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This paper investigates maximum likelihood estimation for direct system identification in networks of dynamical systems. We establish that the proposed approach is both consistent and efficient. In addition, it is more generally applicable…

Systems and Control · Electrical Eng. & Systems 2026-02-06 Anders Hansson , João Victor Galvão da Mata , Martin S. Andersen

This paper introduces a novel direct approach to system identification of dynamic networks with missing data based on maximum likelihood estimation. Dynamic networks generally present a singular probability density function, which poses a…

Systems and Control · Electrical Eng. & Systems 2024-07-31 João Victor Galvão da Mata , Anders Hansson , Martin S. Andersen

A model for network panel data is discussed, based on the assumption that the observed data are discrete observations of a continuous-time Markov process on the space of all directed graphs on a given node set, in which changes in tie…

Applications · Statistics 2020-03-13 Tom A. B. Snijders , Johan Koskinen , Michael Schweinberger

The choice of free parameters in network models is subjective, since it depends on what topological properties are being monitored. However, we show that the Maximum Likelihood (ML) principle indicates a unique, statistically rigorous…

Disordered Systems and Neural Networks · Physics 2008-08-07 Diego Garlaschelli , Maria I. Loffredo

Real-data networks often appear to have strong modularity, or network-of-networks structure, in which subgraphs of various size and consistency occur. Finding the respective subgraph structure is of great importance, in particular for…

Physics and Society · Physics 2008-09-29 Mitrovic Marija , Bosiljka Tadic

Mechanistic network models specify the mechanisms by which networks grow and change, allowing researchers to investigate complex systems using both simulation and analytical techniques. Unfortunately, it is difficult to write likelihoods…

Methodology · Statistics 2023-07-19 Jonathan Larson , Jukka-Pekka Onnela

Maximum likelihood estimation is a common method of estimating the parameters of the probability distribution from a given sample. This paper aims to introduce the maximum likelihood estimation in the framework of sublinear expectation. We…

Probability · Mathematics 2023-01-16 Xinpeng Li , Yue Liu , Jiaquan Lu

Maximum entropy estimation is of broad interest for inferring properties of systems across many different disciplines. In this work, we significantly extend a technique we previously introduced for estimating the maximum entropy of a set of…

Data Analysis, Statistics and Probability · Physics 2016-01-05 Elliot A. Martin , Jaroslav Hlinka , Alexander Meinke , Filip Děchtěrenko , Jörn Davidsen

Estimating statistical models within sensor networks requires distributed algorithms, in which both data and computation are distributed across the nodes of the network. We propose a general approach for distributed learning based on…

Machine Learning · Computer Science 2012-07-03 Qiang Liu , Alexander Ihler

This paper considers nonlinear dynamic models where the main parameter of interest is a nonnegative matrix characterizing the network (contagion) effects. This network matrix is usually constrained either by assuming a limited number of…

Econometrics · Economics 2022-11-23 Christian Gourieroux , Joann Jasiak

The abundance of models of complex networks and the current insufficient validation standards make it difficult to judge which models are strongly supported by data and which are not. We focus here on likelihood maximization methods for…

Physics and Society · Physics 2014-03-26 Matus Medo

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

The stochastic block model is one of the most studied network models for community detection. It is well-known that most algorithms proposed for fitting the stochastic block model likelihood function cannot scale to large-scale networks.…

Methodology · Statistics 2021-08-31 Jiangzhou Wang , Jingfei Zhang , Binghui Liu , Ji Zhu , Jianhua Guo

Estimating the matrix of connections probabilities is one of the key questions when studying sparse networks. In this work, we consider networks generated under the sparse graphon model and the in-homogeneous random graph model with missing…

Statistics Theory · Mathematics 2021-04-28 Solenne Gaucher , Olga Klopp

This paper proposes a distributed pseudo-likelihood method (DPL) to conveniently identify the community structure of large-scale networks. Specifically, we first propose a block-wise splitting method to divide large-scale network data into…

Methodology · Statistics 2024-11-05 Jiayi Deng , Danyang Huang , Bo Zhang

Multi-sensor state space models underpin fusion applications in networks of sensors. Estimation of latent parameters in these models has the potential to provide highly desirable capabilities such as network self-calibration. Conventional…

Systems and Control · Computer Science 2018-01-04 Murat Uney , Bernard Mulgrew , Daniel E Clark

Designing reliable networks consists in finding topological structures, which are able to successfully carry out desired processes and operations. When this set of activities performed within a network are unknown and the only available…

Optimization and Control · Mathematics 2014-09-22 Stefano Nasini

In the study of networked systems such as biological, technological, and social networks the available data are often uncertain. Rather than knowing the structure of a network exactly, we know the connections between nodes only with a…

Social and Information Networks · Computer Science 2016-01-20 Travis Martin , Brian Ball , M. E. J. Newman

In order to detect patterns in real networks, randomized graph ensembles that preserve only part of the topology of an observed network are systematically used as fundamental null models. However, their generation is still problematic. The…

Data Analysis, Statistics and Probability · Physics 2014-01-14 Tiziano Squartini , Diego Garlaschelli

The field of complex networks studies a wide variety of interacting systems by representing them as networks. To understand their properties and mutual relations, the randomisation of network connections is a commonly used tool. However,…

Statistical Mechanics · Physics 2024-10-18 Noam Abadi , Franco Ruzzenenti
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