随机图中潜在位置相等性的假设检验

IF 1.5 2区 数学 Q2 STATISTICS & PROBABILITY
Bernoulli Pub Date : 2021-05-23 DOI:10.3150/22-bej1581
Xinjie Du, M. Tang
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引用次数: 5

摘要

我们考虑一个假设检验问题,即广义随机点积图的两个顶点$i$和$j$具有相同的潜在位置,可能达到缩放。该假设检验的特殊情况包括检验随机块模型或度校正随机块模型图中的两个顶点是否具有相同的块隶属向量,或检验流行度调整块模型中的两个顶点是否具有相同的社区分配。我们提出了基于图的邻接或归一化拉普拉斯谱嵌入的第i行和第j行之间的经验Mahalanobis距离的几个检验统计量。我们证明,在温和的条件下,这些检验统计量在零假设和局部替代假设下都有极限卡方分布,并且我们导出了局部替代下非中心性参数的显式表达式。利用这些极限结果,我们解决了模型选择问题,包括在标准随机块模型和其度校正变量之间进行选择,以及在ER模型和随机块模型之间进行选择。通过仿真研究和实际数据应用证明了我们提出的测试的有效性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Hypothesis testing for equality of latent positions in random graphs
We consider the hypothesis testing problem that two vertices $i$ and $j$ of a generalized random dot product graph have the same latent positions, possibly up to scaling. Special cases of this hypothesis test include testing whether two vertices in a stochastic block model or degree-corrected stochastic block model graph have the same block membership vectors, or testing whether two vertices in a popularity adjusted block model have the same community assignment. We propose several test statistics based on the empirical Mahalanobis distances between the $i$th and $j$th rows of either the adjacency or the normalized Laplacian spectral embedding of the graph. We show that, under mild conditions, these test statistics have limiting chi-square distributions under both the null and local alternative hypothesis, and we derived explicit expressions for the non-centrality parameters under the local alternative. Using these limit results, we address the model selection problems including choosing between the standard stochastic block model and its degree-corrected variant, and choosing between the ER model and stochastic block model. The effectiveness of our proposed tests are illustrated via both simulation studies and real data applications.
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来源期刊
Bernoulli
Bernoulli 数学-统计学与概率论
CiteScore
3.40
自引率
0.00%
发文量
116
审稿时长
6-12 weeks
期刊介绍: BERNOULLI is the journal of the Bernoulli Society for Mathematical Statistics and Probability, issued four times per year. The journal provides a comprehensive account of important developments in the fields of statistics and probability, offering an international forum for both theoretical and applied work. BERNOULLI will publish: Papers containing original and significant research contributions: with background, mathematical derivation and discussion of the results in suitable detail and, where appropriate, with discussion of interesting applications in relation to the methodology proposed. Papers of the following two types will also be considered for publication, provided they are judged to enhance the dissemination of research: Review papers which provide an integrated critical survey of some area of probability and statistics and discuss important recent developments. Scholarly written papers on some historical significant aspect of statistics and probability.
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