Phase Transition in the Generalized Stochastic Block Model

06/20/2022
by   Sun Min Lee, et al.
0

We study the problem of detecting the community structure from the generalized stochastic block model (GSBM). Based on the analysis of the Stieljtes transform of the empirical spectral distribution, we prove a BBP-type transition for the largest eigenvalue of the GSBM. For specific models such as a hidden community model and an unbalanced stochastic model, we provide precise formulas for the two largest eigenvalues, establishing the gap in the BBP-type transition.

READ FULL TEXT

page 1

page 2

page 3

page 4

research
04/26/2021

Generalized heterogeneous hypergeometric functions and the distribution of the largest eigenvalue of an elliptical Wishart matrix

In this study, we derive the exact distributions of eigenvalues of a sin...
research
10/15/2021

Stability and dynamical transition of a electrically conducting rotating fluid

In this article, we aim to study the stability and dynamic transition of...
research
03/30/2018

The eigenvalues of stochastic blockmodel graphs

We derive the limiting distribution for the largest eigenvalues of the a...
research
11/16/2022

Two-Sample Test for Stochastic Block Models via the Largest Singular Value

The stochastic block model is widely used for detecting community struct...
research
01/13/2022

Largest Eigenvalues of the Conjugate Kernel of Single-Layered Neural Networks

This paper is concerned with the asymptotic distribution of the largest ...
research
09/28/2020

Eigenvector distribution in the critical regime of BBP transition

In this paper, we study the random matrix model of Gaussian Unitary Ense...
research
06/18/2020

Analysis of Virus Propagation: A Transition Model Representation of Stochastic Epidemiological Models

The growing literature on the propagation of COVID-19 relies on various ...

Please sign up or login with your details

Forgot password? Click here to reset