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diff --git a/paper/sections/results.tex b/paper/sections/results.tex index 5c2fe5f..449ae02 100644 --- a/paper/sections/results.tex +++ b/paper/sections/results.tex @@ -74,25 +74,37 @@ We analyse the previous conditions in the case of the Independent Cascade model. For any $\delta > 0$, with probability $1-e^{-n^\delta \log m}$, $\|\nabla f(\theta^*)\|_{\infty} \leq 2 \sqrt{\frac{n^{\delta + 1} \log m}{p_{\min}}}$ \end{lemma} -We include a proof of this result in the Appendix. The following corollaries follow immediately from Theorem~\ref{thm:neghaban} and Lemma~\ref{lem:icc_lambda_upper_bound}. +We include a proof of this result in the Appendix. The following corollaries follow immediately from Theorem~\ref{thm:neghaban}, Theorem~\ref{thm:approx_sparse} and Lemma~\ref{lem:icc_lambda_upper_bound}: \begin{corollary} -Assume that ${\bf (RE)}$ holds with $\gamma_n = n \gamma$ for $\gamma > 0$. Then for $\lambda_n := 2 \sqrt{\frac{n^{\delta + 1} \log m}{p_{\min}}}$ and with probability $1-e^{n^\delta \log m}$ +Assume that ${\bf (RE)}$ holds with $\gamma_n = n \gamma$ for $\gamma > 0$. Then for $\lambda_n \defeq 2 \sqrt{\frac{n^{\delta + 1} \log m}{p_{\min}}}$ and with probability $1-e^{n^\delta \log m}$: \begin{equation} -\|\hat p - p^* \|_2 \leq \frac{2}{\gamma} \sqrt{\frac{s \log m}{p_{\min} n^{1-\delta}}} +\|\hat p - p^* \|_2 \leq \frac{3}{\gamma} \sqrt{\frac{s \log m}{p_{\min} n^{1-\delta}}} + 2 \sqrt[4]{\frac{\log m}{n^{1-\delta} \gamma^2 p_{\min}}} \| p^*_{\lfloor s \rfloor} \|_1 +\end{equation} +Note that if $p$ is exactly s-sparse, $\| p^*_{\lfloor s \rfloor} \|_1 = 0$: +\begin{equation} +\|\hat p - p^* \|_2 \leq \frac{3}{\gamma} \sqrt{\frac{s \log m}{p_{\min} n^{1-\delta}}} \end{equation} \end{corollary} -The following corollary follows trivially and gives the first $\Omega(s \log p)$ algorithm for graph reconstruction on general graphs. The proofs are included in the Appendix. +The following corollary follows easily and gives the first $\Omega(s \log p)$ algorithm for graph reconstruction on general graphs. The proofs are included in the Appendix. \begin{corollary} \label{cor:variable_selection} -Assume that ${\bf (RE)}$ holds with $\gamma_n = n \gamma$ for $\gamma > 0$. Suppose that after solving for $\hat \theta$, we construct the set $\hat {\cal S}_\eta := \{ j \in [1..p] : \hat p_j > \eta\}$ for $\eta > 0$. Suppose the number of measurements verifies: +Assume that ${\bf (RE)}$ holds with $\gamma_n = n \gamma$ for $\gamma > 0$ and that $\theta$ is s-sparse. Suppose that after solving for $\hat \theta$, we construct the set $\hat {\cal S}_\eta \defeq \{ j \in [1..p] : \hat p_j > \eta\}$ for $\eta > 0$. For $\epsilon>0$ and $\epsilon < \eta$, let ${\cal S}^*_{\eta + \epsilon} \defeq \{ j \in [1..p] :p^*_j > \eta +\epsilon \}$ be the set of all true `strong' parents. Suppose the number of measurements verifies: +\begin{equation} +n > \frac{36}{p_{\min}\gamma^2 \epsilon^2} s \log m +\end{equation} +Then with probability $1-\frac{1}{m}$, ${\cal S}^*_{\eta + \epsilon} \subset \hat {\cal S}_\eta \subset {\cal S}^*$. In other words we recover all `strong' parents and no `false' parents. Note that if $\theta$ is not exactly s-sparse and the number of measurements verifies: \begin{equation} -n > \frac{4}{\gamma^2 p_{\min} \eta^2} s \log m +n > \frac{36 \| p^*_{\lfloor s\rfloor}\|_1}{p_{\min}\gamma^2 \epsilon^4} s \log m \end{equation} -Then with probability $1-e^{n^\delta \log m}$, $\hat {\cal S}_\eta = {\cal S}^*_{2\eta}$, where ${\cal S}^*_{2\eta} = \{ j \in [1..p] :p^*_j > 2 \eta \} $. In other words, we incur no false positives (false parents) and recover all `strong' parents such that $p^*_j > 2 \eta$. +then similarly: ${\cal S}^*_{\eta + \epsilon} \subset \hat {\cal S}_\eta \subset {\cal S}^*$ w.h.p. \end{corollary} +\begin{proof} +By choosing $\delta = 0$, if $n>\frac{36}{p_{\min}\gamma^2 \epsilon^2} s \log m$, then $\|p-p^*\|_2 < \epsilon < \eta$ with probability $1-\frac{1}{m}$. If $p^*_j = 0$ and $\hat p > \eta$, then $\|p - p^*\|_2 \geq |\hat p_j-p^*_j| > \eta$, which is a contradiction. Therefore we get no false positives. If $p^*_j = \eta + \epsilon$, then $|\hat p_j - (\eta+\epsilon)| < \epsilon/2 \implies p_j > \eta + \epsilon/2$. Therefore, we get all strong parents. +\end{proof} + Note that $n$ is the number of measurements and not the number of cascades. This is an improvement over prior work since we expect several measurements per cascade. |
