扩展随机点积图模型,能区分同均值但不同分布的加权边。
Weighted Random Dot Product Graphs
- 用节点潜在向量内积定义边权分布的矩生成函数。
- 可区分均值相同但高阶矩不同的边权分布,优于传统模型。
- 适合需要精细建模边权差异的网络分析研究者。
复杂关系模式的建模已成为现代统计学与数据科学的核心。网络以图形式呈现,是分析此类模式的自然框架。本文将随机点积图(RDPG)模型拓展至加权图,显著扩大其适用范围,适用于边权具有异质分布的情形。提出一种非参数加权(W)RDPG模型,为每个节点分配一组潜在位置向量,节点向量的内积通过矩生成函数确定其关联边权分布的各阶矩。该方法可区分均值相同但高阶矩不同的边权分布,突破了以往模型的局限。我们推导出基于邻接谱嵌入的节点潜在位置估计器的统计保证,证明其一致性和渐近正态性。此外,提出一个生成框架,可按预设或拟合的WRDPG生成图,便于对观测图指标进行基于合理参考分布的分析与检验。论文结构包括模型定义、估计过程及其理论保证,以及加权图生成方法,并附有可复现示例,展示该模型在多种网络分析应用中的有效性。
原文摘要 · Abstract (English)
Modeling of intricate relational patterns has become a cornerstone of contemporary statistical research and related data science fields. Networks, represented as graphs, offer a natural framework for this analysis. This paper extends the Random Dot Product Graph (RDPG) model to accommodate weighted graphs, markedly broadening the model's scope to scenarios where edges exhibit heterogeneous weight distributions. We propose a nonparametric weighted (W)RDPG model that assigns a sequence of latent positions to each node. Inner products of these nodal vectors specify the moments of their incident edge weights' distribution via moment-generating functions. In this way, and unlike prior art, the WRDPG can discriminate between weight distributions that share the same mean but differ in other higher-order moments. We derive statistical guarantees for an estimator of the nodal's latent positions adapted from the workhorse adjacency spectral embedding, establishing its consistency and asymptotic normality. We also contribute a generative framework that enables sampling of graphs that adhere to a (prescribed or data-fitted) WRDPG, facilitating, e.g., the analysis and testing of observed graph metrics using judicious reference distributions. The paper is organized to formalize the model's definition, the estimation (or nodal embedding) process and its guarantees, as well as the methodologies for generating weighted graphs, all complemented by illustrative and reproducible examples showcasing the WRDPG's effectiveness in various network analytic applications.
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