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Particle Marginal Metropolis-Hastings (PMMH) is a general approach to Bayesian inference when the likelihood is intractable, but can be estimated unbiasedly. Our article develops an efficient PMMH method that scales up better to higher…

Computation · Statistics 2023-05-10 David Gunawan , Pratiti Chatterjee , Robert Kohn

The Kolmogorov--Smirnov (KS) test is a widely used statistical test that assesses the conformity of a sample to a specified distribution. Its efficacy, however, diminishes with serially dependent data and when parameters within the…

Methodology · Statistics 2025-11-11 Mathew Chandy , Elizabeth Schifano , Jun Yan , Xianyang Zhang

Large-scale multiple testing tasks often exhibit dependence, and leveraging the dependence between individual tests is still one challenging and important problem in statistics. With recent advances in graphical models, it is feasible to…

Methodology · Statistics 2012-10-19 Jie Liu , Chunming Zhang , Catherine McCarty , Peggy Peissig , Elizabeth Burnside , David Page

Markov state models (MSMs) have been demonstrated to be a powerful method for computationally studying intramolecular processes such as protein folding and macromolecular conformational changes. In this article, we present a new approach to…

Biological Physics · Physics 2015-06-18 Matthew R. Perkett , Michael F. Hagan

The mixed membership stochastic blockmodel is a statistical model for a graph, which extends the stochastic blockmodel by allowing every node to randomly choose a different community each time a decision of whether to form an edge is made.…

Methodology · Statistics 2017-05-15 Patrick Rubin-Delanchy , Carey E. Priebe , Minh Tang

To sample from a given target distribution, Markov chain Monte Carlo (MCMC) sampling relies on constructing an ergodic Markov chain with the target distribution as its invariant measure. For any MCMC method, an important question is how to…

Probability · Mathematics 2023-08-15 Federica Milinanni , Pierre Nyquist

This paper addresses the problem of mixed-membership estimation in networks, where the goal is to efficiently estimate the latent mixed-membership structure from the observed network. Recognizing the widespread availability and valuable…

Statistics Theory · Mathematics 2025-02-11 Jianqing Fan , Jiawei Ge , Jikai Hou

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

Community detection in directed networks is a central task in network analysis. Unlike undirected networks, directed networks encode inherently asymmetric relationships, giving rise to sender and receiver roles that may each follow distinct…

Methodology · Statistics 2025-08-21 Huan Qing

A class of models that have been widely used are the exponential random graph (ERG) models, which form a comprehensive family of models that include independent and dyadic edge models, Markov random graphs, and many other graph…

Statistics Theory · Mathematics 2022-02-07 Denise Duarte , Rafael Honório Pereira Alves

The mixed membership stochastic blockmodel (MMSB) is a popular Bayesian network model for community detection. Fitting such large Bayesian network models quickly becomes computationally infeasible when the number of nodes grows into…

Social and Information Networks · Computer Science 2024-05-24 Timothy Jones , Owen G. Ward , Yiran Jiang , John Paisley , Tian Zheng

Inference for the stochastic blockmodel is currently of burgeoning interest in the statistical community, as well as in various application domains as diverse as social networks, citation networks, brain connectivity networks…

Methodology · Statistics 2016-02-10 Shakira Suwan , Dominic S. Lee , Runze Tang , Daniel L. Sussman , Minh Tang , Carey E. Priebe

This paper surveys various results about Markov chains on general (non-countable) state spaces. It begins with an introduction to Markov chain Monte Carlo (MCMC) algorithms, which provide the motivation and context for the theory which…

Probability · Mathematics 2009-09-29 Gareth O. Roberts , Jeffrey S. Rosenthal

The stochastic block model (SBM) is a random graph model with different group of vertices connecting differently. It is widely employed as a canonical model to study clustering and community detection, and provides a fertile ground to study…

Probability · Mathematics 2023-10-26 Emmanuel Abbe

Given its ability to analyse stochastic models ranging from discrete and continuous-time Markov chains to Markov decision processes and stochastic games, probabilistic model checking (PMC) is widely used to verify system dependability and…

Logic in Computer Science · Computer Science 2025-03-26 Radu Calinescu , Sinem Getir Yaman , Simos Gerasimou , Gricel Vázquez , Micah Bassett

We propose and analyze the problems of \textit{community goodness-of-fit and two-sample testing} for stochastic block models (SBM), where changes arise due to modification in community memberships of nodes. Motivated by practical…

Information Theory · Computer Science 2019-11-01 Aditya Gangrade , Praveen Venkatesh , Bobak Nazer , Venkatesh Saligrama

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

Mixed membership problem for undirected network has been well studied in network analysis recent years. However, the more general case of mixed membership for directed network in which nodes can belong to multiple communities remains a…

Machine Learning · Statistics 2022-09-14 Huan Qing , Jingli Wang

Latent block models are used for probabilistic biclustering, which is shown to be an effective method for analyzing various relational data sets. However, there has been no statistical test method for determining the row and column cluster…

Machine Learning · Statistics 2020-09-18 Chihiro Watanabe , Taiji Suzuki

We consider a finite-state partially observable Markov decision problem (POMDP) with an infinite horizon and a discounted cost, and we propose a new method for computing a cost function approximation that is based on features and…

Systems and Control · Electrical Eng. & Systems 2025-07-08 Yuchao Li , Kim Hammar , Dimitri Bertsekas