Optimal Bayesian estimation for random dot product graphs

DOI10.1093/BIOMET/ASAA031MaRDI QIDQ5145702zbMATH OpenOpenAlexFDO

Authors Fangzheng Xie, Yanxun Xu

Publication date 21 January 2021

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1904.12070

zbMATH Keywords

likelihood-based graph estimationminimax optimalitypositive semidefinite stochastic block modelposterior spectral embedding

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Probabilistic graphical models (62H22) Inference from stochastic processes and spectral analysis (62M15)

Abstract: We propose a Bayesian approach, called the posterior spectral embedding, for estimating the latent positions in random dot product graphs, and prove its optimality. Unlike the classical spectral-based adjacency/Laplacian spectral embedding, the posterior spectral embedding is a fully-likelihood based graph estimation method taking advantage of the Bernoulli likelihood information of the observed adjacency matrix. We develop a minimax-lower bound for estimating the latent positions, and show that the posterior spectral embedding achieves this lower bound since it both results in a minimax-optimal posterior contraction rate, and yields a point estimator achieving the minimax risk asymptotically. The convergence results are subsequently applied to clustering in stochastic block models, the result of which strengthens an existing result concerning the number of mis-clustered vertices. We also study a spectral-based Gaussian spectral embedding as a natural Bayesian analogy of the adjacency spectral embedding, but the resulting posterior contraction rate is sub-optimal with an extra logarithmic factor. The practical performance of the proposed methodology is illustrated through extensive synthetic examples and the analysis of a Wikipedia graph data.

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