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Motivated by the increasing abundance of data describing real-world networks that exhibit dynamical features, we propose an extension of the Exponential Random Graph Models (ERGMs) that accommodates the time variation of its parameters.…

Applications · Statistics 2024-10-17 Domenico Di Gangi , Giacomo Bormetti , Fabrizio Lillo

We propose networked exponential families to jointly leverage the information in the topology as well as the attributes (features) of networked data points. Networked exponential families are a flexible probabilistic model for heterogeneous…

Machine Learning · Computer Science 2019-09-26 Alexander Jung

Recent advances in computational methods for intractable models have made network data increasingly amenable to statistical analysis. Exponential random graph models (ERGMs) emerged as one of the main families of models capable of capturing…

Computation · Statistics 2021-04-07 Alberto Caimo , Lampros Bouranis , Robert Krause , Nial Friel

Exponential-family random graph models (ERGMs) are probabilistic network models that are parametrized by sufficient statistics based on structural (i.e., graph-theoretic) properties. The ergm package for the R statistical computing system…

Social and Information Networks · Computer Science 2015-06-24 Omer Nebil Yaveroglu , Sean M. Fitzhugh , Maciej Kurant , Athina Markopoulou , Carter T. Butts , Natasa Przulj

Motivated by the problem of inferring the graph structure of functional connectivity networks from multi-level functional magnetic resonance imaging data, we develop a valid inference framework for high-dimensional graphical models that…

Methodology · Statistics 2024-03-18 Kun Yue , Eardi Lila , Ali Shojaie

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

Gaussian graphical models are recently used in economics to obtain networks of dependence among agents. A widely-used estimator is the Graphical Lasso (GLASSO), which amounts to a maximum likelihood estimation regularized using the…

Econometrics · Economics 2017-10-03 Khai X. Chiong , Hyungsik Roger Moon

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…

Statistics Theory · Mathematics 2022-03-18 Cosma Rohilla Shalizi , Alessandro Rinaldo

Across the sciences, the statistical analysis of networks is central to the production of knowledge on relational phenomena. Because of their ability to model the structural generation of networks, exponential random graph models are a…

Data Analysis, Statistics and Probability · Physics 2015-05-27 Bruce A. Desmarais , Skyler J. Cranmer

Social networks as a representation of relational data, often possess multiple types of dependency structures at the same time. There could be clustering (beyond homophily) at a macro level as well as transitivity (a friend's friend is more…

Methodology · Statistics 2017-04-04 Ming Cao

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…

Methodology · Statistics 2022-01-10 Vishesh Karwa , Sonja Petrović , Denis Bajić

Exponential random graph models are a class of widely used exponential family models for social networks. The topological structure of an observed network is modelled by the relative prevalence of a set of local sub-graph configurations…

Computation · Statistics 2013-01-21 Alberto Caimo , Nial Friel

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

Many recent developments in the high-dimensional statistical time series literature have centered around time-dependent applications that can be adapted to regularized least squares. Of particular interest is the lasso, which both serves to…

Methodology · Statistics 2020-10-16 William B. Nicholson , Xiaohan Yan

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

The pattern of zero entries in the inverse covariance matrix of a multivariate normal distribution corresponds to conditional independence restrictions between variables. Covariance selection aims at estimating those structural zeros from…

Statistics Theory · Mathematics 2016-08-16 Nicolai Meinshausen , Peter Bühlmann

This article develops a class of models called Sender/Receiver Finite Mixture Exponential Random Graph Models (SRFM-ERGMs) that enables inference on networks. This class of models extends the existing Exponential Random Graph Modeling…

Methodology · Statistics 2019-09-06 Teague R Henry , Kathleen M Gates , Mitchell J Prinstein , Douglas Steinley

We study models of weighted exponential random graphs in the large network limit. These models have recently been proposed to model weighted network data arising from a host of applications including socio-econometric data such as migration…

Probability · Mathematics 2018-07-12 Shankar Bhamidi , Suman Chakraborty , Skyler Cranmer , Bruce Desmarais

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

The "least absolute shrinkage and selection operator" (Lasso) method has been adapted recently for networkstructured datasets. In particular, this network Lasso method allows to learn graph signals from a small number of noisy signal…

Machine Learning · Statistics 2017-12-19 Alexander Jung , Nguyen Tran Quang , Alexandru Mara