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title software abstract section layout series publisher issn id month tex_title firstpage lastpage page order cycles bibtex_author author date address container-title volume genre issued pdf extras
Two-Sample Tests for Inhomogeneous Random Graphs in $L_r$ Norm: Optimality and Asymptotics
In this paper we study the two-sample problem for inhomogeneous Erdős-Rényi (IER), random graph models, in the $L_r$ norm, in the high-dimensional regime where the number of samples is smaller or comparable to the size of the graphs. Given two symmetric matrices $P, Q \in [0, 1]^{n \times n}$ (with zeros on the diagonals), the two-sample problem for IER graphs (with respect to the $L_r$ norm $||\cdot||_r$) is to test the hypothesis $H_0: P=Q$ versus $H_1: ||P-Q||_r \geq \varepsilon$, given a sample of $m$ graphs from the respective distributions. In this paper, we obtain the optimal sample complexity for testing in the $L_r$-norm, for all integers $r \geq 1$. We also derive the asymptotic distribution of the optimal tests under $H_0$ and develop a method for consistently estimating their variances. This allows us to efficiently implement the optimal tests with precise asymptotic level and establish their asymptotic consistency. We validate our theoretical results by numerical experiments for various natural IER models.
Regular Papers
inproceedings
Proceedings of Machine Learning Research
PMLR
2640-3498
chatterjee23a
0
Two-Sample Tests for Inhomogeneous Random Graphs in $L_r$ Norm: Optimality and Asymptotics
6903
6911
6903-6911
6903
false
Chatterjee, Sayak and Saha, Dibyendu and Dan, Soham and Bhattacharya, Bhaswar B.
given family
Sayak
Chatterjee
given family
Dibyendu
Saha
given family
Soham
Dan
given family
Bhaswar B.
Bhattacharya
2023-04-11
Proceedings of The 26th International Conference on Artificial Intelligence and Statistics
206
inproceedings
date-parts
2023
4
11