Rate optimal Chernoff bound and application to community detection in the stochastic block models
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Author(s)
Detail(s)
Original language | English |
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Pages (from-to) | 1302–1347 |
Journal / Publication | Electronic Journal of Statistics |
Volume | 14 |
Issue number | 1 |
Online published | 25 Mar 2020 |
Publication status | Published - 2020 |
Externally published | Yes |
Link(s)
DOI | DOI |
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Attachment(s) | Documents
Publisher's Copyright Statement
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Link to Scopus | https://www.scopus.com/record/display.uri?eid=2-s2.0-85084159388&origin=recordpage |
Permanent Link | https://scholars.cityu.edu.hk/en/publications/publication(83b620e5-b9d4-44ba-97bb-3f08b3a94fe2).html |
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.
Research Area(s)
- Chernoff information, Bayes error probability, hypothesis testing, community detection, stochastic block models
Citation Format(s)
Rate optimal Chernoff bound and application to community detection in the stochastic block models. / Zhou, Zhixin; Li, Ping.
In: Electronic Journal of Statistics, Vol. 14, No. 1, 2020, p. 1302–1347.
In: Electronic Journal of Statistics, Vol. 14, No. 1, 2020, p. 1302–1347.
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
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