Large-scale estimation of random graph models with local dependence

Sergii Babkin, Jonathan R. Stewart, Xiaochen Long and Michael Schweinberger

Computational Statistics & Data Analysis, 2020, vol. 152, issue C

Abstract: A class of random graph models is considered, combining features of exponential-family models and latent structure models, with the goal of retaining the strengths of both of them while reducing the weaknesses of each of them. An open problem is how to estimate such models from large networks. A novel approach to large-scale estimation is proposed, taking advantage of the local structure of such models for the purpose of local computing. The main idea is that random graphs with local dependence can be decomposed into subgraphs, which enables parallel computing on subgraphs and suggests a two-step estimation approach. The first step estimates the local structure underlying random graphs. The second step estimates parameters given the estimated local structure of random graphs. Both steps can be implemented in parallel, which enables large-scale estimation. The advantages of the two-step estimation approach are demonstrated by simulation studies with up to 10,000 nodes and an application to a large Amazon product recommendation network with more than 10,000 products.

Keywords: Exponential random graph models; Latent structure models; Stochastic block models; Variational methods; EM algorithms; MM algorithms (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:152:y:2020:i:c:s0167947320301201

DOI: 10.1016/j.csda.2020.107029

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