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Nonparametric estimation and testing of exchangeable graph models
Proceedings of the Seventeenth International Conference on Artificial Intelligence and Statistics, PMLR 33:1060-1067, 2014.
Abstract
Exchangeable graph models (ExGM) are a nonparametric approach to modeling network data that subsumes a number of popular models. The key object that defines an ExGM is often referred to as a graphon, or graph kernel. Here, we make three contributions to advance the theory of estimation of graphons. We determine conditions under which a unique canonical representation for a graphon exists and it is identifiable. We propose a 3-step procedure to estimate the canonical graphon of any ExGM that satisfies these conditions. We then focus on a specific estimator, built using the proposed 3-step procedure, which combines probability matrix estimation by Universal Singular Value Thresholding (USVT) and empirical degree sorting of the observed adjacency matrix. We prove that this estimator is consistent. We illustrate how the proposed theory and methods can be used to develop hypothesis testing procedures for models of network data.