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SMU SOE Seminar Series (March 4, 2026): Estimating Stochastic Block Models in the Presence of Covariates

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TOPIC:

ESTIMATING STOCHASTIC BLOCK MODELS IN THE PRESENCE OF COVARIATES

ABSTRACT

In the standard stochastic block model for networks, the probability of a connection be-
tween two nodes, often referred to as the edge probability, depends on the unobserved communities each of these nodes belongs to. We consider a flexible framework in which each edge probability, together with the probability of community assignment, are also impacted by observed covariates. We propose a computationally tractable two-step procedure to estimate the conditional edge probabilities as well as the community assignment probabilities. The first step relies on a spectral clustering algo-
rithm applied to a localized adjacency matrix of the network. In the second step, k-nearest neighbor regression estimates are computed on the extracted communities. We study the statistical properties of these estimators by providing non-asymptotic bounds. 

PRESENTER

Yuichi Kitamura
Yale University

RESEARCH FIELDS

Econometrics

DATE:

4 March 2026 (Wednesday)

TIME:

4:00pm - 5:30pm

VENUE:

Meeting Room 5.1, Level 5
School of Economics
Singapore Management University
90 Stamford Road
Singapore 178903

 
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