Asymptotic normality of maximum likelihood and its variational approximation for stochastic blockmodels
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Publication:385773
DOI10.1214/13-AOS1124zbMATH Open1292.62042arXiv1207.0865OpenAlexW2000116444WikidataQ105584268 ScholiaQ105584268MaRDI QIDQ385773FDOQ385773
Authors: D. S. Choi, Hai Zhang, P. J. Bickel, Xiangyu Chang 
Publication date: 11 December 2013
Published in: The Annals of Statistics (Search for Journal in Brave)
Abstract: Variational methods for parameter estimation are an active research area, potentially offering computationally tractable heuristics with theoretical performance bounds. We build on recent work that applies such methods to network data, and establish asymptotic normality rates for parameter estimates of stochastic blockmodel data, by either maximum likelihood or variational estimation. The result also applies to various sub-models of the stochastic blockmodel found in the literature.
Full work available at URL: https://arxiv.org/abs/1207.0865
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