Efficient computational strategies for doubly intractable problems with applications to Bayesian social networks

DOI10.1007/s11222-014-9516-7zbMath1331.62127arXiv1403.4402OpenAlexW1983981363MaRDI QIDQ5963546

Alberto Caimo, Antonietta Mira

Publication date: 22 February 2016

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.4402

zbMATH Keywords

Markov chain Monte Carloadaptive Metropolis-Hastings proposaldelayed rejectiondoubly-intractable targetexponential random graphsintractable likelihoods

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Social networks; opinion dynamics (91D30) Bayesian inference (62F15)

Related Items

Equation-solving estimator based on the general n-step MHDR algorithm, Exponential-family models of random graphs: inference in finite, super and infinite population scenarios, Exploiting multi-core architectures for reduced-variance estimation with intractable likelihoods, A multilayer exponential random graph modelling approach for weighted networks, Model comparison for Gibbs random fields using noisy reversible jump Markov chain Monte Carlo, Bayesian Model Selection for Exponential Random Graph Models via Adjusted Pseudolikelihoods

Uses Software

• R
• ergm
• statnet
• Bergm

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