The $\beta$-model for Random Graphs --- Regression, Cram\'er-Rao Bounds, and Hypothesis Testing

Autor: Wahlström, Johan, Skog, Isaac, La Rosa, Patricio S., Händel, Peter, Nehorai, Arye
Rok vydání: 2016
Předmět:
Druh dokumentu: Working Paper
DOI: 10.1109/TSP.2017.2691667
Popis: We develop a maximum-likelihood based method for regression in a setting where the dependent variable is a random graph and covariates are available on a graph-level. The model generalizes the well-known $\beta$-model for random graphs by replacing the constant model parameters with regression functions. Cram\'er-Rao bounds are derived for the undirected $\beta$-model, the directed $\beta$-model, and the generalized $\beta$-model. The corresponding maximum likelihood estimators are compared to the bounds by means of simulations. Moreover, examples are given on how to use the presented maximum likelihood estimators to test for directionality and significance. Last, the applicability of the model is demonstrated using dynamic social network data describing communication among healthcare workers.
Databáze: arXiv