On the Nonasymptotic Scaling Guarantee of Hyperparameter Estimation in Inhomogeneous, Weakly-Dependent Complex Network Dynamical Systems

TL;DR

This paper provides a nonasymptotic theoretical guarantee for hyperparameter estimation in large, inhomogeneous complex network dynamical systems, extending to weakly-dependent nodes and validated through numerical experiments.

Contribution

It introduces a nonasymptotic bound for hyperparameter estimation deviation, extending consistency results from independent to weakly-dependent network nodes.

Findings

Estimation error decreases with increasing network size.

Theoretical bounds hold for a broad class of optimization algorithms.

Numerical experiments confirm the theoretical predictions.

Abstract

Hierarchical Bayesian models are increasingly used in large, inhomogeneous complex network dynamical systems by modeling parameters as draws from a hyperparameter-governed distribution. However, theoretical guarantees for these estimates as the system size grows have been lacking. A critical concern is that hyperparameter estimation may diverge for larger networks, undermining the model's reliability. Formulating the system's evolution in a measure transport perspective, we propose a theoretical framework for estimating hyperparameters with mean-type observations, which are prevalent in many scientific applications. Our primary contribution is a nonasymptotic bound for the deviation of estimate of hyperparameters in inhomogeneous complex network dynamical systems with respect to network population size, which is established for a general family of optimization algorithms within a fixed observation duration. While we firstly establish a consistency result for systems with independent nodes, our main result extends this guarantee to the more challenging and realistic setting of weakly-dependent nodes. We validate our theoretical findings with numerical experiments on two representative models: a Susceptible-Infected-Susceptible model and a Spiking Neuronal Network model. In both cases, the results confirm that the estimation error decreases as the network population size increases, aligning with our theoretical guarantees. This research proposes the foundational theory to ensure that hierarchical Bayesian methods are statistically consistent for large-scale inhomogeneous systems, filling a gap in this area of theoretical research and justifying their application in practice.