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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 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-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

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

A major line of contemporary research on complex networks is based on the development of statistical models that specify the local motifs associated with macro-structural properties observed in actual networks. This statistical approach…

Methodology · Statistics 2018-08-02 Maksym Byshkin , Alex Stivala , Antonietta Mira , Garry Robins , Alessandro Lomi

Exponential Random Graph Models (ERGM) behave peculiar in large networks with thousand(s) of actors (nodes). Standard models containing two-star or triangle counts as statistics are often unstable leading to completely full or empty…

Applications · Statistics 2016-04-19 Stephanie Thiemichen , Göran Kauermann

We develop approximate estimation methods for exponential random graph models (ERGMs), whose likelihood is proportional to an intractable normalizing constant. The usual approach approximates this constant with Monte Carlo simulations,…

Methodology · Statistics 2023-01-11 Angelo Mele , Lingjiong Zhu

A new modelling approach for the analysis of weighted networks with ordinal/polytomous dyadic values is introduced. Specifically, it is proposed to model the weighted network connectivity structure using a hierarchical multilayer…

Methodology · Statistics 2019-08-05 Alberto Caimo , Isabella Gollini

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

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

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

Exponential-family random graph models (ERGMs) are a family of network models originating in social network analysis, which have also been applied to biological networks. Advances in estimation algorithms have increased the practical scope…

Molecular Networks · Quantitative Biology 2023-12-12 Alex Stivala

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

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

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

An important challenge in the field of exponential random graphs (ERGs) is the fitting of non-trivial ERGs on large graphs. By utilizing fast matrix block-approximation techniques, we propose an approximative framework to such non-trivial…

Social and Information Networks · Computer Science 2022-02-02 Florian Adriaens , Alexandru Mara , Jefrey Lijffijt , Tijl De Bie

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 presence of unobserved node specific heterogeneity in Exponential Random Graph Models (ERGM) is a general concern, both with respect to model validity as well as estimation instability. We therefore extend the ERGM by including node…

Computation · Statistics 2021-12-24 Sevag Kevork , Göran Kauermann

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…

Methodology · Statistics 2016-11-10 James D. Wilson , Matthew J. Denny , Shankar Bhamidi , Skyler Cranmer , Bruce Desmarais

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
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