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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

With the growth of interest in network data across fields, the Exponential Random Graph Model (ERGM) has emerged as the leading approach to the statistical analysis of network data. ERGM parameter estimation requires the approximation of an…

Computation · Statistics 2017-08-10 Christian S. Schmid , Bruce A. Desmarais

We define a general class of network formation models, Statistical Exponential Random Graph Models (SERGMs), that nest standard exponential random graph models (ERGMs) as a special case. We provide the first general results on when these…

Physics and Society · Physics 2014-06-26 Arun G. Chandrasekhar , Matthew O. Jackson

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

Traditionally, graph neural networks have been trained using a single observed graph. However, the observed graph represents only one possible realization. In many applications, the graph may encounter uncertainties, such as having…

Machine Learning · Computer Science 2024-10-10 See Hian Lee , Feng Ji , Kelin Xia , Wee Peng Tay

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

The exponential-family random graph models (ERGMs) have emerged as an important framework for modeling social networks for a wide variety of relational types. ERGMs for valued networks are less well-developed than their unvalued…

Methodology · Statistics 2023-08-01 Peng Huang , Carter T. Butts

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

Exponential random graph models (ERGMs) are flexible probabilistic frameworks to model statistical networks through a variety of network summary statistics. Conventional Bayesian estimation for ERGMs involves iteratively exchanging with an…

Methodology · Statistics 2025-04-15 Yefeng Fan , Simon White

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

Much of the theory of estimation for exponential family models, which include exponential-family random graph models (ERGMs) as a special case, is well-established and maximum likelihood estimates in particular enjoy many desirable…

Computation · Statistics 2020-09-07 Christian S. Schmid , David R. Hunter

Random graphs, where the connections between nodes are considered random variables, have wide applicability in the social sciences. Exponential-family Random Graph Models (ERGM) have shown themselves to be a useful class of models for…

Methodology · Statistics 2012-08-02 Ian Fellows , Mark S. Handcock

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

We propose to use deep learning to estimate parameters in statistical models when standard likelihood estimation methods are computationally infeasible. We show how to estimate parameters from max-stable processes, where inference is…

Methodology · Statistics 2021-08-02 Amanda Lenzi , Julie Bessac , Johann Rudi , Michael L. Stein

Statistical models for social networks have enabled researchers to study complex social phenomena that give rise to observed patterns of relationships among social actors and to gain a rich understanding of the interdependent nature of…

Methodology · Statistics 2025-09-11 George G. Vega Yon , Andrew Slaughter , Kayla de la Haye

Ensembles of networks arise in various fields where multiple independent networks are observed on the same set of nodes, for example, a collection of brain networks constructed on the same brain regions for different individuals. However,…

Methodology · Statistics 2022-01-21 Sa Ren , Xue Wang , Peng Liu , Jian Zhang

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

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

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

The exponential family random graph modeling (ERGM) framework provides a flexible approach for the statistical analysis of networks. As ERGMs typically involve normalizing factors that are costly to compute, practical inference relies on a…

Methodology · Statistics 2022-10-12 Fan Yin , Carter T. Butts
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