Consistency of maximum-likelihood and variational estimators in the stochastic block model

DOI10.1214/12-EJS729zbMATH Open1295.62028arXiv1105.3288OpenAlexW2953284363MaRDI QIDQ1950883FDOQ1950883

Authors: Laurent Pierre, Alain Celisse, Jean-Jacques Daudin 

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Abstract: 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 approaches. The identi ability of SBM is proved, while asymptotic properties of maximum-likelihood and variational esti- mators are provided. In particular, the consistency of these estimators is settled, which is, to the best of our knowledge, the rst result of this type for variational estimators with random graphs.

Full work available at URL: https://arxiv.org/abs/1105.3288

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zbMATH Keywords

stochastic block modelconsistencyconcentration inequalitiesmaximum likelihood estimatorsrandom graphsvariational estimators

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Random graphs (graph-theoretic aspects) (05C80) Approximations to statistical distributions (nonasymptotic) (62E17)

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Uses Software

• StOCNET
• Mixnet

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