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| ESTIMATING STOCHASTIC BLOCK MODELS IN THE PRESENCE OF COVARIATES |
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| 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. |
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PRESENTER Yuichi Kitamura Yale University |
RESEARCH FIELDS Econometrics |
DATE: 4 March 2026 (Wednesday) |
VENUE: Meeting Room 5.1, Level 5 School of Economics Singapore Management University 90 Stamford Road Singapore 178903 |
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