Translator Disclaimer
October 2020 Theoretical and computational guarantees of mean field variational inference for community detection
Anderson Y. Zhang, Harrison H. Zhou
Ann. Statist. 48(5): 2575-2598 (October 2020). DOI: 10.1214/19-AOS1898

Abstract

The mean field variational Bayes method is becoming increasingly popular in statistics and machine learning. Its iterative coordinate ascent variational inference algorithm has been widely applied to large scale Bayesian inference. See Blei et al. (2017) for a recent comprehensive review. Despite the popularity of the mean field method, there exist remarkably little fundamental theoretical justifications. To the best of our knowledge, the iterative algorithm has never been investigated for any high-dimensional and complex model. In this paper, we study the mean field method for community detection under the stochastic block model. For an iterative batch coordinate ascent variational inference algorithm, we show that it has a linear convergence rate and converges to the minimax rate within $\log n$ iterations. This complements the results of Bickel et al. (2013) which studied the global minimum of the mean field variational Bayes and obtained asymptotic normal estimation of global model parameters. In addition, we obtain similar optimality results for Gibbs sampling and an iterative procedure to calculate maximum likelihood estimation, which can be of independent interest.

Citation

Download Citation

Anderson Y. Zhang. Harrison H. Zhou. "Theoretical and computational guarantees of mean field variational inference for community detection." Ann. Statist. 48 (5) 2575 - 2598, October 2020. https://doi.org/10.1214/19-AOS1898

Information

Received: 1 December 2017; Revised: 1 July 2019; Published: October 2020
First available in Project Euclid: 19 September 2020

MathSciNet: MR4152113
Digital Object Identifier: 10.1214/19-AOS1898

Subjects:
Primary: 60G05

Rights: Copyright © 2020 Institute of Mathematical Statistics

JOURNAL ARTICLE
24 PAGES

This article is only available to subscribers.
It is not available for individual sale.
+ SAVE TO MY LIBRARY

SHARE
Vol.48 • No. 5 • October 2020
Back to Top