The exponential-family random graph models (ERGMs) have emerged as an important framework for modeling social and other networks. ERGMs for valued networks are less well-studied than their unvalued counterparts, and pose particular computational challenges. Networks with edge values on the non-negative integers (count-valued networks) are an important such case, with applications ranging from migration and trade flow data to data on frequency of interactions and encounters. Here, we propose an efficient maximum pseudo-likelihood estimation (MPLE) scheme for count-valued ERGMs, and compare its performance with existing Contrastive Divergence (CD) and Monte Carlo Maximum Likelihood Estimation (MCMLE) approaches via a simulation study based on migration flow networks in two U.S states. Our results suggest that edge value variance is a key factor in method performance, with high-variance edges posing a particular challenge for CD. MCMLE can work well but requires careful seeding in the high-variance case, and the MPLE itself performs well when edge variance is high.
翻译:指数-家庭随机图模型(ERGMs)已成为社会和其他网络建模的重要框架。 用于有价值网络的ERGM(ERGMs)的ERGM(ERGMs)比其未估值的对等网络的ERGM(ERGMs)研究得较少,并提出了特殊的计算挑战。 在非负值整数(计价网络)上具有边值的网络是一个重要案例,其应用范围从移徙和贸易流动数据到互动和遭遇频率数据不等。在这里,我们建议对计数估值ERGMs采用有效的最高伪相似估计(MPLE)计划,并通过基于两个美国移民流动网络的模拟研究,将其绩效与现有的对比差异(CD)和Monte Carlo最大相似度估计(MMMMLE)方法进行比较。 我们的结果表明,边值差异是方法性能的一个关键因素,高差异对CD构成特别的挑战。 MCLE可以很好地工作,但需要在高差异情况下仔细的种子,而MPLE本身在边缘差异高时表现良好。