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The planted partition model (also known as the stochastic blockmodel) is a classical cluster-exhibiting random graph model that has been extensively studied in statistics, physics, and computer science. In its simplest form, the planted…

Probability · Mathematics 2012-08-23 Elchanan Mossel , Joe Neeman , Allan Sly

A multilevel network is defined as the junction of two interaction networks, one level representing the interactions between individuals and the other the interactions between organizations. The levels are linked by an affiliation…

Methodology · Statistics 2023-12-04 Saint-Clair Chabert-Liddell , Pierre Barbillon , Sophie Donnet , Emmanuel Lazega

Local dependence random graph models are a class of block models for network data which allow for dependence among edges under a local dependence assumption defined around the block structure of the network. Since being introduced by…

Statistics Theory · Mathematics 2025-01-06 Jonathan R. Stewart

We extend the results concerning the upper bounds for the maximum likelihood degree and the REML degree of the one-way random effects model presented in Gross et al. [Electron. J. Stat. 6 (2012), pp. 993-1016] to the case of the normal…

Statistics Theory · Mathematics 2016-10-25 Mariusz Grzadziel

Maximum likelihood is the most widely used statistical estimation technique. Recent work by the authors introduced a general methodology for the construction of estimators for functionals in parametric models, and demonstrated improvements…

Methodology · Statistics 2014-09-29 Jiantao Jiao , Kartik Venkat , Yanjun Han , Tsachy Weissman

Associated to each graph G is a Gaussian graphical model. Such models are often used in high-dimensional settings, i.e. where there are relatively few data points compared to the number of variables. The maximum likelihood threshold of a…

Statistics Theory · Mathematics 2023-12-07 Daniel Irving Bernstein , Hayden Outlaw

Models of networks play a major role in explaining and reproducing empirically observed patterns. Suitable models can be used to randomize an observed network while preserving some of its features, or to generate synthetic graphs whose…

In this paper, we present and analyze a simple and robust spectral algorithm for the stochastic block model with $k$ blocks, for any $k$ fixed. Our algorithm works with graphs having constant edge density, under an optimal condition on the…

Data Structures and Algorithms · Computer Science 2015-06-25 Peter Chin , Anup Rao , Van Vu

Training an energy-based model (EBM) with maximum likelihood is challenging due to the intractable normalisation constant. Traditional methods rely on expensive Markov chain Monte Carlo (MCMC) sampling to estimate the gradient of logartihm…

Machine Learning · Computer Science 2025-03-11 Hugo Senetaire , Paul Jeha , Pierre-Alexandre Mattei , Jes Frellsen

Latent variable models are frequently used to identify structure in dichotomous network data, in part because they give rise to a Bernoulli product likelihood that is both well understood and consistent with the notion of exchangeable…

Methodology · Statistics 2012-02-13 Edoardo M. Airoldi , David S. Choi , Patrick J. Wolfe

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…

Statistics Theory · Mathematics 2026-03-26 Adrian Fischer , Gesine Reinert , Wenkai Xu

This work explores maximum likelihood optimization of neural networks through hypernetworks. A hypernetwork initializes the weights of another network, which in turn can be employed for typical functional tasks such as regression and…

Machine Learning · Statistics 2018-01-15 Abdul-Saboor Sheikh , Kashif Rasul , Andreas Merentitis , Urs Bergmann

Multivariate extreme value statistical analysis is concerned with observations on several variables which are thought to possess some degree of tail-dependence. In areas such as the modeling of financial and insurance risks, or as the…

Applications · Statistics 2014-12-31 Alexis Bienvenüe , Christian Y. Robert

We apply the techniques of stochastic integration with respect to fractional Brownian motion and the theory of regularity and supremum estimation for stochastic processes to study the maximum likelihood estimator (MLE) for the drift…

Statistics Theory · Mathematics 2007-08-22 Ciprian A. Tudor , Frederi G. Viens

Dynamical models of cognition play an increasingly important role in driving theoretical and experimental research in psychology. Therefore, parameter estimation, model analysis and comparison of dynamical models are of essential…

A maximum likelihood methodology for the parameters of models with an intractable likelihood is introduced. We produce a likelihood-free version of the stochastic approximation expectation-maximization (SAEM) algorithm to maximize the…

Methodology · Statistics 2018-01-17 Umberto Picchini

Acyclic directed mixed graphs, also known as semi-Markov models represent the conditional independence structure induced on an observed margin by a DAG model with latent variables. In this paper we present the first method for fitting these…

Methodology · Statistics 2012-03-19 Robin J. Evans , Thomas S. Richardson

The Latent Block Model (LBM) is a model-based method to cluster simultaneously the $d$ columns and $n$ rows of a data matrix. Parameter estimation in LBM is a difficult and multifaceted problem. Although various estimation strategies have…

Statistics Theory · Mathematics 2020-02-26 Vincent Brault , Christine Keribin , Mahendra Mariadassou

The stochastic block model (SBM) with two communities, or equivalently the planted bisection model, is a popular model of random graph exhibiting a cluster behaviour. In the symmetric case, the graph has two equally sized clusters and…

Social and Information Networks · Computer Science 2014-10-29 Emmanuel Abbe , Afonso S. Bandeira , Georgina Hall

Modern data sets in various domains often include units that were sampled non-randomly from the population and have a latent correlation structure. Here we investigate a common form of this setting, where every unit is associated with a…

Methodology · Statistics 2019-07-25 Omer Weissbrod , Shachar Kaufman , David Golan , Saharon Rosset