Hybrid maximum likelihood inference for stochastic block models

被引:0
|
作者
Marino, Maria Francesca [1 ]
Pandolfi, Silvia [2 ]
机构
[1] Dept Stat Comp Sci Applicat G Parenti, Viale GB Morgagni 59, I-50134 Florence, Italy
[2] Dept Econ, Viale A Pascoli 20, I-06123 Perugia, Italy
关键词
Classification likelihood; Composite likelihood; EM algorithm; Random graphs; Variational inference; BAYESIAN-INFERENCE; MIXTURE MODEL; BLOCKMODELS; PREDICTION; ALGORITHM;
D O I
10.1016/j.csda.2022.107449
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
Stochastic block models have known a flowering interest in the social network literature. They provide a tool for discovering communities and identifying clusters of individuals characterized by similar social behaviors. In this framework, full maximum likelihood estimates are not achievable due to the intractability of the likelihood function. For this reason, several approximate solutions are available in the literature. In this respect, a new and more efficient approximate method for estimating model parameters is introduced. This has a hybrid nature, in the sense that it exploits different features of existing methods. The proposal is illustrated by an intensive Monte Carlo simulation study and an application to a real-world network. (C) 2022 Elsevier B.V. All rights reserved.
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页数:19
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