Copertina

Normalized Likelihood Criteria for Model Selection in the Stochastic Block Model

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Cerqueira, Andressa, Baptistão, Felipe
Natura:	Preprint
Pubblicazione:	2026
Soggetti:	Statistics Theory
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Optimal recovery by maximum and integrated conditional likelihood in the general Stochastic Block Model
di: Cerqueira, Andressa, et al.
Pubblicazione: (2023)

Counting communities in weighted Stochastic Block Models via semidefinite programming
di: Oliveira, Deborah, et al.
Pubblicazione: (2025)

Bridging Maximum Likelihood and Optimal Transport for Efficient Inference and Model Selection in Stochastic Block Models
di: Queric, Simon, et al.
Pubblicazione: (2026)

Graphical Construction of Spatial Gibbs Random Graphs
di: Cerqueira, Andressa, et al.
Pubblicazione: (2019)

Spectral Clustering for Directed Graphs via Likelihood Estimation on Stochastic Block Models
di: Zhang, Ning, et al.
Pubblicazione: (2024)

Profile Likelihood Inference for Anisotropic Hyperbolic Wrapped Normal Models on Hyperbolic Space
di: You, Kisung
Pubblicazione: (2026)

Foundation of Calculating Normalized Maximum Likelihood for Continuous Probability Models
di: Suzuki, Atsushi, et al.
Pubblicazione: (2024)

Node-Private Community Detection in Stochastic Block Models
di: Klopp, Olga, et al.
Pubblicazione: (2026)

Universal Graph Compression: Stochastic Block Models
di: Bhatt, Alankrita, et al.
Pubblicazione: (2020)

Assessing the Impact of Block Size on Block Likelihood Estimation: A Comparative Study
di: Alegría, Alfredo
Pubblicazione: (2024)

Limit Results for Estimation of Connectivity Matrix in Multi-layer Stochastic Block Models
di: Su, Wenqing, et al.
Pubblicazione: (2024)

Graph Quasirandomness for Hypothesis Testing of Stochastic Block Models
di: Bangachev, Kiril, et al.
Pubblicazione: (2025)

A Shrinkage Likelihood Ratio Test for High-Dimensional Subgroup Analysis with a Logistic-Normal Mixture Model
di: Takeishi, Shota
Pubblicazione: (2023)

Consistent model selection for the Degree Corrected Stochastic Blockmodel
di: Cerqueira, Andressa, et al.
Pubblicazione: (2023)

Fundamental Limits of Spectral Clustering in Stochastic Block Models
di: Zhang, Anderson Ye
Pubblicazione: (2023)

Multiple Hypothesis Testing To Estimate The Number Of Communities in Stochastic Block Models
di: Jha, Chetkar, et al.
Pubblicazione: (2025)

Block Empirical Likelihood Inference for Longitudinal Generalized Partially Linear Single-Index Models
di: Zhang, Tianni, et al.
Pubblicazione: (2026)

A Note on Likelihood Ratio Tests for Models with Latent Variables
di: Chen, Yunxiao, et al.
Pubblicazione: (2020)

The Graph Pencil Method: Mapping Subgraph Densities to Stochastic Block Models
di: Gunderson, Lee M, et al.
Pubblicazione: (2024)

An Overview of Asymptotic Normality in Stochastic Blockmodels: Cluster Analysis and Inference
di: Agterberg, Joshua, et al.
Pubblicazione: (2023)

Phase Transition for Stochastic Block Model with more than $\sqrt{n}$ Communities
di: Carpentier, Alexandra, et al.
Pubblicazione: (2025)

Partial recovery and weak consistency in the non-uniform hypergraph Stochastic Block Model
di: Dumitriu, Ioana, et al.
Pubblicazione: (2021)

Optimal and exact recovery on general non-uniform Hypergraph Stochastic Block Model
di: Dumitriu, Ioana, et al.
Pubblicazione: (2023)

A Quasi Maximum Likelihood Estimation Method for Bergomi-Type Volatility Models
di: Fukasawa, Masaaki, et al.
Pubblicazione: (2026)

Asymptotic Results for Penalized Quasi-Likelihood Estimation in Generalized Linear Mixed Models
di: Ning, Xu, et al.
Pubblicazione: (2024)

Penalized Likelihood for Dyadic Network Formation Models with Degree Heterogeneity
di: Yan, Zizhong, et al.
Pubblicazione: (2026)

Quasi-maximum Likelihood Inference for Linear Double Autoregressive Models
di: Liu, Hua, et al.
Pubblicazione: (2020)

Likelihood Matching for Diffusion Models
di: Qian, Lei, et al.
Pubblicazione: (2025)

Phase Transition for Stochastic Block Model with more than $\sqrt{n}$ Communities (II)
di: Carpentier, Alexandra, et al.
Pubblicazione: (2025)

Determine the Number of States in Hidden Markov Models via Marginal Likelihood
di: Chen, Yang, et al.
Pubblicazione: (2024)

Asymptotic Properties of the Maximum Likelihood Estimator for Markov-switching Observation-driven Models
di: Krabbe, Frederik
Pubblicazione: (2024)

Normal Approximation in Large Network Models
di: Leung, Michael P., et al.
Pubblicazione: (2019)

Reformulating Confidence as Extended Likelihood
di: Lee, Youngjo
Pubblicazione: (2025)

Likelihood-free hypothesis testing
di: Gerber, Patrik Róbert, et al.
Pubblicazione: (2022)

Jackknife Empirical Likelihood Ratio Test for Cauchy Distribution
di: Avhad, Ganesh Vishnu, et al.
Pubblicazione: (2024)

Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: A Critical Review
di: Barigozzi, Matteo
Pubblicazione: (2023)

Maximum Ideal Likelihood Estimation: A Unified Inference Framework for Latent Variable Models
di: Cai, Yizhou, et al.
Pubblicazione: (2024)

Maximum Likelihood Estimation under the Emax Model: Existence, Geometry and Efficiency
di: Aletti, Giacomo, et al.
Pubblicazione: (2023)

A Note on "Quasi-Maximum-Likelihood Estimation in Conditionally Heteroscedastic Time Series: A Stochastic Recurrence Equations Approach"
di: Krabbe, Frederik
Pubblicazione: (2025)

Information-Theoretic Limits and Strong Consistency on Binary Non-uniform Hypergraph Stochastic Block Models
di: Wang, Hai-Xiao
Pubblicazione: (2023)