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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