A GOODNESS-OF-FIT TEST FOR STOCHASTIC BLOCK MODELS

Authors
Citation
Jing Lei, A GOODNESS-OF-FIT TEST FOR STOCHASTIC BLOCK MODELS, Annals of statistics , 44(1), 2016, pp. 401-424
Journal title
ISSN journal
00905364
Volume
44
Issue
1
Year of publication
2016
Pages
401 - 424
Database
ACNP
SICI code
Abstract
The stochastic block model is a popular tool for studying community structures in network data. We develop a goodness-of-fit test for the stochastic block model. The test statistic is based on the largest singular value of a residual matrix obtained by subtracting the estimated block mean effect from the adjacency matrix. Asymptotic null distribution is obtained using recent advances in random matrix theory. The test is proved to have full power against alternative models with finer structures. These results naturally lead to a consistent sequential testing estimate of the number of communities.