作者
Lampros Bouranis, Nial Friel, Florian Maire
发表日期
2017/7/1
期刊
Social Networks
卷号
50
页码范围
98-108
出版商
North-Holland
简介
Exponential random graph models are an important tool in the statistical analysis of data. However, Bayesian parameter estimation for these models is extremely challenging, since evaluation of the posterior distribution typically involves the calculation of an intractable normalizing constant. This barrier motivates the consideration of tractable approximations to the likelihood function, such as the pseudolikelihood function, which offers an approach to constructing such an approximation. Naive implementation of what we term a pseudo-posterior resulting from replacing the likelihood function in the posterior distribution by the pseudolikelihood is likely to give misleading inferences. We provide practical guidelines to correct a sample from such a pseudo-posterior distribution so that it is approximately distributed from the target posterior distribution and discuss the computational and statistical efficiency that result from …
引用总数
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