Iterative maximum likelihood on networks

DOI10.1016/J.AAM.2009.11.004zbMATH Open1278.62031DBLPjournals/aam/MosselT10arXiv0904.4903OpenAlexW2133048075WikidataQ59927013 ScholiaQ59927013MaRDI QIDQ972856FDOQ972856

Omer Tamuz, Elchanan Mossel

Publication date: 21 May 2010

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

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.

Full work available at URL: https://arxiv.org/abs/0904.4903

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)

Cites Work

• Pathological Outcomes of Observational Learning
• Iterative maximum likelihood on networks
• Integrated Coverage and Connectivity in Wireless Sensor Networks: A Two-Dimensional Percolation Problem
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Cited In (5)

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

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