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This paper presents a model selection technique of estimation in semiparametric regression models of the type Y_i=\beta^{\prime}\underbarX_i+f(T_i)+W_i, i=1,...,n. The parametric and nonparametric components are estimated simultaneously by…

Statistics Theory · Mathematics 2007-06-13 Florentina Bunea

The stochastic block model (SBM) provides a popular framework for modeling community structures in networks. However, more attention has been devoted to problems concerning estimating the latent node labels and the model parameters than the…

Statistics Theory · Mathematics 2016-03-02 Y. X. Rachel Wang , Peter J. Bickel

We provide a novel family of generative block-models for random graphs that naturally incorporates degree distributions: the block-constrained configuration model. Block-constrained configuration models build on the generalised…

Physics and Society · Physics 2021-02-24 Giona Casiraghi

We consider the community detection problem in sparse random hypergraphs under the non-uniform hypergraph stochastic block model (HSBM), a general model of random networks with community structure and higher-order interactions. When the…

Statistics Theory · Mathematics 2024-12-11 Ioana Dumitriu , Haixiao Wang , Yizhe Zhu

We discuss the problem of parameter estimation in nonlinear stochastic differential equations based on sampled time series. A central message from the theory of integrating stochastic differential equations is that there exists in general…

Adaptation and Self-Organizing Systems · Physics 2015-06-26 J. Timmer

The vast majority of network datasets contains errors and omissions, although this is rarely incorporated in traditional network analysis. Recently, an increasing effort has been made to fill this methodological gap by developing network…

Social and Information Networks · Computer Science 2018-10-19 Tiago P. Peixoto

We consider the problem of estimating the number of communities in a weighted balanced Stochastic Block Model. We construct hypothesis tests based on semidefinite programming and with a statistic coming from a GOE matrix to distinguish…

Statistics Theory · Mathematics 2025-02-25 Deborah Oliveira , Andressa Cerqueira , Roberto Oliveira

In the mixture of experts model, a common assumption is the linearity between a response variable and covariates. While this assumption has theoretical and computational benefits, it may lead to suboptimal estimates by overlooking potential…

Methodology · Statistics 2025-04-17 Yeongsan Hwang , Byungtae Seo , Sangkon Oh

We investigate a data-driven approach to constructing uncertainty sets for robust optimization problems, where the uncertain problem parameters are modeled as random variables whose joint probability distribution is not known. Relying only…

Optimization and Control · Mathematics 2020-09-22 Polina Alexeenko , Eilyan Bitar

The stochastic block model is able to generate different network partitions, ranging from traditional assortative communities to disassortative structures. Since the degree-corrected stochastic block model does not specify which mixing…

Social and Information Networks · Computer Science 2019-09-16 Xiaoyan Lu , Boleslaw K. Szymanski

The statistical inference of stochastic block models as emerged as a mathematicaly principled method for identifying communities inside networks. Its objective is to find the node partition and the block-to-block adjacency matrix of maximum…

Social and Information Networks · Computer Science 2020-12-17 Louis Duvivier , Rémy Cazabet , Céline Robardet

Assume one observes independent categorical variables or, equivalently, one observes the corresponding multinomial variables. Estimating the distribution of the observed sequence amounts to estimating the expectation of the multinomial…

Statistics Theory · Mathematics 2009-06-15 C. Durot , E. Lebarbier , A. -S. Tocquet

Triangular systems with nonadditively separable unobserved heterogeneity provide a theoretically appealing framework for the modelling of complex structural relationships. However, they are not commonly used in practice due to the need for…

Econometrics · Economics 2019-10-08 Victor Chernozhukov , Iván Fernández-Val , Whitney Newey , Sami Stouli , Francis Vella

Existing identification and estimation methods for semiparametric sample selection models rely heavily on exclusion restrictions. However, it is difficult in practice to find a credible excluded variable that has a correlation with…

Econometrics · Economics 2024-12-03 Zhewen Pan , Yifan Zhang

We propose a structure of a semiparametric two-component mixture model when one component is parametric and the other is defined through linear constraints on its distribution function. Estimation of a two-component mixture model with an…

Methodology · Statistics 2017-12-22 Diaa Al Mohamad , Assia Boumahdaf

We study the problem of community recovery and detection in multi-layer stochastic block models, focusing on the critical network density threshold for consistent community structure inference. Using a prototypical two-block model, we…

Statistics Theory · Mathematics 2023-11-15 Jing Lei , Anru R. Zhang , Zihan Zhu

Motivated by modeling and analysis of mass-spectrometry data, a semi- and nonparametric model is proposed that consists of a linear parametric component for individual location and scale and a nonparametric regression function for the…

Methodology · Statistics 2013-05-08 Weiping Ma , Yang Feng , Kani Chen , Zhiliang Ying

We present a method to estimate block membership of nodes in a random graph generated by a stochastic blockmodel. We use an embedding procedure motivated by the random dot product graph model, a particular example of the latent position…

Machine Learning · Statistics 2012-04-30 Daniel L. Sussman , Minh Tang , Donniell E. Fishkind , Carey E. Priebe

We consider the problem of nonparametric regression under shape constraints. The main examples include isotonic regression (with respect to any partial order), unimodal/convex regression, additive shape-restricted regression, and…

Statistics Theory · Mathematics 2018-07-03 Adityanand Guntuboyina , Bodhisattva Sen

We provide a selected overview of methodology and theory for estimation and inference on the edge weights in high-dimensional directed and undirected Gaussian graphical models. For undirected graphical models, two main explicit…

Statistics Theory · Mathematics 2018-01-26 Jana Jankova , Sara van de Geer