Lecture

Stochastic Blockmodel Estimation

Graph Chat

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.

In course

MATH-448: Statistical analysis of network data

A first course in statistical network analysis and applications. ...

Description

This lecture by the instructor covers the estimation of the Stochastic Blockmodel, focusing on methods like spectral clustering and network modularity. It delves into the parametric properties of graphs, the likelihood maximization process, and the network modularity for label-vector estimation. The lecture also discusses the Laplacian matrix, eigenvectors, and clustering techniques such as k-means clustering. The presentation emphasizes the importance of understanding the latent blocks in networks and the challenges in recovering them. Various block model estimators and their applications are explored, providing insights into the statistical analysis of network data.

Instructor

Sofia Charlotta Olhede

I am a professor of Statistics at EPFL. I did my PhD in Mathematics at Imperial College London, and graduated in 2003. I was an assistant professor (lecturer) at Imperial College London 2002-2006, and an associate professor (senior lecturer) 2006-2007. In 2007 I moved to University College London and became a full professor. I moved to EPFL in 2019, and in 2018 I became an Institute of Mathematical Statistics Fellow with citation “For seminal contributions to the theory and application of large and heteroge

Official source

Ontological neighbourhood

Mathematics

Discrete mathematics: Graph theory

Related concepts (32)

Maximum likelihood estimation

In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of an assumed probability distribution, given some observed data. This is achieved by maximizing a likelihood function so that, under the assumed statistical model, the observed data is most probable. The point in the parameter space that maximizes the likelihood function is called the maximum likelihood estimate. The logic of maximum likelihood is both intuitive and flexible, and as such the method has become a dominant means of statistical inference.

Likelihood function

In statistical inference, the likelihood function quantifies the plausibility of parameter values characterizing a statistical model in light of observed data. Its most typical usage is to compare possible parameter values (under a fixed set of observations and a particular model), where higher values of likelihood are preferred because they correspond to more probable parameter values.

Cluster analysis

Cluster analysis or clustering is the task of grouping a set of objects in such a way that objects in the same group (called a cluster) are more similar (in some sense) to each other than to those in other groups (clusters). It is a main task of exploratory data analysis, and a common technique for statistical data analysis, used in many fields, including pattern recognition, , information retrieval, bioinformatics, data compression, computer graphics and machine learning.

K-means clustering

k-means clustering is a method of vector quantization, originally from signal processing, that aims to partition n observations into k clusters in which each observation belongs to the cluster with the nearest mean (cluster centers or cluster centroid), serving as a prototype of the cluster. This results in a partitioning of the data space into Voronoi cells. k-means clustering minimizes within-cluster variances (squared Euclidean distances), but not regular Euclidean distances, which would be the more difficult Weber problem: the mean optimizes squared errors, whereas only the geometric median minimizes Euclidean distances.

Graph property

In graph theory, a graph property or graph invariant is a property of graphs that depends only on the abstract structure, not on graph representations such as particular labellings or drawings of the graph. While graph drawing and graph representation are valid topics in graph theory, in order to focus only on the abstract structure of graphs, a graph property is defined to be a property preserved under all possible isomorphisms of a graph. In other words, it is a property of the graph itself, not of a specific drawing or representation of the graph.

Related lectures (64)

Statistical Analysis of Network Data: Structures and Models

Explores statistical analysis of network data, covering graph structures, models, statistics, and sampling methods.

Linear Algebra: Diagonalization

Explores the diagonalization of matrices and the conditions for exact diagonalization, with examples demonstrating the process.

Statistical analysis of network data

Covers stochastic properties, network structures, models, statistics, centrality measures, and sampling methods in network data analysis.

Linear Algebra: Canonical Basis

Explores the canonical basis in linear algebra, focusing on matrix representation, diagonalizability, and characteristic polynomials.

Clustering: K-means & LDA