Papers › A Simple Algorithm for Scalable Monte Carlo Inference

A Simple Algorithm for Scalable Monte Carlo Inference

2 Jan 2019arXiv:1901.00533archive 2025-07-28

Alexander Borisenko, Maksym Byshkin, Alessandro Lomi

The methods of statistical physics are widely used for modelling complex networks. Building on the recently proposed Equilibrium Expectation approach, we derive a simple and efficient algorithm for maximum likelihood estimation (MLE) of parameters of exponential family distributions - a family of statistical models, that includes Ising model, Markov Random Field and Exponential Random Graph models. Computational experiments and analysis of empirical data demonstrate that the algorithm increases by orders of magnitude the size of network data amenable to Monte Carlo based inference. We report results suggesting that the applicability of the algorithm may readily be extended to the analysis of large samples of dependent observations commonly found in biology, sociology, astrophysics, and ecology.

PaperPDFCode

Code

Byshkin/EquilibriumExpectation officialmentioned in papermentioned on GitHub report
Byshkin/RBM officialmentioned in papermentioned on GitHub report
stivalaa/EstimNetDirected officialmentioned in papermentioned on GitHub report
stivalaa/ALAAMEE mentioned on GitHub report

Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.

Code Syntology ran Syntology

Not run by Syntology. Nothing on this page verifies that the listed code works.

Tasks

Sociology

Results from the paper archive 2025-07-28

No leaderboard rows for this paper in the archive.

Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections