Bayesian stochastic blockmodelinga Tiago P. Peixotoy Department of Mathematical Sciences and Centre for Networks and Collective Behaviour, University of Bath, United Kingdom and ISI Foundation, Turin, Italy This chapter provides a self-contained introduction to the use of Bayesian inference to ex- tract large-scale modular structures from network data, based on the stochastic blockmodel (SBM), as well as its degree-corrected and overlapping generalizations. We focus on non- parametric formulations that allow their inference in a manner that prevents overfitting, and enables model selection. We discuss aspects of the choice of priors, in particular how to avoid underfitting via increased Bayesian hierarchies, and we contrast the task of sampling network partitions from the posterior distribution with finding the single point estimate that maximizes it, while describing efficient algorithms to perform either one. We also show how inferring the SBM can be used to predict missing and spurious links, and shed light on the fundamental limitations of the detectability of modular structures in networks. arXiv:1705.10225v8 [stat.ML] 6 Feb 2020 aTo appear in “Advances in Network Clustering and Blockmodeling,” edited by P. Doreian, V. Batagelj, A. Ferligoj, (Wiley, New York, 2019 [forthcoming]). y
[email protected] 2 CONTENTS I. Introduction 3 II. Structure versus randomness in networks 3 III. The stochastic blockmodel (SBM) 5 IV. Bayesian inference: the posterior probability of partitions 7 V. Microcanonical models and the minimum description length principle (MDL) 11 VI. The “resolution limit” underfitting problem, and the nested SBM 13 VII. Model variations 17 A. Model selection 18 B. Degree correction 18 C.