Completely random measures for modelling block-structured networks

arXiv.org Machine Learning

Many statistical methods for network data parameterize the edge-probability by attributing latent traits to the vertices such as block structure and assume exchangeability in the sense of the Aldous-Hoover representation theorem. Empirical studies of networks indicate that many real-world networks have a power-law distribution of the vertices which in turn implies the number of edges scale slower than quadratically in the number of vertices. These assumptions are fundamentally irreconcilable as the Aldous-Hoover theorem implies quadratic scaling of the number of edges. Recently Caron and Fox (2014) proposed the use of a different notion of exchangeability due to Kallenberg (2009) and obtained a network model which admits power-law behaviour while retaining desirable statistical properties, however this model does not capture latent vertex traits such as block-structure. In this work we re-introduce the use of block-structure for network models obeying Kallenberg's notion of exchangeability and thereby obtain a model which admits the inference of block-structure and edge inhomogeneity. We derive a simple expression for the likelihood and an efficient sampling method. The obtained model is not significantly more difficult to implement than existing approaches to block-modelling and performs well on real network datasets.


Generalized Earthquake Frequency-Magnitude Distribution Described by Asymmetric Laplace Mixture Modelling

arXiv.org Machine Learning

The complete part of the earthquake frequency-magnitude distribution (FMD), above completeness magnitude mc, is well described by the Gutenberg-Richter law. The parameter mc however varies in space due to the seismic network configuration, yielding a convoluted FMD shape below max(mc). This paper investigates the shape of the generalized FMD (GFMD), which may be described as a mixture of elemental FMDs (eFMDs) defined as asymmetric Laplace distributions of mode mc [Mignan, 2012, https://doi.org/10.1029/2012JB009347]. An asymmetric Laplace mixture model (GFMD- ALMM) is thus proposed with its parameters (detection parameter kappa, Gutenberg-Richter beta-value, mc distribution, as well as number K and weight w of eFMD components) estimated using a semi-supervised hard expectation maximization approach including BIC penalties for model complexity. The performance of the proposed method is analysed, with encouraging results obtained: kappa, beta, and the mc distribution range are retrieved for different GFMD shapes in simulations, as well as in regional catalogues (southern and northern California, Nevada, Taiwan, France), in a global catalogue, and in an aftershock sequence (Christchurch, New Zealand). We find max(mc) to be conservative compared to other methods, kappa = k/log(10) = 3 in most catalogues (compared to beta = b/log(10) = 1), but also that biases in kappa and beta may occur when rounding errors are present below completeness. The GFMD-ALMM, by modelling different FMD shapes in an autonomous manner, opens the door to new statistical analyses in the realm of incomplete seismicity data, which could in theory improve earthquake forecasting by considering c. ten times more events.


Completely random measures for modelling block-structured sparse networks

Neural Information Processing Systems

Statistical methods for network data often parameterize the edge-probability by attributing latent traits such as block structure to the vertices and assume exchangeability in the sense of the Aldous-Hoover representation theorem. These assumptions are however incompatible with traits found in real-world networks such as a power-law degree-distribution. Recently, Caron & Fox (2014) proposed the use of a different notion of exchangeability after Kallenberg (2005) and obtained a network model which permits edge-inhomogeneity, such as a power-law degree-distribution whilst retaining desirable statistical properties. However, this model does not capture latent vertex traits such as block-structure. In this work we re-introduce the use of block-structure for network models obeying Kallenberg’s notion of exchangeability and thereby obtain a collapsed model which both admits the inference of block-structure and edge inhomogeneity. We derive a simple expression for the likelihood and an efficient sampling method. The obtained model is not significantly more difficult to implement than existing approaches to block-modelling and performs well on real network datasets.


Bayesian estimation of the latent dimension and communities in stochastic blockmodels

arXiv.org Machine Learning

Spectral embedding of adjacency or Laplacian matrices of undirected graphs is a common technique for representing a network in a lower dimensional latent space, with optimal theoretical guarantees. The embedding can be used to estimate the community structure of the network, with strong consistency results in the stochastic blockmodel framework. One of the main practical limitations of standard algorithms for community detection from spectral embeddings is that the number of communities and the latent dimension of the embedding must be specified in advance. In this article, a novel Bayesian model for simultaneous and automatic selection of the appropriate dimension of the latent space and the number of blocks is proposed. Extensions to directed and bipartite graphs are discussed. The model is tested on simulated and real world network data, showing promising performance for recovering latent community structure.


AI – The Present in the Making

#artificialintelligence

I attended the Huawei European Innovation Day recently, and was enthralled by how the new technology is giving rise to industrial revolutions. These revolutions are what will eventually unlock the development potential around the world. It is important to leverage the emerging technologies, since they are the resources which will lead us to innovation and progress. Huawei is innovative in its partnerships and collaboration to define the future, and the event was a huge success. For many people, the concept of Artificial Intelligence (AI) is a thing of the future.