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| author | Thibaut Horel <thibaut.horel@gmail.com> | 2015-02-01 09:18:22 -0500 |
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| committer | Thibaut Horel <thibaut.horel@gmail.com> | 2015-02-01 09:18:22 -0500 |
| commit | 6446b4bc986be1e4ff4bd1914efc4a2e6d0b7d12 (patch) | |
| tree | 87079e0a278d59937acce2755508d30ebda194fc | |
| parent | 220d23bc64be0254bcbcb9adc4a26ef511d5543c (diff) | |
| download | cascades-6446b4bc986be1e4ff4bd1914efc4a2e6d0b7d12.tar.gz | |
Lower bound: beginning
| -rw-r--r-- | paper/paper.tex | 2 | ||||
| -rw-r--r-- | paper/sections/lowerbound.tex | 64 |
2 files changed, 66 insertions, 0 deletions
diff --git a/paper/paper.tex b/paper/paper.tex index 930e8ba..1e3437e 100644 --- a/paper/paper.tex +++ b/paper/paper.tex @@ -49,6 +49,7 @@ \usepackage{amsmath, amsfonts, amssymb, amsthm} \newcommand{\reals}{\mathbb{R}} \newcommand{\ints}{\mathbb{N}} +\renewcommand{\O}{\mathcal{O}} \DeclareMathOperator{\E}{\mathbb{E}} \let\P\relax \DeclareMathOperator{\P}{\mathbb{P}} @@ -111,6 +112,7 @@ Summarize contributions: \section{A lower bound} \label{sec:lowerbound} +\input{sections/lowerbound.tex} \section{Assumptions} \label{sec:assumptions} diff --git a/paper/sections/lowerbound.tex b/paper/sections/lowerbound.tex new file mode 100644 index 0000000..bbd8566 --- /dev/null +++ b/paper/sections/lowerbound.tex @@ -0,0 +1,64 @@ +In this section, we will consider the stable sparse recovery of section XXX. +Our goal is to obtain an information-theoretic lower bound on the number of +measurements necessary to approximately recover the parameter $\theta$ of +a cascade model from observed cascades. Similar lower bounds were obtained for +sparse linear inverse problems in XXXs. + +\begin{theorem} + Let us consider a cascade model of the form XXX and a recovery algorithm + $\mathcal{A}$ which takes as input $n$ random cascade measurements and + outputs $\hat{\theta}$ such that with probability $\delta<\frac{1}{2}$ + (over the measurements): + \begin{displaymath} + \|\hat{\theta}-\theta^*\|_2\leq + C\min_{\|\theta\|_0\leq s}\|\theta-\theta^*\|_2 + \end{displaymath} + where $\theta^*$ is the true paramter of the cascade model. Then $n + = \Omega(s\log\frac{m}{s}/\log C)$. +\end{theorem} + +This theorem should be contrasted with Corollary XXX: up to an additive +$s\log s$ factor, the number of measurements required by our algorithm is +tight. + +The proof of Theorem XXX follows an approach similar to XXX. Let us consider an +algorithm $\mathcal{A}$ as in the theorem. Intuitively, $\mathcal{A}$ allows +Alice and Bob to send $\Omega(s\log\frac{m}{s})$ quantity of information over +a Gaussian channel. By the Shannon-Hartley theorem, this quantity of +information is $O(n\log C)$. These two bounds together give the theorem. + +Formally, let $\mathcal{F}$ be a family such that: +\begin{itemize} + \item + \item + \item +\end{itemize} +and let $X = \big\{t\in\{-1,0,1\}^m\,|\, \mathrm{supp}(t)\in\mathcal{F}\big\}$. + +Consider the following communication game between Alice and Bob. +\begin{itemize} + \item Alice chooses $S$ uniformly at random from $\mathcal{F}$ and + $t$ uniformly at random from $X$ subject to $\mathrm{supp}(x) = S$ + \item Let $w\sim\mathcal{N}(0, \alpha \frac{s}{m}I_m)$ and $\theta + = t + w$. Since for all $\theta$, $\mathcal{A}$ recovers $\theta$ with + probability $1-\delta$ over the measurements, there exists a fixed set + of measurements $x_1,\ldots, x_n$ such that with probability + $1-\delta$ over $\theta$, $\mathcal{A}$ recovers $\theta$. Alice sends + those measurements to Bob. + \item Bob uses $\mathcal{A}$ to recover $\hat{\theta}$ from the + measurements, then computes $\hat{t}$ the best $\ell_2$ approximation + of $\hat{\theta}$ in $X$. +\end{itemize} + +We have the following from XXX and XXX respectively. + +\begin{lemma} + Let $S'=\mathrm{supp}(\hat{t})$. If $\alpha = \Omega(\frac{1}{C})$, $I(S, S') + = \O(n\log C)$. +\end{lemma} + +\begin{lemma} + If $\alpha = \Omega(\frac{1}{C})$, $I(S, S') = \Omega(s\log\frac{m}{s})$ +\end{lemma} + +Lemmas XXX and XXX together give Theorem XXX. |
