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arxiv: 1711.06305 · v3 · pith:YMXX4GJMnew · submitted 2017-11-16 · 🧮 math.ST · stat.TH

Neighborhood selection with application to social networks

classification 🧮 math.ST stat.TH
keywords analysismodelgraphicallatentdependenceneighborhoodnetworksselection
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The topic of this paper is modeling and analyzing dependence in stochastic social networks. Using a latent variable block model allows the analysis of dependence between blocks via the analysis of a latent graphical model. Our approach to the analysis of the graphical model then is based on the idea underlying the neighborhood selection scheme put forward by Meinshausen and B\"{u}hlmann (2006). However, because of the latent nature of our model, estimates have to be used in lieu of the unobserved variables. This leads to a novel analysis of graphical models under uncertainty, in the spirit of Rosenbaum et al. (2010), or Belloni et al. (2017). Lasso-based selectors, and a class of Dantzig-type selectors are studied.

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