Detecting Correlation between Multiple Unlabeled Gaussian Networks
Taha Ameen, Bruce Hajek
TL;DR
This paper addresses the problem of detecting correlation among m unlabeled graphs with Gaussian edge weights, where correlation is mediated by an unknown latent permutation. It extends the two-graph detection framework to general m by analyzing a generalized likelihood ratio statistic that maximizes over permutation profiles. The authors establish a sufficient condition for strong detection, rho^2 ≥ (8/m) log n/(n−1), and a necessary condition for weak detection, rho^2 ≤ ((4)/(m−1) − ε) log n/n, revealing an interval where detection becomes feasible only when more than two graphs are available. A Gaussian Hanson-Wright variant underpins the analysis, and the results demonstrate how additional graphs reduce the signal requirement, while also highlighting gaps to a sharp threshold and outlining paths for tightening thresholds in future work.
Abstract
This paper studies the hypothesis testing problem to determine whether m > 2 unlabeled graphs with Gaussian edge weights are correlated under a latent permutation. Previously, a sharp detection threshold for the correlation parameter ρwas established by Wu, Xu and Yu for this problem when m = 2. Presently, their result is leveraged to derive necessary and sufficient conditions for general m. In doing so, an interval for ρis uncovered for which detection is impossible using 2 graphs alone but becomes possible with m > 2 graphs.
