A goodness-of-fit test for stochastic block models
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Publication:5963527
DOI10.1214/15-AOS1370zbMATH Open1331.62283arXiv1412.4857OpenAlexW3102176215WikidataQ105584304 ScholiaQ105584304MaRDI QIDQ5963527FDOQ5963527
Publication date: 22 February 2016
Published in: The Annals of Statistics (Search for Journal in Brave)
Abstract: The stochastic block model is a popular tool for studying community structures in network data. We develop a goodness-of-fit test for the stochastic block model. The test statistic is based on the largest singular value of a residual matrix obtained by subtracting the estimated block mean effect from the adjacency matrix. Asymptotic null distribution is obtained using recent advances in random matrix theory. The test is proved to have full power against alternative models with finer structures. These results naturally lead to a consistent sequential testing estimate of the number of communities.
Full work available at URL: https://arxiv.org/abs/1412.4857
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Cited In (62)
- Fast Network Community Detection With Profile-Pseudo Likelihood Methods
- Quantitative Tracy-Widom laws for the largest eigenvalue of generalized Wigner matrices
- Universal rank inference via residual subsampling with application to large networks
- Sharp local minimax rates for goodness-of-fit testing in multivariate binomial and Poisson families and in multinomials
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- A goodness-of-fit test on the number of biclusters in a relational data matrix
- Consistent Estimation of the Number of Communities via Regularized Network Embedding
- Adjacency matrix comparison for stochastic block models
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- Statistical inference on random dot product graphs: a survey
- Network representation using graph root distributions
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- Special invited paper: the SCORE normalization, especially for heterogeneous network and text data
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