Related papers: A Stein Goodness of fit Test for Exponential Rando…
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…
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…
This paper formally derives the asymptotic distribution of a goodness-of-fit test based on the Kernel Stein Discrepancy introduced in (Oscar Key et al., "Composite Goodness-of-fit Tests with Kernels", Journal of Machine Learning Research…
This paper proposes several tests of restricted specification in nonparametric instrumental regression. Based on series estimators, test statistics are established that allow for tests of the general model against a parametric or…
A class of models that have been widely used are the exponential random graph (ERG) models, which form a comprehensive family of models that include independent and dyadic edge models, Markov random graphs, and many other graph…
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…
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,…
We propose and analyse a novel statistical procedure, coined AgraSSt, to assess the quality of graph generators that may not be available in explicit form. In particular, AgraSSt can be used to determine whether a learnt graph generating…
In this paper, we develop a simple non-parametric test for testing normal distribution based on the distance between empirical zero-bias transformation and empirical distribution. The asymptotic properties of the test statistic are studied.…
This paper proposes a goodness of fit test for the generalized Pareto distribution (GPD). Firstly, we provide two characterizations of GPD based on Stein's identity and dynamic survival extropy. These characterizations are used to test GPD…
We introduce a general framework for testing goodness-of-fit for Gaussian graphical models in both the low- and high-dimensional settings. This framework is based on a novel algorithm for generating exchangeable copies by conditioning on…
Providing theoretical guarantees for parameter estimation in exponential random graph models is a largely open problem. While maximum likelihood estimation has theoretical guarantees in principle, verifying the assumptions for these…
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…
Two new goodness of fit tests for the Pareto type-I distribution for complete and right censored data are proposed using fixed point characterization based on Steins type identity. The asymptotic distributions of the test statistics under…
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…
Many popular models from the networks literature can be viewed through a common lens of contingency tables on network dyads, resulting in \emph{log-linear ERGMs}: exponential family models for random graphs whose sufficient statistics are…
The growing availability of network data and of scientific interest in distributed systems has led to the rapid development of statistical models of network structure. Typically, however, these are models for the entire network, while the…
The theory of random graphs is being applied in recent years to model neural interactions in the brain. While the probabilistic properties of random graphs has been extensively studied in the literature, the development of statistical…
The study of probabilistic models for the analysis of complex networks represents a flourishing research field. Among the former, Exponential Random Graphs (ERGs) have gained increasing attention over the years. So far, only linear ERGs…
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…