Merge-split Markov chain Monte Carlo for community detection

03/16/2020
by   Tiago P. Peixoto, et al.
0

We present a Markov chain Monte Carlo scheme based on merges and splits of groups that is capable of efficiently sampling from the posterior distribution of network partitions, defined according to the stochastic block model (SBM). We demonstrate how schemes based on the move of single nodes between groups systematically fail at correctly sampling from the posterior distribution even on small networks, and how our merge-split approach behaves significantly better, and improves the mixing time of the chain by several orders of magnitudes in typical cases. We also show how the scheme can be straightforwardly extended to nested versions of the SBM, yielding asymptotically exact samples of hierarchical network partitions.

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