A note on perfect simulation for exponential random graph models
Computation
2017-10-04 v1
Abstract
In this paper we propose a perfect simulation algorithm for the Exponential Random Graph Model, based on the Coupling From The Past method of Propp & Wilson (1996). We use a Glauber dynamics to construct the Markov Chain and we prove the monotonicity of the ERGM for a subset of the parametric space. We also obtain an upper bound on the running time of the algorithm that depends on the mixing time of the Markov chain.
Keywords
Cite
@article{arxiv.1710.00873,
title = {A note on perfect simulation for exponential random graph models},
author = {Andressa Cerqueira and Aurélien Garivier and Florencia Leonardi},
journal= {arXiv preprint arXiv:1710.00873},
year = {2017}
}
Comments
12 pages, 1 figure