Maximum likelihood estimation for discrete exponential families and random graphs
Probability
2021-02-23 v3 Combinatorics
Statistics Theory
Statistics Theory
Abstract
We characterize the existence of the maximum likelihood estimator for discrete exponential families. Our criterion is simple to apply as we show in various settings, most notably for exponential models of random graphs. As an application, we point out the size of independent identically distributed samples for which the maximum likelihood estimator exists with high probability.
Cite
@article{arxiv.1911.13143,
title = {Maximum likelihood estimation for discrete exponential families and random graphs},
author = {Krzysztof Bogdan and Michał Bosy and Tomasz Skalski},
journal= {arXiv preprint arXiv:1911.13143},
year = {2021}
}
Comments
21 pages, minor editorial changes, added connections to the criterion of Barndorff-Nielsen and linear programming