activity
20162026
most citedUsing Maximum Entry-Wise Deviation to Test the Goodness-of-Fit for Stochastic Block Models

5 citations · 11 across the 9 of their papers we have counts for

collaborators

9 papers

stat.ME2026

From Simple to Composite Perturbations: A Unified Decomposition Framework for Stochastic Block Models

Jianwei Hu, Ding Chen, Ji Zhu

Statistical inference for stochastic block models typically relies on the spectrum of the normalized adjacency matrix $\A^*$. In practice, the true probability matrix …

math.PR2023

Extreme eigenvalues of principal minors of random matrix with moment conditions

Jianwei Hu, Seydou Keita, Kang Fu

Let be a random sample of size from a -dimensional population distribution, where . Consider a symmetric matrix $W=X^\top…

stat.ME2022★ 2 cited

Two-Sample Test for Stochastic Block Models via the Largest Singular Value

Kang Fu, Jianwei Hu, Seydou Keita +1

The stochastic block model is widely used for detecting community structures in network data. However, the research interest of much literature focuses on the study of one sample o…

stat.ME2022★ 2 cited

Two-Sample Test for Stochastic Block Models via Maximum Entry-wise Deviation

Kang Fu, Jianwei Hu, Seydou Keita +1

The stochastic block model is a popular tool for detecting community structures in network data. Detecting the difference between two community structures is an important issue for…

math.ST2022

Differentially private estimation in a class of directed network models

Lu Pan, Jianwei Hu, Peiyan Li

Although the theoretical properties in the model based on a differentially private bi-degree sequence have been derived, it is still lack of a unified theory for a general cl…

math.ST2020

Limiting laws and consistent estimation criteria for fixed and diverging number of spiked eigenvalues

Jianwei Hu, Jingfei Zhang, Jianhua Guo +1

In this paper, we study limiting laws and consistent estimation criteria for the extreme eigenvalues in a spiked covariance model of dimension . Firstly, for fixed , we propo…

stat.ME2017★ 1 cited

Detection of the number of principal components by extended AIC-type method

Jianwei Hu, Jingfei Zhang, Ji Zhu

Estimating the number of principal components is one of the fundamental problems in many scientific fields such as signal processing (or the spiked covariance model). In this paper…

stat.ME2017★ 5 cited

Using Maximum Entry-Wise Deviation to Test the Goodness-of-Fit for Stochastic Block Models

Jianwei Hu, Jingfei Zhang, Hong Qin +2

The stochastic block model is widely used for detecting community structures in network data. How to test the goodness-of-fit of the model is one of the fundamental problems and ha…

stat.ME2016★ 1 cited

Corrected Bayesian information criterion for stochastic block models

Jianwei Hu, Hong Qin, Ting Yan +1

Estimating the number of communities is one of the fundamental problems in community detection. We re-examine the Bayesian paradigm for stochastic block models and propose a "corre…