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diff --git a/finale/mid_report.tex b/finale/mid_report.tex index 3a808d5..38d9020 100644 --- a/finale/mid_report.tex +++ b/finale/mid_report.tex @@ -272,19 +272,31 @@ priors. We can: \item Take into account common graph structures, such as triangles, clustering \end{itemize} -A common prior for graph is the ERGM model~\cite{}, defined by feature vector -$s(G)$ and by the probability distribution: +A common prior for graph is the Exponential Random Graph Model (ERGM), which +allows flexible representations of networks and Bayesian inference. The +distribution of an ERGM family is defined by feature vector $s(G)$ and by the +probability distribution: $$P(G | \Theta) \propto \exp \left( s(G)\cdot \Theta \right)$$ +Though straightforward MCMC could be applied here, recent +work~\cite{caimo2011bayesian, koskinen2010analysing, robins2007recent} has shown +that ERGM inference has slow convergence and lack of robustness, developping +better alternatives to naive MCMC formulations. Experiments using such a prior +are ongoing, but we present only simple product distribution-type priors here. + \paragraph{Inference} We can sample from the posterior by MCMC\@. This might not be the fastest solution however. We could greatly benefit from using an alternative method: \begin{itemize} -\item EM\@. This approach was used in \cite{linderman2014discovering} to learn +\item EM\@. This approach was used in \cite{linderman2014discovering, +simma2012modeling} to learn the parameters of a Hawkes process, a closely related inference problem. \item Variational Inference. This approach was used in~\cite{linderman2015scalable} as an extension to the paper cited in the -previous bullet point. +previous bullet point. Considering the scalabilty of their approach, we hope to +apply their method to our problem here, due to the similarity of the two +processes, and to the computational constraints of running MCMC over a large +parameter space. \end{itemize} |
