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Asymptotics in directed exponential random graph models with an increasing bi-degree sequence
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Yan, Ting, Leng, Chenlei and Zhu, Ji (2016) Asymptotics in directed exponential random graph models with an increasing bi-degree sequence. The Annals of Statistics, 44 (1). pp. 31-57. doi:10.1214/15-AOS1343
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Official URL: http://dx.doi.org/10.1214/15-AOS1343
Abstract
Although asymptotic analyses of undirected network models based on degree sequences have started to appear in recent literature, it remains an open problem to study the statistical properties of directed network models. In this paper, we provide for the first time a rigorous analysis of directed exponential random graph models using the in-degrees and out-degrees as sufficient statistics with binary and non-binary weighted edges. We establish the uniform consistency and the asymptotic normality of the maximum likelihood estimator, when the number of parameters grows and only one realized observation of the graph is available. One key technique in the proofs is to approximate the inverse of the Fisher information matrix using a simple matrix with high accuracy. Along the way, we also establish a geometrically fast rate of convergence for the Newton iterative algorithm, which is used to obtain the maximum likelihood estimate. Numerical studies confirm our theoretical findings.
| Item Type: | Journal Article | ||||||||
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| Subjects: | Q Science > QA Mathematics | ||||||||
| Divisions: | Faculty of Science > Statistics | ||||||||
| Library of Congress Subject Headings (LCSH): | Mathematical statistics -- Graphic methods -- Research | ||||||||
| Journal or Publication Title: | The Annals of Statistics | ||||||||
| Publisher: | Institute of Mathematical Statistics | ||||||||
| ISSN: | 0090-5364 | ||||||||
| Official Date: | 2016 | ||||||||
| Dates: |
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| Date of first compliant deposit: | 20 May 2016 | ||||||||
| Volume: | 44 | ||||||||
| Number: | 1 | ||||||||
| Page Range: | pp. 31-57 | ||||||||
| DOI: | 10.1214/15-AOS1343 | ||||||||
| Status: | Peer Reviewed | ||||||||
| Publication Status: | Published | ||||||||
| Access rights to Published version: | Restricted or Subscription Access | ||||||||
| Funder: | Guo jia zi ran ke xue ji jin wei yuan hui (China) [National Natural Science Foundation of China] (NSFC), National Science Foundation (U.S.) (NSF) | ||||||||
| Grant number: | No. 11401239 (NSFC), DMS-14-07698 (NSF) |
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