SearcharxivSearch

arXiv · 1207.0188

Model-based clustering of large networks

Abstract

We describe a network clustering framework, based on finite mixture models, that can be applied to discrete-valued networks with hundreds of thousands of nodes and billions of edge variables. Relative to other recent model-based clustering work for networks, we introduce a more flexible modeling framework, improve the variational-approximation estimation algorithm, discuss and implement standard error estimation via a parametric bootstrap approach, and apply these methods to much larger data sets than those seen elsewhere in the literature. The more flexible framework is achieved through introducing novel parameterizations of the model, giving varying degrees of parsimony, using exponential family models whose structure may be exploited in various theoretical and algorithmic ways. The algorithms are based on variational generalized EM algorithms, where the E-steps are augmented by a minorization-maximization (MM) idea. The bootstrapped standard error estimates are based on an efficient Monte Carlo network simulation idea. Last, we demonstrate the usefulness of the model-based clustering framework by applying it to a discrete-valued network with more than 131,000 nodes and 17 billion edge variables.

Explore related subjects

Keep this discovery

BibTeXRIS

Duy Q. Vu, David R. Hunter, Michael Schweinberger. 2012-07-01. Model-based clustering of large networks. https://doi.org/10.1214/12-aoas617

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Estimating Hierarchically Rank Structured Covariance Matrices

We consider the problem of estimating a high-dimensional covariance matrix from a very limited number of samples. This problem is ubiquitous in computational fluid dynamics, where a small number of fluid snapshots must be used to construct a Gramian matrix determining a reduced-order model, as well as in computational geoscience, where a small ensemble of Earth system forecasts must be used to estimate the covariance matrix associated with the forecast uncertainty. It is common practice to regularize the small-sample covariance by imposing a "localization" structure that enforces a physically realistic correlation length scale, imposing a sparsity constraint, "shrinking" towards a prescribed target, or attenuating small correlations. We propose an alternate technique that regularizes the small-sample covariance by imposing hierarchical rank structure. Compared to regularization methods that assume sparsity such as spatial localization, hierarchical rank structure accommodates a wider range of covariance matrices, roughly corresponding to situations where long-range correlations vary more smoothly than short-range ones. It also results in a data-sparse matrix format that permits highly efficient matrix-vector products. We present theory and algorithms which show how to efficiently estimate a high-dimensional, hierarchically rank structured covariance matrix from limited samples. Through an error analysis and numerical experiments with a variety of model problems, we demonstrate that these techniques are effective at reducing sampling errors, and that in many cases they achieve smaller estimation error than conventional techniques.

stat.CO

Optimal Slice-Adaptive Tuning of Hybrid Slice Sampling

Slice sampling is a Markov chain Monte Carlo algorithm that draws its next state uniformly from a "slice"---a super-level set of the target density function---at each iteration, thereby providing automatic local adaptivity to the scale of the target. In practice the exact slice is not known, so general-purpose implementations use an approximate slice that is grown from a starting interval of length $w>0$, with a computational cost that depends on $w$. This work presents an analysis of the average per-iteration number of target density evaluations, as a function of $w$, of hybrid slice sampling with various slice-finding schemes for targets with contiguous slices. The paper uses the results of the analysis to develop automated, slice-adaptive tuning schemes along with suboptimality bounds and asymptotic convergence guarantees. Simulations demonstrate that the tuning schemes reliably yield near-optimal slice-adaptive tuning with essentially no dependence on the initial setting of $w$.

stat.CO