Related papers: An exact test for the mixed membership stochastic …
We propose a simple mixed membership model for social network clustering in this paper. A flexible function is adopted to measure affinities among a set of entities in a social network. The model not only allows each entity in the network…
One of the most widely used samplers in practice is the component-wise Metropolis-Hastings (CMH) sampler that updates in turn the components of a vector valued Markov chain using accept-reject moves generated from a proposal distribution.…
This paper develops goodness of fit statistics that can be used to formally assess Markov random field models for spatial data, when the model distributions are discrete or continuous and potentially parametric. Test statistics are formed…
Markov Chain Monte Carlo methods are widely used in signal processing and communications for statistical inference and stochastic optimization. In this work, we introduce an efficient adaptive Metropolis-Hastings algorithm to draw samples…
Last years have seen a regain of interest for the use of stochastic block modeling (SBM) in recommender systems. These models are seen as a flexible alternative to tensor decomposition techniques that are able to handle labeled data. Recent…
We study the computational complexity of a Metropolis-Hastings algorithm for Bayesian community detection. We first establish a posterior strong consistency result for a natural prior distribution on stochastic block models under the…
Stochastic epidemic models provide an interpretable probabilistic description of the spread of a disease through a population. Yet, fitting these models to partially observed data is a notoriously difficult task due to intractability of the…
We discuss two views on extending existing methods for complex network modeling which we dub the communities first and the networks first view, respectively. Inspired by the networks first view that we attribute to White, Boorman, and…
Social network analysis is the study of how links between a set of actors are formed. Typically, it is believed that links are formed in a structured manner, which may be due to, for example, political or material incentives, and which…
We present asymptotic and finite-sample results on the use of stochastic blockmodels for the analysis of network data. We show that the fraction of misclassified network nodes converges in probability to zero under maximum likelihood…
Based on two independent samples X_1,...,X_m and X_{m+1},...,X_n drawn from multivariate distributions with unknown Lebesgue densities p and q respectively, we propose an exact multiple test in order to identify simultaneously regions of…
An efficient MCMC algorithm is presented to cluster the nodes of a network such that nodes with similar role in the network are clustered together. This is known as block-modelling or block-clustering. The model is the stochastic blockmodel…
We elaborate the idea behind Markov chain Monte Carlo (MCMC) methods in a mathematically coherent, yet simple and understandable way. To this end, we proof a pivotal convergence theorem for finite Markov chains and a minimal version of the…
The stochastic block model (SBM) is a probabilistic model de- signed to describe heterogeneous directed and undirected graphs. In this paper, we address the asymptotic inference on SBM by use of maximum- likelihood and variational…
The stochastic block model (SBM) is a popular model for capturing community structure and interaction within a network. Network data with non-Boolean edge weights is becoming commonplace; however, existing analysis methods convert such data…
Many popular models from the networks literature can be viewed through a common lens of contingency tables on network dyads, resulting in \emph{log-linear ERGMs}: exponential family models for random graphs whose sufficient statistics are…
In this work, we propose a global model selection criterion to estimate the graph of conditional dependencies of a random vector based on a finite sample. By global criterion, we mean optimizing a function over the entire set of possible…
The stochastic block model (SBM) is a flexible probabilistic tool that can be used to model interactions between clusters of nodes in a network. However, it does not account for interactions of time varying intensity between clusters. The…
We establish a general theory of optimality for block bootstrap distribution estimation for sample quantiles under a mild strong mixing assumption. In contrast to existing results, we study the block bootstrap for varying numbers of blocks.…
The Metropolis-Hastings (MH) algorithm is the prototype for a class of Markov chain Monte Carlo methods that propose transitions between states and then accept or reject the proposal. These methods generate a correlated sequence of random…