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authorJean Pouget-Abadie <jean.pougetabadie@gmail.com>2015-04-29 20:58:17 -0400
committerJean Pouget-Abadie <jean.pougetabadie@gmail.com>2015-04-29 20:58:17 -0400
commit7fd038c7b0f00f6db411e9c5037133fd09509a8d (patch)
tree61bbbae6b68049cd75ecf8596b48d1007bdcd8bc /paper/sections/results.tex
parent42276753eeb857b3c085cead2c10315048c29a62 (diff)
downloadcascades-7fd038c7b0f00f6db411e9c5037133fd09509a8d.tar.gz
small reviewer updates
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@@ -20,7 +20,12 @@ a set $\mathcal{T}$ of observations. We will write $n\defeq |\mathcal{T}|$.
\label{sec:main_theorem}
In this section, we analyze the case where $\theta^*$ is exactly sparse. We
-write $S\defeq\text{supp}(\theta^*)$ and $s=|S|$. Recall, that $\theta_i$ is the vector of weights for all edges \emph{directed at} the node we are solving for. In other words, $S$ is the set of all nodes susceptible to influence node $i$, also referred to as its parents. Our main theorem will rely on the now standard \emph{restricted eigenvalue condition}.
+write $S\defeq\text{supp}(\theta^*)$ and $s=|S|$. Recall, that $\theta_i$ is the
+vector of weights for all edges \emph{directed at} the node we are solving for.
+In other words, $S$ is the set of all nodes susceptible to influence node $i$,
+also referred to as its parents. Our main theorem will rely on the now standard
+\emph{restricted eigenvalue condition}.
+{\color{red} Add reference}
\begin{definition}
Let $\Sigma\in\mathcal{S}_m(\reals)$ be a real symmetric matrix and $S$ be
@@ -29,7 +34,7 @@ write $S\defeq\text{supp}(\theta^*)$ and $s=|S|$. Recall, that $\theta_i$ is the
3\|X_S\|_1\}$. We say that $\Sigma$ satisfies the
$(S,\gamma)$-\emph{restricted eigenvalue condition} iff:
\begin{equation}
- \forall X \in {\cal C(S)}, X^T \Sigma X \geq \gamma \|X\|_2^2
+ \forall X \in {\cal C(S)}, X^T \Sigma X \geq \gamma \|X\|_2^2
\tag{RE}
\label{eq:re}
\end{equation}
@@ -38,10 +43,12 @@ write $S\defeq\text{supp}(\theta^*)$ and $s=|S|$. Recall, that $\theta_i$ is the
A discussion of the $(S,\gamma)$-{\bf(RE)} assumption in the context of
generalized linear cascade models can be found in Section~\ref{sec:re}. In our
setting we require that the (RE)-condition holds for the Hessian of the
-log-likelihood function $\mathcal{L}$: it essentially captures the fact that the binary
-vectors of the set of active nodes are not \emph{too} collinear.
+log-likelihood function $\mathcal{L}$: it essentially captures the fact that the
+binary vectors of the set of active nodes are not \emph{too} collinear.
-We will also need the following assumption on the inverse link function $f$ of the generalized linear cascade model:
+{\color{red} Rewrite the minimal assumptions necessary}
+We will also need the following assumption on the inverse link function $f$ of
+the generalized linear cascade model:
\begin{equation}
\tag{LF}
\max\left(\left|\frac{f'}{f}(\inprod{\theta^*}{x})\right|,
@@ -51,11 +58,11 @@ We will also need the following assumption on the inverse link function $f$ of t
for some $\alpha\in(0, 1)$ and for all $x\in\reals^m$ such that
$f(\inprod{\theta^*}{x})\notin\{0,1\}$.
-In the voter model, $\frac{f'}{f}(z) = \frac{1}{z}$ and $\frac{f'}{f}(1-z)
-= \frac{1}{1-z}$. Hence (LF) will hold as soon as $\alpha\leq \Theta_{i,j}\leq
-1-\alpha$ for all $(i,j)\in E$ which is always satisfied for some $\alpha$ for non-isolated nodes.
-In the Independent Cascade Model, $\frac{f'}{f}(z)
-= \frac{1}{1-e^{-z}}$ and $\frac{f'}{1-f}(z) = -1$ and (LF) is not restrictive.
+In the voter model, $\frac{f'}{f}(z) = \frac{1}{z}$ and $\frac{f'}{f}(1-z) =
+\frac{1}{1-z}$. Hence (LF) will hold as soon as $\alpha\leq \Theta_{i,j}\leq
+1-\alpha$ for all $(i,j)\in E$ which is always satisfied for some $\alpha$ for
+non-isolated nodes. In the Independent Cascade Model, $\frac{f'}{f}(z) =
+\frac{1}{1-e^{-z}}$ and $\frac{f'}{1-f}(z) = -1$ and (LF) is not restrictive.
\begin{comment}
Remember that in this case we have $\Theta_{i,j} = \log(1-p_{i,j})$. These
@@ -189,12 +196,12 @@ solve the Graph Inference problem.
Under the same assumptions as Theorem~\ref{thm:main}, let $\hat {\cal S}_\eta
\defeq \{ j \in \{1,\ldots, m\} : \hat{\theta}_j > \eta\}$ for $\eta > 0$. For
$\epsilon>0$ and $\epsilon < \eta$, let ${\cal S}^*_{\eta + \epsilon} \defeq \{
-i \in \{1,\ldots,m\} :\theta_i^* > \eta +\epsilon \}$ be the set of all true `strong'
-parents. Suppose the number of measurements verifies:
-$ n > \frac{9s\log m}{\alpha\gamma^2\epsilon^2}$.
-Then with probability $1-\frac{1}{m}$, ${\cal S}^*_{\eta + \epsilon} \subseteq
-\hat {\cal S}_\eta \subseteq {\cal S}^*$. In other words we recover all `strong'
-parents and no `false' parents.
+i \in \{1,\ldots,m\} :\theta_i^* > \eta +\epsilon \}$ be the set of all true
+`strong' parents. Suppose the number of measurements verifies: $ n >
+\frac{9s\log m}{\alpha\gamma^2\epsilon^2}$. Then with probability
+$1-\frac{1}{m}$, ${\cal S}^*_{\eta + \epsilon} \subseteq \hat {\cal S}_\eta
+\subseteq {\cal S}^*$. In other words we recover all `strong' parents and no
+`false' parents.
\end{corollary}
\begin{proof}