Search arXivSearch

arXiv · 2608.14129

Exact Likelihood Inference for Snowball-Sampled Erdős-Rényi Networks

Abstract

Network data obtained through link-tracing designs, such as snowball sampling, are collected through a mechanism that depends on the very structure the analysis seeks to estimate. Ignoring this dependence and treating the observed sample as though it were itself a complete network can lead to substantially biased inference. While the resulting selection problem is intractable in general, we show that it admits an exact solution for $r$-wave snowball samples, with full-neighbourhood recruitment, drawn from an Erdős--Rényi population. We derive the exact likelihood of such a sample and show that it defines a curved exponential family in the edge probability $π$, with a low-dimensional sufficient statistic. Building on this result, we obtain the maximum likelihood estimator of $π$ that correctly accounts for the sampling design and, as a function of the minimal sufficient statistic, makes full use of the information in the sample. Simulation studies show that this correction substantially reduces bias relative to the naive estimator, remaining effectively unbiased even when the sample covers as little as 0.1\% of the network. We further construct valid confidence intervals for $π$ by inverting a test built on the exact sampling distribution, approximated via Monte Carlo simulation. Simulation studies confirm that these confidence intervals attain the nominal coverage level within Monte Carlo error across a range of edge probabilities and numbers of waves.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Nurzhan Sapargali, Sergio Buttazzo, G\''oran Kauermann. 2026-08-14. Exact Likelihood Inference for Snowball-Sampled Erdős-Rényi Networks. https://arxiv.org/abs/2608.14129

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Bias-Correction for Privacy-Protected Spatial Autoregressive Models with Application to Restaurant Network Analysis

Spatial autoregressive (SAR) models and their extensions are important tools for studying network effects. However, with an increasing emphasis on data privacy, data providers often implement protection measures that render standard SAR models inapplicable. In this study, we introduce a privacy-protected SAR model that incorporates noise into both the response and covariates to meet privacy requirements. With noise present in both components, the traditional quasi-maximum likelihood estimator becomes difficult to compute because the likelihood function cannot be directly formulated. To bypass this hurdle, we begin with a pseudo-likelihood approach, initially omitting the noise in the covariates. A Newton-Raphson algorithm is then applied to compute the estimator; however, the estimator is biased. To address this, we propose a bias-corrected Newton-Raphson-type algorithm that simultaneously accounts for noise in both the response and covariates. We further show, under appropriate regularity conditions, that the resulting estimator is consistent and asymptotically normal. To further enhance computational efficiency, we also develop a bias-corrected least squares estimator. Several extensions are discussed, and the finite-sample performance of the proposed methods is evaluated through extensive simulations. We apply the proposed methodology to restaurant transaction data from a third-party payment platform. Our method identifies a statistically significant competitive network effect among restaurants and further reveals meaningful restaurant-customer interaction patterns.

stat.ME

A variational framework for modal estimation

Multivariate mode estimation arises in many statistical problems such as inverse problems, multimodal sampling, and density-based clustering, but becomes challenging in moderate to high dimensions, especially when the underlying density is not directly evaluable. We introduce GERVE (Gibbs-measure Entropy-Regularized Variational Estimation), a sample-based method for estimating multivariate modes by approximating Gibbs distributions directly from samples, without estimating or evaluating the density. GERVE uses Gaussian-mixture variational annealing and natural-gradient optimization, producing a mixture concentrated in high-density regions whose component responsibilities also provide a clustering of the observations. We prove theoretical guarantees in two regimes: as the Gibbs temperature goes to zero, the optimal variational mixture concentrates around the global modes of the population density; at fixed positive temperature, we prove existence, consistency, and asymptotic normality of empirical maximizers and propose a bootstrap procedure for uncertainty quantification. Simulations and a real-data experiment show that GERVE accurately recovers modes and produces meaningful clusters.

stat.ME

Objective Model Prior Probabilities in Variable Selection

For many years it was routine to use equal model prior probabilities in Bayesian model uncertainty analysis. At least twenty years ago it became clear that this was problematic, leading to support of much too large models in the increasingly huge model spaces being considered in genomics and other fields. A popular replacement was to adopt a suggestion of Harold Jeffreys for the variable selection problem in which a total of $k$ possible variables are being considered for inclusion in the model: give the collection of all models containing $d$ variables ($d = 0, . . . , k$) prior probability $1/(k + 1)$ and then divide this prior probability equally among the models in the collection. Many other choices of model prior probabilities that impose severe parsimony have also been introduced. We begin by reviewing the problems with using equal model prior probabilities and then discuss some serious problems with the Jeffreys choice. Finally, we introduce and study a number of objective alternative choices of model prior probabilities, from both numerical and theoretical perspectives.

stat.ME