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- W4284890131 abstract "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. A computationally convenient stochastic gradient descent algorithm is designed for finding 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. An R package implementing the proposed computation algorithms is publicly available at https://fangzheng-xie.github.io./publication/ ." @default.
- W4284890131 created "2022-07-09" @default.
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- W4284890131 date "2022-07-04" @default.
- W4284890131 modified "2023-09-29" @default.
- W4284890131 title "Statistical inference of random graphs with a surrogate likelihood function" @default.
- W4284890131 doi "https://doi.org/10.48550/arxiv.2207.01702" @default.
- W4284890131 hasPublicationYear "2022" @default.
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