Asymptotic normality in the maximum entropy models on graphs with an increasing number of parameters
arXiv:1308.1768 · doi:10.1016/j.jmva.2014.08.013
Abstract
Maximum entropy models, motivated by applications in neuron science, are natural generalizations of the -model to weighted graphs. Similar to the -model, each vertex in maximum entropy models is assigned a potential parameter, and the degree sequence is the natural sufficient statistic. Hillar and Wibisono (2013) has proved the consistency of the maximum likelihood estimators. In this paper, we further establish the asymptotic normality for any finite number of the maximum likelihood estimators in the maximum entropy models with three types of edge weights, when the total number of parameters goes to infinity. Simulation studies are provided to illustrate the asymptotic results.
Minor revision. Submitted for publication
References in corpus (2)
Cited by in corpus (8)
- Exponential-Family Models of Random Graphs: Inference in Finite-, Super-, and Infinite Population Scenarios
- Asymptotics in directed exponential random graph models with an increasing bi-degree sequence
- Inference using noisy degrees: Differentially private -model and synthetic graphs
- Maximum entropy distributions on graphs
- Consistent structure estimation of exponential-family random graph models with block structure
- The -model for Random Graphs --- Regression, Cramér-Rao Bounds, and Hypothesis Testing
- A Unified Framework for Inference in Network Models with Degree Heterogeneity and Homophily
- A Probit Network Model with Arbitrary Dependence