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Adaptive importance sampling for network growth models

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  • Adam Guetz
  • Susan Holmes

Abstract

Network Growth Models such as Preferential Attachment and Duplication/Divergence are popular generative models with which to study complex networks in biology, sociology, and computer science. However, analyzing them within the framework of model selection and statistical inference is often complicated and computationally difficult, particularly when comparing models that are not directly related or nested. In practice, ad hoc methods are often used with uncertain results. If possible, the use of standard likelihood-based statistical model selection techniques is desirable. With this in mind, we develop an Adaptive Importance Sampling algorithm for estimating likelihoods of Network Growth Models. We introduce the use of the classic Plackett-Luce model of rankings as a family of importance distributions. Updates to importance distributions are performed iteratively via the Cross-Entropy Method with an additional correction for degeneracy/over-fitting inspired by the Minimum Description Length principle. This correction can be applied to other estimation problems using the Cross-Entropy method for integration/approximate counting, and it provides an interpretation of Adaptive Importance Sampling as iterative model selection. Empirical results for the Preferential Attachment model are given, along with a comparison to an alternative established technique, Annealed Importance Sampling. Copyright Springer Science+Business Media, LLC 2011

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  • Adam Guetz & Susan Holmes, 2011. "Adaptive importance sampling for network growth models," Annals of Operations Research, Springer, vol. 189(1), pages 187-203, September.
    • Handle: RePEc:spr:annopr:v:189:y:2011:i:1:p:187-203:10.1007/s10479-010-0685-2
    DOI: 10.1007/s10479-010-0685-2
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    3. Paul Sheridan & Yuichi Yagahara & Hidetoshi Shimodaira, 2008. "A preferential attachment model with Poisson growth for scale-free networks," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 60(4), pages 747-761, December.
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