English

Merge-split Markov chain Monte Carlo for community detection

Physics and Society 2020-07-14 v4 Machine Learning Social and Information Networks Data Analysis, Statistics and Probability Machine Learning

Abstract

We present a Markov chain Monte Carlo scheme based on merges and splits of groups that is capable of efficiently sampling from the posterior distribution of network partitions, defined according to the stochastic block model (SBM). We demonstrate how schemes based on the move of single nodes between groups systematically fail at correctly sampling from the posterior distribution even on small networks, and how our merge-split approach behaves significantly better, and improves the mixing time of the Markov chain by several orders of magnitude in typical cases. We also show how the scheme can be straightforwardly extended to nested versions of the SBM, yielding asymptotically exact samples of hierarchical network partitions.

Keywords

Cite

@article{arxiv.2003.07070,
  title  = {Merge-split Markov chain Monte Carlo for community detection},
  author = {Tiago P. Peixoto},
  journal= {arXiv preprint arXiv:2003.07070},
  year   = {2020}
}

Comments

13 pages, 6 figures. Code available at https://graph-tool.skewed.de/static/doc/demos/inference/inference.html

R2 v1 2026-06-23T14:15:50.218Z