Two-sample hypothesis testing for inhomogeneous random graphs

Citation
Debarghya Ghoshdastidar et al., Two-sample hypothesis testing for inhomogeneous random graphs, Annals of statistics , 48(4), 2020, pp. 2208-2229
Journal title
ISSN journal
00905364
Volume
48
Issue
4
Year of publication
2020
Pages
2208 - 2229
Database
ACNP
SICI code
Abstract
The study of networks leads to a wide range of high-dimensional inference problems. In many practical applications, one needs to draw inference from one or few large sparse networks. The present paper studies hypothesis testing of graphs in this high-dimensional regime, where the goal is to test between two populations of inhomogeneous random graphs defined on the same set of n vertices. The size of each population m is much smaller than n, and can even be a constant as small as 1. The critical question in this context is whether the problem is solvable for small m.We answer this question from a minimax testing perspective. Let P , Q be the population adjacencies of two sparse inhomogeneous random graph models, and d be a suitably defined distance function. Given a population of m graphs from each model, we derive minimax separation rates for the problem of testing P=Q against d(P,Q)>.. We observe that if m is small, then the minimax separation is too large for some popular choices of d, including total variation distance between corresponding distributions. This implies that some models that are widely separated in d cannot be distinguished for small m, and hence, the testing problem is generally not solvable in these cases. We also show that if m>1, then the minimax separation is relatively small if d is the Frobenius norm or operator norm distance between P and Q. For m=1, only the latter distance provides small minimax separation. Thus, for these distances, the problem is solvable for small m. We also present near-optimal two-sample tests in both cases, where tests are adaptive with respect to sparsity level of the graphs.