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This paper considers estimation of sparse covariance matrices and establishes the optimal rate of convergence under a range of matrix operator norm and Bregman divergence losses. A major focus is on the derivation of a rate sharp minimax…

Statistics Theory · Mathematics 2013-02-14 T. Tony Cai , Harrison H. Zhou

This paper considers nonlinear dynamic models where the main parameter of interest is a nonnegative matrix characterizing the network (contagion) effects. This network matrix is usually constrained either by assuming a limited number of…

Econometrics · Economics 2022-11-23 Christian Gourieroux , Joann Jasiak

We consider the problem of designing minimax estimators for estimating the parameters of a probability distribution. Unlike classical approaches such as the MLE and minimum distance estimators, we consider an algorithmic approach for…

Machine Learning · Statistics 2020-06-23 Kartik Gupta , Arun Sai Suggala , Adarsh Prasad , Praneeth Netrapalli , Pradeep Ravikumar

Marginal-likelihood based model-selection, even though promising, is rarely used in deep learning due to estimation difficulties. Instead, most approaches rely on validation data, which may not be readily available. In this work, we present…

Machine Learning · Statistics 2021-06-16 Alexander Immer , Matthias Bauer , Vincent Fortuin , Gunnar Rätsch , Mohammad Emtiyaz Khan

In this paper, we present and analyze a simple and robust spectral algorithm for the stochastic block model with $k$ blocks, for any $k$ fixed. Our algorithm works with graphs having constant edge density, under an optimal condition on the…

Data Structures and Algorithms · Computer Science 2015-06-25 Peter Chin , Anup Rao , Van Vu

Unreliable network data can cause community-detection methods to overfit and highlight spurious structures with misleading information about the organization and function of complex systems. Here we show how to detect significant flow-based…

Physics and Society · Physics 2020-07-09 Jelena Smiljanić , Daniel Edler , Martin Rosvall

We study low-rank estimation of an unknown sparse graphon from sampled network data under operator-norm loss, motivated by targeted interventions in graphon games. Starting from the observed adjacency matrix, we construct low-rank…

Statistics Theory · Mathematics 2026-04-21 Olga Klopp , Fedor Noskov

Applied researchers often construct a network from a random sample of nodes in order to infer properties of the parent network. Two of the most widely used sampling schemes are subgraph sampling, where we sample each vertex independently…

Statistics Theory · Mathematics 2018-02-23 Jason M. Klusowski , Yihong Wu

Detection of sparse signals arises in a wide range of modern scientific studies. The focus so far has been mainly on Gaussian mixture models. In this paper, we consider the detection problem under a general sparse mixture model and obtain…

Information Theory · Computer Science 2012-11-13 T. Tony Cai , Yihong Wu

We introduce a new method for finding network motifs: interesting or informative subgraph patterns in a network. Subgraphs are motifs when their frequency in the data is high compared to the expected frequency under a null model. To compute…

Machine Learning · Computer Science 2021-04-19 Peter Bloem , Steven de Rooij

The maximum likelihood threshold of a graph is the smallest number of data points that guarantees that maximum likelihood estimates exist almost surely in the Gaussian graphical model associated to the graph. We show that this graph…

Combinatorics · Mathematics 2015-09-17 Elizabeth Gross , Seth Sullivant

We face network data from various sources, such as protein interactions and online social networks. A critical problem is to model network interactions and identify latent groups of network nodes. This problem is challenging due to many…

Machine Learning · Computer Science 2012-02-20 Feng Yan , Zenglin Xu , Yuan , Qi

This article develops limit laws for network sampling based estimates of subgraph counts and clustering coefficient of a large population network, and uses them for predictive inference. A model based approach is used, where the population…

Statistics Theory · Mathematics 2026-04-14 Anirban Mandal , Arindam Chatterjee

Consider a setting with $N$ independent individuals, each with an unknown parameter, $p_i \in [0, 1]$ drawn from some unknown distribution $P^\star$. After observing the outcomes of $t$ independent Bernoulli trials, i.e., $X_i \sim…

Statistics Theory · Mathematics 2019-02-13 Ramya Korlakai Vinayak , Weihao Kong , Gregory Valiant , Sham M. Kakade

When choosing the timing of cross-sectional network snapshots in longitudinal social network studies, the effect on the precision of parameter estimates generally plays a minor role. Often the timing is opportunistic or determined by a…

Populations and Evolution · Quantitative Biology 2016-04-22 Ekkehard Beck , Benjamin Armbruster

We design algorithms for fitting a high-dimensional statistical model to a large, sparse network without revealing sensitive information of individual members. Given a sparse input graph $G$, our algorithms output a…

Statistics Theory · Mathematics 2015-06-23 Christian Borgs , Jennifer T. Chayes , Adam Smith

The traditional maximum likelihood estimator (MLE) is often of limited use in complex high-dimensional data due to the intractability of the underlying likelihood function. Maximum composite likelihood estimation (McLE) avoids full…

Methodology · Statistics 2015-02-18 Davide Ferrari , Guoqi Qian

Estimating the probabilities of linkages in a network has gained increasing interest in recent years. One popular model for network analysis is the exchangeable graph model (ExGM) characterized by a two-dimensional function known as a…

Methodology · Statistics 2018-09-05 Yi Su , Raymond K. W. Wong , Thomas C. M. Lee

Link-prediction is an active research field within network theory, aiming at uncovering missing connections or predicting the emergence of future relationships from the observed network structure. This paper represents our contribution to…

Physics and Society · Physics 2018-07-20 Federica Parisi , Guido Caldarelli , Tiziano Squartini

The maximum likelihood threshold (MLT) of a graph $G$ is the minimum number of samples to almost surely guarantee existence of the maximum likelihood estimate in the corresponding Gaussian graphical model. We give a new characterization of…