Christian T. Brownlees Gudmundur Gudmundsson Gabor Lugosi
Date: 10 MAY 2018 at 14:30
Event location: Aula Seminari, 1st floor, Department of Statistical Science, Via Belle Arti 41, Bologna
Type: Statistics Seminars
Many real-world networks exhibit a community structure: The vertices of the network are partitioned into groups such that the concentration of linkages is high among vertices in the same group and low otherwise. This motivates us to introduce a class of partial correlation network models with a community structure that replicates this empirical regularity. A natural question that arises in this framework is how to detect the communities from a random sample of observations. We introduce an algorithm called Blockbuster that recovers the communities using the eigenvectors of the sample covariance matrix. We study the properties of the procedure and establish consistency. The methodology is used to study real activity clustering in the U.S. and Europe.
https://ssrn.com/abstract=2776505