Spectral Inference for Large Stochastic Blockmodels with Nodal Covariates
61 Pages Posted: 21 Aug 2019 Last revised: 14 Feb 2022
Date Written: August 18, 2019
In many applications of network analysis, it is important to distinguish between observed and unobserved factors affecting network structure. We show that a network model with discrete unobserved link heterogeneity and binary (or discrete) covariates corresponds to a stochastic blockmodel (SBM). We develop a spectral estimator for the effect of covariates on link probabilities, exploiting the correspondence of SBMs and generalized random dot product graphs (GRDPG). We show that computing our estimator is much faster than standard variational expectation--maximization algorithms and scales well for large networks. Monte Carlo experiments suggest that the estimator performs well under different data generating processes. Our application to Facebook data shows evidence of homophily in gender, role and campus-residence, while allowing us to discover unobserved communities. Finally, we establish asymptotic normality of our estimators.
Keywords: conditionally independent links, stochastic blockmodel, spectral estimation, generalized random dot product graphs, large networks, asymptotic normality
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