2 research outputs found

    Consistency of adjacency spectral embedding for the mixed membership stochastic blockmodel

    Full text link
    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. Whereas spectral analysis for the stochastic blockmodel is increasingly well established, theory for the mixed membership case is considerably less developed. Here we show that adjacency spectral embedding into Rk\mathbb{R}^k, followed by fitting the minimum volume enclosing convex kk-polytope to the k−1k-1 principal components, leads to a consistent estimate of a kk-community mixed membership stochastic blockmodel. The key is to identify a direct correspondence between the mixed membership stochastic blockmodel and the random dot product graph, which greatly facilitates theoretical analysis. Specifically, a 2→∞2 \rightarrow \infty norm and central limit theorem for the random dot product graph are exploited to respectively show consistency and partially correct the bias of the procedure.Comment: 12 pages, 6 figure

    Stratified stochastic variational inference for high-dimensional network factor model

    Get PDF
    There has been considerable recent interest in Bayesian modeling of high-dimensional networks via latent space approaches. When the number of nodes increases, estimation based on Markov Chain Monte Carlo can be extremely slow and show poor mixing, thereby motivating research on alternative algorithms that scale well in high-dimensional settings. In this article, we focus on the latent factor model, a widely used approach for latent space modeling of network data. We develop scalable algorithms to conduct approximate Bayesian inference via stochastic optimization. Leveraging sparse representations of network data, the proposed algorithms show massive computational and storage benefits, and allow to conduct inference in settings with thousands of nodes.Comment: 25 pages, 1 figures. Corrected compilation issues and minor typo
    corecore