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This paper introduces the $f$-divergence variational inference ($f$-VI) that generalizes variational inference to all $f$-divergences. Initiated from minimizing a crafty surrogate $f$-divergence that shares the statistical consistency with…

Machine Learning · Computer Science 2021-04-06 Neng Wan , Dapeng Li , Naira Hovakimyan

Bayesian hierarchical linear models provide a natural framework to analyze nested and clustered data. Classical estimation with Markov chain Monte Carlo produces well calibrated posterior distributions but becomes computationally expensive…

Methodology · Statistics 2025-12-16 Cristian Parra-Aldana , Juan Sosa

Community structure is common in many real networks, with nodes clustered in groups sharing the same connections patterns. While many community detection methods have been developed for networks with binary edges, few of them are applicable…

Methodology · Statistics 2023-03-13 Andressa Cerqueira , Elizaveta Levina

In this paper, we introduce a hierarchical extension of the stochastic blockmodel to identify multilevel community structures in networks. We also present a Markov chain Monte Carlo (MCMC) and a variational Bayes algorithm to fit the model…

Methodology · Statistics 2024-10-07 Pedro Regueiro , Abel Rodríguez , Juan Sosa

Structural equation models are commonly used to capture the relationship between sets of observed and unobservable variables. Traditionally these models are fitted using frequentist approaches but recently researchers and practitioners have…

Methodology · Statistics 2023-02-22 Khue-Dung Dang , Luca Maestrini

Approximating complex probability densities is a core problem in modern statistics. In this paper, we introduce the concept of Variational Inference (VI), a popular method in machine learning that uses optimization techniques to estimate…

Machine Learning · Computer Science 2021-11-23 Ankush Ganguly , Samuel W. F. Earp

The mixed membership stochastic blockmodel (MMSB) is a popular framework for community detection and network generation. It learns a low-rank mixed membership representation for each node across communities by exploiting the underlying…

Machine Learning · Computer Science 2020-02-25 Yue Zhang , Arti Ramesh

We develop a principled methodology to infer assortative communities in networks based on a nonparametric Bayesian formulation of the planted partition model. We show that this approach succeeds in finding statistically significant…

Physics and Society · Physics 2020-12-24 Lizhi Zhang , Tiago P. Peixoto

This paper describes an approach to simultaneously identify clusters and estimate cluster-specific regression parameters from the given data. Such an approach can be useful in learning the relationship between input and output when the…

Statistical Finance · Quantitative Finance 2024-01-02 Udai Nagpal , Krishan Nagpal

Bipartite networks are a common type of network data in which there are two types of vertices, and only vertices of different types can be connected. While bipartite networks exhibit community structure like their unipartite counterparts,…

Social and Information Networks · Computer Science 2014-07-14 Daniel B. Larremore , Aaron Clauset , Abigail Z. Jacobs

We consider the problem of community detection from observed interactions between individuals, in the context where multiple types of interaction are possible. We use labelled stochastic block models to represent the observed data, where…

Social and Information Networks · Computer Science 2012-09-14 Simon Heimlicher , Marc Lelarge , Laurent Massoulié

Variational inference is a powerful approach for approximate posterior inference. However, it is sensitive to initialization and can be subject to poor local optima. In this paper, we develop proximity variational inference (PVI). PVI is a…

Machine Learning · Statistics 2017-05-26 Jaan Altosaar , Rajesh Ranganath , David M. Blei

The stochastic block model (SBM) is a fundamental tool for community detection in networks, yet the finite-sample performance of inference methods remains underexplored. We evaluate key algorithms-spectral methods, variational inference,…

Social and Information Networks · Computer Science 2024-12-06 Tianjun Ke , Zhiyu Xu

Stochastic variational inference for collapsed models has recently been successfully applied to large scale topic modelling. In this paper, we propose a stochastic collapsed variational inference algorithm in the sequential data setting.…

Machine Learning · Statistics 2015-12-08 Pengyu Wang , Phil Blunsom

We consider the challenging problem of statistical inference for exponential-family random graph models based on a single observation of a random graph with complex dependence. To facilitate statistical inference, we consider random graphs…

Statistics Theory · Mathematics 2020-03-13 Michael Schweinberger

We exploit the observation that stochastic variational inference (SVI) is a form of annealing and present a modified SVI approach -- applicable to both large and small datasets -- that allows the amount of annealing done by SVI to be tuned.…

Machine Learning · Computer Science 2025-11-17 John Paisley , Ghazal Fazelnia , Brian Barr

Estimating a distribution given access to its unnormalized density is pivotal in Bayesian inference, where the posterior is generally known only up to an unknown normalizing constant. Variational inference and Markov chain Monte Carlo…

Machine Learning · Statistics 2025-05-06 Daniel Ward , Mark Beaumont , Matteo Fasiolo

This paper considers the problem of community detection on multiple potentially correlated graphs from an information-theoretical perspective. We first put forth a random graph model, called the multi-view stochastic block model (MVSBM),…

Social and Information Networks · Computer Science 2024-01-19 Yexin Zhang , Zhongtian Ma , Qiaosheng Zhang , Zhen Wang , Xuelong Li

The stochastic block model (SBM) is a probabilistic model for community structure in networks. Typically, only the adjacency matrix is used to perform SBM parameter inference. In this paper, we consider circumstances in which nodes have an…

Social and Information Networks · Computer Science 2018-03-09 Natalie Stanley , Thomas Bonacci , Roland Kwitt , Marc Niethammer , Peter J. Mucha

In many applications of network analysis, it is important to distinguish between observed and unobserved factors affecting network structure. To this end, we develop spectral estimators for both unobserved blocks and the effect of…

Methodology · Statistics 2021-03-15 Angelo Mele , Lingxin Hao , Joshua Cape , Carey E. Priebe