论文标题

动态潜在空间模型的结构化最佳变异推断

Structured Optimal Variational Inference for Dynamic Latent Space Models

论文作者

Zhao, Peng, Bhattacharya, Anirban, Pati, Debdeep, Mallick, Bani K.

论文摘要

我们考虑了动态网络的潜在空间模型,我们的目标是估计成对的内部产品以及潜在位置的拦截。为了平衡后推理和计算可伸缩性,我们考虑了一个结构化的平均视野变异推理框架,其中利用动态网络的时间相关属性来促进计算和推理。此外,开发了一个易于实现的块坐标上升算法,每个块中使用消息类型更新,而每个迭代的复杂性与节点和时间点的数量线性。为了证明最优性,我们证明了所提出的变分推理方法的变异风险可在某些条件下仅使用对数因子达到最小值最佳速率。为此,我们首先得出了Minimax下限,这可能具有独立的利益。此外,我们表明,通常采用的高斯随机步行先验下的后部可以仅使用对数因子来实现最小的下限。据我们所知,这是贝叶斯动态潜在空间模型的整个理论分析。模拟和实际数据分析证明了我们的方法论的功效和算法的效率。

We consider a latent space model for dynamic networks, where our objective is to estimate the pairwise inner products plus the intercept of the latent positions. To balance posterior inference and computational scalability, we consider a structured mean-field variational inference framework, where the time-dependent properties of the dynamic networks are exploited to facilitate computation and inference. Additionally, an easy-to-implement block coordinate ascent algorithm is developed with message-passing type updates in each block, whereas the complexity per iteration is linear with the number of nodes and time points. To certify the optimality, we demonstrate that the variational risk of the proposed variational inference approach attains the minimax optimal rate with only a logarithm factor under certain conditions. To this end, we first derive the minimax lower bound, which might be of independent interest. In addition, we show that the posterior under commonly adopted Gaussian random walk priors can achieve the minimax lower bound with only a logarithm factor. To the best of our knowledge, this is the first such a throughout theoretical analysis of Bayesian dynamic latent space models. Simulations and real data analysis demonstrate the efficacy of our methodology and the efficiency of our algorithm.

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