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Stochastic volatility (SV) models mimic many of the stylized facts attributed to time series of asset returns, while maintaining conceptual simplicity. The commonly made assumption of conditionally normally distributed or…

Methodology · Statistics 2014-06-19 Roland Langrock , Théo Michelot , Alexander Sohn , Thomas Kneib

The Stochastic Block Model (SBM) is a popular probabilistic model for random graphs. It is commonly used for clustering network data by aggregating nodes that share similar connectivity patterns into blocks. When fitting an SBM to a network…

Computation · Statistics 2021-05-28 Pierre Barbillon , Julien Chiquet , Timothée Tabouy

Many approaches have been proposed to discover clusters within networks. Community finding field encompasses approaches which try to discover clusters where nodes are tightly related within them but loosely related with nodes of other…

Social and Information Networks · Computer Science 2019-08-08 Oscar Correa , Jeffrey Chan , Vinh Nguyen

Community detection is considered as a fundamental task in analyzing social networks. Even though many techniques have been proposed for community detection, most of them are based exclusively on the connectivity structures. However, there…

Social and Information Networks · Computer Science 2019-12-25 Hadi Zare , Mahdi Hajiabadi , Mahdi Jalili

Community detection, discovering the underlying communities within a network from observed connections, is a fundamental problem in network analysis, yet it remains underexplored for signed networks. In signed networks, both edge connection…

Methodology · Statistics 2026-02-17 Yichao Chen , Weijing Tang , Ji Zhu

Community detection in multi-layer networks has emerged as a crucial area of modern network analysis. However, conventional approaches often assume that nodes belong exclusively to a single community, which fails to capture the complex…

Social and Information Networks · Computer Science 2024-09-13 Huan Qing

Many real-world networks known as attributed networks contain two types of information: topology information and node attributes. It is a challenging task on how to use these two types of information to explore structural regularities. In…

Physics and Society · Physics 2019-01-28 Zhenhai Chang , Caiyan Jia , Xianjun Yin , Yimei Zheng

Recently network analysis has gained more and more attentions in statistics, as well as in computer science, probability, and applied mathematics. Community detection for the stochastic block model (SBM) is probably the most studied topic…

Statistics Theory · Mathematics 2015-11-17 Anderson Y. Zhang , Harrison H. Zhou

We explicitly quantify the empirically observed phenomenon that estimation under a stochastic block model (SBM) is hard if the model contains classes that are similar. More precisely, we consider estimation of certain functionals of random…

Statistics Theory · Mathematics 2022-04-27 Ismaël Castillo , Peter Orbanz

A statistical model assuming a preferential attachment network, which is generated by adding nodes sequentially according to a few simple rules, usually describes real-life networks better than a model assuming, for example, a Bernoulli…

Computation · Statistics 2018-10-01 Clement Lee , Andrew Garbett , Darren J. Wilkinson

Significant efforts have gone into the development of statistical models for analyzing data in the form of networks, such as social networks. Most existing work has focused on modeling static networks, which represent either a single time…

Social and Information Networks · Computer Science 2013-04-23 Kevin S. Xu , Alfred O. Hero

We demonstrate an exact equivalence between two widely used methods of community detection in networks, the method of modularity maximization in its generalized form which incorporates a resolution parameter controlling the size of the…

Social and Information Networks · Computer Science 2016-11-24 M. E. J. Newman

There has been an ever-increasing interest in multidisciplinary research on representing and reasoning with imperfect data. Possibilistic networks present one of the powerful frameworks of interest for representing uncertain and imprecise…

Artificial Intelligence · Computer Science 2016-07-14 Maroua Haddad , Philippe Leray , Nahla Ben Amor

This article explores and analyzes the unsupervised clustering of large partially observed graphs. We propose a scalable and provable randomized framework for clustering graphs generated from the stochastic block model. The clustering is…

Social and Information Networks · Computer Science 2022-12-06 Mostafa Rahmani , Andre Beckus , Adel Karimian , George Atia

The stochastic block model is one of the oldest and most ubiquitous models for studying clustering and community detection. In an exciting sequence of developments, motivated by deep but non-rigorous ideas from statistical physics, Decelle…

Data Structures and Algorithms · Computer Science 2016-03-23 Ankur Moitra , William Perry , Alexander S. Wein

The stochastic block model is widely used for detecting community structures in network data. However, the research interest of much literature focuses on the study of one sample of stochastic block models. How to detect the difference of…

Methodology · Statistics 2022-12-21 Kang Fu , Jianwei Hu , Seydou Keita , Hang Liu

Social network analysis is the study of how links between a set of actors are formed. Typically, it is believed that links are formed in a structured manner, which may be due to, for example, political or material incentives, and which…

Computation · Statistics 2016-06-17 Arthur White , Thomas Brendan Murphy

We study the stochastic block model with two communities where vertices contain side information in the form of a vertex label. These vertex labels may have arbitrary label distributions, depending on the community memberships. We analyze a…

Machine Learning · Statistics 2019-05-24 Clara Stegehuis , Laurent Massoulié

Gaussian Graphical Models (GGM) are often used to describe the conditional correlations between the components of a random vector. In this article, we compare two families of GGM inference methods: nodewise edge selection and penalised…

A stochastic model for a chemical reaction network is embedded in a one-parameter family of models with species numbers and rate constants scaled by powers of the parameter. A systematic approach is developed for determining appropriate…

Probability · Mathematics 2010-11-09 Hye-Won Kang , Thomas G. Kurtz