A note on parallel sampling in Markov graphs

被引:0
|
作者
Bauer, Verena [1 ]
Fuerlinger, Karl [2 ]
Kauermann, Goeran [1 ]
机构
[1] Ludwig Maximilians Univ Munchen, Dept Stat, Ludwigstr 33, D-80539 Munich, Germany
[2] Ludwig Maximilians Univ Munchen, Munich Network Management Team, Oettingenstr 67, D-80538 Munich, Germany
关键词
Parallel computing; Network data; Exponential random graph model; Markov chain Monte Carlo; EXPONENTIAL FAMILY; MODELS; SIMULATION;
D O I
10.1007/s00180-019-00880-4
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The paper proposes the use of parallel computing for Markov graphs as a subclass of exponential random graph models where the network statistics induce a conditional independence structure amongst the edges of the network. This conditional independence allows simulation of edges in parallel using multiple computing cores. Simulation in Markov models is helpful, since parameter estimation cannot be carried out analytically but requires simulation-based routines such as Markov chain Monte Carlo. In particular in large networks this can be computationally very demanding or even infeasible. Therefore, numerical enhancements are useful to accelerate computation.
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页码:1087 / 1107
页数:21
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