Exponential random graph models with big networks: Maximum pseudolikelihood estimation and the parametric bootstrap

Advances in exponential random graph ( p*) models applied to a large social network

Social network analysis is a suite of approaches for exploring relational data. Two approaches commonly used to analyze animal social network data are permutation-based tests of significance and exponential random graph models. However, the performance of these approaches when analyzing different types of network data has not been simultaneously evaluated. Here we test both approaches to determine their performance when analyzing a range of biologically realistic simulated animal social networks. We examined the false positive and false negative error rate of an effect of a two-level explanatory variable (e.g., sex) on the number and combined strength of an individual’s network connections. We measured error rates for two types of simulated data collection methods in a range of network structures, and with/without a confounding effect and missing observations. Both methods performed consistently well in networks of dyadic interactions, and worse on networks constructed using observations of individuals in groups. Exponential random graph models had a marginally lower rate of false positives than permutations in most cases. Phenotypic assortativity had a large influence on the false positive rate, and a smaller effect on the false negative rate for both methods in all network types. Aspects of within- and between-group network structure influenced error rates, but not to the same extent. In "grouping event-based" networks, increased sampling effort marginally decreased rates of false negatives, but increased rates of false positives for both analysis methods. These results provide guidelines for biologists analyzing and interpreting their own network data using these methods.

Network data often contain sensitive relational information. One approach to protecting sensitive information while offering flexibility for network analysis is to share synthesized networks based on the information in originally observed networks. We employ differential privacy (DP) and exponential random graph models (ERGMs) and propose the DP-ERGM method to synthesize network data. We apply DP-ERGM to two real-world networks. We then compare the utility of synthesized networks generated by DP-ERGM, the DyadWise Randomized Response (DWRR) approach, and the Synthesis through Conditional distribution of Edge given nodal Attribute (SCEA) approach. In general, the results suggest that DP-ERGM preserves the original information significantly better than two other approaches in network structural statistics and inference for ERGMs and latent space models. Furthermore, DP-ERGM satisfies node DP through modeling the global network structure with ERGM, a stronger notion of privacy than the edge DP under which DWRR and SCEA operate.

Exponential random graph models (ERGMs) are increasingly applied to observed network data and are central to understanding social structure and network processes. The chapters in this edited volume provide a self-contained, exhaustive account of the theoretical and methodological underpinnings of ERGMs, including models for univariate, multivariate, bipartite, longitudinal and social-influence type ERGMs. Each method is applied in individual case studies illustrating how social science theories may be examined empirically using ERGMs. The authors supply the reader with sufficient detail to specify ERGMs, fit them to data with any of the available software packages and interpret the results.

Synthetic power grids enable real-world energy system simulations and are crucial for algorithm testing, resilience assessment, and policy formulation. We propose a novel method for the generation of synthetic transmission power grids using exponential random graph (ERG) models. Our two main contributions are (1) the formulation of an ERG model tailored specifically for capturing the topological nuances of power grids and (2) a general procedure for estimating the parameters of such a model conditioned on working with connected graphs. From a modeling perspective, we identify edge counts per bus type and k-triangles as crucial topological characteristics for synthetic power-grid generation. From a technical perspective, we develop a rigorous methodology to estimate the parameters of an ERG constrained to the space of connected graphs. The proposed model is flexible, easy to implement, and successfully captures the desired topological properties of power grids. Published by the American Physical Society 2024

Social network analysis has typically concerned analysis of one type of tie connecting nodes of the same type. It has however been recognised that people are connected through multiple types of ties and that people in addition are affiliated with multiple types of non-people nodes. Exponential random graph models (ERGM) is a family of statistical models for social networks that at this point allows for a number of different types of network data, including one-mode networks, bipartite networks, multiplex data, as well as multilevel network data. Multilevel networks have been proposed as a joint representation of associations between multiple types of entities or nodes, such as people and organization, where two types of nodes gives rise to three distinct types of ties. The typical roster data collection method may be impractical or infeasible when the node sets are hard to detect or define or because of the cognitive demands on respondents. Multilevel multilayered networks allow us to consider a multitude of different sources of data and to sample on different types of nodes and relations. We consider modelling multilevel multilayered networks using exponential random graph models and extend a recently developed Bayesian data-augmentation scheme to allow for partially missing data. We illustrate the proposed inference procedures for the case of multilevel snowball sampling and sampling with error based on the Noordin Top network.

The uncertainty underlying real-world phenomena has attracted attention toward statistical analysis approaches. In this regard, many problems can be modeled as networks. Thus, the statistical analysis of networked problems has received special attention from many researchers in recent years. Exponential Random Graph Models, known as ERGMs, are one of the popular statistical methods for analyzing the graphs of networked data. ERGM is a generative statistical network model whose ultimate goal is to present a subset of networks with particular characteristics as a statistical distribution. In the context of ERGMs, these graph’s characteristics are called statistics or configurations. Most of the time they are the number of repeated subgraphs across the graphs. Some examples include the number of triangles or the number of cycle of an arbitrary length. Also, any other census of the graph, as with the edge density, can be considered as one of the graph’s statistics. In this review paper, after explaining the building blocks and classic methods of ERGMs, we have reviewed their newly presented approaches and research papers. Further, we have conducted a comprehensive study on the applications of ERGMs in many research areas which to the best of our knowledge has not been done before. This review paper can be used as an introduction for scientists from various disciplines whose aim is to use ERGMs in some networked data in their field of expertise.

Exponential random graph models (ERGMs) provide conceptually elegant recipes for generating soft-constrained random graphs. This chapter begins by explaining the theory and describing how to properly specify an ERGM, including demonstrating Lagrange’s method to derive the values of the model parameters that correspond to the desired constraints. Three ERGMs, all with constraints depending linearly on the adjacency matrix, are solved exactly: the targeted total number of links, targeted individual node degrees and targeted number of two-way links in a directed graph. However, when the controlled features become more complicated, ERGMs have a tendency to produce graphs in extreme phases (very dense or very sparse). The two-star model and the Strauss model are worked through in detail using advanced techniques from statistical mechanics in order to analyze the phase transitions. The chapter closes with a discussion of the strengths and weaknesses of ERGMs as null models.

The impact of a Hausman pretest, applied to panel data, on the coverage probability of confidence intervals

By introducing the statistical network method of Exponential Random Graph Modelling (ERGM) we adhere to the call of Lucarelli and Brorström (2013) in The Marketing Review to think of new ways to analyse and make inferences about participatory processes of place branding. The ERGM is more suited for studying the interactive dynamics in participatory processes of place branding than traditional methods like case study research or regression analysis. ERGM is a relatively new methodology. Only a few scholars in the neurosciences, international relations, and political sciences have worked with the inferential social network method. We show that the new ERGM methodology helps to gain more insights into the social processes and tie-formation mechanisms which generate emergent interaction patterns in participatory processes of place branding. Hence, this article brings a novel methodology to the area of place branding.

Simulating from distributions with intractable normalizing constants has been a long-standing problem in machine learning. In this letter, we propose a new algorithm, the Monte Carlo Metropolis-Hastings (MCMH) algorithm, for tackling this problem. The MCMH algorithm is a Monte Carlo version of the Metropolis-Hastings algorithm. It replaces the unknown normalizing constant ratio by a Monte Carlo estimate in simulations, while still converges, as shown in the letter, to the desired target distribution under mild conditions. The MCMH algorithm is illustrated with spatial autologistic models and exponential random graph models. Unlike other auxiliary variable Markov chain Monte Carlo (MCMC) algorithms, such as the Møller and exchange algorithms, the MCMH algorithm avoids the requirement for perfect sampling, and thus can be applied to many statistical models for which perfect sampling is not available or very expensive. The MCMH algorithm can also be applied to Bayesian inference for random effect models and missing data problems that involve simulations from a distribution with intractable integrals.

The global trade network has significant importance in analyzing countries’ economic exchanges. Therefore, studying the global trade network and the factors influencing its structure is helpful for both economists and political decision makers. Putting these in mind, we try to analyze the global trade network from various viewpoints. We use the backbone filtering methods to construct a network of essential trades between countries. We analyze the structural, economic, geographical, political, and cultural factors and their effect on the global trade network using exponential random graph models. Additionally, we analyze the global trade network evolution using the separable temporal exponential random models. Our results show multiple structural, economic, geographical, and political factors affect the global trade network structure.

With vegetation data there are often physical reasons for believing that the response of neighbors has a direct influence on the response at a particular location. In terms of modeling such scenarios the family of auto-models or Markov random fields is a useful choice. If the observed responses are counts, the auto-Poisson model can be used. There are different ways to formulate the auto-Poisson model, depending on the biological context. A drawback of this model is that for positive autocorrelation the likelihood of the auto-Poisson model is not available in closed form. We investigate how this restriction can be avoided by right truncating the distribution. We review different parameter estimation techniques which apply to auto-models in general and compare them in a simulation study. Results suggest that the method which is most easily implemented via standard statistics software, maximum pseudo-likelihood, gives unbiased point estimates, but its variance estimates are biased. An alternative method, Monte Carlo maximum likelihood, works well but is computer-intensive and not available in standard software. We illustrate the methodology and techniques for model checking with clover leaf counts and seed count data from an agricultural experiment.

Diffusion is a basic mathematical tool for modern financial engineering. The theory of the estimation methods for diffusion models is an important topic of the financial engineering. Many researches have been tried to apply the likelihood estimation method for estimating diffusion models. However, the likelihood estimation method for diffusion is complicated and needs much amount of computing. In this paper we develop the estimation methods which are simple enough to be compared to the Euler approximation method, and efficient enough statistically to be compared to the likelihood estimation method. We devise pseudo-likelihood and propose the maximum pseudo-likelihood estimation methods. The pseudo-likelihoods are obtained by approximating the transition density with normal distributions. The means and the variances of the distributions are obtained from the delta expansion suggested by Lee, Song and Lee (2012). We compare the newly suggested estimators with other existing estimators by simulation study. From the simulation study we find the maximum pseudo-likelihood estimator has very similar properties with the maximum likelihood estimator. Also the maximum pseudo-likelihood estimator is easy to apply to general diffusion models, and can be obtained by simple numerical steps.

Since the 1970s, communication researchers have utilized social network analysis to understand mass, health, organizational, and interpersonal communication. This article introduces communication researchers to a new class of social network analysis methods, exponential random graph (p*) models. This new method represents the latest advancement in social network methodology and will enhance the trajectory of social network research in the communication discipline. The benefits of this class of models include allowing for the simultaneous estimation of attribute and structural parameters, accounting for the interdependent nature of network data, and retaining the complexity of network observations throughout the analysis. An example analysis using data from Shumate, Fulk, and Monge (2005) is provided to illustrate the potentials of exponential random graph modeling. Five different social network software programs capable of the analysis discussed in this article are introduced with regard to their respective benefits. Finally, a brief tutorial based on data from Palazzolo (2005) is given on how to conduct an ERGM analysis using the PNET software program.