of these topics. In the context of crowdsourcing, the key intellectual challenge is to understand whether a given task can be more accurately denoised by aggregating answers collected from other different tasks. In the context of graphon estimation, precise information limits and estimation algorithms remain of interest. In this paper, we utilize a statistical reduction from crowdsourcing to graphon estimation to advance the state-of-art for both of these challenges. We use concepts from graphon estimation to design an algorithm that achieves better performance than the {\em majority voting} scheme for a setup that goes beyond the {\em rank one} models considered in the literature. We use known explicit lower bounds for crowdsourcing to provide refined lower bounds for graphon estimation.
Link prediction in networks is typically accomplished by estimating or ranking the probabilities of edges for all pairs of nodes. In practice, especially for social networks, the data are often collected by egocentric sampling, which means selecting a subset of nodes and recording all of their edges. This sampling mechanism requires different prediction tools than the typical assumption of links missing at random. We propose a new computationally efficient link prediction algorithm for egocentrically sampled networks, which estimates the underlying probability matrix by estimating its row space. For networks created by sampling rows, our method outperforms many popular link prediction and graphon estimation techniques.
We study an extention of total variation denoising over images to over Cartesian power graphs and its applications to estimating non-parametric network models. The power graph fused lasso (PGFL) segments a matrix by exploiting a known graphical structure, $G$, over the rows and columns. Our main results shows that for any connected graph, under subGaussian noise, the PGFL achieves the same mean-square error rate as 2D total variation denoising for signals of bounded variation. We study the use of the PGFL for denoising an observed network $H$, where we learn the graph $G$ as the $K$-nearest neighborhood graph of an estimated metric over the vertices. We provide theoretical and empirical results for estimating graphons, a non-parametric exchangeable network model, and compare to the state of the art graphon estimation methods.