How many asymmetric communities are there in multi-layer directed networks?

TL;DR

This paper introduces a novel statistical test and sequential procedure to accurately estimate the number of sender and receiver communities in multi-layer directed networks modeled by the stochastic co-block model.

Contribution

It proposes a new goodness-of-fit test based on singular values and a sequential, ratio-based algorithm for consistent community number estimation in multi-layer directed networks.

Findings

Test statistic sharply distinguishes correct and underfitted models

Sequential testing procedure accurately identifies true community counts

Proposed methods are proven to be consistent under the model

Abstract

Estimating the asymmetric numbers of communities in multi-layer directed networks is a challenging problem due to the multi-layer structures and inherent directional asymmetry, leading to possibly different numbers of sender and receiver communities. This work addresses this issue under the multi-layer stochastic co-block model, a model for multi-layer directed networks with distinct community structures in sending and receiving sides, by proposing a novel goodness-of-fit test. The test statistic relies on the deviation of the largest singular value of an aggregated normalized residual matrix from the constant 2. The test statistic exhibits a sharp dichotomy: Under the null hypothesis of correct model specification, its upper bound converges to zero with high probability; under underfitting, the test statistic itself diverges to infinity. With this property, we develop a sequential testing procedure that searches through candidate pairs of sender and receiver community numbers in a lexicographic order. The process stops at the smallest such pair where the test statistic drops below a decaying threshold. For robustness, we also propose a ratio-based variant algorithm, which detects sharp changes in the sequence of test statistics by comparing consecutive candidates. Both methods are proven to consistently determine the true numbers of sender and receiver communities under the multi-layer stochastic co-block model.