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Likelihood Inference for Large Scale Stochastic Blockmodels with Covariates based on a Divide-and-Conquer Parallelizable Algorithm with Communication.

07:00 EST 1st January 2019 | BioPortfolio

Summary of "Likelihood Inference for Large Scale Stochastic Blockmodels with Covariates based on a Divide-and-Conquer Parallelizable Algorithm with Communication."

We consider a stochastic blockmodel equipped with node covariate information, that is helpful in analyzing social network data. The key objective is to obtain maximum likelihood estimates of the model parameters. For this task, we devise a fast, scalable Monte Carlo EM type algorithm based on case-control approximation of the log-likelihood coupled with a subsampling approach. A key feature of the proposed algorithm is its parallelizability, by processing portions of the data on several cores, while leveraging communication of key statistics across the cores during each iteration of the algorithm. The performance of the algorithm is evaluated on synthetic data sets and compared with competing methods for blockmodel parameter estimation. We also illustrate the model on data from a Facebook derived social network enhanced with node covariate information.

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This article was published in the following journal.

Name: Journal of computational and graphical statistics : a joint publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America
ISSN: 1061-8600
Pages: 609-619

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