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arXiv 1812.03090math.STstat.MLstat.TH
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动态随机区组模型的变点估计

Change Point Estimation in a Dynamic Stochastic Block Model

Monika Bhattacharjee, Moulinath Banerjee, George Michailidis

摘要:

本文研究动态随机块模型中单个变点位置的估计问题。我们提出了两种方法来估计变点,以及模型参数。第一个采用最小二乘准则函数,并考虑到随机块模型的完整结构,并在每个时间点进行评估。因此,作为中间步骤,它需要在每个时间点基于聚类算法估计社区结构。第二种方法包括以下两个步骤:在第一种方法中,使用最小二乘函数,并在每个时间点进行评估,但忽略了社区结构,只考虑表现出变化点的随机图生成机制。一旦识别出变化点,在第二步中,将其之前和之后的所有网络数据与聚类算法一起使用,以获得相应的社区结构,并随后估计生成的随机块模型参数。这两种方法之间的比较说明。此外,对于这两种方法在各自的可识别性和某些额外的正则性条件下,我们建立了收敛速度,并推导出变点估计量的渐近分布。合成数据的结果进行了说明。

英文摘要:

We consider the problem of estimating the location of a single change point in a dynamic stochastic block model. We propose two methods of estimating the change point, together with the model parameters. The first employs a least squares criterion function and takes into consideration the full structure of the stochastic block model and is evaluated at each point in time. Hence, as an intermediate step, it requires estimating the community structure based on a clustering algorithm at every time point. The second method comprises of the following two steps: in the first one, a least squares function is used and evaluated at each time point, but ignores the community structures and just considers a random graph generating mechanism exhibiting a change point. Once the change point is identified, in the second step, all network data before and after it are used together with a clustering algorithm to obtain the corresponding community structures and subsequently estimate the generating stochastic block model parameters. A comparison between these two methods is illustrated. Further, for both methods under their respective identifiability and certain additional regularity conditions, we establish rates of convergence and derive the asymptotic distributions of the change point estimators. The results are illustrated on synthetic data.

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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