Searcharxiv⌕ Search

arXiv · 2610.34443

On maximum likelihood estimation in the $β$-model for random hypergraphs

Abstract

We study maximum likelihood estimation in the $β$-model for random hypergraphs, in which a group of vertices succeeds with a probability that depends on the sum of its members' parameters. The data are independent binary outcomes of experiments on groups of vertices, tested according to an arbitrary, possibly incomplete design. Suppose that every tested group has $k$ vertices and success probability in $[ε,1-ε]$. For complete designs in which every group is tested at least $r$ times, a unique maximum likelihood estimator (MLE) exists with high probability if $r\geq C_kε^{-1}\log n/n^{k-1}$, and for $m$ experiments on uniformly random groups, it suffices that $m\geq C_kε^{-1}n\log n$, where $C_k$ depends only on $k$. Both conditions are linear in $ε^{-1}$ and, for fixed $k$, cannot be improved in general beyond the constant; they follow from finite-sample bounds for arbitrary designs. We bound the mean squared error of the MLE over a parameter box by the smallest eigenvalue of the correlation matrix of the design, and show that the rate is minimax optimal for balanced complete designs. Among $k$-uniform designs with a given number of experiments, designs in which every pair of vertices takes part together in the same number of experiments maximize this eigenvalue, and uniform random designs nearly do so with high probability. Finally, the design matrix of a uniform random design has full column rank with high probability if $m\geq\max\{n,c(n/k)\log n\}$ for fixed $c>2$ and $k=o(n/\log n)$, or $m\geq n$ when $k\geq(1+ξ)\log n$. For fixed $k$, the threshold $(n/k)\log n$ is sharp, and above it rank deficiency is asymptotically as likely as some vertex taking part in no experiment.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Milan Vojnović, Yiliu Wang. 2026-10-25. On maximum likelihood estimation in the $β$-model for random hypergraphs. https://arxiv.org/abs/2610.34443

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Compatibility-based Bayesian inference: asymptotic limits, variational principles, and Wasserstein geometry

Approximate Bayesian Computation (ABC) replaces intractable likelihood evaluations with comparisons between observed and simulated data. We formulate discrepancy-based inference through nonnegative compatibility weights. Prior-integrated convergence of rescaled weights gives total variation convergence as the tolerance vanishes. For a fixed positive tolerance and increasing sample size, we give a general representation-based formulation of the conditional-prior limit known from ABC and coarsened Bayesian inference, and establish convergence in expected total variation under stabilization in probability and a prior-null boundary condition. We also derive acceptance-persistence bounds under partial stabilization. The Gibbs variational identity yields convergence of minimum values and stability of approximate minimizers; the fixed-tolerance limit is characterized separately by constrained relative-entropy minimization. For additional penalty-based functionals of the limiting Wasserstein discrepancy, we prove an exact reduction to distributions over model laws and, under a geodesic assumption, a representation by distances from a Wasserstein ball. These penalty-based updates are distinguished from the original fixed-tolerance ABC limit and illustrated through a Gaussian comparison.

math.ST↗

A theory of stratification learning

Given i.i.d. sample from a stratified mixture of immersed manifolds of different dimensions, we study the minimax estimation of the underlying stratified structure. We provide a constructive algorithm allowing to estimate each mixture component at its optimal dimension-specific rate adaptively. The method is based on an ascending hierarchical co-detection of points belonging to different layers, which also identifies the number of layers and their dimensions, assigns each data point to a layer accurately, and estimates tangent spaces optimally. These results hold regardless of any ambient assumption on the manifolds or on their intersection configurations. They open the way to a broad clustering framework, where each mixture component models a cluster emanating from a specific nonlinear correlation phenomenon.

math.ST↗

Wasserstein-Cramér-Rao Theory of Unbiased Estimation

The quantity of interest in the classical Cramér-Rao theory of unbiased estimation (e.g., the Cramér-Rao lower bound, its exact attainment for exponential families, and asymptotic efficiency of maximum likelihood estimation) is the variance, which represents the instability of an estimator when its value is compared to the value for an independently-sampled data set from the same distribution. In this paper we are interested in a quantity which represents the instability of an estimator when its value is compared to the value for an infinitesimal additive perturbation of the original data set; we refer to this as the "sensitivity" of an estimator. The resulting theory of sensitivity is based on the Wasserstein geometry in the same way that the classical theory of variance is based on the Fisher-Rao (equivalently, Hellinger) geometry, and this insight allows us to determine a collection of results which are analogous to the classical case: a Wasserstein-Cramér-Rao lower bound for the sensitivity of any unbiased estimator, a characterization of models in which there exist unbiased estimators achieving the lower bound exactly, and various results on the asymptotic achievement of the lower bound. More precisely, we show that Wasserstein projection estimators (and one-step approximations thereof) are asymptotically sensitivity-efficient under suitable assumptions, and that there exist Hodges-type estimators which exhibit super-sensitivity-efficiency. We use these results to treat many statistical examples, sometimes revealing new optimality properties for existing estimators and other times revealing entirely new estimators.

math.ST↗