From a36c69aa005218ff7ebf6f7bb2ef3bd239b754f9 Mon Sep 17 00:00:00 2001
From: jeanpouget-abadie <jean.pougetabadie@gmail.com>
Date: Thu, 29 Jan 2015 09:50:23 -0500
Subject: small changes

---
 paper/sections/results.tex | 26 +++++++++++++++++++-------
 1 file changed, 19 insertions(+), 7 deletions(-)

(limited to 'paper/sections/results.tex')

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.
 
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