On the Geometry of Discrete Exponential Families with Application to Exponential Random Graph Models

Abstract

There has been an explosion of interest in statistical models for analyzing network data, and considerable interest in the class of exponential random graph (ERG) models.

In this talk I will relate the properties of ERG models to the properties of the broader class of discrete exponential families. I will describe a general geometric result about discrete exponential families with polyhedral support. I will show how the properties of these families can be well captured by some fundamental geometric objects of polyhedral form.

I will discuss the relevance of such results to maximum likelihood estimation, both from a theoretical and computational standpoint. I will then apply these results to the analysis of ERG models. By means of a detailed example, I will provide some characterization and a partial explanation of certain pathological features of ERG models known as degeneracy.

Joint work with S.E. Fienberg and Y. Zhou

Venue, Date, and Time

Venue: GHC 6115

Date: Monday, November 9, 2009

Time: 12:00 noon