Bias-adjusted spectral clustering in multi-layer stochastic block models


Abstract in English

We consider the problem of estimating common community structures in multi-layer stochastic block models, where each single layer may not have sufficient signal strength to recover the full community structure. In order to efficiently aggregate signal across different layers, we argue that the sum-of-squared adjacency matrices contains sufficient signal even when individual layers are very sparse. Our method features a bias-removal step that is necessary when the squared noise matrices may overwhelm the signal in the very sparse regime. The analysis of our method uses several novel tail probability bounds for matrix linear combinations with matrix-valued coefficients and matrix-valued quadratic forms, which may be of independent interest. The performance of our method and the necessity of bias removal is demonstrated in synthetic data and in microarray analysis about gene co-expression networks.

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