2015
DOI: 10.1214/15-aos1354
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Rate-optimal graphon estimation

Abstract: Network analysis is becoming one of the most active research areas in statistics. Significant advances have been made recently on developing theories, methodologies and algorithms for analyzing networks. However, there has been little fundamental study on optimal estimation. In this paper, we establish optimal rate of convergence for graphon estimation. For the stochastic block model with $k$ clusters, we show that the optimal rate under the mean squared error is $n^{-1}\log k+k^2/n^2$. The minimax upper bound… Show more

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Cited by 179 publications
(308 citation statements)
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“…Of note, SBM hybrids have also been considered in the analysis of dynamic connectivity (Matias and Miele, 2017) and in neuroimaging (Robinson et al, 2015). Theoretical properties of the SBMs have additionally been studied in the work of Bickel et al (2013), Choi et al (2012, Ambroise and Matias (2012), Wolfe and Olhede (2013), Olhede and Wolfe (2014) and Gao et al (2015) to mention a few.…”
Section: Introductionmentioning
confidence: 99%
“…Of note, SBM hybrids have also been considered in the analysis of dynamic connectivity (Matias and Miele, 2017) and in neuroimaging (Robinson et al, 2015). Theoretical properties of the SBMs have additionally been studied in the work of Bickel et al (2013), Choi et al (2012, Ambroise and Matias (2012), Wolfe and Olhede (2013), Olhede and Wolfe (2014) and Gao et al (2015) to mention a few.…”
Section: Introductionmentioning
confidence: 99%
“…However, in order to estimate them, computationally intensive MCMC algorithms are needed. Most recently, graphon-based methods have been proposed for network modeling (Wolfe and Olhede, 2013;Olhede and Wolfe, 2014;Gao et al, 2015). A graphon is a nonnegative symmetric function f , measurable and bounded, which is used to model the probability for two nodes to be connected such…”
Section: Introductionmentioning
confidence: 99%
“…We consider problems in network analysis where the observed data constitute a single graph. Tools that have been developed for such problems include, for example, graphon models (Borgs et al, 2008;Hoff et al, 2002;Bickel et al, 2011;Ambroise and Matias, 2012;Wolfe and Olhede, 2013;Gao et al, 2015), the subfamily of stochastic block models (e.g. Goldenberg et al (2010)), preferential attachment graphs (Barabási and Albert, 1999) and interacting particle models (Liggett, 2005).…”
Section: Introductionmentioning
confidence: 99%