Sampling and estimation for (sparse) exchangeable graphs

Citation
Victor Veitch et Daniel M. Roy, Sampling and estimation for (sparse) exchangeable graphs, Annals of statistics , 47(6), 2019, pp. 3274-3299
Journal title
ISSN journal
00905364
Volume
47
Issue
6
Year of publication
2019
Pages
3274 - 3299
Database
ACNP
SICI code
Abstract
Sparse exchangeable graphs on R+, and the associated graphex framework for sparse graphs, generalize exchangeable graphs on N, and the associated graphon framework for dense graphs. We develop the graphex framework as a tool for statistical network analysis by identifying the sampling scheme that is naturally associated with the models of the framework, formalizing two natural notions of consistent estimation of the parameter (the graphex) underlying these models, and identifying general consistent estimators in each case. The sampling scheme is a modification of independent vertex sampling that throws away vertices that are isolated in the sampled subgraph. The estimators are variants of the empirical graphon estimator, which is known to be a consistent estimator for the distribution of dense exchangeable graphs; both can be understood as graph analogues to the empirical distribution in the i.i.d. sequence setting. Our results may be viewed as a generalization of consistent estimation via the empirical graphon from the dense graph regime to also include sparse graphs.