The author's preface gives an outline: "This book is about weakconvergence methods in metric spaces, with applications sufficient to show their power and utility. The Introduction motivates the definitions and indicates how the theory will yield solutions to problems arising outside it. Chapter 1 sets out the basic general theorems, which are then specialized in Chapter 2 to the space C[0, l ] of continuous functions on the unit interval and in Chapter 3 to the space D [0, 1 ] of functions with discontinuities of the first kind. The results of the first three chapters are used in Chapter 4 to derive a variety of limit theorems for dependent sequences of random variables. " The book develops and expands on Donsker's 1951 and 1952 papers on the invariance principle and empirical distributions. The basic random variables remain real-valued although, of course, measures on C[0, l ] and D[0, l ] are vitally used. Within this framework, there are various possibilities for a different and apparently better treatment of the material. More of the general theory of weak convergence of probabilities on separable metric spaces would be useful. Metrizability of the convergence is not brought up until late in the Appendix. The close relation of the Prokhorov metric and a metric for convergence in probability is (hence) not mentioned (see V. Strassen, Ann. Math. Statist. 36 (1965), 423-439; the reviewer, ibid. 39 (1968), 1563-1572). This relation would illuminate and organize such results as Theorems 4.1, 4.2 and 4.4 which give isolated, ad hoc connections between weak convergence of measures and nearness in probability. In the middle of p. 16, it should be noted that C*(S) consists of signed measures which need only be finitely additive if 5 is not compact. On p. 239, where the author twice speaks of separable subsets having nonmeasurable cardinal, he means "discrete" rather than "separable." Theorem 1.4 is Ulam's theorem that a Borel probability on a complete separable metric space is tight. Theorem 1 of Appendix 3 weakens completeness to topological completeness. After mentioning that probabilities on the rationals are tight, the author says it is an

Convergence of probability measures

Discover New Methods for Dealing with High-Dimensional Data A sparse statistical model has only a small number of nonzero parameters or weights; therefore, it is much easier to estimate and interpret than a dense model. Statistical Learning with Sparsity: The Lasso and Generalizations presents methods that exploit sparsity to help recover the underlying signal in a set of data. Top experts in this rapidly evolving field, the authors describe the lasso for linear regression and a simple coordinate descent algorithm for its computation. They discuss the application of 1 penalties to generalized linear models and support vector machines, cover generalized penalties such as the elastic net and group lasso, and review numerical methods for optimization. They also present statistical inference methods for fitted (lasso) models, including the bootstrap, Bayesian methods, and recently developed approaches. In addition, the book examines matrix decomposition, sparse multivariate analysis, graphical models, and compressed sensing. It concludes with a survey of theoretical results for the lasso. In this age of big data, the number of features measured on a person or object can be large and might be larger than the number of observations. This book shows how the sparsity assumption allows us to tackle these problems and extract useful and reproducible patterns from big datasets. Data analysts, computer scientists, and theorists will appreciate this thorough and up-to-date treatment of sparse statistical modeling.

Statistical Learning with Sparsity: The Lasso and Generalizations

The Kuramoto model in complex networks

Networks have become increasingly important to model complex systems composed of interacting elements. Network data mining has a large number of applications in many disciplines including protein-protein interaction networks, social networks, transportation networks, and telecommunication networks. Different empirical studies have shown that it is possible to predict new relationships between elements attending to the topology of the network and the properties of its elements. The problem of predicting new relationships in networks is called link prediction. Link prediction aims to infer the behavior of the network link formation process by predicting missed or future relationships based on currently observed connections. It has become an attractive area of study since it allows us to predict how networks will evolve. In this survey, we will review the general-purpose techniques at the heart of the link prediction problem, which can be complemented by domain-specific heuristic methods in practice.

A Survey of Link Prediction in Complex Networks

Large-Scale Simultaneous Hypothesis Testing: The Choice of a Null Hypothesis

Community detection is a fundamental problem in network analysis, with applications in many diverse areas. The stochastic block model is a common tool for model-based community detection, and asymptotic tools for checking consistency of community detection under the block model have been recently developed. However, the block model is limited by its assumption that all nodes within a community are stochastically equivalent, and provides a poor fit to networks with hubs or highly varying node degrees within communities, which are common in practice. The degree-corrected stochastic block model was proposed to address this shortcoming and allows variation in node degrees within a community while preserving the overall block community structure. In this paper we establish general theory for checking consistency of community detection under the degree-corrected stochastic block model and compare several community detection criteria under both the standard and the degree-corrected models. We show which criteria are consistent under which models and constraints, as well as compare their relative performance in practice. We find that methods based on the degree-corrected block model, which includes the standard block model as a special case, are consistent under a wider class of models and that modularity-type methods require parameter constraints for consistency, whereas likelihood-based methods do not. On the other hand, in practice, the degree correction involves estimating many more parameters, and empirically we find it is only worth doing if the node degrees within communities are indeed highly variable. We illustrate the methods on simulated networks and on a network of political blogs.

/pdf/consistency-of-community-detection-in-networks-under-degree-2ai1nyol1v.pdf

Consistency of community detection in networks under degree-corrected stochastic block models

Analysis of networks and in particular discovering communities within networks has been a focus of recent work in several fields and has diverse applications. Most community detection methods focus on partitioning the entire network into communities, with the expectation of many ties within communities and few ties between. However, many networks contain nodes that do not fit in with any of the communities, and forcing every node into a community can distort results. Here we propose a new framework that extracts one community at a time, allowing for arbitrary structure in the remainder of the network, which can include weakly connected nodes. The main idea is that the strength of a community should depend on ties between its members and ties to the outside world, but not on ties between nonmembers. The proposed extraction criterion has a natural probabilistic interpretation in a wide class of models and performs well on simulated and real networks. For the case of the block model, we establish asymptotic consistency of estimated node labels and propose a hypothesis test for determining the number of communities.

/pdf/community-extraction-for-social-networks-1a1cb3nuhs.pdf

Community extraction for social networks

Link prediction is one of the fundamental problems in network analysis. In many applications, notably in genetics, a partially observed network may not contain any negative examples, that is, edges known for certain to be absent, which creates a difficulty for existing supervised learning approaches. We develop a new method that treats the observed network as a sample of the true network with different sampling rates for positive (true edges) and negative (absent edges) examples. We obtain a relative ranking of potential links by their probabilities, using information on network topology as well as node covariates if available. The method relies on the intuitive assumption that if two pairs of nodes are similar, the probabilities of these pairs forming an edge are also similar. Empirically, the method performs well under many settings, including when the observed network is sparse. We apply the method to a protein–protein interaction network and a school friendship network.

Yunpeng Zhao

Papers

Consistency of community detection in networks under degree-corrected stochastic block models

Consistency of community detection in networks under degree-corrected stochastic block models

Community extraction for social networks

Link Prediction for Partially Observed Networks

On Consistency of Community Detection in Networks