Testes para erro de especificação em modelos para grafos aleatórios

• Ano de defesa: 2022
• Autor(a) principal: Rafael Honório Pereira Alves
• Tipo de documento: Tese
• Tipo de acesso: Acesso aberto
• Idioma: por
• Instituição de defesa: Universidade Federal de Minas Gerais; Brasil; ICX - DEPARTAMENTO DE MATEMÁTICA; Programa de Pós-Graduação em Estatística; UFMG
• Palavras-chave em Português: Modelagem de redes complexas; Modelos de Blocos Estocásticos; Modelos de Grafos Exponenciais; Erro de especificação de modelo; Testes de Hipóteses; Estatística – Teses; Redes complexas – Modelagem – Teses; Sistemas estocasticos – Teses; Modelos de grafos exponenciais – Teses; Erro de especificação – Teses
• Link de acesso: http://hdl.handle.net/1843/56387

In recent years, there has been a great interest in random graph models to model complex networks in the most diverse areas such as Social Sciences, Physics, Biology, Economics, Ecology and Computer Science. A class of models that have been widely used are the exponential random graph (ERG) models, which form a comprehensive family of models that include independent and dyadic edge models, Markov random graphs, and many other graph distributions, in addition to allow the inclusion of covariates that can lead to a better fit of the model. Another increasingly popular class of models in statistical network analysis are stochastic block models (SBMs). They can be used for the purpose of grouping nodes into communities or discovering and analyzing a latent structure of a network. The stochastic block model is a generative model for random graphs that tends to produce graphs containing subsets of nodes characterized by being connected to each other, called communities. Many researchers from various areas have been using computational tools to adjust these models without, however, analyzing their suitability for the data of the networks they are studying. The complexity involved in the estimation process and in the goodness-of-fit verification methodologies for these models can be factors that make the analysis of adequacy difficult and a possible discard of one model in favor of another. And it is clear that the results obtained through an inappropriate model can lead the researcher to very wrong conclusions about the phenomenon studied. The purpose of this work is to present a simple methodology, based on Hypothesis Tests, to verify if there is a model specification error for these two cases widely used in the literature to represent complex networks: the ERGM and the SBM. We believe that this tool can be very useful for those who want to use these models in a more careful way, verifying beforehand if the models are suitable for the data under study.