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Publication# Adaptive Path Interpolation Method for Sparse Systems: Application to a Censored Block Model

Jean François Emmanuel Barbier, Chun Lam Chan, Nicolas Macris

*IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC, *2021

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Recently, a new adaptive path interpolation method has been developed as a simple and versatile scheme to calculate exactly the asymptotic mutual information of Bayesian inference problems defined on dense factor graphs. These include random linear and generalized estimation, sparse superposition codes, and low-rank matrix / tensor estimation. For all these systems, the adaptive interpolation method directly proves that the replica-symmetric prediction is exact, in a simple and unified manner. When the underlying factor graph of the inference problem is sparse the replica prediction is considerably more complicated, and rigorous results are often lacking or obtained by rather complicated methods. In this work we show how to extend the adaptive path interpolation method to sparse systems. We concentrate on a censored block model, where hidden variables are measured through a binary erasure channel, for which we fully prove the replica prediction.

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This thesis is devoted to information-theoretic aspects of community detection. The importance of community detection is due to the massive amount of scientific data today that describes relationships between items from a network, e.g., a social network. Items from this network can be inherently partitioned into a known number of communities, but the partition can only be inferred from the data.
To estimate the underlying partition, data scientists can apply any type of advanced statistical techniques; but the data could be very noisy, or the number of data is inadequate. A fundamental question here is about the possibility of weak recovery: does the data contain a sufficient amount of information that enables us to produce a non-trivial estimate of the partition?
For the purpose of mathematical analysis, the above problem can be formulated as Bayesian inference on generative models. These models, including the stochastic block model (SBM) and censored block model (CBM), consider a random graph generated based on a hidden partition that divides the nodes in the graph into labelled groups. In the SBM, nodes are connected with a probability depending on the labels of the endpoints. Whereas, in the CBM, hidden variables are measured through a noisy channel, and the measurement outcomes form a weighted graph. In both models, inference is the task of recovering the hidden partition from the observed graph. The criteria for weak recovery can be studied via an information-theoretic quantity called mutual information. Once the asymptotic mutual information is computed, phase transitions for the weak recovery can be located.
This thesis pertains to rigorous derivations of single-letter variational expressions for the asymptotic mutual information for models in community detection. These variational expressions, known as the replica predictions, come from heuristic methods of statistical physics. We present our development of new rigorous methods for confirming the replica predictions. These methods are based on extending the recently introduced adaptive interpolation method.
We prove the replica prediction for the SBM in the dense-graph regime with two groups of asymmetric size. The existing proofs in the literature are indirect, as they involve mapping the model to an external problem whose mutual information is determined by a combination of methods. Here, on the contrary, we provide a self-contained and direct proof.
Next, we extend this method to sparse models. Before this thesis, adaptive interpolation was known for providing a conceptually simple proof for replica predictions for dense graphs. Whereas, for a sparse graph, the replica prediction involves a more complicated variational expression, and rigorous confirmations are often lacking or obtained by rather complicated methods. Therefore, we focus on a simple version of CBM on sparse graphs, where hidden variables are measured through a binary erasure channel, for which we fully prove the replica prediction by the adaptive interpolation.
The key for extending the adaptive interpolation to a broader class of sparse models is a concentration result for the so-called "multi-overlaps". This concentration forms the basis of the replica "symmetric" prediction. We prove this concentration result for a related sparse model in the context of physics. This provides inspiration for further development of the adaptive interpolation.

We are living in the era of "Big Data", an era characterized by a voluminous amount of available data. Such amount is mainly due to the continuing advances in the computational capabilities for capturing, storing, transmitting and processing data. However, it is not always the volume of data that matters, but rather the "relevant" information that resides in it.
Exactly 70 years ago, Claude Shannon, the father of information theory, was able to quantify the amount of information in a communication scenario based on a probabilistic model of the data. It turns out that Shannon's theory can be adapted to various probability-based information processing fields, ranging from coding theory to machine learning. The computation of some information theoretic quantities, such as the mutual information, can help in setting fundamental limits and devising more efficient algorithms for many inference problems.
This thesis deals with two different, yet intimately related, inference problems in the fields of coding theory and machine learning. We use Bayesian probabilistic formulations for both problems, and we analyse them in the asymptotic high-dimensional regime. The goal of our analysis is to assess the algorithmic performance on the first hand and to predict the Bayes-optimal performance on the second hand, using an information theoretic approach. To this end, we employ powerful analytical tools from statistical physics.
The first problem is a recent forward-error-correction code called sparse superposition code. We consider the extension of such code to a large class of noisy channels by exploiting the similarity with the compressed sensing paradigm. Moreover, we show the amenability of sparse superposition codes to perform
joint distribution matching and channel coding.
In the second problem, we study symmetric rank-one matrix factorization, a prominent model in machine learning and statistics with many applications ranging from community detection to sparse principal component analysis. We provide an explicit expression for the normalized mutual information and the minimum mean-square error of this model in the asymptotic limit. This allows us to prove the optimality of a certain iterative algorithm on a large set of parameters.
A common feature of the two problems stems from the fact that both of them are represented on dense graphical models. Hence, similar message-passing algorithms and analysis tools can be adopted. Furthermore, spatial coupling, a new technique introduced in the context of low-density parity-check (LDPC) codes, can be applied to both problems. Spatial coupling is used in this thesis as a "construction technique" to boost the algorithmic performance and as a "proof technique" to compute some information theoretic quantities.
Moreover, both of our problems retain close connections with spin glass models studied in statistical mechanics of disordered systems. This allows us to use sophisticated techniques developed in statistical physics. In this thesis, we use the potential function predicted by the replica method in order to prove the threshold saturation phenomenon associated with spatially coupled models. Moreover, one of the main contributions of this thesis is proving that the predictions given by the "heuristic" replica method are exact. Hence, our results could be of great interest for the statistical physics community as well, as they help to set a rigorous mathematical foundation of the replica predictions.

Concepts associés (15)

Dans la théorie des probabilités et la théorie de l'information, l'information mutuelle de deux variables aléatoires est une quantité mesurant la dépendance statistique de ces variables. Elle se mesu

vignette|Illustration comparant les approches fréquentiste et bayésienne (Christophe Michel, 2018).
L’inférence bayésienne est une méthode d'inférence statistique par laquelle on calcule les probabili

Un système est un ensemble d' interagissant entre eux selon certains principes ou règles. Par exemple une molécule, le système solaire, une ruche, une société humaine, un parti, une armée etc.
Un s

Jean François Emmanuel Barbier, Chun Lam Chan, Nicolas Macris

A new adaptive path interpolation method has been recently developed as a simple and versatile scheme to calculate exactly the asymptotic mutual information of Bayesian inference problems defined on dense factor graphs. These include random linear and generalized estimation, superposition codes, or low rank matrix and tensor estimation. For all these systems the method directly proves in a unified manner that the replica symmetric prediction is exact. When the underlying factor graph of the inference problem is sparse the replica prediction is considerably more complicated and rigorous results are often lacking or obtained by rather complicated methods. In this contribution we extend the adaptive path interpolation method to sparse systems. We concentrate on a Censored Block Model, where hidden variables are measured through a binary erasure channel, for which we fully prove the replica prediction.