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diff --git a/paper/sections/assumptions.tex b/paper/sections/assumptions.tex index cff1051..58ea977 100644 --- a/paper/sections/assumptions.tex +++ b/paper/sections/assumptions.tex @@ -1,4 +1,4 @@ -In this section, we compare the main assumption of \cite{Daneshmand:2014}, commonly known as the {\it irrepresentability condition}, to the restricted eigenvalue condition. We argue that the restricted eigenvalue is weaker and more likely to hold in practical situations. +In this section, we compare the main assumption of \cite{Daneshmand:2014}, commonly known as the {\it irrepresentability condition}, to the restricted eigenvalue condition. We argue that the restricted eigenvalue is more likely to hold in practical situations. \subsection{The Irrepresentability Condition} @@ -14,11 +14,16 @@ The {\it (S,s)-irrepresentability} condition is defined as: \end{equation} \end{definition} -If our objective is to recover the support of the graph exactly, the irrepresentability condition has been shown to be essentially necessary \cite{Zhao:2006}. However, several recent papers \cite{vandegeer:2011}, \cite{Zou:2006}, argue this condition is unrealistic in situations where there is a correlation between variables. - -Consider for example the following matrix: - -Yet, assuming we only wish to recover all edges above a certain threshold, bounding the $\ell2$-error allows us to recover all edges with weights above a certain minimum threshold under an intuitively weaker {\bf(RE)} condition. In practical scenarios, such as in social networks, where one seeks to recover significant edges, this is a reasonable assumption. +If our objective is to recover the support of the graph exactly, the irrepresentability condition has been shown to be essentially necessary \cite{Zhao:2006}. However, several recent papers \cite{vandegeer:2011}, \cite{Zou:2006}, argue this condition is unrealistic in situations where there is a correlation between variables. Consider the following simplified example from \cite{vandegeer:2011}: +\begin{equation} +\left( +\begin{array}{cccc} +I_s & \rho J \\ +\rho J & I_s \\ +\end{array} +\right) +\end{equation} +where $I_s$ is the $s \times s$ identity matrix, $J$ is the all-ones matrix and $\rho \in \mathbb{R}^+$. It is easy to see that $\nu_{\text{irrepresentable}}(S) = \rho s$ and $\lambda_{\min}(Q) \geq 1 - \rho$, such that for any $\rho > \frac{1}{s}$ and $\rho < 1$, the restricted eigenvalue holds trivially but the (S,s)-irrepresentability does not hold. As mentioned previously, it is intuitive that the irrepresentability condition is stronger than our suggested {\bf(RE)} assumption. In fact, by adapting slightly a result from \cite{vandegeer:2009}, we can show that a `strong' irrepresentability condition directly {\it implies} the {\bf(RE)} condition for $\ell2$-recovery: @@ -30,6 +35,8 @@ If the irrepresentability condition holds with $\epsilon > \frac{2}{3}$, then th \subsection{The Restricted Eigenvalue Condition} +Yet, assuming we only wish to recover all edges above a certain threshold, bounding the $\ell2$-error allows us to recover all edges with weights above a certain minimum threshold under an intuitively weaker {\bf(RE)} condition. In practical scenarios, such as in social networks, where one seeks to recover significant edges, this is a reasonable assumption. + Expressing the restricted eigenvalue assumption for correlated measurements as parameters of the graph and the cascade diffusion process is non-trivial. The restricted eigenvalue property is however well behaved in the following sense: \begin{lemma} |
