English

Maximum likelihood: extracting unbiased information from complex networks

Disordered Systems and Neural Networks 2008-08-07 v3 Statistical Mechanics Data Analysis, Statistics and Probability Physics and Society

Abstract

The choice of free parameters in network models is subjective, since it depends on what topological properties are being monitored. However, we show that the Maximum Likelihood (ML) principle indicates a unique, statistically rigorous parameter choice, associated to a well defined topological feature. We then find that, if the ML condition is incompatible with the built-in parameter choice, network models turn out to be intrinsically ill-defined or biased. To overcome this problem, we construct a class of safely unbiased models. We also propose an extension of these results that leads to the fascinating possibility to extract, only from topological data, the `hidden variables' underlying network organization, making them `no more hidden'. We test our method on the World Trade Web data, where we recover the empirical Gross Domestic Product using only topological information.

Keywords

Cite

@article{arxiv.cond-mat/0609015,
  title  = {Maximum likelihood: extracting unbiased information from complex networks},
  author = {Diego Garlaschelli and Maria I. Loffredo},
  journal= {arXiv preprint arXiv:cond-mat/0609015},
  year   = {2008}
}

Comments

Final version accepted for publication