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arxiv: 1707.03487 · v1 · pith:2NEGMZB6new · submitted 2017-07-11 · 📊 stat.ME

Robust Estimation from Multiple Graphs under Gross Error Contamination

classification 📊 stat.ME
keywords estimationgraphgraphscontaminationedgeerrorestimatorgross
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Estimation of graph parameters based on a collection of graphs is essential for a wide range of graph inference tasks. In practice, weighted graphs are generally observed with edge contamination. We consider a weighted latent position graph model contaminated via an edge weight gross error model and propose an estimation methodology based on robust Lq estimation followed by low-rank adjacency spectral decomposition. We demonstrate that, under appropriate conditions, our estimator both maintains Lq robustness and wins the bias-variance tradeoff by exploiting low-rank graph structure. We illustrate the improvement offered by our estimator via both simulations and a human connectome data experiment.

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