Bias-Variance Tradeoffs in Joint Spectral Embeddings

Series
Stochastics Seminar
Time
Thursday, November 5, 2020 - 3:30pm for 1 hour (actually 50 minutes)
Location
https://bluejeans.com/974631214
Speaker
Daniel Sussman – Boston University – http://math.bu.edu/people/sussman/
Organizer
Mayya Zhilova

We consider the ramifications of utilizing biased latent position estimates in subsequent statistical analysis in exchange for sizable variance reductions in finite networks. We establish an explicit bias-variance tradeoff for latent position estimates produced by the omnibus embedding in the presence of heterogeneous network data. We reveal an analytic bias expression, derive a uniform concentration bound on the residual term, and prove a central limit theorem characterizing the distributional properties of these estimates.

Link to the BlueJeans meeting https://bluejeans.com/974631214