论文标题

加强功率和相变,用于混合成员随机块模型的全球测试

Power Enhancement and Phase Transitions for Global Testing of the Mixed Membership Stochastic Block Model

论文作者

Cammarata, Louis, Ke, Zheng Tracy

论文摘要

混合成员随机块模型(MMSBM)是社交网络的常见模型。给定从$ k $ -community MMSBM生成的$ n $ node对称网络,我们想测试$ k = 1 $对$ k> 1 $。我们首先研究了基于学位的$χ^2 $测试和正统签名的四边形测试。这两个统计数据分别估计了“信号”矩阵的订单2多项式和4阶多项式。我们得出了这两种测试的渐近无效分布和功率。但是,对于每个测试,都存在一个参数制度,其功率不令人满意。它促使我们提出功率增强(PE)测试,以结合两种测试的优势。我们表明,PE测试具有可拖动的空分布,并提高了这两种测试的功能。为了评估PE的最优性,我们考虑了一个随机设置,其中$ n $会员资格向量是从标准单纯胶上的分布中独立绘制的。我们表明,全球测试的成功受数量$β_N(k,p,h)$的约束,该数量取决于社区结构矩阵$ p $和平均矢量$ h $的会员资格。对于每个给定的$(k,p,h)$,如果当$β_N(k,p,h)\ to \ infty $区分两个假设,则测试称为$ \ textit {optimal} $。一个测试称为$ \ textit {最佳自适应} $,如果它对所有$(k,p,h)$都是最佳的。我们表明,PE测试是最佳自适应的,而许多现有测试仅适用于某些特定的$(K,P,H)$,因此不是最佳自适应。

The mixed-membership stochastic block model (MMSBM) is a common model for social networks. Given an $n$-node symmetric network generated from a $K$-community MMSBM, we would like to test $K=1$ versus $K>1$. We first study the degree-based $χ^2$ test and the orthodox Signed Quadrilateral (oSQ) test. These two statistics estimate an order-2 polynomial and an order-4 polynomial of a "signal" matrix, respectively. We derive the asymptotic null distribution and power for both tests. However, for each test, there exists a parameter regime where its power is unsatisfactory. It motivates us to propose a power enhancement (PE) test to combine the strengths of both tests. We show that the PE test has a tractable null distribution and improves the power of both tests. To assess the optimality of PE, we consider a randomized setting, where the $n$ membership vectors are independently drawn from a distribution on the standard simplex. We show that the success of global testing is governed by a quantity $β_n(K,P,h)$, which depends on the community structure matrix $P$ and the mean vector $h$ of memberships. For each given $(K, P, h)$, a test is called $\textit{ optimal}$ if it distinguishes two hypotheses when $β_n(K, P,h)\to\infty$. A test is called $\textit{optimally adaptive}$ if it is optimal for all $(K, P, h)$. We show that the PE test is optimally adaptive, while many existing tests are only optimal for some particular $(K, P, h)$, hence, not optimally adaptive.

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