Related papers: Fast Maximum Likelihood estimation via Equilibrium…
For the tree topology, previous studies show the maximum likelihood estimate (MLE) of a link/path takes a polynomial form with a degree that is one less than the number of descendants connected to the link/path. Since then, the main concern…
Every student in statistics or data science learns early on that when the sample size largely exceeds the number of variables, fitting a logistic model produces estimates that are approximately unbiased. Every student also learns that there…
Estimating model parameters is a crucial step in mathematical modelling and typically involves minimizing the disagreement between model predictions and experimental data. This calibration data can change throughout a study, particularly if…
Temporal exponential random graph models (TERGM) are powerful statistical models that can be used to infer the temporal pattern of edge formation and elimination in complex networks (e.g., social networks). TERGMs can also be used in a…
In this paper, different strands of literature are combined in order to obtain algorithms for semi-parametric estimation of discrete choice models that include the modelling of unobserved heterogeneity by using mixing distributions for the…
Structured output prediction is an important machine learning problem both in theory and practice, and the max-margin Markov network (\mcn) is an effective approach. All state-of-the-art algorithms for optimizing \mcn\ objectives take at…
Understanding how social networks form, whether through reciprocity, shared attributes, or triadic closure, is central to computational social science. Exponential Random Graph Models (ERGMs) offer a principled framework for testing such…
Relational events are a type of social interactions, that sometimes are referred to as dynamic networks. Its dynamics typically depends on emerging patterns, so-called endogenous variables, or external forces, referred to as exogenous…
The paper demonstrates the use of LASSO-based estimation in network models. Taking the Exponential Random Graph Model (ERGM) as a flexible and widely used model for network data analysis, the paper focuses on the question of how to specify…
In most domains of network analysis researchers consider networks that arise in nature with weighted edges. Such networks are routinely dichotomized in the interest of using available methods for statistical inference with networks. The…
Extreme Learning Machine (ELM) is an emerging learning paradigm for nonlinear regression problems and has shown its effectiveness in the machine learning community. An important feature of ELM is that the learning speed is extremely fast…
As a representation of relational data over time series, longitudinal networks provide opportunities to study link formation processes. However, networks at scale often exhibits community structure (i.e. clustering), which may confound…
Online (also called "recursive" or "adaptive") estimation of fixed model parameters in hidden Markov models is a topic of much interest in times series modelling. In this work, we propose an online parameter estimation algorithm that…
We present a new framework for analysing the Expectation Maximization (EM) algorithm. Drawing on recent advances in the theory of gradient flows over Euclidean-Wasserstein spaces, we extend techniques from alternating minimization in…
We study the expected adjacency matrix of a uniformly random multigraph with fixed degree sequence $\mathbf{d} \in \mathbb{Z}_+^n$. This matrix arises in a variety of analyses of networked data sets, including modularity-maximization and…
Power systems are developing very fast nowadays, both in size and in complexity; this situation is a challenge for Early Event Detection (EED). This paper proposes a data- driven unsupervised learning method to handle this challenge.…
Neural networks are becoming an increasingly important tool in applications. However, neural networks are not widely used in statistical genetics. In this paper, we propose a new neural networks method called expectile neural networks. When…
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)…
Interval-censored multi-state data arise in many studies of chronic diseases, where the health status of a subject can be characterized by a finite number of disease states and the transition between any two states is only known to occur…
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…