  Multiplex networks have become increasingly more prevalent in many fields,
and have emerged as a powerful tool for modeling the complexity of real
networks. There is a critical need for developing inference models for
multiplex networks that can take into account potential dependencies across
different layers, particularly when the aim is community detection. We add to a
limited literature by proposing a novel and efficient Bayesian model for
community detection in multiplex networks. A key feature of our approach is the
ability to model varying communities at different network layers. In contrast,
many existing models assume the same communities for all layers. Moreover, our
model automatically picks up the necessary number of communities at each layer
(as validated by real data examples). This is appealing, since deciding the
number of communities is a challenging aspect of community detection, and
especially so in the multiplex setting, if one allows the communities to change
across layers. Borrowing ideas from hierarchical Bayesian modeling, we use a
hierarchical Dirichlet prior to model community labels across layers, allowing
dependency in their structure. Given the community labels, a stochastic block
model (SBM) is assumed for each layer. We develop an efficient slice sampler
for sampling the posterior distribution of the community labels as well as the
link probabilities between communities. In doing so, we address some unique
challenges posed by coupling the complex likelihood of SBM with the
hierarchical nature of the prior on the labels. An extensive empirical
validation is performed on simulated and real data, demonstrating the superior
performance of the model over single-layer alternatives, as well as the ability
to uncover interesting structures in real networks.
