A. Caimo, Lampros Bouranis, Robert W. Krause, N. Friel
{"title":"Statistical Network Analysis with Bergm","authors":"A. Caimo, Lampros Bouranis, Robert W. Krause, N. Friel","doi":"10.18637/jss.v104.i01","DOIUrl":null,"url":null,"abstract":"Recent advances in computational methods for intractable models have made network data increasingly amenable to statistical analysis. Exponential random graph models (ERGMs) emerged as one of the main families of models capable of capturing the complex dependence structure of network data in a wide range of applied contexts. The Bergm package for R has become a popular package to carry out Bayesian parameter inference, missing data imputation, model selection and goodness-of-fit diagnostics for ERGMs. Over the last few years, the package has been considerably improved in terms of efficiency by adopting some of the state-of-the-art Bayesian computational methods for doubly-intractable distributions. Recently, version 5 of the package has been made available on CRAN having undergone a substantial makeover, which has made it more accessible and easy to use for practitioners. New functions include data augmentation procedures based on the approximate exchange algorithm for dealing with missing data, adjusted pseudo-likelihood and pseudo-posterior procedures, which allow for fast approximate inference of the ERGM parameter posterior and model evidence for networks on several thousands nodes.","PeriodicalId":17237,"journal":{"name":"Journal of Statistical Software","volume":"74 1","pages":""},"PeriodicalIF":5.4000,"publicationDate":"2021-04-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Statistical Software","FirstCategoryId":"94","ListUrlMain":"https://doi.org/10.18637/jss.v104.i01","RegionNum":2,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
引用次数: 3
Abstract
Recent advances in computational methods for intractable models have made network data increasingly amenable to statistical analysis. Exponential random graph models (ERGMs) emerged as one of the main families of models capable of capturing the complex dependence structure of network data in a wide range of applied contexts. The Bergm package for R has become a popular package to carry out Bayesian parameter inference, missing data imputation, model selection and goodness-of-fit diagnostics for ERGMs. Over the last few years, the package has been considerably improved in terms of efficiency by adopting some of the state-of-the-art Bayesian computational methods for doubly-intractable distributions. Recently, version 5 of the package has been made available on CRAN having undergone a substantial makeover, which has made it more accessible and easy to use for practitioners. New functions include data augmentation procedures based on the approximate exchange algorithm for dealing with missing data, adjusted pseudo-likelihood and pseudo-posterior procedures, which allow for fast approximate inference of the ERGM parameter posterior and model evidence for networks on several thousands nodes.
棘手模型计算方法的最新进展使得网络数据越来越适合于统计分析。指数随机图模型(Exponential random graph model,简称ERGMs)是一类能够捕捉网络数据复杂依赖结构的主要模型,在广泛的应用环境中得到了广泛的应用。R语言的Bergm包已经成为一个流行的包,用于对ergm进行贝叶斯参数推断、缺失数据输入、模型选择和拟合优度诊断。在过去的几年中,通过采用一些最先进的贝叶斯计算方法来处理双难处理分布,软件包在效率方面有了很大的提高。最近,该软件包的第5版已经在CRAN上可用,它经历了实质性的改造,这使得从业者更容易访问和使用。新功能包括基于近似交换算法的数据增强程序,用于处理缺失数据,调整伪似然和伪后验程序,允许对数千个节点的网络进行ERGM参数后验和模型证据的快速近似推断。
期刊介绍:
The Journal of Statistical Software (JSS) publishes open-source software and corresponding reproducible articles discussing all aspects of the design, implementation, documentation, application, evaluation, comparison, maintainance and distribution of software dedicated to improvement of state-of-the-art in statistical computing in all areas of empirical research. Open-source code and articles are jointly reviewed and published in this journal and should be accessible to a broad community of practitioners, teachers, and researchers in the field of statistics.