Past exam of the mathematics course of the University of Cambridge / 2016 / iii / Paper 210 / 4

Write $s_i=1$ on $S$ and $s_i=-1$ on $S^c$, and put $v=s/\sqrt{n}$ and $w=1/\sqrt{n}$. Because the two groups have equal size, $v,w$ are orthonormal. Let $a=1/2-t/(2\sqrt{n})$ and $b=t/(2\sqrt{n})$. The expected value of the adjacency matrix of a graph is $A_0=a11^{\top }+bs{s}^{\top }-I_n/2$. ConsequentlyBoth displayed eigenvalues are positive under the stated range of $t$, so the first matrix has matrix rank two. The other $n-2$ eigenvalues are zero. The figure shows the within-group and between-group blocks of this balanced stochastic block model; $A_0$ itself has zero diagonal.

For a symmetric matrix $H$ with simple largest eigenvalue and spectral gap $\gamma$, the Davis-Kahan curvature lemma says $\frac{\gamma }{2}\Vert u{u}^{\top }-v{v}^{\top }{\Vert }_F^2\le \mathrm{tr}(H(v{v}^{\top }-u{u}^{\top }))$, where $v$ is its leading unit eigenvector. Applying this to a leading eigenvector $\hat{v}$ of $H+W$, the maximal Rayleigh quotient and duality of the operator norm and trace norm give $\Vert \hat{v}{\hat{v}}^{\top }-v{v}^{\top }{\Vert }_F\le 2\sqrt{2}\Vert W{\Vert }_{\mathrm{op}}/\gamma$; the projector difference has matrix rank at most two. This is a rank-one eigenprojector perturbation bound.

Here $W=M-M_0=A-A_0$ has independent centered bounded upper-triangular entries, apart from symmetry. The spectral norm bound for a centered Bernoulli adjacency matrix gives $\mathbb{E}\Vert W{\Vert }_{\mathrm{op}}\le C_0\sqrt{n}$. Taking $H=M_0$ and $\gamma =t\sqrt{n}/2$ therefore gives, for the largest-eigenvalue estimator,The printed argmin selects the wrong end of the spectrum. For a minimizing unit eigenvector $u$, compare its Rayleigh quotient with any unit vector orthogonal to $v$. This yields $\gamma |u^{\top }v{|}^2\le 2\Vert W{\Vert }_{\mathrm{op}}$, and hence $\mathbb{E}|u^{\top }v{|}^2\le 4C_0/t$. Its mean projector error is at least $\sqrt{2}(1-4C_0/t)$, using $\sqrt{1-x}\ge 1-x$. Along $t=n^{1/4}$ with sufficiently large even $n$, the printed parameter restriction holds and this lower bound tends to $\sqrt{2}$, contradicting an error of order $1/t$. Replace argmin by argmax, or negate the entire matrix before minimizing.

For partitions, the appropriate Hamming distance between unlabelled bipartitions is $\Delta (T,S)=\min \{|T△S|,|T△S^c|\}$. It counts vertices assigned to the wrong group after the better global exchange of the two group names. The printed signed-indicator formula does not implement this exchange: negating a zero-one indicator is not taking its complement. It must be read as this partition distance, or written with the $\pm 1$ membership vectors.

Use the corrected leading eigenvector estimator from 4(b), and orient its sign to minimize $\Vert \hat{v}-\sigma v{\Vert }_2$. At every wrongly signed coordinate, this difference has magnitude at least $1/\sqrt{n}$. Therefore the sign rounding bound for a unit eigenvector givesThe last inequality uses the projector distance bound $\sqrt{2}\le 2$. Taking the expected value of this Frobenius norm estimate proves $\mathbb{E}\Delta (\hat{S},S)\le 2nc/t$. The assertion relies on the corrected estimator and partition-distance definition.

The Kullback-Leibler divergence of a product measure is the sum of the individual divergences, by expanding the logarithm of the likelihood ratio and taking its expected value. Put $q=1/2-t/\sqrt{n}$ and define $W(S)$ to be the unordered pairs lying within one group, while $C(S)$ is the set of unordered pairs crossing between groups. ThenThus choosing the printed $\partial S$ to mean $W(S)$ gives its order of the summands. If $\partial S$ denotes the usual graph cut $C(S)$, their two orders must be interchanged. Each unordered edge is counted once.

The inequality $\log x\le x-1$ givesSince $1/3<q<1/2$, each changed-edge divergence is at most $9t^2/(2n)$. Summing over at most $n(n-1)/2$ pairs gives $D_{\mathrm{KL}}(P_S\Vert P_{S^{\prime }})\le 9n{t}^2/4$. This is the information scale needed for Fano's inequality.

In natural logarithms, Fano's inequality for a uniform index $J$ among $N$ alternatives states $\mathbb{P}(\hat{J}\ne J)\ge 1-(I(J;G)+\log 2)/\log N$. The mutual information is at most the average Kullback-Leibler divergence to any fixed reference law. With the supplied packing, nearest-neighbour decoding turns partition error below half the separation into correct decoding. Thus the packing alone proves a bound at radius $n(1/4-\epsilon /2)$, with the unavoidable $\log 2$ term. It does not automatically prove the much larger printed radius.

A list-decoding Fano inequality supplies the intended near-half error threshold. Assume $0<\epsilon <1/4$, since otherwise that threshold is nonpositive and its event is automatic. Take a uniform prior on all $N=\left(\genfrac{}{}{0ex}{}{n}{n/2}\right)/2$ unlabelled balanced partitions, and let $r=n(1/2-2\epsilon )$. A Hamming ball of radius less than $r$ around any estimated partition contains at most $B={\sum }_{j<r}\left(\genfrac{}{}{0ex}{}{n}{j}\right)$ such partitions. This follows by selecting the representative closer to the estimated group; each unlabelled partition contributes at most one such representative because $r<n/2$. The entropy bound for a Hamming ball gives $\log B\le nh(r/n)$, where $h$ is the binary entropy function measured in natural logarithms. Its curvature gives $\log 2-h(1/2-2\epsilon )\ge 8{\epsilon }^2$. Also $\left(\genfrac{}{}{0ex}{}{n}{n/2}\right)\ge 2^n/(n+1)$, soUse the all-$1/2$ independent-edge law $P_{\ast }$ as a reference. Only the $n^2/4$ crossing pairs differ; the preceding Bernoulli distribution divergence estimate gives $D_{\mathrm{KL}}(P_S\Vert P_{\ast })\le n{t}^2$. Hence $I(J;G)\le n{t}^2$. Whenever the denominator is positive, the list-decoding Fano inequality proves the finite-sample answerFor $4{\epsilon }^{2}n\ge \log (2(n+1))$, this is at least $1-t^2/(4{\epsilon }^2)-\log 2/(4{\epsilon }^{2}n)$. If in addition $n{t}^2\ge \log 2$, it implies the intended form with $c^{\prime }=1/2$. This proves the claimed information-theoretic scale with its needed finite-sample qualifications.

As a uniform finite-sample assertion for every positive $t$, the printed form is false. At $t=0$ every partition has the same data law, and a uniformly random balanced guess has a positive chance of being correct, giving error strictly below one. Such randomness can also be extracted from the finite graph sample: assign distinct graph outcomes to the finitely many balanced partitions; under the common law every selected outcome has positive probability. The worst error remains strictly below one for sufficiently small positive $t$, by continuity. The printed lower bound tends to one as $t\downarrow 0$ for any fixed universal $c^{\prime }$, which contradicts this. The entropy correction cannot be dropped without an asymptotic or signal-size condition.