Maximum likelihood estimation in the -model
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Publication:366958
DOI10.1214/12-AOS1078zbMATH Open1292.62052arXiv1105.6145OpenAlexW2063547307MaRDI QIDQ366958FDOQ366958
Authors: Alessandro Rinaldo, Sonja Petrović, Stephen E. Fienberg 
Publication date: 25 September 2013
Published in: The Annals of Statistics (Search for Journal in Brave)
Abstract: We study maximum likelihood estimation for the statistical model for undirected random graphs, known as the -model, in which the degree sequences are minimal sufficient statistics. We derive necessary and sufficient conditions, based on the polytope of degree sequences, for the existence of the maximum likelihood estimator (MLE) of the model parameters. We characterize in a combinatorial fashion sample points leading to a nonexistent MLE, and nonestimability of the probability parameters under a nonexistent MLE. We formulate conditions that guarantee that the MLE exists with probability tending to one as the number of nodes increases.
Full work available at URL: https://arxiv.org/abs/1105.6145
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