Inference for multiple heterogeneous networks with a common invariant subspace
Abstract
The development of models for multiple heterogeneous network data is of critical importance both in statistical network theory and across multiple application domains. Although singlegraph inference is wellstudied, multiple graph inference is largely unexplored, in part because of the challenges inherent in appropriately modeling graph differences and yet retaining sufficient model simplicity to render estimation feasible. This paper addresses exactly this gap, by introducing a new model, the common subspace independentedge (COSIE) multiple random graph model, which describes a heterogeneous collection of networks with a shared latent structure on the vertices but potentially different connectivity patterns for each graph. The COSIE model encompasses many popular network representations, including the stochastic blockmodel. The model is both flexible enough to meaningfully account for important graph differences and tractable enough to allow for accurate inference in multiple networks. In particular, a joint spectral embedding of adjacency matrices  the multiple adjacency spectral embedding (MASE)  leads, in a COSIE model, to simultaneous consistent estimation of underlying parameters for each graph. Under mild additional assumptions, MASE estimates satisfy asymptotic normality and yield improvements for graph eigenvalue estimation and hypothesis testing. In both simulated and real data, the COSIE model and the MASE embedding can be deployed for a number of subsequent network inference tasks, including dimensionality reduction, classification, hypothesis testing and community detection. Specifically, when MASE is applied to a dataset of connectomes constructed through diffusion magnetic resonance imaging, the result is an accurate classification of brain scans by patient and a meaningful determination of heterogeneity across scans of different subjects.
 Publication:

arXiv eprints
 Pub Date:
 June 2019
 arXiv:
 arXiv:1906.10026
 Bibcode:
 2019arXiv190610026A
 Keywords:

 Statistics  Methodology;
 Computer Science  Social and Information Networks;
 Mathematics  Statistics Theory