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Gibbs Sampling for Mixed Membership Stochastic Block Model

Refer to http://dataera.org/2014/10/gibbs-sampling-for-mixed-membership-stochastic-blockmodels/ for detailed derivation of sampling distributions.

It is extremely sensititve to initial parameter values. Change srand(1) to srand(time(NULL)) for randomized version.

Convergence curve:

alt text

Adjacency matrix:

beta =
0.549013 0.0740944 0.0939367 0.0842983 0.0388829
0.057046 0.629953 0.0742853 0.0573298 0.0740958
0.101555 0.0447824 0.531853 0.0556734 0.0988742
0.0830277 0.0489642 0.0783064 0.572234 0.0433776
0.063248 0.0704317 0.0781998 0.0914835 0.603711

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