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

DOI10.1214/19-EJS1624zbMATH Open1433.62162arXiv1903.04306OpenAlexW2921348109MaRDI QIDQ2008607FDOQ2008607

Authors: Léa Longepierre, Catherine Matias 

Publication date: 26 November 2019

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

Abstract: We consider a dynamic version of the stochastic block model, in which the nodes are partitioned into latent classes and the connection between two nodes is drawn from a Bernoulli distribution depending on the classes of these two nodes. The temporal evolution is modeled through a hidden Markov chain on the nodes memberships. We prove the consistency (as the number of nodes and time steps increase) of the maximum likelihood and variational estimators of the model parameters, and obtain upper bounds on the rates of convergence of these estimators. We also explore the particular case where the number of time steps is fixed and connectivity parameters are allowed to vary.

Full work available at URL: https://arxiv.org/abs/1903.04306

Recommendations

• Consistency of maximum-likelihood and variational estimators in the stochastic block model
• Asymptotic normality of maximum likelihood and its variational approximation for stochastic blockmodels
• Spectral clustering in the dynamic stochastic block model
• Stochastic blockmodels with a growing number of classes
• Statistical clustering of temporal networks through a dynamic stochastic block model

zbMATH Keywords

maximum likelihood estimationdynamic networktemporal networkdynamic stochastic block modelvariational estimation

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Statistical block designs (62K10) Random graphs (graph-theoretic aspects) (05C80)

Cites Work

• Spectral clustering and the high-dimensional stochastic blockmodel
• Convergence of the groups posterior distribution in latent or stochastic block models
• Rate-optimal graphon estimation
• Consistency of maximum-likelihood and variational estimators in the stochastic block model
• Dynamic network models and graphon estimation
• Consistency of spectral clustering in stochastic block models
• Asymptotic normality of maximum likelihood and its variational approximation for stochastic blockmodels
• Title not available (Why is that?)
• Global spectral clustering in dynamic networks
• Statistical Clustering of Temporal Networks Through a Dynamic Stochastic Block Model
• Spectral clustering in the dynamic stochastic block model
• The dynamic random subgraph model for the clustering of evolving networks
• Detecting communities and their evolutions in dynamic social networks -- a Bayesian approach
• Consistent community detection in multi-relational data through restricted multi-layer stochastic blockmodel
• Oracle inequalities for network models and sparse graphon estimation
• A state-space mixed membership blockmodel for dynamic network tomography
• Dealing with reciprocity in dynamic stochastic block models
• Maximum likelihood estimation of sparse networks with missing observations
• Chernoff-Hoeffding bounds for Markov chains: generalized and simplified
• Nonparametric Identification in the Dynamic Stochastic Block Model

Cited In (7)

• Sparse and smooth: improved guarantees for spectral clustering in the dynamic stochastic block model
• Hybrid maximum likelihood inference for stochastic block models
• Semiparametric estimation for dynamic networks with shifted connecting intensities
• Variational Inference for Stochastic Block Models From Sampled Data
• Likelihood-based model selection for stochastic block models
• Title not available (Why is that?)
• Nonparametric Identification in the Dynamic Stochastic Block Model

This page was built for publication: Consistency of the maximum likelihood and variational estimators in a dynamic stochastic block model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2008607)