The Annals of Statistics

Spectral clustering and the high-dimensional stochastic blockmodel

Karl Rohe, Sourav Chatterjee, and Bin Yu

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Networks or graphs can easily represent a diverse set of data sources that are characterized by interacting units or actors. Social networks, representing people who communicate with each other, are one example. Communities or clusters of highly connected actors form an essential feature in the structure of several empirical networks. Spectral clustering is a popular and computationally feasible method to discover these communities.

The stochastic blockmodel [Social Networks 5 (1983) 109–137] is a social network model with well-defined communities; each node is a member of one community. For a network generated from the Stochastic Blockmodel, we bound the number of nodes “misclustered” by spectral clustering. The asymptotic results in this paper are the first clustering results that allow the number of clusters in the model to grow with the number of nodes, hence the name high-dimensional.

In order to study spectral clustering under the stochastic blockmodel, we first show that under the more general latent space model, the eigenvectors of the normalized graph Laplacian asymptotically converge to the eigenvectors of a “population” normalized graph Laplacian. Aside from the implication for spectral clustering, this provides insight into a graph visualization technique. Our method of studying the eigenvectors of random matrices is original.

Article information

Ann. Statist., Volume 39, Number 4 (2011), 1878-1915.

First available in Project Euclid: 24 August 2011

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 62H30: Classification and discrimination; cluster analysis [See also 68T10, 91C20] 62H25: Factor analysis and principal components; correspondence analysis
Secondary: 60B20: Random matrices (probabilistic aspects; for algebraic aspects see 15B52)

Spectral clustering latent space model Stochastic Blockmodel clustering convergence of eigenvectors principal components analysis


Rohe, Karl; Chatterjee, Sourav; Yu, Bin. Spectral clustering and the high-dimensional stochastic blockmodel. Ann. Statist. 39 (2011), no. 4, 1878--1915. doi:10.1214/11-AOS887.

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