Robust estimation of a Markov chain transition matrix from multiple sample paths

23 January 2026 Avec Lasse Leskelä Statistica Neerlandica, 2026

Markov chains are fundamental models for stochastic dynamics, with applications in a wide range of areas such as population dynamics, queueing systems, reinforcement learning, and Monte Carlo methods. Estimating the transition matrix and stationary distribution from observed sample paths is a core statistical challenge, particularly when multiple independent trajectories are available. While classical…

When Does Bottom-up Beat Top-down in Hierarchical Community Detection?

15 September 2025 Avec Daichi Kuroda, Matthias Grossglauser, Patrick Thiran Journal of the American Statistical Association, 2026

Hierarchical clustering of networks consists in finding a tree of communities, such that lower levels of the hierarchy reveal finer-grained community structures. There are two main classes of algorithms tackling this problem. Divisive (top-down) algorithms recursively partition the nodes into two communities, until a stopping rule indicates that no further split is needed.

Almost exact recovery in noisy semi-supervised learning

28 January 2025 Avec Konstantin Avrachenkov Probability in the Engineering and Informational Sciences, 2025

Graph-based semi-supervised learning methods combine the graph structure and labeled data to classify unlabeled data. In this work, we study the effect of a noisy oracle on classification. In particular, we derive the maximum a posteriori (MAP) estimator for clustering a degree corrected stochastic block model when a noisy oracle reveals a fraction…

Recovering static and time-varying communities using persistent edges

30 November 2023 Avec Konstantin Avrachenkov, Lasse Leskelä IEEE Transactions On Network Science And Engineering, 2023

This article focuses on spectral methods for recovering communities in temporal networks. In the case of fixed communities, spectral clustering on the simple time-aggregated graph (i.e., the weighted graph formed by the sum of the interactions over all temporal snapshots) does not always produce satisfying results. To utilise information carried by temporal correlations,…

Higher-order spectral clustering for geometric graphs

15 March 2021 Avec Konstantin Avrachenkov, Andrei Bobu Journal of Fourier Analysis and Applications, 2021

The present paper is devoted to clustering geometric graphs. While the standard spectral clustering is often not effective for geometric graphs, we present an effective generalization, which we call higher-order spectral clustering. It resembles in concept the classical spectral clustering method but uses for partitioning the eigenvector associated with a higher-order eigenvalue. We…