中文

Analysis of a maximum-entropy based estimator for dynamic random graph models

统计理论 2026-06-30 v1 概率论

摘要

We study dynamic random graphs in which the set of nodes is fixed, but edges evolve over time according to an underlying stochastic mechanism. Using a maximum-entropy approach, we define a probability distribution on graph trajectories that is consistent with observed constraints, capturing the inherent uncertainty in partially observed networks. We introduce a moment-based estimator for the parameters of this distribution and establish its statistical properties, such as consistency and asymptotic normality, with explicit formulas for the covariance structure. Numerical experiments demonstrate the estimator's accuracy and robustness across various dynamic network scenarios. Our framework bridges probabilistic modeling and statistical inference in time-varying networks, providing practical tools for understanding and predicting complex edge dynamics.

引用

@article{arxiv.2606.32013,
  title  = {Analysis of a maximum-entropy based estimator for dynamic random graph models},
  author = {Diego Garlaschelli and Michel Mandjes and Frank P. Pijpers and Jiesen Wang},
  journal= {arXiv preprint arXiv:2606.32013},
  year   = {2026}
}

备注

14 pages, 1 figure