A goodness-of-fit test for stochastic block models
From MaRDI portal
Publication:5963527
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.
Recommendations
- Using Maximum Entry-Wise Deviation to Test the Goodness of Fit for Stochastic Block Models
- Likelihood-based model selection for stochastic block models
- Testing degree corrections in stochastic block models
- Stochastic blockmodels with a growing number of classes
- A likelihood-ratio type test for stochastic block models with bounded degrees
Cites work
- A necessary and sufficient condition for edge universality of Wigner matrices
- A tensor approach to learning mixed membership community models
- Community structure in social and biological networks
- Consistency of community detection in networks under degree-corrected stochastic block models
- Consistency of spectral clustering in stochastic block models
- Consistent adjacency-spectral partitioning for the stochastic block model when the model parameters are unknown
- Exact Recovery in the Stochastic Block Model
- Fast community detection by SCORE
- Isotropic local laws for sample covariance and generalized Wigner matrices
- Matrix estimation by universal singular value thresholding
- Mixed membership stochastic blockmodels
- On the Limitation of Spectral Methods: From the Gaussian Hidden Clique Problem to Rank One Perturbations of Gaussian Tensors
- Rigidity of eigenvalues of generalized Wigner matrices
- Spectral redemption in clustering sparse networks
- Spectral statistics of Erdős-Rényi graphs II: eigenvalue spacing and the extreme eigenvalues
- Spectral statistics of Erdős-Rényi graphs. I: Local semicircle law
- The local semicircle law for a general class of random matrices
- Uncovering latent structure in valued graphs: a variational approach
Cited in
(63)- Discussion of “Cocitation and Coauthorship Networks of Statisticians”
- Network-Based Clustering for Varying Coefficient Panel Data Models
- Central limit theorem for linear spectral statistics of block-Wigner-type matrices
- A survey on theoretical advances of community detection in networks
- Spectral Clustering via Adaptive Layer Aggregation for Multi-Layer Networks
- Two-sample test of stochastic block models
- Community detection with nodal information: likelihood and its variational approximation
- Consistent estimation of the number of communities in stochastic block models using cross-validation
- Fallacy of data-selective inference in modelling networks
- Profile-pseudo likelihood methods for community detection of multilayer stochastic block models
- Special invited paper: the SCORE normalization, especially for heterogeneous network and text data
- Recent advances on mechanisms of network generation: community, exchangeability, and scale-free properties
- Network Estimation by Mixing: Adaptivity and More
- Two-sample test of stochastic block models via the maximum sampling entry-wise deviation
- Consistent model selection for the degree corrected stochastic blockmodel
- Asymptotic uncertainty quantification for communities in sparse planted bi-section models
- A spectral based goodness-of-fit test for stochastic block models
- Hypothesis testing for equality of latent positions in random graphs
- Testing degree corrections in stochastic block models
- Eigenvalues of stochastic blockmodel graphs and random graphs with low-rank edge probability matrices
- Stock co-jump networks
- Consistent Estimation of the Number of Communities via Regularized Network Embedding
- Local law and Tracy-Widom limit for sparse stochastic block models
- Network representation using graph root distributions
- Goodness-of-fit test for latent block models
- Inference for a generalised stochastic block model with unknown number of blocks and non-conjugate edge models
- scientific article; zbMATH DE number 7370586 (Why is no real title available?)
- Local law and Tracy-Widom limit for sparse sample covariance matrices
- On a generalization of the CLT for linear eigenvalue statistics of Wigner matrices with inhomogeneous fourth moments
- Testing community structure for hypergraphs
- Two-sample hypothesis testing for inhomogeneous random graphs
- Fast Network Community Detection With Profile-Pseudo Likelihood Methods
- Adjacency matrix comparison for stochastic block models
- Optimal Estimation of the Number of Network Communities
- Goodness of fit tests for random multigraph models
- Test on stochastic block model: local smoothing and extreme value theory
- Asymptotically efficient estimators for stochastic blockmodels: the naive MLE, the rank-constrained MLE, and the spectral estimator
- Hypothesis testing in sparse weighted stochastic block model
- Using Maximum Entry-Wise Deviation to Test the Goodness of Fit for Stochastic Block Models
- Adjusted chi-square test for degree-corrected block models
- Estimating the number of communities by spectral methods
- A likelihood-ratio type test for stochastic block models with bounded degrees
- Maximum likelihood estimation of sparse networks with missing observations
- Hypothesis testing for populations of networks
- Statistical inference on random dot product graphs: a survey
- A goodness-of-fit test on the number of biclusters in a relational data matrix
- Network cross-validation for determining the number of communities in network data
- Local law and Tracy-Widom limit for sparse random matrices
- Community detection on mixture multilayer networks via regularized tensor decomposition
- Quantitative Tracy-Widom laws for the largest eigenvalue of generalized Wigner matrices
- Universal rank inference via residual subsampling with application to large networks
- Bayesian estimation of the latent dimension and communities in stochastic blockmodels
- Edgeworth expansions for network moments
- Sharp local minimax rates for goodness-of-fit testing in multivariate binomial and Poisson families and in multinomials
- Bayesian testing for exogenous partition structures in stochastic block models
- The hierarchy of block models
- Selective inference for latent block models
- Asymptotic Theory of Eigenvectors for Random Matrices With Diverging Spikes
- Estimation in a binomial stochastic blockmodel for a weighted graph by a variational expectation maximization algorithm
- Optimal adaptivity of signed-polygon statistics for network testing
- Corrected Bayesian information criterion for stochastic block models
- A practical two-sample test for weighted random graphs
- Power enhancement and phase transitions for global testing of the mixed membership stochastic block model
This page was built for publication: A goodness-of-fit test for stochastic block models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5963527)
