arXiv subjects

Alberto Caimo

Publications and source records attributed to Alberto Caimo.

13 recordsLinked to original sources

arXiv2026

Bayesian perspectives on exponential random graph models

Exponential random graph models (ERGMs) are a widely used framework for network data, enabling hypothesis testing on the structural mechanisms underlying observed networks. Bayesian ERGMs provide principled uncertainty quantification and enable the incorporation of prior knowledge through fully probabilistic modelling. However, computation remains challenging because the posterior is doubly intractable, with a likelihood normalising constant that depends on unknown parameters. This paper reviews Bayesian approaches to ERGM inference, categorising inference methods into three broad classes: auxiliary variable MCMC methods, adjusted pseudo-likelihood approaches, and variational methods, alongside dedicated treatment of model selection. We also discuss modelling extensions for missing data, longitudinal dynamics, populations of networks, weighted networks, highlighting applications across various scientific disciplines.

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arXiv2025

Multi-layer dissolution exponential-family models for weighted signed networks

Understanding the structure of weighted signed networks is essential for analysing social systems in which relationships vary both in sign and strength. Despite significant advances in statistical network analysis, there is still a lack of statistical models that can jointly and rigorously account for both the sign and strength of relationships in networks. We introduce a multi-layer dissolution exponential random graph modelling framework that jointly captures the signed and weighted processes, conditional on the observed interaction structure. The framework enables rigorous assessment of structural balance effects while fully accounting for edge weights. To enhance inference, we adopt a fully-probabilistic Bayesian hierarchical approach that partially pools information across layers, with parameters estimated via an adaptive approximate exchange algorithm. We demonstrate the flexibility and explanatory power of the proposed methodology by applying it to bill sponsorship data from the 108th US Senate, revealing complex patterns of signed and weighted interactions and structural balance effects that traditional approaches are unable to capture.

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arXiv2025

Separable models for dynamic signed networks

Signed networks capture the polarity of relationships between nodes, providing valuable insights into complex systems where both supportive and antagonistic interactions play a critical role in shaping the network dynamics. We propose a separable temporal generative framework based on multi-layer exponential random graph models, characterised by the assumption of conditional independence between the sign and interaction effects. This structure preserves the flexibly and explanatory power inherent in the binary network specification while adhering to consistent balance theory assumptions. Using a fully probabilistic Bayesian paradigm, we infer the doubly intractable posterior distribution of model parameters via an adaptive Metropolis-Hastings approximate exchange algorithm. We illustrate the interpretability of our model by analysing signed relations among U.S. Senators during Ronald Reagan's second term (1985-1989). Specifically, we aim to understand whether these relations are consistent and balanced or reflect patterns of supportive or antagonistic alliances.

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arXiv2025

Scalable Durational Event Models: Application to Physical and Digital Interactions

Durable interactions are increasingly observed in social network analysis with precise timestamps. Phone and video calls, for instance, are events to which a specific duration can be assigned. We term data encoding interactions with start and end times ``durational event data''. Recent advances in data collection have enabled the observation of such data over extended periods and across large populations of actors. Methodologically, we propose the Durational Event Model, an extension of Relational Event Models that decouples the modeling of event incidence from event duration. Computationally, we derive a fast, memory-efficient, and exact block-coordinate ascent algorithm to facilitate large-scale inference. Theoretical complexity analysis and numerical simulations demonstrate the computational superiority of this approach over state-of-the-art methods. We apply the model implemented in the R package redeem to physical and digital interactions among college students in Copenhagen. Our empirical findings reveal that past interactions drive physical interactions, whereas digital interactions are influenced predominantly by friendship ties and prior dyadic contact.

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arXiv2021

Statistical Network Analysis with Bergm

Recent advances in computational methods for intractable models have made network data increasingly amenable to statistical analysis. Exponential random graph models (ERGMs) emerged as one of the main families of models capable of capturing the complex dependence structure of network data in a wide range of applied contexts. The Bergm package for R has become a popular package to carry out Bayesian parameter inference, missing data imputation, model selection and goodness-of-fit diagnostics for ERGMs. Over the last few years, the package has been considerably improved in terms of efficiency by adopting some of the state-of-the-art Bayesian computational methods for doubly-intractable distributions. Recently, version 5 of the package has been made available on CRAN having undergone a substantial makeover, which has made it more accessible and easy to use for practitioners. New functions include data augmentation procedures based on the approximate exchange algorithm for dealing with missing data, adjusted pseudo-likelihood and pseudo-posterior procedures, which allow for fast approximate inference of the ERGM parameter posterior and model evidence for networks on several thousands nodes.

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arXiv2018

A multilayer exponential random graph modelling approach for weighted networks

A new modelling approach for the analysis of weighted networks with ordinal/polytomous dyadic values is introduced. Specifically, it is proposed to model the weighted network connectivity structure using a hierarchical multilayer exponential random graph model (ERGM) generative process where each network layer represents a different ordinal dyadic category. The network layers are assumed to be generated by an ERGM process conditional on their closest lower network layers. A crucial advantage of the proposed method is the possibility of adopting the binary network statistics specification to describe both the between-layer and across-layer network processes and thus facilitating the interpretation of the parameter estimates associated to the network effects included in the model. The Bayesian approach provides a natural way to quantify the uncertainty associated to the model parameters. From a computational point of view, an extension of the approximate exchange algorithm is proposed to sample from the doubly-intractable parameter posterior distribution. A simulation study is carried out on artificial data and applications of the methodology are illustrated on well-known datasets. Finally, a goodness-of-fit diagnostic procedure for model assessment is proposed.

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arXiv2017

Bergm: Bayesian exponential random graph models in R

The Bergm package provides a comprehensive framework for Bayesian inference using Markov chain Monte Carlo (MCMC) algorithms. It can also supply graphical Bayesian goodness-of-fit procedures that address the issue of model adequacy. The package is simple to use and represents an attractive way of analysing network data as it offers the advantage of a complete probabilistic treatment of uncertainty. Bergm is based on the ergm package and therefore it makes use of the same model set-up and network simulation algorithms. The Bergm package has been continually improved in terms of speed performance over the last years and now offers the end-user a feasible option for carrying out Bayesian inference for networks with several thousands of nodes.

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arXiv2015

Bayesian computational algorithms for social network analysis

In this chapter we review some of the most recent computational advances in the rapidly expanding field of statistical social network analysis using the R open-source software. In particular we will focus on Bayesian estimation for two important families of models: exponential random graph models (ERGMs) and latent space models (LSMs).

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arXiv2015

Bayesian Exponential Random Graph Models with Nodal Random Effects

We extend the well-known and widely used Exponential Random Graph Model (ERGM) by including nodal random effects to compensate for heterogeneity in the nodes of a network. The Bayesian framework for ERGMs proposed by Caimo and Friel (2011) yields the basis of our modelling algorithm. A central question in network models is the question of model selection and following the Bayesian paradigm we focus on estimating Bayes factors. To do so we develop an approximate but feasible calculation of the Bayes factor which allows one to pursue model selection. Two data examples and a small simulation study illustrate our mixed model approach and the corresponding model selection.

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arXiv2014

Efficient computational strategies for doubly intractable problems with applications to Bayesian social networks

Powerful ideas recently appeared in the literature are adjusted and combined to design improved samplers for Bayesian exponential random graph models. Different forms of adaptive Metropolis-Hastings proposals (vertical, horizontal and rectangular) are tested and combined with the Delayed rejection (DR) strategy with the aim of reducing the variance of the resulting Markov chain Monte Carlo estimators for a given computational time. In the examples treated in this paper the best combination, namely horizontal adaptation with delayed rejection, leads to a variance reduction that varies between 92% and 144% relative to the adaptive direction sampling approximate exchange algorithm of Caimo and Friel (2011). These results correspond to an increased performance which varies from 10% to 94% if we take simulation time into account. The highest improvements are obtained when highly correlated posterior distributions are considered.

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arXiv2014

Bergm: Bayesian Exponential Random Graphs in R

In this paper we describe the main featuress of the Bergm package for the open-source R software which provides a comprehensive framework for Bayesian analysis for exponential random graph models: tools for parameter estimation, model selection and goodness-of-fit diagnostics. We illustrate the capabilities of this package describing the algorithms through a tutorial analysis of two well-known network datasets.

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arXiv2013

Bayesian model selection for exponential random graph models

Exponential random graph models are a class of widely used exponential family models for social networks. The topological structure of an observed network is modelled by the relative prevalence of a set of local sub-graph configurations termed network statistics. One of the key tasks in the application of these models is which network statistics to include in the model. This can be thought of as statistical model selection problem. This is a very challenging problem---the posterior distribution for each model is often termed "doubly intractable" since computation of the likelihood is rarely available, but also, the evidence of the posterior is, as usual, intractable. The contribution of this paper is the development of a fully Bayesian model selection method based on a reversible jump Markov chain Monte Carlo algorithm extension of Caimo and Friel (2011) which estimates the posterior probability for each competing model.

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arXiv2010

Bayesian inference for exponential random graph models

Exponential random graph models are extremely difficult models to handle from a statistical viewpoint, since their normalising constant, which depends on model parameters, is available only in very trivial cases. We show how inference can be carried out in a Bayesian framework using a MCMC algorithm, which circumvents the need to calculate the normalising constants. We use a population MCMC approach which accelerates convergence and improves mixing of the Markov chain. This approach improves performance with respect to the Monte Carlo maximum likelihood method of Geyer and Thompson (1992).

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