Date of Original Version
Abstract or Description
We consider the problem of identifying an activation pattern in a complex, large-scale network that is embedded in very noisy measurements. This problem is relevant to several applications, such as identifying traces of a biochemical spread by a sensor network, expression levels of genes, and anomalous activity or congestion in the Internet. Extracting such patterns is a challenging task specially if the network is large (pattern is very high-dimensional) and the noise is so excessive that it masks the activity at any single node. However, typically there are statistical dependencies in the network activation process that can be leveraged to fuse the measurements of multiple nodes and enable reliable extraction of high-dimensional noisy patterns. In this paper, we analyze an estimator based on the graph Laplacian eigenbasis, and establish the limits of mean square error recovery of noisy patterns arising from a probabilistic (Gaussian or Ising) model based on an arbitrary graph structure. We consider both deterministic and probabilistic network evolution models, and our results indicate that by leveraging the network interaction structure, it is possible to consistently recover high-dimensional patterns even when the noise variance increases with network size.
Advances in Neural Information Processing Systems, 23.