Detecting Correlation between Multiple Unlabeled Gaussian Networks
By: Taha Ameen, Bruce Hajek
Potential Business Impact:
Finds hidden patterns in connected data.
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 \rho was 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 \rho is uncovered for which detection is impossible using 2 graphs alone but becomes possible with m > 2 graphs.
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