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Stochastic blockmodel approximation of a graphon: Theory and consistent estimation

Neural Information Processing Systems

Non-parametric approaches for analyzing network data base d on exchangeable graph models (ExGM) have recently gained interest. The key o bject that defines an ExGM is often referred to as a graphon . This non-parametric perspective on network modeling poses challenging questions on how to make inference on the graphon underlying observed network data. In this paper, we propose a computationally efficient procedure to estimate a graphon from a set of observed networks generated from it. This procedure is based on a stochastic bl ockmodel approximation (SBA) of the graphon. W e show that, by approximating t he graphon with a stochastic block model, the graphon can be consistently es timated, that is, the estimation error vanishes as the size of the graph approache s infinity.


Stochastic blockmodel approximation of a graphon: Theory and consistent estimation

Neural Information Processing Systems

Given a convergent sequence of graphs, there exists a limit object called the graphon from which random graphs are generated. This nonparametric perspective of random graphs opens the door to study graphs beyond the traditional parametric models, but at the same time also poses the challenging question of how to estimate the graphon underlying observed graphs. In this paper, we propose a computationally efficient algorithm to estimate a graphon from a set of observed graphs generated from it. We show that, by approximating the graphon with stochastic block models, the graphon can be consistently estimated, that is, the estimation error vanishes as the size of the graph approaches infinity.


Stochastic blockmodel approximation of a graphon: Theory and consistent estimation

arXiv.org Machine Learning

Non-parametric approaches for analyzing network data based on exchangeable graph models (ExGM) have recently gained interest. The key object that defines an ExGM is often referred to as a graphon. This non-parametric perspective on network modeling poses challenging questions on how to make inference on the graphon underlying observed network data. In this paper, we propose a computationally efficient procedure to estimate a graphon from a set of observed networks generated from it. This procedure is based on a stochastic blockmodel approximation (SBA) of the graphon. We show that, by approximating the graphon with a stochastic block model, the graphon can be consistently estimated, that is, the estimation error vanishes as the size of the graph approaches infinity.