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作者：Rohe, Karl; Chatterjee, Sourav; Yu, Bin
作者单位：University of California System; University of California Berkeley
摘要：Networks or graphs can easily represent a diverse set of data sources that are characterized by interacting units or actors. Social networks, representing people who communicate with each other, are one example. Communities or clusters of highly connected actors form an essential feature in the structure of several empirical networks. Spectral clustering is a popular and computationally feasible method to discover these communities. The stochastic blockmodel [Social Networks 5 (1983) 109-137] ...
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作者：Liu, Wei; Yang, Yuhong
作者单位：University of Minnesota System; University of Minnesota Twin Cities
摘要：In model selection literature, two classes of criteria perform well asymptotically in different situations: Bayesian information criterion (BIC) (as a representative) is consistent in selection when the true model is finite dimensional (parametric scenario); Akaike's information criterion (AIC) performs well in an asymptotic efficiency when the true model is infinite dimensional (nonparametric scenario). But there is little work that addresses if it is possible and how to detect the situation ...
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作者：Papavasiliou, Anastasia; Ladroue, Christophe
作者单位：University of Warwick; University of Crete; University of Bristol
摘要：We construct the expected signature matching estimator for differential equations driven by rough paths and we prove its consistency and asymptotic normality. We use it to estimate parameters of a diffusion and a fractional diffusions, that is, a differential equation driven by fractional Brownian motion.
