Bias-Variance Tradeoffs in Joint Spectral Embeddings

Joint spectral embeddings facilitate analysis of multiple network data by simultaneously mapping vertices in each network to points in Euclidean space where statistical inference is then performed. In this work, we consider one such joint embedding technique, the omnibus embedding of arXiv:1705.09355 , which has been successfully used for community detection, anomaly detection, and hypothesis testing tasks. To date the theoretical properties of this method have only been established under the strong assumption that the networks are conditionally i.i.d. random dot product graphs. In practice we anticipate multiple networks will possess different structures, necessitating further analysis. Herein, we take a first step in characterizing the theoretical properties of the omnibus embedding in the presence of heterogeneous network data. Under a simple latent position model, we uncover a bias-variance tradeoff for latent position estimation. We establish an explicit bias expression, derive a uniform concentration bound on the residual, and prove a central limit theorem characterizing the distributional properties of these estimates. These explicit bias and variance expressions enable us to state sufficient conditions for exact recovery in community detection tasks and develop a pivotal test statistic to determine whether two graphs share the same set of latent positions; demonstrating that accurate inference is achievable despite the estimator's inconsistency. These results are demonstrated in several experimental settings where statistical procedures utilizing the omnibus embedding are competitive, and oftentimes preferable, to comparable embedding techniques. These observations accentuate the viability of the omnibus embedding for multiple graph inference beyond the homogeneous network setting.