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In this paper, we propose a new test for testing the equality of two population covariance matrices in the ultra-high dimensional setting that the dimension is much larger than the sizes of both of the two samples. Our proposed methodology…

Methodology · Statistics 2023-12-19 Xiucai Ding , Yichen Hu , Zhenggang Wang

Detecting communities in high-dimensional graphs can be achieved by applying random matrix theory where the adjacency matrix of the graph is modeled by a Stochastic Block Model (SBM). However, the SBM makes an unrealistic assumption that…

Signal Processing · Electrical Eng. & Systems 2023-12-08 Robert Malinas , Dogyoon Song , Alfred O. Hero

Stochastic Block Models (SBMs) are a popular approach to modeling single real-world graphs. The key idea of SBMs is to partition the vertices of the graph into blocks with similar edge densities within, as well as between different blocks.…

Social and Information Networks · Computer Science 2024-12-23 Iiro Kumpulainen , Sebastian Dalleiger , Jilles Vreeken , Nikolaj Tatti

We study sharp detection thresholds for degree corrections in Stochastic Block Models in the context of a goodness of fit problem, and explore the effect of the unknown community assignment (a high dimensional nuisance parameter) and the…

Statistics Theory · Mathematics 2019-07-16 Rajarshi Mukherjee , Subhabrata Sen

Statistical analysis of network is an active research area and the literature counts a lot of papers concerned with network models and statistical analysis of networks. However, very few papers deal with missing data in network analysis and…

Statistics Theory · Mathematics 2020-10-21 Mahendra Mariadassou , Timothée Tabouy

In this paper new tests for the independence of two high-dimensional vectors are investigated. We consider the case where the dimension of the vectors increases with the sample size and propose multivariate analysis of variance-type…

Statistics Theory · Mathematics 2023-04-19 Taras Bodnar , Holger Dette , Nestor Parolya

This paper investigates a statistical procedure for testing the equality of two independently estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…

Methodology · Statistics 2020-07-13 Rémy Mariétan , Stephan Morgenthaler

Community detection is a fundamental problem in network analysis, with applications in many diverse areas. The stochastic block model is a common tool for model-based community detection, and asymptotic tools for checking consistency of…

Statistics Theory · Mathematics 2015-03-18 Yunpeng Zhao , Elizaveta Levina , Ji Zhu

This paper investigates a statistical procedure for testing the equality of two independent estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…

Statistics Theory · Mathematics 2020-03-09 Rémy Mariétan , Stephan Morgenthaler

Researchers theorize that many real-world networks exhibit community structure where within-community edges are more likely than between-community edges. While numerous methods exist to cluster nodes into different communities, less work…

Social and Information Networks · Computer Science 2024-05-15 Eric Yanchenko , Srijan Sengupta

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

Community identification in a network is an important problem in fields such as social science, neuroscience, and genetics. Over the past decade, stochastic block models (SBMs) have emerged as a popular statistical framework for this…

Statistics Theory · Mathematics 2018-10-02 Min Xu , Varun Jog , Po-Ling Loh

We consider a two-sample hypothesis testing problem, where the distributions are defined on the space of undirected graphs, and one has access to only one observation from each model. A motivating example for this problem is comparing the…

We study the problem of testing for structure in networks using relations between the observed frequencies of small subgraphs. We consider the statistics \begin{align*} T_3 & =(\text{edge frequency})^3 - \text{triangle frequency}\\ T_2 &…

Methodology · Statistics 2017-04-25 Chao Gao , John Lafferty

We develop an information-theoretic view of the stochastic block model, a popular statistical model for the large-scale structure of complex networks. A graph $G$ from such a model is generated by first assigning vertex labels at random…

Information Theory · Computer Science 2015-08-03 Yash Deshpande , Emmanuel Abbe , Andrea Montanari

We investigate how to select the number of communities for weighted networks without a full likelihood modeling. First, we propose a novel weighted degree-corrected stochastic block model (DCSBM), where the mean adjacency matrix is modeled…

Methodology · Statistics 2025-03-12 Yucheng Liu , Xiaodong Li

We consider the problem of estimating the location of a single change point in a dynamic stochastic block model. We propose two methods of estimating the change point, together with the model parameters. The first employs a least squares…

Statistics Theory · Mathematics 2020-05-21 Monika Bhattacharjee , Moulinath Banerjee , George Michailidis

Community detection in graphs that are generated according to stochastic block models (SBMs) has received much attention lately. In this paper, we focus on the binary symmetric SBM -- in which a graph of $n$ vertices is randomly generated…

Optimization and Control · Mathematics 2021-09-28 Peng Wang , Zirui Zhou , Anthony Man-Cho So

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

Networks are useful representations of many systems with interacting entities, such as social, biological and physical systems. Characterizing the meso-scale organization, i.e. the community structure, is an important problem in network…

Physics and Society · Physics 2019-11-06 Abdullah Karaaslanli , Selin Aviyente