Statistical Inference on Latent Space Models for Network Data

Fuente: arXiv
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Main Authors: Li, Jinming, Wu, Shihao, Cui, Chengyu, Xu, Gongjun, Zhu, Ji
Format: Preprint
Published: 2023
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author Li, Jinming
Wu, Shihao
Cui, Chengyu
Xu, Gongjun
Zhu, Ji
author_facet Li, Jinming
Wu, Shihao
Cui, Chengyu
Xu, Gongjun
Zhu, Ji
contents Latent space models are powerful statistical tools for modeling and understanding network data. While the importance of accounting for uncertainty in network analysis has been well recognized, the current literature predominantly focuses on point estimation and prediction, leaving the statistical inference of latent space models an open question. This work aims to fill this gap by providing a general framework to analyze the theoretical properties of the maximum likelihood estimators. In particular, we establish the uniform consistency and asymptotic distribution results for the latent space models under different edge types and link functions. Furthermore, the proposed framework enables us to generalize our results to the dependent-edge and sparse scenarios. Our theories are supported by simulation studies and have the potential to be applied in downstream inferences, such as link prediction and network testing problems.
format Preprint
id arxiv_https___arxiv_org_abs_2312_06605
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Statistical Inference on Latent Space Models for Network Data
Li, Jinming
Wu, Shihao
Cui, Chengyu
Xu, Gongjun
Zhu, Ji
Statistics Theory
Methodology
Latent space models are powerful statistical tools for modeling and understanding network data. While the importance of accounting for uncertainty in network analysis has been well recognized, the current literature predominantly focuses on point estimation and prediction, leaving the statistical inference of latent space models an open question. This work aims to fill this gap by providing a general framework to analyze the theoretical properties of the maximum likelihood estimators. In particular, we establish the uniform consistency and asymptotic distribution results for the latent space models under different edge types and link functions. Furthermore, the proposed framework enables us to generalize our results to the dependent-edge and sparse scenarios. Our theories are supported by simulation studies and have the potential to be applied in downstream inferences, such as link prediction and network testing problems.
title Statistical Inference on Latent Space Models for Network Data
topic Statistics Theory
Methodology
url https://arxiv.org/abs/2312.06605