%0 Journal Article %T Deep network embedding with dimension selection. %A Dong T %A Sun Y %A Liang F %J Neural Netw %V 179 %N 0 %D 2024 Jul 11 %M 39032394 %F 9.657 %R 10.1016/j.neunet.2024.106512 %X Network embedding is a general-purpose machine learning technique that converts network data from non-Euclidean space to Euclidean space, facilitating downstream analyses for the networks. However, existing embedding methods are often optimization-based, with the embedding dimension determined in a heuristic or ad hoc way, which can cause potential bias in downstream statistical inference. Additionally, existing deep embedding methods can suffer from a nonidentifiability issue due to the universal approximation power of deep neural networks. We address these issues within a rigorous statistical framework. We treat the embedding vectors as missing data, reconstruct the network features using a sparse decoder, and simultaneously impute the embedding vectors and train the sparse decoder using an adaptive stochastic gradient Markov chain Monte Carlo (MCMC) algorithm. Under mild conditions, we show that the sparse decoder provides a parsimonious mapping from the embedding space to network features, enabling effective selection of the embedding dimension and overcoming the nonidentifiability issue encountered by existing deep embedding methods. Furthermore, we show that the embedding vectors converge weakly to a desired posterior distribution in the 2-Wasserstein distance, addressing the potential bias issue experienced by existing embedding methods. This work lays down the first theoretical foundation for network embedding within the framework of missing data imputation.