Probabilistic analysis of a semidefinite program on sparse Erdos-Renyi graphs

Series
Stochastics Seminar
Time
Thursday, April 6, 2017 - 3:05pm for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Zhou Fan – Stanford University
Organizer
Christian Houdré
Spectral algorithms are a powerful method for detecting low-rank structure in dense random matrices and random graphs. However, in certain problems involving sparse random graphs with bounded average vertex degree, a naive spectral analysis of the graph adjacency matrix fails to detect this structure. In this talk, I will discuss a semidefinite programming (SDP) approach to address this problem, which may be viewed both as imposing a delocalization constraint on the maximum eigenvalue problem and as a natural convex relaxation of minimum graph bisection. I will discuss probabilistic results that bound the value of this SDP for sparse Erdos-Renyi random graphs with fixed average vertex degree, as well as an extension of the lower bound to the two-group stochastic block model. Our upper bound uses a dual witness construction that is related to the non-backtracking matrix of the graph. Our lower bounds analyze the behavior of local algorithms, and in particular imply that such algorithms can approximately solve the SDP in the Erdos-Renyi setting. This is joint work with Andrea Montanari.