Electronic Journal of Statistics
- Electron. J. Statist.
- Volume 10, Number 1 (2016), 761-782.
Empirical Bayes estimation for the stochastic blockmodel
Inference for the stochastic blockmodel is currently of burgeoning interest in the statistical community, as well as in various application domains as diverse as social networks, citation networks, brain connectivity networks (connectomics), etc. Recent theoretical developments have shown that spectral embedding of graphs yields tractable distributional results; in particular, a random dot product latent position graph formulation of the stochastic blockmodel informs a mixture of normal distributions for the adjacency spectral embedding. We employ this new theory to provide an empirical Bayes methodology for estimation of block memberships of vertices in a random graph drawn from the stochastic blockmodel, and demonstrate its practical utility. The posterior inference is conducted using a Metropolis-within-Gibbs algorithm. The theory and methods are illustrated through Monte Carlo simulation studies, both within the stochastic blockmodel and beyond, and experimental results on a Wikipedia graph are presented.
Electron. J. Statist., Volume 10, Number 1 (2016), 761-782.
Received: April 2015
First available in Project Euclid: 22 March 2016
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 62F15: Bayesian inference
Secondary: 62H30: Classification and discrimination; cluster analysis [See also 68T10, 91C20]
Suwan, Shakira; Lee, Dominic S.; Tang, Runze; Sussman, Daniel L.; Tang, Minh; Priebe, Carey E. Empirical Bayes estimation for the stochastic blockmodel. Electron. J. Statist. 10 (2016), no. 1, 761--782. doi:10.1214/16-EJS1115. https://projecteuclid.org/euclid.ejs/1458655726