Iterative maximum likelihood on networks

DOI10.1016/J.AAM.2009.11.004MaRDI QIDQ972856zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Elchanan Mossel, Omer Tamuz

Publication date 21 May 2010

Published in Advances in Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0904.4903, https://authors.library.caltech.edu/71904/

zbMATH Keywords

maximum likelihoodalgebraic recursion relationBayesian economicslearning on networkssparse sensing

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Social networks; opinion dynamics (91D30) Communication networks in operations research (90B18)

Abstract: We consider n agents located on the vertices of a connected graph. Each agent v receives a signal X_v(0)~N(s, 1) where s is an unknown quantity. A natural iterative way of estimating s is to perform the following procedure. At iteration t + 1 let X_v(t + 1) be the average of X_v(t) and of X_w(t) among all the neighbors w of v. In this paper we consider a variant of simple iterative averaging, which models "greedy" behavior of the agents. At iteration t, each agent v declares the value of its estimator X_v(t) to all of its neighbors. Then, it updates X_v(t + 1) by taking the maximum likelihood (or minimum variance) estimator of s, given X_v(t) and X_w(t) for all neighbors w of v, and the structure of the graph. We give an explicit efficient procedure for calculating X_v(t), study the convergence of the process as t goes to infinity and show that if the limit exists then it is the same for all v and w. For graphs that are symmetric under actions of transitive groups, we show that the process is efficient. Finally, we show that the greedy process is in some cases more efficient than simple averaging, while in other cases the converse is true, so that, in this model, "greed" of the individual agents may or may not have an adverse affect on the outcome. The model discussed here may be viewed as the Maximum-Likelihood version of models studied in Bayesian Economics. The ML variant is more accessible and allows in particular to show the significance of symmetry in the efficiency of estimators using networks of agents.

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Cites work

• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• scientific article; zbMATH DE number 236854 (Why is no real title available?)
• Integrated Coverage and Connectivity in Wireless Sensor Networks: A Two-Dimensional Percolation Problem
• Iterative maximum likelihood on networks
• Pathological Outcomes of Observational Learning
• The economics of social networks

Cited in

(5)

• Maximum likelihood estimation based on the Laplace approximation for p₂ network regression models
• Learning to coordinate in social networks
• Jackknife empirical likelihood: small bandwidth, sparse network and high-dimensional asymptotics
• Iterative maximum likelihood on networks
• Non-Bayesian social learning

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