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arXiv 1607.00673math.STstat.TH
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动态网络模型与图子估计

Dynamic network models and graphon estimation

Marianna Pensky

摘要:

本文考虑一个动态随机网络模型。我们的目标是估计张量的连接概率$Λ$时,它是由一个动态随机块模型(DSBM)或动态graphon。特别是,在DSBM的上下文中,我们推导出一个惩罚最小二乘估计$\widehatΛ$的$Λ$,并表明,$\widehatΛ$满足一个甲骨文不等式,也达到极大极小下界的风险。我们将这些结果推广到由动态图子函数生成的$Λ$的估计。本文构造的估计量对DSBM中的块的未知数或图子函数的光滑性是自适应的。该技术依赖于模型的矢量化,并导致更简单的数学参数比以前使用的平稳集了。此外,所有的文件中的结果是非渐近的,并允许各种扩展。

英文摘要:

In the present paper we consider a dynamic stochastic network model. The objective is estimation of the tensor of connection probabilities $Λ$ when it is generated by a Dynamic Stochastic Block Model (DSBM) or a dynamic graphon. In particular, in the context of the DSBM, we derive a penalized least squares estimator $\widehatΛ$ of $Λ$ and show that $\widehatΛ$ satisfies an oracle inequality and also attains minimax lower bounds for the risk. We extend those results to estimation of $Λ$ when it is generated by a dynamic graphon function. The estimators constructed in the paper are adaptive to the unknown number of blocks in the context of the DSBM or to the smoothness of the graphon function. The technique relies on the vectorization of the model and leads to much simpler mathematical arguments than the ones used previously in the stationary set up. In addition, all results in the paper are non-asymptotic and allow a variety of extensions.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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