论文标题
具有替代可能性功能的随机图的统计推断
Statistical inference of random graphs with a surrogate likelihood function
论文作者
论文摘要
光谱估计器已广泛应用于统计网络分析,但它们不包含网络采样模型的可能性信息。本文提出了一种新型的替代可能性功能,用于统计推断一类流行网络模型,称为随机点产品图。与结构复杂的精确似然函数相反,替代可能性函数具有可分离的结构,并且是对数符号的,但近似于确切的似然函数。从频繁的角度来看,我们研究了最大的替代可能性估计量并建立随附的理论。我们显示其存在,独特性,较大的样本特性,并在基线光谱估计器上以较小的平方误差进行改进。此外,我们得出了提出的估计器的二阶偏差,并深入了解了为什么它优于某些现有估计器。计算方便的随机梯度下降算法旨在在实践中找到最大的替代可能性估计量。从贝叶斯的角度来看,我们建立了伯恩斯坦-Von Mises定理的后验分布具有替代可能性功能,并表明由此产生的可靠套件具有正确的频繁覆盖范围。通过模拟示例和现实世界Wikipedia图数据集的分析,可以验证所提出的基于替代物的方法的经验性能。
Spectral estimators have been broadly applied to statistical network analysis, but they do not incorporate the likelihood information of the network sampling model. This paper proposes a novel surrogate likelihood function for statistical inference of a class of popular network models referred to as random dot product graphs. In contrast to the structurally complicated exact likelihood function, the surrogate likelihood function has a separable structure and is log-concave yet approximates the exact likelihood function well. From the frequentist perspective, we study the maximum surrogate likelihood estimator and establish the accompanying theory. We show its existence, uniqueness, large sample properties, and that it improves upon the baseline spectral estimator with a smaller sum of squared errors. Furthermore, we derive the second-order bias of the proposed estimator and gain insight into why it outperforms some of the existing estimators. A computationally convenient stochastic gradient descent algorithm is designed to find the maximum surrogate likelihood estimator in practice. From the Bayesian perspective, we establish the Bernstein--von Mises theorem of the posterior distribution with the surrogate likelihood function and show that the resulting credible sets have the correct frequentist coverage. The empirical performance of the proposed surrogate-likelihood-based methods is validated through the analyses of simulation examples and a real-world Wikipedia graph dataset.