Sharp Detection Threshold for Correlation among Multiple Unlabeled Gaussian Networks

Abstract

This paper studies the hypothesis testing problem of deciding whether $m \geq 2$ complete weighted graphs with Gaussian edge weights are mutually correlated after unknown relabelings of their vertices. Under the null model all edge weights are independent standard Gaussians, whereas under the planted model the graphs share a latent vertex alignment and each pair of corresponding edge weights has correlation $ρ$. For fixed $m$, we identify the sharp information-theoretic threshold for detection. Above the threshold, a generalized likelihood-ratio test achieves strong detection, whereas even weak detection is impossible below the threshold. The result extends the two-graph detection threshold of Wu, Xu, and Yu to any fixed number of graphs, exhibits a side-information regime in which two graphs alone are insufficient but multiple graphs enable detection, and, together with the recovery threshold of Vassaux and Massoulié, shows that this Gaussian multi-graph model has no detection--recovery gap.