Efficient computational strategies for doubly intractable problems with applications to Bayesian social networks
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Abstract: Powerful ideas recently appeared in the literature are adjusted and combined to design improved samplers for Bayesian exponential random graph models. Different forms of adaptive Metropolis-Hastings proposals (vertical, horizontal and rectangular) are tested and combined with the Delayed rejection (DR) strategy with the aim of reducing the variance of the resulting Markov chain Monte Carlo estimators for a given computational time. In the examples treated in this paper the best combination, namely horizontal adaptation with delayed rejection, leads to a variance reduction that varies between 92% and 144% relative to the adaptive direction sampling approximate exchange algorithm of Caimo and Friel (2011). These results correspond to an increased performance which varies from 10% to 94% if we take simulation time into account. The highest improvements are obtained when highly correlated posterior distributions are considered.
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Cited in
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- Stability of doubly-intractable distributions
- Exponential-family models of random graphs: inference in finite, super and infinite population scenarios
- Bayesian Model Selection for Exponential Random Graph Models via Adjusted Pseudolikelihoods
- Equation-solving estimator based on the general n-step MHDR algorithm
- Exploiting multi-core architectures for reduced-variance estimation with intractable likelihoods
- Approximate Bayesian computation for exponential random graph models for large social networks
- Bayesian exponential random graph modelling of interhospital patient referral networks
- Bayesian analysis for exponential random graph models using the adaptive exchange sampler
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