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

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 has gained growing interests in recent years. In this article, we propose a novel goodness-of-fit test based on the maximum entry of the centered and rescaled adjacency matrix for the stochastic block model. One noticeable advantage of the proposed test is that the number of communities can be allowed to grow linearly with the number of nodes ignoring a logarithmic factor. We prove that the null distribution of the test statistic converges in distribution to a Gumbel distribution, and we show that both the number of communities and the membership vector can be tested via the proposed method. Furthermore, we show that the proposed test has asymptotic power guarantee against a class of alternatives. We also demonstrate that the proposed method can be extended to the degree-corrected stochastic block model. Both simulation studies and real-world data examples indicate that the proposed method works well.for this article are available online.

Automated summary

The article introduces a goodness-of-fit test for the stochastic block model based on the maximum entry of the centered and rescaled adjacency matrix. It allows the number of communities to grow linearly and has asymptotic power guarantee. Both simulation studies and real-world data examples support the effectiveness of the proposed method.