Long range search for maximum likelihood in exponential families

DOI10.1214/11-EJS664zbMath1336.62078MaRDI QIDQ1950807

Saisuke Okabayashi, Charles J. Geyer

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1328280900

zbMATH Keywords

exponential familiesstochastic approximationMarkov chain Monte CarloIsingexponential random graphPotts

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Point estimation (62F10)

Related Items (4)

Large-scale estimation of random graph models with local dependence ⋮ Using contrastive divergence to seed Monte Carlo MLE for exponential-family random graph models ⋮ Local adaptation and genetic effects on fitness: calculations for exponential family models with random effects ⋮ Exponential-family models of random graphs: inference in finite, super and infinite population scenarios

Uses Software

• ergm
• statnet
• potts
• mcmc
• aster2

Cites Work

• Trajectory averaging for stochastic approximation MCMC algorithms
• Logit models and logistic regressions for social networks. I: An introduction to Markov graphs and \(p^*\)
• General state space Markov chains and MCMC algorithms
• On the Markov chain central limit theorem
• Estimation and annealing for Gibbsian fields
• Parametric inference for imperfectly observed Gibbsian fields
• Geometric ergodicity and hybrid Markov chains
• Stochastic approximation and its applications
• Likelihood inference in exponential families and directions of recession
• On the geometry of discrete exponential families with application to exponential random graph models
• Optimization theory and methods. Nonlinear programming
• Maximum Likelihood Estimation for Spatial Models by Markov Chain Monte Carlo Stochastic Approximation
• Numerical Optimization
• Variational Analysis
• Stability of Stochastic Approximation under Verifiable Conditions
• Testing Statistical Hypotheses
• A Stochastic Approximation Method
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Long range search for maximum likelihood in exponential families