Asymptotic uncertainty quantification for communities in sparse planted bi-section models

Open Access
Authors
Publication date 12-2023
Journal Journal of Statistical Planning and Inference
Volume | Issue number 227
Pages (from-to) 112-128
Organisations
  • Faculty of Science (FNWI) - Korteweg-de Vries Institute for Mathematics (KdVI)
Abstract
Posterior distributions for community structure in sparse planted bi-section models are shown to achieve exact (resp. almost-exact) recovery, with sharp bounds for the sparsity regimes where edge probabilities decrease as O(log(n)/n) (resp. O(1/n)). Assuming posterior recovery, one may interpret credible sets (resp. enlarged credible sets) as asymptotically consistent confidence sets; the diameters of those credible sets are controlled by the rate of posterior concentration. If credible levels are chosen to grow to one quickly enough, corresponding credible sets can be interpreted as frequentist confidence sets without conditions on posterior concentration. In the regimes with O(1/n) edge sparsity, or when within-community and between-community edge probabilities are very close, credible sets may be enlarged to achieve frequentist asymptotic coverage, also without conditions on posterior concentration.
Document type Article
Language English
Published at https://doi.org/10.1016/j.jspi.2023.04.002
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