Abstract
Network method of moments (Ann. Statist. 39 (2011) 2280–2301) is an important tool for nonparametric network inference. However, there has been little investigation on accurate descriptions of the sampling distributions of network moment statistics. In this paper, we present the first higher-order accurate approximation to the sampling CDF of a studentized network moment by Edgeworth expansion. In sharp contrast to classical literature on noiseless U-statistics, we show that the Edgeworth expansion of a network moment statistic as a noisy U-statistic can achieve higher-order accuracy without nonlattice or smoothness assumptions but just requiring weak regularity conditions. Behind this result is our surprising discovery that the two typically-hated factors in network analysis, namely, sparsity and edgewise observational errors, jointly play a blessing role, contributing a crucial self-smoothing effect in the network moment statistic and making it analytically tractable. Our assumptions match the minimum requirements in related literature. For sparse networks, our theory shows that our empirical Edgeworth expansion and a simple normal approximation both achieve the same gradually depreciating Berry–Esseen-type bound as the network becomes sparser. This result also significantly refines the best previous theoretical result.
For practitioners, our empirical Edgeworth expansion is highly accurate and computationally efficient. It is also easy to implement and convenient for parallel computing. We demonstrate the clear advantage of our method by several comprehensive simulation studies. As a byproduct, we also provide a finite-sample analysis of the network jackknife.
We showcase three applications of our results in network inference. We prove, to our knowledge, the first theoretical guarantee of higher-order accuracy for some network bootstrap schemes, and moreover, the first theoretical guidance for selecting the subsample size for network subsampling. We also derive a one-sample test and the Cornish–Fisher confidence interval for a given moment with higher-order accurate controls of confidence level and type I error, respectively.
Funding Statement
Dong Xia’s research was partially supported by Hong Kong RGC Grant ECS 26302019, GRF 16303320 and Adobe Research Gift Award.
Acknowledgments
We deeply appreciate the insightful and constructive comments from the Editor, the Associate Editor and the anonymous referees that led to significantly enriched scientific contents and much improved presentation of this paper. We thank Professor Bing-Yi Jing, Professor Junhui Wang and Professor Ji Zhu for helpful comments; Vincent Q. Vu for helpful feedback; Linjun Zhang and Yunpeng Zhao for constructive suggestions; and Keith Levin and Tianxi Li for discussions on network bootstraps.
Citation
Yuan Zhang. Dong Xia. "Edgeworth expansions for network moments." Ann. Statist. 50 (2) 726 - 753, April 2022. https://doi.org/10.1214/21-AOS2125
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