New consistent and asymptotically normal estimators for random graph mixture models

Details New consistent and asymptotically normal estimators for random graph mixture models New consistent and asymptotically normal estimators for random graph mixture models

2010-03-26

arxiv.org/abs/1003.5165v2

Mathematics

Statistics Theory

Scientific paper

Random graph mixture models are now very popular for modeling real data networks. In these setups, parameter estimation procedures usually rely on variational approximations, either combined with the expectation-maximisation (\textsc{em}) algorithm or with Bayesian approaches. Despite good results on synthetic data, the validity of the variational approximation is however not established. Moreover, the behavior of the maximum likelihood or of the maximum a posteriori estimators approximated by these procedures is not known in these models, due to the dependency structure on the variables. In this work, we show that in many different affiliation contexts (for binary or weighted graphs), estimators based either on moment equations or on the maximization of some composite likelihood are strongly consistent and $\sqrt{n}$-convergent, where $n$ is the number of nodes. As a consequence, our result establishes that the overall structure of an affiliation model can be caught by the description of the network in terms of its number of triads (order 3 structures) and edges (order 2 structures). We illustrate the efficiency of our method on simulated data and compare its performances with other existing procedures. A data set of cross-citations among economics journals is also analyzed.

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