Variational Bayesian Inference for the Latent Position and Cluster Model

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Abstract:

Many recent approaches to modeling social networks have focussed on embed- ding the actors in a latent “social space”. Links are more likely for actors that are close in social space than for actors that are distant in social space. In particular, the Latent Position Cluster Model (LPCM) allows for explicit modelling of the clustering that is exhibited in many network datasets. However, inference for the LPCM model via MCMC is cumbersome and scaling of this model to large or even medium size networks with many interacting nodes is a challenge. Vari- ational Bayesian methods offer one solution to this problem. An approximate, closed form posterior is formed, with unknown variational parameters. These parameters are tuned to minimize the Kullback-Leibler divergence between the approximate variational posterior and the true posterior, which known only up to proportionality. The variational Bayesian approach is shown to give a computa- tionally efficient way of fitting the LPCM. The approach is demonstrated on a number of data sets and it is shown to give a good fit.

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