Information Limits for Recovering a Hidden Community

We study the problem of recovering a hidden community of cardinality $K$ from an $n \times n$ symmetric data matrix $A$, where for distinct indices $i,j$, $A_{ij} \sim P$ if $i, j$ are both in the community and $A_{ij} \sim Q$ otherwise, for two known probability distributions $P$ and $Q.$ If $P=\text{Bern}(p)$ and $Q=\text{Bern}(q)$ with $p>q$, it reduces to the problem of finding a densely-connected $K$-subgraph planted in a large Erd\"os-R\'enyi graph; if $P=\mathcal{N}(\mu,1)$ and $Q=\mathcal{N}(0,1)$ with $\mu>0$, it corresponds to the problem of locating a $K \times K$ principal submatrix of elevated means in a large Gaussian random matrix. We focus on two types of asymptotic recovery guarantees as $n \to \infty$: (1) weak recovery: expected number of classification errors is $o(K)$; (2) exact recovery: probability of classifying all indices correctly converges to one. We derive a set of sufficient conditions and a nearly matching set of necessary conditions for recovery, for the general model under mild assumptions on $P$ and $Q$, where the community size can scale sublinearly with $n$. For the Bernoulli and Gaussian cases, the general results lead to necessary and sufficient recovery conditions which are asymptotically tight with sharp constants. An important algorithmic implication is that, whenever exact recovery is information theoretically possible, any algorithm that provides weak recovery when the community size is concentrated near $K$ can be upgraded to achieve exact recovery in linear additional time by a simple voting procedure.