Mixing Time of Metropolis-Hastings for Bayesian Community Detection
Statistics Theory
2018-11-08 v1 Computation
Statistics Theory
Abstract
We study the computational complexity of a Metropolis-Hastings algorithm for Bayesian community detection. We first establish a posterior strong consistency result for a natural prior distribution on stochastic block models under the optimal signal-to-noise ratio condition in the literature. We then give a set of conditions that guarantee rapid mixing of a simple Metropolis-Hastings algorithm. The mixing time analysis is based on a careful study of posterior ratios and a canonical path argument to control the spectral gap of the Markov chain.
Keywords
Cite
@article{arxiv.1811.02612,
title = {Mixing Time of Metropolis-Hastings for Bayesian Community Detection},
author = {Bumeng Zhuo and Chao Gao},
journal= {arXiv preprint arXiv:1811.02612},
year = {2018}
}