TY - JOUR
T1 - Efficient Monte Carlo and greedy heuristic for the inference of stochastic block models
AU - Peixoto, Tiago P.
PY - 2014/1/13
Y1 - 2014/1/13
N2 - We present an efficient algorithm for the inference of stochastic block models in large networks. The algorithm can be used as an optimized Markov chain Monte Carlo (MCMC) method, with a fast mixing time and a much reduced susceptibility to getting trapped in metastable states, or as a greedy agglomerative heuristic, with an almost linear O(Nln2N) complexity, where N is the number of nodes in the network, independent of the number of blocks being inferred. We show that the heuristic is capable of delivering results which are indistinguishable from the more exact and numerically expensive MCMC method in many artificial and empirical networks, despite being much faster. The method is entirely unbiased towards any specific mixing pattern, and in particular it does not favor assortative community structures.
AB - We present an efficient algorithm for the inference of stochastic block models in large networks. The algorithm can be used as an optimized Markov chain Monte Carlo (MCMC) method, with a fast mixing time and a much reduced susceptibility to getting trapped in metastable states, or as a greedy agglomerative heuristic, with an almost linear O(Nln2N) complexity, where N is the number of nodes in the network, independent of the number of blocks being inferred. We show that the heuristic is capable of delivering results which are indistinguishable from the more exact and numerically expensive MCMC method in many artificial and empirical networks, despite being much faster. The method is entirely unbiased towards any specific mixing pattern, and in particular it does not favor assortative community structures.
UR - http://www.scopus.com/inward/record.url?scp=84894537759&partnerID=8YFLogxK
U2 - 10.1103/PhysRevE.89.012804
DO - 10.1103/PhysRevE.89.012804
M3 - Article
AN - SCOPUS:84894537759
SN - 1539-3755
VL - 89
JO - Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics
JF - Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics
IS - 1
M1 - 012804
ER -