Concentration of Multilinear Functions of the Ising Model with Applications to Network Data
Abstract
We prove near-tight concentration of measure for polynomial functions of the Ising model under high temperature. For any degree $d$, we show that a degree-$d$ polynomial of a $n$-spin Ising model exhibits exponential tails that scale as $\exp(-r^{2/d})$ at radius $r=\tilde{\Omega}_d(n^{d/2})$. Our concentration radius is optimal up to logarithmic factors for constant $d$, improving known results by polynomial factors in the number of spins. We demonstrate the efficacy of polynomial functions as statistics for testing the strength of interactions in social networks in both synthetic and real world data.
- Publication:
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arXiv e-prints
- Pub Date:
- October 2017
- DOI:
- 10.48550/arXiv.1710.04170
- arXiv:
- arXiv:1710.04170
- Bibcode:
- 2017arXiv171004170D
- Keywords:
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- Mathematics - Probability;
- Computer Science - Machine Learning;
- Mathematical Physics;
- Mathematics - Statistics Theory;
- Statistics - Machine Learning
- E-Print:
- To appear in NIPS 2017