Related papers: Bootstrapping Exchangeable Random Graphs
In this work we investigate a bootstrap percolation process on random graphs generated by a random graph model which combines preferential attachment and edge insertion between previously existing vertices. The probabilities of adding…
We consider the problem of finding confidence intervals for the risk of forecasting the future of a stationary, ergodic stochastic process, using a model estimated from the past of the process. We show that a bootstrap procedure provides…
This technical note presents a new approach to carrying out the kind of exploration achieved by Thompson sampling, but without explicitly maintaining or sampling from posterior distributions. The approach is based on a bootstrap technique…
Estimating the expected value of a graph statistic is an important inference task for using and learning graph models. This note presents a scalable estimation procedure for expected motif counts, a widely used type of graph statistic. The…
Network models are applied in numerous domains where data can be represented as a system of interactions among pairs of actors. While both statistical and mechanistic network models are increasingly capable of capturing various dependencies…
In modern experimental science, there is a common problem of estimating the coefficients of a linear regression in a context where the variables of interest cannot be observed simultaneously. When there is a categorical variable that is…
We introduce a natural generalization of the Erd\H{o}s-R\'enyi random graph model in which random instances of a fixed motif are added independently. The binomial random motif graph $G(H,n,p)$ is the random (multi)graph obtained by adding…
We study countable graphs that -- up to isomorphism and with probability one -- arise from a random process, in a similar fashion as the Rado graph. Unlike in the classical case, we do not require that probabilities assigned to pairs of…
Estimating the mixing density of a latent mixture model is an important task in signal processing. Nonparametric maximum likelihood estimation is one popular approach to this problem. If the latent variable distribution is assumed to be…
Models with intractable likelihood functions arise in areas including network analysis and spatial statistics, especially those involving Gibbs random fields. Posterior parameter es timation in these settings is termed a doubly-intractable…
Graph embedding maps graph nodes to low-dimensional vectors, and is widely adopted in machine learning tasks. The increasing availability of billion-edge graphs underscores the importance of learning efficient and effective embeddings on…
The exponential family of random graphs represents an important and challenging class of network models. Despite their flexibility, conventionally used exponential random graphs have one shortcoming. They cannot directly model weighted…
In this paper we study a bootstrap strategy for estimating the variance of a mean taken over large multifactor crossed random effects data sets. We apply bootstrap reweighting independently to the levels of each factor, giving each…
We describe two different bootstrap methods applied to the detection of a minimum spanning tree obtained from a set of multivariate variables. We show that two different bootstrap procedures provide partly distinct information that can be…
In recent years there has been significant progress in algorithms and methods for inducing Bayesian networks from data. However, in complex data analysis problems, we need to go beyond being satisfied with inducing networks with high…
The ability of a peer-to-peer (P2P) system to effectively host decentralized applications often relies on the availability of a peer-sampling service, which provides each participant with a random sample of other peers. Despite the…
In a recent paper, Caron and Fox suggest a probabilistic model for sparse graphs which are exchangeable when associating each vertex with a time parameter in $\mathbb{R}_+$. Here we show that by generalizing the classical definition of…
In this paper, we propose a new statistical inference method for massive data sets, which is very simple and efficient by combining divide-and-conquer method and empirical likelihood. Compared with two popular methods (the bag of little…
Davis and Mikosch [7] introduced the extremogram as a flexible quantitative tool for measuring various types of extremal dependence in a stationary time series. There we showed some standard statistical properties of the sample extremogram.…
We live in a world increasingly dominated by networks -- communications, social, information, biological etc. A central attribute of many of these networks is that they are dynamic, that is, they exhibit structural changes over time. While…