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Deriving Bayesian inference for exponential random graph models (ERGMs) is a challenging "doubly intractable" problem as the normalizing constants of the likelihood and posterior density are both intractable. Markov chain Monte Carlo (MCMC)…

Computation · Statistics 2019-11-26 Linda S. L. Tan , Nial Friel

I propose an estimation algorithm for Exponential Random Graph Models (ERGM), a popular statistical network model for estimating the structural parameters of strategic network formation in economics and finance. Existing methods often…

Econometrics · Economics 2025-12-09 Yoon Choi

Exponential random graph models (ERGMs) are very flexible for modeling network formation but pose difficult estimation challenges due to their intractable normalizing constant. Existing methods, such as MCMC-MLE, rely on sequential…

Social and Information Networks · Computer Science 2025-02-05 Angelo Mele

With the growth of interest in network data across fields, the Exponential Random Graph Model (ERGM) has emerged as the leading approach to the statistical analysis of network data. ERGM parameter estimation requires the approximation of an…

Computation · Statistics 2017-08-10 Christian S. Schmid , Bruce A. Desmarais

Exponential random graph models (ERGMs) are a widely used framework for network data, enabling hypothesis testing on the structural mechanisms underlying observed networks. Bayesian ERGMs provide principled uncertainty quantification and…

Methodology · Statistics 2026-05-26 Alberto Caimo , Isabella Gollini

Much of the theory of estimation for exponential family models, which include exponential-family random graph models (ERGMs) as a special case, is well-established and maximum likelihood estimates in particular enjoy many desirable…

Computation · Statistics 2020-09-07 Christian S. Schmid , David R. Hunter

Exponential random graph models (ERGMs) are widely used for modeling social networks observed at one point in time. However the computational difficulty of ERGM parameter estimation has limited the practical application of this class of…

Methodology · Statistics 2021-11-24 Alex Stivala , Garry Robins , Alessandro Lomi

Exponential random graph models, or ERGMs, are a flexible and general class of models for modeling dependent data. While the early literature has shown them to be powerful in capturing many network features of interest, recent work…

Methodology · Statistics 2022-01-10 Vishesh Karwa , Sonja Petrović , Denis Bajić

Approximate inference in probabilistic graphical models (PGMs) can be grouped into deterministic methods and Monte-Carlo-based methods. The former can often provide accurate and rapid inferences, but are typically associated with biases…

Machine Learning · Statistics 2019-01-09 Fredrik Lindsten , Jouni Helske , Matti Vihola

The growing availability of network data and of scientific interest in distributed systems has led to the rapid development of statistical models of network structure. Typically, however, these are models for the entire network, while the…

Statistics Theory · Mathematics 2022-03-18 Cosma Rohilla Shalizi , Alessandro Rinaldo

The exponential-family random graph models (ERGMs) have emerged as an important framework for modeling social networks for a wide variety of relational types. ERGMs for valued networks are less well-developed than their unvalued…

Methodology · Statistics 2023-08-01 Peng Huang , Carter T. Butts

Exponential Random Graph Models (ERGMs) have gained increasing popularity over the years. Rooted into statistical physics, the ERGMs framework has been successfully employed for reconstructing networks, detecting statistically significant…

Data Analysis, Statistics and Probability · Physics 2021-10-04 Nicolò Vallarano , Matteo Bruno , Emiliano Marchese , Giuseppe Trapani , Fabio Saracco , Giulio Cimini , Mario Zanon , Tiziano Squartini

The Exponential-family Random Graph Model (ERGM) is a powerful model to fit networks with complex structures. However, for dynamic valued networks whose observations are matrices of counts that evolve over time, the development of the ERGM…

Methodology · Statistics 2023-06-21 Yik Lun Kei , Yanzhen Chen , Oscar Hernan Madrid Padilla

The Expectation Maximisation (EM) algorithm is widely used to optimise non-convex likelihood functions with latent variables. Many authors modified its simple design to fit more specific situations. For instance, the Expectation (E) step…

Statistics Theory · Mathematics 2022-05-03 Thomas Lartigue , Stanley Durrleman , Stéphanie Allassonnière

We investigate the computational complexity of the exponential random graph model (ERGM) commonly used in social network analysis. This model represents a probability distribution on graphs by setting the log-likelihood of generating a…

Data Structures and Algorithms · Computer Science 2014-12-05 Michael J. Bannister , William E. Devanny , David Eppstein

Bayesian inference for exponential family random graph models (ERGMs) is a doubly-intractable problem because of the intractability of both the likelihood and posterior normalizing factor. Auxiliary variable based Markov Chain Monte Carlo…

Computation · Statistics 2020-07-15 Fan Yin , Carter T. Butts

Designing reliable networks consists in finding topological structures, which are able to successfully carry out desired processes and operations. When this set of activities performed within a network are unknown and the only available…

Optimization and Control · Mathematics 2014-09-22 Stefano Nasini

We present a technique for approximating generic normalization constants subject to constraints. The method is then applied to derive the exact asymptotics for the conditional normalization constant of constrained exponential random graphs.

Probability · Mathematics 2015-08-05 Mei Yin

In the following article we provide an exposition of exact computational methods to perform parameter inference from partially observed network models. In particular, we consider the duplication attachment (DA) model which has a likelihood…

Computation · Statistics 2013-06-20 Junshan Wang , Ajay Jasra , Maria De Iorio

We define a general class of network formation models, Statistical Exponential Random Graph Models (SERGMs), that nest standard exponential random graph models (ERGMs) as a special case. We provide the first general results on when these…

Physics and Society · Physics 2014-06-26 Arun G. Chandrasekhar , Matthew O. Jackson
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