Adaptive Bayesian inference in the Gaussian sequence model using exponential-variance priors
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Publication:893967
DOI10.1016/J.SPL.2015.04.012zbMATH Open1328.62178OpenAlexW2009338617MaRDI 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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Cited In (9)
- Adaptive Gaussian Process Approximation for Bayesian Inference with Expensive Likelihood Functions
- Bayesian community detection
- Adaptive Bayesian estimation in Gaussian sequence space models
- Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution
- Uncertainty quantification for sparse spectral variational approximations in Gaussian process regression
- Can we trust Bayesian uncertainty quantification from Gaussian process priors with squared exponential covariance kernel?
- A general framework for Bayes structured linear models
- Bayesian variance estimation in the Gaussian sequence model with partial information on the means
- Semiparametric Bayesian Inference for Local Extrema of Functions in the Presence of Noise
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