aboutsummaryrefslogtreecommitdiffstats
path: root/finale
diff options
context:
space:
mode:
Diffstat (limited to 'finale')
-rw-r--r--finale/mid_report.tex20
-rw-r--r--finale/sparse.bib44
2 files changed, 60 insertions, 4 deletions
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}
diff --git a/finale/sparse.bib b/finale/sparse.bib
index 9fc56df..d2487c1 100644
--- a/finale/sparse.bib
+++ b/finale/sparse.bib
@@ -517,3 +517,47 @@ year = "2009"
journal={arXiv preprint arXiv:1402.0914},
year={2014}
}
+
+
+@article{caimo2011bayesian,
+ title={Bayesian inference for exponential random graph models},
+ author={Caimo, Alberto and Friel, Nial}, journal={Social Networks},
+ volume={33},
+ number={1},
+ pages={41--55},
+ year={2011},
+ publisher={Elsevier}
+}
+
+@article{koskinen2010analysing,
+ title={Analysing exponential random graph (p-star) models with missing data
+ using Bayesian data augmentation},
+ author={Koskinen, Johan H and Robins, Garry L and Pattison, Philippa E},
+ journal={Statistical Methodology},
+ volume={7},
+ number={3},
+ pages={366--384},
+ year={2010},
+ publisher={Elsevier}
+}
+
+@article{robins2007recent,
+ title={Recent developments in exponential random graph (p*) models for
+ social networks},
+ author={Robins, Garry and Snijders, Tom and Wang, Peng and Handcock, Mark
+ and Pattison, Philippa},
+ journal={Social networks},
+ volume={29},
+ number={2},
+ pages={192--215},
+ year={2007},
+ publisher={Elsevier}
+}
+
+
+@article{simma2012modeling,
+ title={Modeling events with cascades of Poisson processes},
+ author={Simma, Aleksandr and Jordan, Michael I},
+ journal={arXiv preprint arXiv:1203.3516},
+ year={2012}
+}