论文标题
高斯潜在位置网络模型更快的MCMC
Faster MCMC for Gaussian Latent Position Network Models
论文作者
论文摘要
潜在位置网络模型是网络科学中的多功能工具;应用程序包括聚类实体,控制因果混杂因素以及通过未观察的图定义先验。估计每个节点的潜在位置通常被构成贝叶斯推论问题,而Gibbs中的大都市是近似后验分布的最流行工具。但是,众所周知,吉布斯内部的大都市对于大型网络效率低下。接受率的计算昂贵,并且最终的后抽签高度相关。在本文中,我们提出了一种替代的马尔可夫链蒙特卡洛策略 - 使用分裂的汉密尔顿蒙特卡洛和萤火虫蒙特卡洛(Monte Carlo)定义,该策略利用后验分布的功能形式来进行更有效的后验计算。我们证明,这些策略的表现优于吉布斯(Gibbs)内的大都市和合成网络的其他算法,以及学区的教师和员工的真实信息共享网络。
Latent position network models are a versatile tool in network science; applications include clustering entities, controlling for causal confounders, and defining priors over unobserved graphs. Estimating each node's latent position is typically framed as a Bayesian inference problem, with Metropolis within Gibbs being the most popular tool for approximating the posterior distribution. However, it is well-known that Metropolis within Gibbs is inefficient for large networks; the acceptance ratios are expensive to compute, and the resultant posterior draws are highly correlated. In this article, we propose an alternative Markov chain Monte Carlo strategy -- defined using a combination of split Hamiltonian Monte Carlo and Firefly Monte Carlo -- that leverages the posterior distribution's functional form for more efficient posterior computation. We demonstrate that these strategies outperform Metropolis within Gibbs and other algorithms on synthetic networks, as well as on real information-sharing networks of teachers and staff in a school district.