Abstract not found

If we wish to efficiently estimate the expectation of an arbitrary function on the basis of the output of a Gibbs sampler, which is better: deterministic or random sweep? In each case we calculate the asymptotic variance of the empirical estimator, the average of the function over the output, and determine the minimal asymptotic variance for estimators that use no information about the underlying distribution. The empirical estimator has noticeably smaller variance for deterministic sweep. The variance bound for random sweep is in general smaller than for deterministic sweep, but the two are equal if the target distribution is continuous. If the components of the target distribution are not strongly dependent, the empirical estimator is close to efficient under deterministic sweep, and its asymptotic variance approximately doubles under random sweep. 1 Introduction The Gibbs sampler is a widely used Markov chain Monte Carlo (MCMC) method for estimating analytically intractable feature...

While the social and information networks have become ubiquitous, the challenge ofcollecting complete network data still persists. Many times the collected network data is incomplete with nodes and edges missing. Commonly, only a part of the network can be observed and we would like to infer the unobserved part of the network. We address this issue by studying the Network Completion Problem: Given a network with missing nodes and edges, can we complete the missing part? We cast the problem in the Expectation Maximization (EM) framework where we use the observed part of the network to fit a model of network structure, and then we estimate the missing part of the network using the model, re-estimate the parameters and so on. We combine the EM algorithm with the Kronecker graphs model and design a scalable Metropolized Gibbs sampling approach that allows for the estimation of the model parametersas well as the inference about missing nodes and edges of the network. Experiments on synthetic and several real-world networks show that our approach can effectively recover the network even when about half of the nodes in the network are missing. Our algorithm outperforms not only classical link-prediction approaches but also the state of the art Stochastic block modeling approach. Furthermore, our algorithm easily scales to networks with tens of thousands of nodes. 1