LIKELIHOOD-BASED MODEL SELECTION FOR STOCHASTIC BLOCK MODELS

Citation
Y. X. Rachel Wang et Peter J. Bickel, LIKELIHOOD-BASED MODEL SELECTION FOR STOCHASTIC BLOCK MODELS, Annals of statistics , 45(2), 2017, pp. 500-528
Journal title
ISSN journal
00905364
Volume
45
Issue
2
Year of publication
2017
Pages
500 - 528
Database
ACNP
SICI code
Abstract
The stochastic block model (SBM) provides a popular framework for modeling community structures in networks. However, more attention has been devoted to problems concerning estimating the latent node labels and the model parameters than the issue of choosing the number of blocks. We consider an approach based on the log likelihood ratio statistic and analyze its asymptotic properties under model misspecification. We show the limiting distribution of the statistic in the case of underfitting is normal and obtain its convergence rate in the case of overfitting. These conclusions remain valid when the average degree grows at a polylog rate. The results enable us to derive the correct order of the penalty term for model complexity and arrive at a likelihood-based model selection criterion that is asymptotically consistent. Our analysis can also be extended to a degree-corrected block model (DCSBM). In practice, the likelihood function can be estimated using more computationally efficient variational methods or consistent label estimation algorithms, allowing the criterion to be applied to large networks.