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We study maximum likelihood estimation for the statistical model for undirected random graphs, known as the $\beta$-model, in which the degree sequences are minimal sufficient statistics. We derive necessary and sufficient conditions, based…

Other Statistics · Statistics 2013-06-19 Alessandro Rinaldo , Sonja Petrović , Stephen E. Fienberg

The maximum likelihood degree of a statistical model refers to the number of solutions, where the derivative of the log-likelihood function is zero, over the complex field. This paper examines the maximum likelihood degree of the parameter…

Statistics Theory · Mathematics 2025-02-10 Pooja Yadav , Tanuja Srivastava

We present asymptotic and finite-sample results on the use of stochastic blockmodels for the analysis of network data. We show that the fraction of misclassified network nodes converges in probability to zero under maximum likelihood…

Statistics Theory · Mathematics 2012-05-22 David S. Choi , Patrick J. Wolfe , Edoardo M. Airoldi

We develop a maximum-likelihood based method for regression in a setting where the dependent variable is a random graph and covariates are available on a graph-level. The model generalizes the well-known $\beta$-model for random graphs by…

Methodology · Statistics 2017-05-24 Johan Wahlström , Isaac Skog , Patricio S. La Rosa , Peter Händel , Arye Nehorai

The stochastic block model (SBM) is a probabilistic model de- signed to describe heterogeneous directed and undirected graphs. In this paper, we address the asymptotic inference on SBM by use of maximum- likelihood and variational…

Statistics Theory · Mathematics 2012-10-02 Alain Celisse , J. -J. Daudin , Laurent Pierre

Stochastic blockmodels are generative network models where the vertices are separated into discrete groups, and the probability of an edge existing between two vertices is determined solely by their group membership. In this paper, we…

Statistical Mechanics · Physics 2013-11-12 Tiago P. Peixoto

We consider a dynamic version of the stochastic block model, in which the nodes are partitioned into latent classes and the connection between two nodes is drawn from a Bernoulli distribution depending on the classes of these two nodes. The…

Statistics Theory · Mathematics 2023-08-30 Léa Longepierre , Catherine Matias

Maximum likelihood degree of a projective variety is the number of critical points of a general likelihood function. In this note, we compute the Maximum likelihood degree of Fermat hypersurfaces. We give a formula of the Maximum likelihood…

Algebraic Geometry · Mathematics 2015-09-15 Botong Wang

Maximum likelihood estimation is a fundamental computational problem in statistics. In this note, we give a bound for the maximum likelihood degree of algebraic statistical models for discrete data. As usual, such models are identified with…

Algebraic Geometry · Mathematics 2015-04-20 Nero Budur , Botong Wang

In algebraic statistics, the maximum likelihood degree of a statistical model refers to the number of solutions (counted with multiplicity) of the score equations over the complex field. In this paper, the maximum likelihood degree of the…

Statistics Theory · Mathematics 2025-11-14 Pooja Yadav , Tanuja Srivastava

We study maximum likelihood estimation in log-linear models under conditional Poisson sampling schemes. We derive necessary and sufficient conditions for existence of the maximum likelihood estimator (MLE) of the model parameters and…

Statistics Theory · Mathematics 2012-07-24 Stephen E. Fienberg , Alessandro Rinaldo

As is the case for many curved exponential families, the computation of maximum likelihood estimates in a multivariate normal model with a Kronecker covariance structure is typically carried out with an iterative algorithm, specifically, a…

Statistics Theory · Mathematics 2024-08-28 Mathias Drton , Alexandros Grosdos , Andrew McCormack

In algebraic statistics, the maximum likelihood degree of a statistical model is the number of complex critical points of its log-likelihood function. A priori knowledge of this number is useful for applying techniques of numerical…

Algebraic Geometry · Mathematics 2020-12-30 Jane Ivy Coons , Orlando Marigliano , Michael Ruddy

The latent stochastic block model is a flexible and widely used statistical model for the analysis of network data. Extensions of this model to a dynamic context often fail to capture the persistence of edges in contiguous network…

Methodology · Statistics 2018-04-16 Riccardo Rastelli

Given a statistical model, the maximum likelihood degree is the number of complex solutions to the likelihood equations for generic data. We consider discrete algebraic statistical models and study the solutions to the likelihood equations…

Algebraic Geometry · Mathematics 2014-05-06 Elizabeth Gross , Jose Israel Rodriguez

The Stochastic Block Model (Holland et al., 1983) is a mixture model for heterogeneous network data. Unlike the usual statistical framework, new nodes give additional information about the previous ones in this model. Thereby the…

Statistics Theory · Mathematics 2011-11-01 Antoine Channarond , Jean-Jacques Daudin , Stéphane Robin

The maximum likelihood method offers a standard way to estimate the three parameters of a generalized extreme value (GEV) distribution. Combined with the block maxima method, it is often used in practice to assess the extreme value index…

Probability · Mathematics 2013-01-24 Clément Dombry

In this paper, we obtain new results on the weak and strong consistency of the maximum and integrated conditional likelihood estimators for the community detection problem in the Stochastic Block Model with $k$ communities and unknown…

Statistics Theory · Mathematics 2026-03-31 Andressa Cerqueira , Florencia Leonardi

This paper considers the maximum likelihood estimation of factor models of high dimension, where the number of variables (N) is comparable with or even greater than the number of observations (T). An inferential theory is developed. We…

Statistics Theory · Mathematics 2012-05-31 Jushan Bai , Kunpeng Li

The $\boldsymbol{\beta}$-model for random graphs is commonly used for representing pairwise interactions in a network with degree heterogeneity. Going beyond pairwise interactions, Stasi et al. (2014) introduced the hypergraph…

Statistics Theory · Mathematics 2024-06-07 Sagnik Nandy , Bhaswar B. Bhattacharya
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