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According to standard econometric theory, Maximum Likelihood estimation (MLE) is the efficient estimation choice, however, it is not always a feasible one. In network diffusion models with unobserved signal propagation, MLE requires…

Econometrics · Economics 2023-09-06 L. S. Sanna Stephan

Stochastic network models play a central role across a wide range of scientific disciplines, and questions of statistical inference arise naturally in this context. In this paper we investigate goodness-of-fit and two-sample testing…

Statistics Theory · Mathematics 2026-03-27 Subhro Ghosh , Rathindra Nath Karmakar , Samriddha Lahiry

Targeted maximum likelihood estimation (TMLE) is a general method for estimating parameters in semiparametric and nonparametric models. Each iteration of TMLE involves fitting a parametric submodel that targets the parameter of interest. We…

Methodology · Statistics 2014-06-03 Iván Díaz , Michael Rosenblum

Ensembles of networks arise in various fields where multiple independent networks are observed on the same set of nodes, for example, a collection of brain networks constructed on the same brain regions for different individuals. However,…

Methodology · Statistics 2022-01-21 Sa Ren , Xue Wang , Peng Liu , Jian Zhang

Exponential Random Graph Models (ERGMs) are an inferential model for analysing statistical networks. Recent development in ERGMs uses hierarchical Bayesian setup to jointly model a group of networks, which is called a multiple-network…

Methodology · Statistics 2025-06-06 Yefeng Fan , Simon Richard White

Statistical analysis of social networks provides valuable insights into complex network interactions across various scientific disciplines. However, accurate modeling of networks remains challenging due to the heavy computational burden and…

Social and Information Networks · Computer Science 2023-07-25 Helal El-Zaatari , Fei Yu , Michael R Kosorok

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

We present both offline and online maximum likelihood estimation (MLE) techniques for inferring the static parameters of a multiple target tracking (MTT) model with linear Gaussian dynamics. We present the batch and online versions of the…

Applications · Statistics 2014-10-09 Sinan Yildirim , Lan Jiang , Sumeetpal S. Singh , Tom Dean

Exponential-family Random Graph Models (ERGMs) constitute a large statistical framework for modeling sparse and dense random graphs, short- and long-tailed degree distributions, covariates, and a wide range of complex dependencies. Special…

Methodology · Statistics 2021-05-21 Michael Schweinberger , Pavel N. Krivitsky , Carter T. Butts , Jonathan Stewart

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

Given a pair of graphs with the same number of vertices, the inexact graph matching problem consists in finding a correspondence between the vertices of these graphs that minimizes the total number of induced edge disagreements. We study…

Machine Learning · Statistics 2020-07-06 Jesús Arroyo , Daniel L. Sussman , Carey E. Priebe , Vince Lyzinski

Exponential-family random graph models (ERGMs) provide a principled and flexible way to model and simulate features common in social networks, such as propensities for homophily, mutuality, and friend-of-a-friend triad closure, through…

Methodology · Statistics 2012-08-01 Pavel N. Krivitsky

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

State-space models have been used in many applications, including econometrics, engineering, medical research, etc. The maximum likelihood estimation (MLE) of the static parameter of general state-space models is not straightforward because…

Methodology · Statistics 2025-02-04 Yuxiong Gao , Wentao Li , Rong Chen

Although deep learning models have driven state-of-the-art performance on a wide array of tasks, they are prone to spurious correlations that should not be learned as predictive clues. To mitigate this problem, we propose a causality-based…

Machine Learning · Computer Science 2021-10-27 Xinyi Wang , Wenhu Chen , Michael Saxon , William Yang Wang

Exponential-family random graph models (ERGMs) provide a principled way to model and simulate features common in human social networks, such as propensities for homophily and friend-of-a-friend triad closure. We show that, without…

Methodology · Statistics 2012-01-09 Pavel N. Krivitsky , Mark S. Handcock , Martina Morris

Social networks as a representation of relational data, often possess multiple types of dependency structures at the same time. There could be clustering (beyond homophily) at a macro level as well as transitivity (a friend's friend is more…

Methodology · Statistics 2017-04-04 Ming Cao

Monte Carlo maximum likelihood (MCML) provides an elegant approach to find maximum likelihood estimators (MLEs) for latent variable models. However, MCML algorithms are computationally expensive when the latent variables are…

Computation · Statistics 2020-08-05 Jaewoo Park , Murali Haran

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

Mixture of autoregressions (MoAR) models provide a model-based approach to the clustering of time series data. The maximum likelihood (ML) estimation of MoAR models requires the evaluation of products of large numbers of densities of normal…

Computation · Statistics 2016-10-19 Hien D Nguyen , Geoffrey J McLachlan , Pierre Orban , Pierre Bellec , Andrew L Janke