Conformal Link Prediction with False Discovery Rate Control

Fuente: arXiv
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Main Authors: Du, Wenqin, Ma, Wanteng, Xia, Dong, Zhang, Yuan, Zhou, Wen
Format: Preprint
Published: 2025
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author Du, Wenqin
Ma, Wanteng
Xia, Dong
Zhang, Yuan
Zhou, Wen
author_facet Du, Wenqin
Ma, Wanteng
Xia, Dong
Zhang, Yuan
Zhou, Wen
contents We propose a new method for predicting multiple missing links in partially observed networks while controlling the false discovery rate (FDR), a largely unresolved challenge in network analysis. The main difficulty lies in handling complex dependencies and unknown, heterogeneous missing patterns. We introduce conformal link prediction ({\tt clp}), a distribution-free procedure grounded in the exchangeability structure of weighted graphon models. Our approach constructs conformal p-values via a novel multi-splitting strategy that restores exchangeability within local test sets, thereby ensuring valid row-wise FDR control, even under unknown missing mechanisms. To achieve FDR control across all missing links, we further develop a new aggregation scheme based on e-values, which accommodates arbitrary dependence across network predictions. Our method requires no assumptions on the missing rates, applies to weighted, unweighted, undirected, and bipartite networks, and enjoys finite-sample theoretical guarantees. Extensive simulations and real-world data study confirm the effectiveness and robustness of the proposed approach.
format Preprint
id arxiv_https___arxiv_org_abs_2507_07025
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Conformal Link Prediction with False Discovery Rate Control
Du, Wenqin
Ma, Wanteng
Xia, Dong
Zhang, Yuan
Zhou, Wen
Methodology
Statistics Theory
We propose a new method for predicting multiple missing links in partially observed networks while controlling the false discovery rate (FDR), a largely unresolved challenge in network analysis. The main difficulty lies in handling complex dependencies and unknown, heterogeneous missing patterns. We introduce conformal link prediction ({\tt clp}), a distribution-free procedure grounded in the exchangeability structure of weighted graphon models. Our approach constructs conformal p-values via a novel multi-splitting strategy that restores exchangeability within local test sets, thereby ensuring valid row-wise FDR control, even under unknown missing mechanisms. To achieve FDR control across all missing links, we further develop a new aggregation scheme based on e-values, which accommodates arbitrary dependence across network predictions. Our method requires no assumptions on the missing rates, applies to weighted, unweighted, undirected, and bipartite networks, and enjoys finite-sample theoretical guarantees. Extensive simulations and real-world data study confirm the effectiveness and robustness of the proposed approach.
title Conformal Link Prediction with False Discovery Rate Control
topic Methodology
Statistics Theory
url https://arxiv.org/abs/2507.07025