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We obtain a perfect sampling characterization of weak ergodicity for backward products of finite stochastic matrices, and equivalently, simultaneous tail triviality of the corresponding nonhomogeneous Markov chains. Applying these ideas to…

Statistics Theory · Mathematics 2016-01-07 Nick Whiteley , Anthony Lee

Network sampling is integral to the analysis of social, information, and biological networks. Since many real-world networks are massive in size, continuously evolving, and/or distributed in nature, the network structure is often sampled in…

Social and Information Networks · Computer Science 2012-11-16 Nesreen K. Ahmed , Jennifer Neville , Ramana Kompella

An algorithm for sampling exactly from the normal distribution is given. The algorithm reads some number of uniformly distributed random digits in a given base and generates an initial portion of the representation of a normal deviate in…

Computational Physics · Physics 2016-02-01 Charles F. F. Karney

Traditional classification tasks learn to assign samples to given classes based solely on sample features. This paradigm is evolving to include other sources of information, such as known relations between samples. Here we show that, even…

Machine Learning · Computer Science 2021-04-15 Yifan Qian , Paul Expert , Pietro Panzarasa , Mauricio Barahona

It is shown that a consistent application of Bayesian updating from a prior probability density to a posterior using evidence in the form of expectation constraints leads to exactly the same results as the application of the maximum entropy…

Data Analysis, Statistics and Probability · Physics 2016-05-02 Sergio Davis

The exponential family of random graphs is one of the most promising class of network models. Dependence between the random edges is defined through certain finite subgraphs, analogous to the use of potential energy to provide dependence…

Mathematical Physics · Physics 2015-06-11 Mei Yin

We show that the variance of the Monte Carlo estimator that is importance sampled from an exponential family is a convex function of the natural parameter of the distribution. With this insight, we propose an adaptive importance sampling…

Methodology · Statistics 2015-01-12 Ernest K. Ryu , Stephen P. Boyd

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

A new methodology for model determination in decomposable graphical Gaussian models is developed. The Bayesian paradigm is used and, for each given graph, a hyper inverse Wishart prior distribution on the covariance matrix is considered.…

Computation · Statistics 2015-03-13 Sophie Donnet , Jean-Michel Marin

Ensembles of networks arise in many scientific fields, but there are few statistical tools for inferring their generative processes, particularly in the presence of both dyadic dependence and cross-graph heterogeneity. To fill in this gap,…

Methodology · Statistics 2020-04-23 Fan Yin , Weining Shen , Carter T. Butts

Exponential-family random network (ERN) models specify a joint representation of both the dyads of a network and nodal characteristics. This class of models allow the nodal characteristics to be modelled as stochastic processes, expanding…

Methodology · Statistics 2013-03-07 Ian E. Fellows , Mark S. Handcock

In the modern age of social media and networks, graph representations of real-world phenomena have become an incredibly useful source to mine insights. Often, we are interested in understanding how entities in a graph are interconnected.…

Machine Learning · Computer Science 2021-12-16 Aneesh Komanduri , Justin Zhan

Computing the exact likelihood of data in large Bayesian networks consisting of thousands of vertices is often a difficult task. When these models contain many deterministic conditional probability tables and when the observed values are…

Computation · Statistics 2012-06-26 Ydo Wexler , Dan Geiger

We give a new method for generating perfectly random samples from the stationary distribution of a Markov chain. The method is related to coupling from the past (CFTP), but only runs the Markov chain forwards in time, and never restarts it…

Probability · Mathematics 2012-06-19 David B. Wilson

Exponential random graph models (ERGMs), also known as p* models, have been utilized extensively in the social science literature to study complex networks and how their global structure depends on underlying structural components. However,…

Applications · Statistics 2015-05-19 Sean L. Simpson , Satoru Hayasaka , Paul J. Laurienti

Optimising probabilistic models is a well-studied field in statistics. However, its connection with the training of generative models remains largely under-explored. In this paper, we show that the evolution of time-varying generative…

Machine Learning · Statistics 2025-06-16 Song Liu , Leyang Wang , Yakun Wang

This paper considers the problem of randomized influence maximization over a Markovian graph process: given a fixed set of nodes whose connectivity graph is evolving as a Markov chain, estimate the probability distribution (over this fixed…

Social and Information Networks · Computer Science 2017-11-10 Buddhika Nettasinghe , Vikram Krishnamurthy

We characterize the existence of the maximum likelihood estimator for discrete exponential families. Our criterion is simple to apply as we show in various settings, most notably for exponential models of random graphs. As an application,…

Probability · Mathematics 2021-02-23 Krzysztof Bogdan , Michał Bosy , Tomasz Skalski

We study the family of network models derived by requiring the expected properties of a graph ensemble to match a given set of measurements of a real-world network, while maximizing the entropy of the ensemble. Models of this type play the…

Statistical Mechanics · Physics 2009-11-10 Juyong Park , M. E. J. Newman

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