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Using contrastive divergence to seed Monte Carlo MLE for exponential-family random graph models

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  • Krivitsky, Pavel N.

Abstract

Exponential-family models for dependent data have applications in a wide variety of areas, but the dependence often results in an intractable likelihood, requiring either analytic approximation or MCMC-based techniques to fit, the latter requiring an initial parameter configuration to seed their simulations. A poor initial configuration can lead to slow convergence or outright failure. The approximate techniques that could be used to find them tend not to be as general as the simulation-based and require implementation separate from that of the MLE-finding algorithm.

Suggested Citation

  • Krivitsky, Pavel N., 2017. "Using contrastive divergence to seed Monte Carlo MLE for exponential-family random graph models," Computational Statistics & Data Analysis, Elsevier, vol. 107(C), pages 149-161.
    • Handle: RePEc:eee:csdana:v:107:y:2017:i:c:p:149-161
    DOI: 10.1016/j.csda.2016.10.015
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    References listed on IDEAS

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    Cited by:

    1. Duxbury, Scott W, 2019. "Mediation and Moderation in Statistical Network Models," SocArXiv 9bs4u, Center for Open Science.
    2. Manajit Chakraborty & Maksym Byshkin & Fabio Crestani, 2020. "Patent citation network analysis: A perspective from descriptive statistics and ERGMs," PLOS ONE, Public Library of Science, vol. 15(12), pages 1-28, December.
    3. George Karabatsos, 2023. "Approximate Bayesian computation using asymptotically normal point estimates," Computational Statistics, Springer, vol. 38(2), pages 531-568, June.
    4. Alex Stivala & Garry Robins & Alessandro Lomi, 2020. "Exponential random graph model parameter estimation for very large directed networks," PLOS ONE, Public Library of Science, vol. 15(1), pages 1-21, January.
    5. Pavel N. Krivitsky & Laura M. Koehly & Christopher Steven Marcum, 2020. "Exponential-Family Random Graph Models for Multi-Layer Networks," Psychometrika, Springer;The Psychometric Society, vol. 85(3), pages 630-659, September.
    6. Kei, Yik Lun & Chen, Yanzhen & Madrid Padilla, Oscar Hernan, 2023. "A partially separable model for dynamic valued networks," Computational Statistics & Data Analysis, Elsevier, vol. 187(C).
    7. Babkin, Sergii & Stewart, Jonathan R. & Long, Xiaochen & Schweinberger, Michael, 2020. "Large-scale estimation of random graph models with local dependence," Computational Statistics & Data Analysis, Elsevier, vol. 152(C).

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