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Maximum likelihood estimation of sparse networks with missing observations
Journal of Statistical Planning and Inference ( IF 0.8 ) Pub Date : 2021-04-24 , DOI: 10.1016/j.jspi.2021.04.003
Solenne Gaucher , Olga Klopp

Estimating the matrix of connections probabilities is one of the key questions when studying sparse networks. In this work, we consider networks generated under the sparse graphon model and the inhomogeneous random graph model with missing observations. Using the Stochastic Block Model as a parametric proxy, we bound the risk of the maximum likelihood estimator of network connections probabilities, and show that it is minimax optimal. Moreover, we show that our estimator can be efficiently approximated using tractable variational methods, and thus used in practice.



中文翻译:

缺少观测值的稀疏网络的最大似然估计

在研究稀疏网络时,估计连接概率矩阵是关键问题之一。在这项工作中,我们考虑在稀疏graphon模型和不均匀随机图模型下生成的具有缺失观测值的网络。使用随机块模型作为参数代理,我们限制了网络连接概率的最大似然估计器的风险,并表明它是最小最大最优的。此外,我们证明了我们的估计量可以使用易处理的变分方法有效地近似,因此可以在实践中使用。

更新日期:2021-05-04
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