Likelihood-based inference for exponential-family random graph models via linear programming

DOI10.1214/23-EJS2176MaRDI QIDQ6144428zbMATH OpenOpenAlexFDO

Authors Pavel N. Krivitsky, Alina R. Kuvelkar, David R. Hunter

Publication date 5 January 2024

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2202.03572, https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-17/issue-2/Likelihood-based-inference-for-exponential-family-random-graph-models-via/10.1214/23-EJS2176.full

zbMATH Keywords

convex hulldualityMCMCmissing data

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Computational methods for problems pertaining to statistics (62-08) Parametric inference under constraints (62F30)

Abstract: This article discusses the problem of determining whether a given point, or set of points, lies within the convex hull of another set of points in $d$ dimensions. This problem arises naturally in a statistical context when using a particular approximation to the loglikelihood function for an exponential family model; in particular, we discuss the application to network models here. While the convex hull question may be solved via a simple linear program, this approach is not well known in the statistical literature. Furthermore, this article details several substantial improvements to the convex hull-testing algorithm currently implemented in the widely used 'ergm' package for network modeling.

Cites work

• A model for clustering
• A Stochastic Approximation Method
• A Useful Distribution for Fitting Discrete Data: Revival of the Conway–Maxwell–Poisson Distribution
• An Exponential Family of Probability Distributions for Directed Graphs
• Exponential-family models of random graphs: inference in finite, super and infinite population scenarios
• scientific article; zbMATH DE number 3513115 (Why is no real title available?)
• scientific article; zbMATH DE number 3541764 (Why is no real title available?)
• scientific article; zbMATH DE number 3602484 (Why is no real title available?)
• scientific article; zbMATH DE number 509169 (Why is no real title available?)
• Information Theory and Statistical Mechanics
• Likelihood inference in exponential families and directions of recession
• Markov Graphs
• Modeling social networks from sampled data
• On the convex layers of a planar set

Cited in

(2)

• On estimation and inference in latent structure random graphs
• Linear Response Algorithms for Approximate Inference in Graphical Models

This page was built for publication: Likelihood-based inference for exponential-family random graph models via linear programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6144428)