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| HAL : hal-00593644, version 3 |
| arXiv : 1105.3288 |
| Fiche détaillée |  Récupérer au format |
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| Versions disponibles : | v1 (17-05-2011) | v2 (30-11-2011) | v3 (30-09-2012) |
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| Consistency of maximum-likelihood and variational estimators in the Stochastic Block Model |
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| Alain Celisse 1J.-J. Daudin 2 |
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| Detect Collaboration(s) |
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| (10/05/2011) |
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| The stochastic block model (SBM) is a probabilistic model de- signed to describe heterogeneous directed and undirected graphs. In this paper, we address the asymptotic inference on SBM by use of maximum- likelihood and variational approaches. The identi ability of SBM is proved, while asymptotic properties of maximum-likelihood and variational esti- mators are provided. In particular, the consistency of these estimators is settled, which is, to the best of our knowledge, the rst result of this type for variational estimators with random graphs. |
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| 1 : | Laboratoire de Mathématiques Paul Painlevé |
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CNRS : UMR8524 – Université Lille I - Sciences et technologies |
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| 2 : | Mathématiques et Informatique Appliquées (MIA) |
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Institut national de la recherche agronomique (INRA) : UMR0518 – AgroParisTech |
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| 3 : | Université Paris 10 - UFR de sciences économiques, gestion, mathématiques, informatique (UP10 UFR SEGMI) |
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Université Paris X - Paris Ouest Nanterre La Défense |
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| Domaine | : | Mathématiques/Statistiques Statistiques/Théorie |
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| Random graphs – stochastic block model – variational approximation – maximum-likelihood – concentration inequalities |
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| hal-00593644, version 3 | |
| http://hal.archives-ouvertes.fr/hal-00593644 | |
| oai:hal.archives-ouvertes.fr:hal-00593644 | |
| Contributeur : Alain Celisse | |
| Soumis le : Samedi 29 Septembre 2012, 12:43:47 | |
| Dernière modification le : Dimanche 30 Septembre 2012, 19:01:03 | |
