Change point estimation in a dynamic stochastic block model
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Cites work
- A state-space mixed membership blockmodel for dynamic network tomography
- Achieving optimal misclassification proportion in stochastic block models
- Algorithms for the optimal identification of segment neighborhoods
- Co-clustering separately exchangeable network data
- Concentration and regularization of random graphs
- Consistency of spectral clustering in stochastic block models
- Detecting communities and their evolutions in dynamic social networks -- a Bayesian approach
- Dynamic network models and graphon estimation
- Estimating time-varying networks
- Fast community detection by SCORE
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- Impact of regularization on spectral clustering
- Introduction to empirical processes and semiparametric inference
- Locally adaptive dynamic networks
- Minimax rates of community detection in stochastic block models
- NP-hardness of Euclidean sum-of-squares clustering
- Oracle inequalities for network models and sparse graphon estimation
- Probabilistic foundations of statistical network analysis
- Rate-optimal graphon estimation
- Role of normalization in spectral clustering for stochastic blockmodels
- Spectral clustering and the high-dimensional stochastic blockmodel
- Spectral clustering in the dynamic stochastic block model
- Statistical analysis of network data with R
- Statistical clustering of temporal networks through a dynamic stochastic block model
- Structural breaks in time series
- The structure and dynamics of networks
- Weak convergence and empirical processes. With applications to statistics
Cited in
(27)- Inference on the change point under a high dimensional sparse mean shift
- Changepoint Inference for Erdős–Rényi Random Graphs
- Network interpolation
- Exact tests for offline changepoint detection in multichannel binary and count data with application to networks
- Community detection for multilayer weighted networks
- Multiple Change Point Detection in Reduced Rank High Dimensional Vector Autoregressive Models
- Change Point Estimation in a Dynamic Stochastic Block Model
- GBTM: community detection and network reconstruction for noisy and time-evolving data
- Joint modeling of change-point identification and dependent dynamic community detection
- Recent advances on mechanisms of network generation: community, exchangeability, and scale-free properties
- Change-point inference in high-dimensional regression models under temporal dependence
- Dating the break in high-dimensional data
- Fundamental limits of community detection from multi-view data: multi-layer, dynamic and partially labeled block models
- A two-way heterogeneity model for dynamic networks
- A Latent Space Model for Weighted Keyword Co-Occurrence Networks with Applications in Knowledge Discovery in Statistics
- Semiparametric modeling and analysis for longitudinal network data
- Multiple network embedding for anomaly detection in time series of graphs
- Change Point Detection in Dynamic Networks via Regularized Tensor Decomposition
- Inference for change points in high dimensional mean shift models
- Exploratory analysis of dynamic networks using latent functions
- On Optimal Tracking of Structural Changes in Time-Varying Networks
- Detecting a late changepoint in the preferential attachment model
- Detection and estimation of vertexwise latent position shifts across networks
- Restricted Tweedie stochastic block models
- Euclidean mirrors and first-order changepoints in network time series
- Localising change points in piecewise polynomials of general degrees
- Optimal change point detection and localization in sparse dynamic networks
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