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Global and local estimation of low-rank random graphs

Thursday, January 16, 2020 - 11:00 to 12:00
Fangzheng Xie, Department of Applied Mathematics and Statistics, Johns Hopkins University
Statistics Seminar
Room 4192, Earth Sciences Building (2207 Main Mall)

In this talk I will give two perspectives on the estimation task of low-rank random graphs. Specifically, I will focus on estimating the latent positions in random dot product graphs. One perspective is the global estimation task. The minimax lower bound for global estimation of the latent positions is established, and this minimax lower bound is achieved by a Bayes procedure, referred to as the posterior spectral embedding. The other perspective is the local estimation task. We define local efficiency in estimating each individual latent position, propose a novel one-step estimator that takes advantage of the curvature information of the likelihood function (i.e., derivatives information) of the sampling model, and show that this estimator is locally efficient. The previously widely adopted adjacency spectral embedding is proven to be locally inefficient due to the ignorance of the Bernoulli likelihood function of the sampling model. Simulation examples and the analysis of a real-world Wikipedia graph dataset are provided to demonstrate the usefulness of the proposed methods.