Adaptive Bayesian inference in the Gaussian sequence model using exponential-variance priors

DOI10.1016/J.SPL.2015.04.012zbMATH Open1328.62178arXiv1505.06794OpenAlexW2009338617MaRDI QIDQ893967FDOQ893967

Authors: Debdeep Pati, Anirban Bhattacharya 

Publication date: 23 November 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Abstract: With the advent of structured data in the form of social networks, genetic circuits and protein interaction networks, statistical analysis of networks has gained popularity over recent years. Stochastic block model constitutes a classical cluster-exhibiting random graph model for networks. There is a substantial amount of literature devoted to proposing strategies for estimating and inferring parameters of the model, both from classical and Bayesian viewpoints. Unlike the classical counterpart, there is however a dearth of theoretical results on the accuracy of estimation in the Bayesian setting. In this article, we undertake a theoretical investigation of the posterior distribution of the parameters in a stochastic block model. In particular, we show that one obtains optimal rates of posterior convergence with routinely used multinomial-Dirichlet priors on cluster indicators and uniform priors on the probabilities of the random edge indicators. En route, we develop geometric embedding techniques to exploit the lower dimensional structure of the parameter space which may be of independent interest.

Full work available at URL: https://arxiv.org/abs/1505.06794

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zbMATH Keywords

BayesianGaussian processposterior contractionadaptivesequence model

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Gaussian processes (60G15)

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Cited In (7)

• Can We Trust Bayesian Uncertainty Quantification from Gaussian Process Priors with Squared Exponential Covariance Kernel?
• Adaptive Gaussian Process Approximation for Bayesian Inference with Expensive Likelihood Functions
• Bayesian community detection
• Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution
• Uncertainty quantification for sparse spectral variational approximations in Gaussian process regression
• A general framework for Bayes structured linear models
• Semiparametric Bayesian Inference for Local Extrema of Functions in the Presence of Noise

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