Abstract
The Chernoff coefficient is known to be an upper bound of Bayes error probability in classification problem. In this paper, we will develop a rate optimal Chernoff bound on the Bayes error probability. The new bound is not only an upper bound but also a lower bound of Bayes error probability up to a constant factor. Moreover, we will apply this result to community detection in the stochastic block models. As a clustering problem, the optimal misclassification rate of community detection problem can be characterized by our rate optimal Chernoff bound. This can be formalized by deriving a minimax error rate over certain parameter space of stochastic block models, then achieving such an error rate by a feasible algorithm employing multiple steps of EM type updates.
| Original language | English |
|---|---|
| Pages (from-to) | 1302–1347 |
| Journal | Electronic Journal of Statistics |
| Volume | 14 |
| Issue number | 1 |
| Online published | 25 Mar 2020 |
| DOIs | |
| Publication status | Published - 2020 |
| Externally published | Yes |
Research Keywords
- Chernoff information
- Bayes error probability
- hypothesis testing
- community detection
- stochastic block models
Publisher's Copyright Statement
- Creative Commons Attribution 4.0 International License.
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