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arXiv 2005.13273stat.MLcs.LG
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隐块模型的选择性推理

Selective Inference for Latent Block Models

The University of Tokyo(东京大学);RIKEN(理化学研究所)

Chihiro Watanabe, Taiji Suzuki

摘要:

潜在块模型中的模型选择一直是统计学领域中一个具有挑战性的重要课题。具体来说,一个主要的挑战是遇到了构建测试块结构时,通过应用特定的聚类算法,以有限大小的矩阵。在这种情况下,它变得至关重要的是要考虑在块结构的选择性偏差,即,块结构是从所有可能的集群成员基于一些标准的聚类算法。针对这一问题,本文提出了一种隐块模型的选择性推理方法。具体来说,我们构建了一个潜在的块模型,这是由平方残差最小化算法给出的一组行和列集群成员的统计测试。所提出的测试,就其性质而言,包括,因此也可以被用作行和列簇编号的集合上的测试。我们还提出了一个近似版本的测试的基础上模拟退火,以避免组合爆炸搜索最佳的块结构。结果表明,所提出的精确和近似的测试工作有效,相比,天真的测试,没有考虑到选择性偏差。

英文摘要:

Model selection in latent block models has been a challenging but important task in the field of statistics. Specifically, a major challenge is encountered when constructing a test on a block structure obtained by applying a specific clustering algorithm to a finite size matrix. In this case, it becomes crucial to consider the selective bias in the block structure, that is, the block structure is selected from all the possible cluster memberships based on some criterion by the clustering algorithm. To cope with this problem, this study provides a selective inference method for latent block models. Specifically, we construct a statistical test on a set of row and column cluster memberships of a latent block model, which is given by a squared residue minimization algorithm. The proposed test, by its nature, includes and thus can also be used as the test on the set of row and column cluster numbers. We also propose an approximated version of the test based on simulated annealing to avoid combinatorial explosion in searching the optimal block structure. The results show that the proposed exact and approximated tests work effectively, compared to the naive test that did not take the selective bias into account.

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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