Adaptive importance sampling for network growth models

作者：Guetz Adam N^*; Holmes Susan P

来源：Annals of Operations Research, 2011, 189(1): 187-203.

DOI：10.1007/s10479-010-0685-2

• Network growth models
• Adaptive importance sampling
• Cross-entropy method
• Model selection
• Plackett-Luce model
• Preferential attachment

Network Growth Models such as Preferential Attachment and Duplication/Divergence are popular generative models with which to study complex networks in biology, sociology, and computer science. However, analyzing them within the framework of model selection and statistical inference is often complicated and computationally difficult, particularly when comparing models that are not directly related or nested. In practice, ad hoc methods are often used with uncertain results. If possible, the use of standard likelihood-based statistical model selection techniques is desirable.
With this in mind, we develop an Adaptive Importance Sampling algorithm for estimating likelihoods of Network Growth Models. We introduce the use of the classic Plackett-Luce model of rankings as a family of importance distributions. Updates to importance distributions are performed iteratively via the Cross-Entropy Method with an additional correction for degeneracy/over-fitting inspired by the Minimum Description Length principle. This correction can be applied to other estimation problems using the Cross-Entropy method for integration/approximate counting, and it provides an interpretation of Adaptive Importance Sampling as iterative model selection. Empirical results for the Preferential Attachment model are given, along with a comparison to an alternative established technique, Annealed Importance Sampling.

• 出版日期2011-9