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Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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TY - JOUR
T1 - Inference for a generalised stochastic block model with unknown number of blocks and non-conjugate edge models
AU - Ludkin, M.
PY - 2020/12/1
Y1 - 2020/12/1
N2 - The stochastic block model (SBM) is a popular model for capturing community structure and interaction within a network. Network data with non-Boolean edge weights is becoming commonplace; however, existing analysis methods convert such data to a binary representation to apply the SBM, leading to a loss of information. A generalisation of the SBM is considered, which allows edge weights to be modelled in their recorded state. An effective reversible jump Markov chain Monte Carlo sampler is proposed for estimating the parameters and the number of blocks for this generalised SBM. The methodology permits non-conjugate distributions for edge weights, which enable more flexible modelling than current methods as illustrated on synthetic data, a network of brain activity and an email communication network.
AB - The stochastic block model (SBM) is a popular model for capturing community structure and interaction within a network. Network data with non-Boolean edge weights is becoming commonplace; however, existing analysis methods convert such data to a binary representation to apply the SBM, leading to a loss of information. A generalisation of the SBM is considered, which allows edge weights to be modelled in their recorded state. An effective reversible jump Markov chain Monte Carlo sampler is proposed for estimating the parameters and the number of blocks for this generalised SBM. The methodology permits non-conjugate distributions for edge weights, which enable more flexible modelling than current methods as illustrated on synthetic data, a network of brain activity and an email communication network.
KW - Network
KW - Non-conjugate analysis
KW - Statistical analysis of network data
KW - Stochastic block model
KW - Brain
KW - Data handling
KW - Markov chains
KW - Stochastic systems
KW - Analysis method
KW - Binary representations
KW - Brain activity
KW - Community structures
KW - Number of blocks
KW - Reversible jump Markov chain Monte Carlo
KW - Stochastic block models
KW - Synthetic data
KW - Stochastic models
U2 - 10.1016/j.csda.2020.107051
DO - 10.1016/j.csda.2020.107051
M3 - Journal article
VL - 152
JO - Computational Statistics and Data Analysis
JF - Computational Statistics and Data Analysis
SN - 0167-9473
M1 - 107051
ER -