50th Anniv. Seminar Series on 'Network cross-validation by edge sampling' by Professor Ji ZHU
posted by Department of Statistics and Actuarial Science for HKU and Public
Event Type: Public Lecture/Forum/Seminar/Workshop/Conference/Symposium
Event Nature: Science & Technology
DEPARTMENT OF STATISTICS AND ACTUARIAL SCIENCE
THE UNIVERSITY OF HONG KONG
50th Anniversary Seminar Series
Professor Ji ZHU
Department of Statistics
University of Michigan
will give a talk
NETWORK CROSS-VALIDATION BY EDGE SAMPLING
Many models and methods are now available for network analysis, but model selection and tuning remain challenging. Cross-validation is a useful general tool for these tasks in many settings, but is not directly applicable to networks since splitting network nodes into groups requires deleting edges and destroys some of the network structure. Here we propose a new network cross-validation strategy based on splitting edges rather than nodes, which avoids losing information and is applicable to a wide range of network problems. We provide a theoretical justification for our method in a general setting, and in particular show that the method has good asymptotic properties under the stochastic block model. Numerical results on both simulated and real networks show that our approach performs well for a number of model selection and parameter tuning tasks. This is joint work with Tianxi Li and Elizaveta Levina.
|Venue||Room 301, Run Run Shaw Building, HKU|
Registration is not required.