Estimating Network Models using Neural Networks

2025/02/03 by Mele, Angelo
#Computation (stat.CO) #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (stat.ML) #Social and Information Networks (cs.SI)

paper · doi:10.48550/arxiv.2502.01810

Abstract

Exponential random graph models (ERGMs) are very flexible for modeling network formation but pose difficult estimation challenges due to their intractable normalizing constant. Existing methods, such as MCMC-MLE, rely on sequential simulation at every optimization step. We propose a neural network approach that trains on a single, large set of parameter-simulation pairs to learn the mapping from parameters to average network statistics. Once trained, this map can be inverted, yielding a fast and parallelizable estimation method. The procedure also accommodates extra network statistics to mitigate model misspecification. Some simple illustrative examples show that the method performs well in practice.

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