Seminar

Estimating Stochastic Block Models in the Presence of Covariates

Speaker

Yuichi Kitamura (Yale)

Date & Time

From: 22 October 2024
Until:

Type

Seminar

Venue

The Institute for Fiscal Studies
7 Ridgmount Street,
Fitzrovia,
London,
WC1E 7AE

Abstract: In the standard stochastic block model for networks, the probability of a connection between two nodes, often referred to as the edge probability, depends on the unobserved communities each of these nodes belongs to. We consider a flexible framework in which each edge probability, together with the probability of community assignment, are also impacted by observed covariates. We propose a computationally tractable two-step procedure to estimate the conditional edge probabilities
as well as the community assignment probabilities. The first step relies on a spectral clustering algorithm applied to a localized adjacency matrix of the network. In the second step, k-nearest neighbor regression estimates are computed on the extracted communities. We study the statistical properties
of these estimators by providing non-asymptotic bounds.

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