arXiv · 1105.6145
Maximum lilkelihood estimation in the $\beta$-model
Abstract
We study maximum likelihood estimation for the statistical model for undirected random graphs, known as the $\beta$-model, in which the degree sequences are minimal sufficient statistics. We derive necessary and sufficient conditions, based on the polytope of degree sequences, for the existence of the maximum likelihood estimator (MLE) of the model parameters. We characterize in a combinatorial fashion sample points leading to a nonexistent MLE, and nonestimability of the probability parameters under a nonexistent MLE. We formulate conditions that guarantee that the MLE exists with probability tending to one as the number of nodes increases.
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Alessandro Rinaldo, Sonja Petrović, Stephen E. Fienberg. 2011-05-31. Maximum lilkelihood estimation in the $\beta$-model. https://doi.org/10.1214/12-aos1078
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