2023 Theses Doctoral
Inference in ERGMs and Ising Models.
Discrete exponential families have drawn a lot of attention in probability, statistics, and machine learning, both classically and in the recent literature. This thesis studies in depth two discrete exponential families of concrete interest, (i) Exponential Random Graph Models (ERGMs) and (ii) Ising Models. In the ERGM setting, this thesis consider a “degree corrected” version of standard ERGMs, and in the Ising model setting, this thesis focus on Ising models on dense regular graphs, both from the point of view of statistical inference.
The first part of the thesis studies the problem of testing for sparse signals present on the vertices of ERGMs. It proposes computably efficient tests for a wide class of ERGMs. Focusing on the two star ERGM, it shows that the tests studied are “asymptotically efficient” in all parameter regimes except one, which is referred to as “critical point”. In the critical regime, it is shown that improved detection is possible. This shows that compared to the standard belief, in this setting dependence is actually beneficial to the inference problem. The main proof idea for analyzing the two star ERGM is a correlations estimate between degrees under local alternatives, which is possibly of independent interest.
In the second part of the thesis, we derive the limit of experiments for a class of one parameter Ising models on dense regular graphs. In particular, we show that the limiting experiment is Gaussian in the “low temperature” regime, non Gaussian in the “critical” regime, and an infinite collection of Gaussians in the “high temperature” regime. We also derive the limiting distributions of commonlt studied estimators, and study limiting power for tests of hypothesis against contiguous alternatives (whose scaling changes across the regimes). To the best of our knowledge, this is the first attempt at establishing the classical limits of experiments for Ising models (and more generally, Markov random fields).
- Xu_columbia_0054D_17560.pdf application/pdf 849 KB Download File
More About This Work
- Academic Units
- Thesis Advisors
- Mukherjee, Sumit
- Ph.D., Columbia University
- Published Here
- October 19, 2022