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Estimating the matrix of connections probabilities is one of the key questions when studying sparse networks. In this work, we consider networks generated under the sparse graphon model and the in-homogeneous random graph model with missing observations. Using the Stochastic Block Model as a parametric proxy, we bound the risk of the maximum likelihood estimator of network connections probabilities , and show that it is minimax optimal. When risk is measured in Frobenius norm, no estimator running in polynomial time has been shown to attain the minimax optimal rate of convergence for this problem. Thus, maximum likelihood estimation is of particular interest as computationally efficient approximations to it have been proposed in the literature and are often used in practice.
The asymptotic variance of the maximum likelihood estimate is proved to decrease when the maximization is restricted to a subspace that contains the true parameter value. Maximum likelihood estimation allows a systematic fitting of covariance models
The saddlepoint approximation gives an approximation to the density of a random variable in terms of its moment generating function. When the underlying random variable is itself the sum of $n$ unobserved i.i.d. terms, the basic classical result is t
We present new results for consistency of maximum likelihood estimators with a focus on multivariate mixed models. Our theory builds on the idea of using subsets of the full data to establish consistency of estimators based on the full data. It requi
We find limiting distributions of the nonparametric maximum likelihood estimator (MLE) of a log-concave density, that is, a density of the form $f_0=expvarphi_0$ where $varphi_0$ is a concave function on $mathbb{R}$. The pointwise limiting distributi
In this paper we study covariance estimation with missing data. We consider missing data mechanisms that can be independent of the data, or have a time varying dependency. Additionally, observed variables may have arbitrary (non uniform) and dependen