Consistency of the maximum likelihood and variational estimators in a dynamic stochastic block model
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Publication:2008607
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.
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Cited in
(13)- Sparse and smooth: improved guarantees for spectral clustering in the dynamic stochastic block model
- scientific article; zbMATH DE number 7056839 (Why is no real title available?)
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- Nonparametric Identification in the Dynamic Stochastic Block Model
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