A Note on the Identifiability of the Degree-Corrected Stochastic Block Model

2024/12/05 by Yunpeng Zhao, Park, John, Ning Hao +2
Economics, Econometrics and Finance · Mathematics · #Financial Risk and Volatility Modeling #Complex Systems and Time Series Analysis #Statistical and numerical algorithms

paper · pdf · doi:10.48550/arxiv.2412.03833

Abstract

In this short note, we address the identifiability issues inherent in the Degree-Corrected Stochastic Block Model (DCSBM). We provide a rigorous proof demonstrating that the parameters of the DCSBM are identifiable up to a scaling factor and a permutation of the community labels, under a mild condition.

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