Post-selection inference with a single realization of a network

TL;DR

This paper develops a method for valid statistical inference on network parameters from a single network realization by splitting the network into two parts, enabling parameter selection and inference without sample splitting.

Contribution

It introduces a novel approach to split a single network into multiple parts for inference, addressing challenges of community-based parameter estimation with dependent data.

Findings

Method achieves confidence intervals with correct coverage.

Applicable to weighted and Bernoulli networks with theoretical guarantees.

Demonstrated effectiveness on dolphin social network data.

Abstract

Given a dataset consisting of a single realization of a network, we consider conducting inference on a parameter selected from the data. In particular, we focus on the setting where the parameter of interest is a linear combination of the mean connectivities within and between estimated communities. Inference in this setting poses a challenge, since the communities are themselves estimated from the data. Furthermore, since only a single realization of the network is available, sample splitting is not possible. In this paper, we show that it is possible to split a single realization of a network consisting of $n$ nodes into two (or more) networks involving the same $n$ nodes; the first network can be used to select a data-driven parameter, and the second to conduct inference on that parameter. In the case of weighted networks with Poisson or Gaussian edges, we obtain two independent realizations of the network; by contrast, in the case of Bernoulli edges, the two realizations are dependent, and so extra care is required. We establish the theoretical properties of our estimators, in the sense of confidence intervals that attain the nominal (selective) coverage, and demonstrate their utility in numerical simulations and in application to a dataset representing the relationships among dolphins in Doubtful Sound, New Zealand.