Related papers: Wilks' theorems in some exponential random graph m…
Likelihood ratio tests and the Wilks theorems have been pivotal in statistics but have rarely been explored in network models with an increasing dimension. We are concerned here with likelihood ratio tests in the $\beta$-model for…
We explore the Wilks phenomena in two random graph models: the $\beta$-model and the Bradley-Terry model. For two increasing dimensional null hypotheses, including a specified null $H_0: \beta_i=\beta_i^0$ for $i=1,\ldots, r$ and a…
In this study, we focus on the likelihood ratio tests in the $p_0$ model for testing degree heterogeneity in directed networks, which is an exponential family distribution on directed graphs with the bi-degree sequence as the naturally…
Inspired by applications to theories of coding and communication in networks of nervous tissue, we study maximum entropy distributions on weighted graphs with a given expected degree sequence. These distributions are characterized by…
We study maximum likelihood estimation for the statistical model for undirected random graphs, known as the $\beta$-model, in which the degree sequences are minimal sufficient statistics. We derive necessary and sufficient conditions, based…
For a multivariate linear model, Wilk's likelihood ratio test (LRT) constitutes one of the cornerstone tools. However, the computation of its quantiles under the null or the alternative requires complex analytic approximations and more…
Motivated by the home-field advantage in sports, we propose a generalized Bradley--Terry model that incorporates covariate information for paired comparisons. It has an $n$-dimensional merit parameter $\bs{\beta}$ and a fixed-dimensional…
Chatterjee, Diaconis and Sly (2011) recently established the consistency of the maximum likelihood estimate in the $\beta$-model when the number of vertices goes to infinity. By approximating the inverse of the Fisher information matrix, we…
Likelihood ratio tests are widely used in high-energy physics, where the test statistic is usually assumed to follow a chi-squared distribution with a number of degrees of freedom specified by Wilks' theorem. This assumption breaks down…
This paper revisits the classical inference results for profile quasi maximum likelihood estimators (profile MLE) in the semiparametric estimation problem. We mainly focus on two prominent theorems: the Wilks phenomenon and Fisher expansion…
Logistic regression is used thousands of times a day to fit data, predict future outcomes, and assess the statistical significance of explanatory variables. When used for the purpose of statistical inference, logistic models produce…
In this paper we study two natural models of \textit{random temporal} graphs. In the first, the \textit{continuous} model, each edge $e$ is assigned $l_e$ labels, each drawn uniformly at random from $(0,1]$, where the numbers $l_e$ are…
We show that the graph property of having a (very) large $k$-th Betti number $\beta_k$ for constant $k$ is testable with a constant number of queries in the dense graph model. More specifically, we consider a clique complex defined by an…
The maximum likelihood threshold (MLT) of a graph $G$ is the minimum number of samples to almost surely guarantee existence of the maximum likelihood estimate in the corresponding Gaussian graphical model. We give a new characterization of…
The empirical likelihood inference is extended to a class of semiparametric models for stationary, weakly dependent series. A partially linear single-index regression is used for the conditional mean of the series given its past, and the…
The likelihood ratio test (LRT) is widely used for comparing the relative fit of nested latent variable models. Following Wilks' theorem, the LRT is conducted by comparing the LRT statistic with its asymptotic distribution under the…
Wilk's theorem, which offers universal chi-squared approximations for likelihood ratio tests, is widely used in many scientific hypothesis testing problems. For modern datasets with increasing dimension, researchers have found that the…
The inducibility of a graph $H$ measures the maximum number of induced copies of $H$ a large graph $G$ can have. Generalizing this notion, we study how many induced subgraphs of fixed order $k$ and size $\ell$ a large graph $G$ on $n$…
Maximum entropy models, motivated by applications in neuron science, are natural generalizations of the $\beta$-model to weighted graphs. Similar to the $\beta$-model, each vertex in maximum entropy models is assigned a potential parameter,…
We investigate the problem of semi-parametric maximum likelihood under constraints on summary statistics. Such a procedure results in a discrete probability distribution that maximises the likelihood among all such distributions under the…