EconPapers    
Economics at your fingertips  
 

Accelerating Bayesian estimation for network Poisson models using frequentist variational estimates

Sophie Donnet and Stéphane Robin

Journal of the Royal Statistical Society Series C, 2021, vol. 70, issue 4, 858-885

Abstract: This work is motivated by the analysis of ecological interaction networks. Poisson stochastic block models are widely used in this field to decipher the structure that underlies a weighted network, while accounting for covariate effects. Efficient algorithms based on variational approximations exist for frequentist inference, but without statistical guaranties as for the resulting estimates. In the absence of variational Bayes estimates, we show that a good proxy of the posterior distribution can be straightforwardly derived from the frequentist variational estimation procedure, using a Laplace approximation. We use this proxy to sample from the true posterior distribution via a sequential Monte Carlo algorithm. As shown in the simulation study, the efficiency of the posterior sampling is greatly improved by the accuracy of the approximate posterior distribution. The proposed procedure can be easily extended to other latent variable models. We use this methodology to assess the influence of available covariates on the organization of several ecological networks, as well as the existence of a residual interaction structure.

Date: 2021
References: Add references at CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
https://doi.org/10.1111/rssc.12489

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssc:v:70:y:2021:i:4:p:858-885

Ordering information: This journal article can be ordered from
http://ordering.onli ... 1111/(ISSN)1467-9876

Access Statistics for this article

Journal of the Royal Statistical Society Series C is currently edited by R. Chandler and P. W. F. Smith

More articles in Journal of the Royal Statistical Society Series C from Royal Statistical Society Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().

 
Page updated 2021-08-08
Handle: RePEc:bla:jorssc:v:70:y:2021:i:4:p:858-885