When is Nontrivial Estimation Possible for Graphons and Stochastic Block Models?

Block graphons (also called stochastic block models) are an important and widely-studied class of models for random networks. We provide a lower bound on the accuracy of estimators for block graphons with a large number of blocks. We show that, given only the number $k$ of blocks and an upper bound $\rho$ on the values (connection probabilities) of the graphon, every estimator incurs error at least on the order of $\min(\rho, \sqrt{\rho k^2/n^2})$ in the $\delta_2$ metric with constant probability, in the worst case over graphons. In particular, our bound rules out any nontrivial estimation (that is, with $\delta_2$ error substantially less than $\rho$) when $k\geq n\sqrt{\rho}$. Combined with previous upper and lower bounds, our results characterize, up to logarithmic terms, the minimax accuracy of graphon estimation in the $\delta_2$ metric. A similar lower bound to ours was obtained independently by Klopp, Tsybakov and Verzelen (2016).

[1]  Christian Borgs,et al.  An $L^{p}$ theory of sparse graph convergence II: LD convergence, quotients and right convergence , 2014, 1408.0744.

[2]  P. Bickel,et al.  A nonparametric view of network models and Newman–Girvan and other modularities , 2009, Proceedings of the National Academy of Sciences.

[3]  V. Sós,et al.  Convergent Sequences of Dense Graphs I: Subgraph Frequencies, Metric Properties and Testing , 2007, math/0702004.

[4]  A. Tsybakov,et al.  Oracle inequalities for network models and sparse graphon estimation , 2015, 1507.04118.

[5]  Christian Borgs,et al.  Private Graphon Estimation for Sparse Graphs , 2015, NIPS.

[6]  Amos Lapidoth,et al.  A Foundation In Digital Communication: Index , 2009 .

[7]  P. Bickel,et al.  The method of moments and degree distributions for network models , 2011, 1202.5101.

[8]  Debapratim Banerjee Contiguity results for planted partition models: the dense case , 2016 .

[9]  Emmanuel Abbe,et al.  Exact Recovery in the Stochastic Block Model , 2014, IEEE Transactions on Information Theory.

[10]  V. Sós,et al.  Counting Graph Homomorphisms , 2006 .

[11]  Elchanan Mossel,et al.  Consistency thresholds for the planted bisection model , 2016 .

[12]  Praneeth Netrapalli,et al.  Non-Reconstructability in the Stochastic Block Model , 2014, ArXiv.

[13]  C. Priebe,et al.  Universally consistent vertex classification for latent positions graphs , 2012, 1212.1182.

[14]  Emmanuel Abbe,et al.  Recovering Communities in the General Stochastic Block Model Without Knowing the Parameters , 2015, NIPS.

[15]  Emmanuel Abbe,et al.  Community detection in general stochastic block models: fundamental limits and efficient recovery algorithms , 2015, ArXiv.

[16]  Bin Yu Assouad, Fano, and Le Cam , 1997 .

[17]  Edoardo M. Airoldi,et al.  A Consistent Histogram Estimator for Exchangeable Graph Models , 2014, ICML.

[18]  Edoardo M. Airoldi,et al.  Nonparametric estimation and testing of exchangeable graph models , 2014, AISTATS.

[19]  S. Chatterjee,et al.  Matrix estimation by Universal Singular Value Thresholding , 2012, 1212.1247.

[20]  Yufei Zhao,et al.  An $L^p$ theory of sparse graph convergence I: Limits, sparse random graph models, and power law distributions , 2014, Transactions of the American Mathematical Society.

[21]  Stéphane Robin,et al.  Variational Bayes model averaging for graphon functions and motif frequencies inference in W-graph models , 2013, Statistics and Computing.

[22]  Peter D. Hoff,et al.  Latent Space Approaches to Social Network Analysis , 2002 .

[23]  Elchanan Mossel,et al.  Reconstruction and estimation in the planted partition model , 2012, Probability Theory and Related Fields.

[24]  László Lovász,et al.  Large Networks and Graph Limits , 2012, Colloquium Publications.

[25]  Harrison H. Zhou,et al.  Rate-optimal graphon estimation , 2014, 1410.5837.

[26]  Edoardo M. Airoldi,et al.  Stochastic blockmodel approximation of a graphon: Theory and consistent estimation , 2013, NIPS.

[27]  Zoubin Ghahramani,et al.  Random function priors for exchangeable arrays with applications to graphs and relational data , 2012, NIPS.

[28]  P. Wolfe,et al.  Nonparametric graphon estimation , 2013, 1309.5936.

[29]  Jess Banks,et al.  Information-theoretic thresholds for community detection in sparse networks , 2016, COLT.