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arXiv 1908.00310cs.SIphysics.data-anphysics.soc-ph
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基于友谊抽样的幂律度分布的极大似然估计

Maximum Likelihood Estimation of Power-law Degree Distributions via Friendship Paradox based Sampling

Buddhika Nettasinghe, Vikram Krishnamurthy

摘要:

本文研究了利用采样数据估计无向网络幂律度分布的问题。虽然幂律度分布在自然界中无处不在,但广泛使用的估计它们的参数方法(例如双对数轴上的线性回归,均匀采样节点的最大似然估计)由于缺乏幂律度分布尾部的数据点而引入了大方差。作为解决方案,我们提出了一种新的最大似然估计方法,利用友谊悖论,更有效地从度分布的尾部采样。我们分析表明,该方法的结果在一个较小的偏差,方差和Cramer-Rao下界相比,香草最大似然估计与均匀采样节点(这是最常用的方法在文献中)。详细的数值和经验的结果来说明所提出的方法在不同条件下的性能,以及它是如何与其他方法相比。我们还表明,所提出的方法及其理想的属性(即更小的偏差,方差和Cramer-Rao下限相比,香草方法基于均匀样本)扩展到参数度分布以外的幂律,如指数度分布以及。所有的数值和经验结果都是可重复的,代码在Github上公开。

英文摘要:

This paper considers the problem of estimating a power-law degree distribution of an undirected network using sampled data. Although power-law degree distributions are ubiquitous in nature, the widely used parametric methods for estimating them (e.g. linear regression on double-logarithmic axes, maximum likelihood estimation with uniformly sampled nodes) suffer from the large variance introduced by the lack of data-points from the tail portion of the power-law degree distribution. As a solution, we present a novel maximum likelihood estimation approach that exploits the friendship paradox to sample more efficiently from the tail of the degree distribution. We analytically show that the proposed method results in a smaller bias, variance and a Cramer-Rao lower bound compared to the vanilla maximum-likelihood estimate obtained with uniformly sampled nodes (which is the most commonly used method in literature). Detailed numerical and empirical results are presented to illustrate the performance of the proposed method under different conditions and how it compares with alternative methods. We also show that the proposed method and its desirable properties (i.e. smaller bias, variance and Cramer-Rao lower bound compared to vanilla method based on uniform samples) extend to parametric degree distributions other than the power-law such as exponential degree distributions as well. All the numerical and empirical results are reproducible and the code is publicly available on Github.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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