Selective inference for latent block models
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Publication:2044409
DOI10.1214/21-EJS1853zbMATH Open1471.62265arXiv2005.13273OpenAlexW3167177323MaRDI QIDQ2044409FDOQ2044409
Authors: Taiji Suzuki, Chihiro Watanabe
Publication date: 9 August 2021
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Abstract: Model selection in latent block models has been a challenging but important task in the field of statistics. Specifically, a major challenge is encountered when constructing a test on a block structure obtained by applying a specific clustering algorithm to a finite size matrix. In this case, it becomes crucial to consider the selective bias in the block structure, that is, the block structure is selected from all the possible cluster memberships based on some criterion by the clustering algorithm. To cope with this problem, this study provides a selective inference method for latent block models. Specifically, we construct a statistical test on a set of row and column cluster memberships of a latent block model, which is given by a squared residue minimization algorithm. The proposed test, by its nature, includes and thus can also be used as the test on the set of row and column cluster numbers. We also propose an approximated version of the test based on simulated annealing to avoid combinatorial explosion in searching the optimal block structure. The results show that the proposed exact and approximated tests work effectively, compared to the naive test that did not take the selective bias into account.
Full work available at URL: https://arxiv.org/abs/2005.13273
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Parametric hypothesis testing (62F03) Classification and discrimination; cluster analysis (statistical aspects) (62H30)
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