Seminar

Past

Optimality of Variational Inference for Stochastic Block Model

Olga Klopp

  • Date20 April 2023
  • Time 11h00 - 12h15
  • Room Auditorium 3

Résumé

Variational methods are extremely popular in the analysis of network data. Statistical guarantees obtained for these methods typically provide asymptotic normality for the problem of estimation of global model parameters under the stochastic block model. In the present work, we consider the case of networks with missing links that is important in application and show that the variational approximation to the maximum likelihood estimator converges at the minimax rate. This provides the first minimax optimal and tractable estimator for the problem of parameter estimation for the stochastic block model. We complement our results with numerical studies of simulated and real networks, which confirm the advantages of this estimator over current methods.

Other seminars

To be announced

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  • MAD-Stat. Seminar

  • Date 4 March 2027

  • Place Auditorium JJ Laffont

  • Speaker or organiser Agnes Lagnoux (Ecole Normale Supérieure - Université Paris Sciences & Lettres)

Détails

Convergence Rates for Distribution Matching with Sliced Optimal Transport

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  • MAD-Stat. Seminar

  • Date 10 December 2026

  • Place Auditorium 6

  • Speaker or organiser Gauthier Louis Thurin (Université de Bordeaux)

Détails

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  • MAD-Stat. Seminar

  • Date 3 December 2026

  • Place Auditorium JJ Laffont

  • Speaker or organiser Eleanor Archer (Université Paris-Dauphine)

Détails