Department of Statistics Colloquium Series

Thursday, January 11, 2018

11:00 AM12:00 PM

Sassafras Room, Indiana Memorial Union

Speaker: Min Xu, Postdoctoral Researcher, Department of Statistics, Wharton School of the University of Pennsylvania

Title:  Community Estimation on Weighted Networks

Abstract:  Community identification in a network is an important problem in fields such as social science, neuroscience, and genetics. Over the past decade, stochastic block models (SBMs) have emerged as a popular statistical framework for this problem. However, SBMs have an important limitation in that they are suited only for networks with unweighted edges; disregarding the edge weights may result in a loss of valuable information in various scientific applications. We propose a weighted generalization of the SBM where we model the probability distribution of the edge weights as a mixture whose latent components reflect the latent community structure of the network. In this model, observations comprise of a weighted adjacency matrix where the weight of each edge is generated independently from one of two unknown probability densities depending on whether the edge is within-community or between-community. We characterize the optimal rate of mis-clustering error of the weighted SBM in terms of the Renyi divergence order 1/2 between the weight distributions of within-community and between-community edges, substantially generalizing existing results for unweighted SBMs. Furthermore, we present a computationally tractable algorithm that is adaptive to the unknown edge weight densities in the sense that it achieves the same optimal error rate as if it had perfect knowledge of the edge weight densities.