Dimension reduction for covariates in network data

• 成果类型: Article
• 署名作者: Zhao, Junlong; Liu, Xiumin; Wang, Hansheng; Leng, Chenlei
• 署名单位: Beijing Normal University; Peking University; University of Warwick
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asab006
• 发表日期: 2022
• 页码: 85102
• 关键词: models; inference

摘要

A problem of major interest in network data analysis is to explain the strength of connections using context information. To achieve this, we introduce a novel approach, called network-supervised dimension reduction, in which covariates are projected onto low-dimensional spaces to reveal the linkage pattern without assuming a model. We propose a new loss function for estimating the parameters in the resulting linear projection, based on the notion that closer proximity in the low-dimension projection corresponds to stronger connections. Interestingly, the convergence rate of our estimator is found to depend on a network effect factor, which is the smallest number that can partition a graph in a manner similar to the graph colouring problem. Our method has interesting connections to principal component analysis and linear discriminant analysis, which we exploit for clustering and community detection. The proposed approach is further illustrated by numerical experiments and analysis of a pulsar candidates dataset from astronomy.