# [statnet_help] MCMC does not converge even after 50 iterations
for STERGM

**Vivek Kulkarni**
viveksck at gmail.com

*Sun Aug 16 20:01:57 PDT 2020*

Thanks a ton, Pavel for the great information! I will try these out.

Best,

Vivek.

On Tue, Aug 11, 2020 at 7:40 PM Pavel N. Krivitsky <p.krivitsky at unsw.edu.au>

wrote:

>* Hi, Vivek,
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>*
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>* The first thing to try might be to reduce the dgwdsp decay to something
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>* less than .25, since you might be dealing with a phase transition (a model
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>* such that a small change in parameter value causeing a huge change in
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>* network structure).
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>*
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>* *Questions*:
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>* 1. In particular: how should I interpret the log output that output
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>* Estimating Function Values. For a model that is going to converge do these
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>* values get close to 0?
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>*
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>*
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>* Yes. At the MLE the expected network statistics equal to the observed, and
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>* so their difference as a function of the parameters is called an *estimating
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>* function*. Of course, when we use MCMC, we have to approximate this by
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>* taking the sample means of the simulated statistics and subtracting off the
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>* observed.
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>*
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>* 2. What are the scaling limits of STERGMS? How many nodes/edges per time
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>* point can they handle gracefully? Also is there a scalability limit on
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>* number of timepoints?
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>*
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>*
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>* Underneath it all, STERGM CMLE just calls ergm() with a specially
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>* formulated specification. So, STERGM CMLE will scale about as well as ergm
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>* itself.
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>*
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>* 3. In general, what diagnostics in the output log attached can I look at
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>* to get a sense of why my model is not converging?
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>*
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>*
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>* That the estimating function values are fluctuating like this suggests
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>* that you might have a phase transition, hence my advice above.
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>*
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>* If some of these statistics were going off to infinity, you would have a
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>* diagnostic of multicollinearity or related problems. (The current master
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>* branch on GitHub, if you feel up to installing it, tries to diagnose those
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>* problems before the estimation.)
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>*
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>* You can use the MCMC.runtime.traceplot= control parameter to have it make
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>* traceplots of MCMC runs to check for insufficient burn-in or a phase
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>* transition.
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>*
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>* I hope this helps,
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>* Pavel
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>*
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>*
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>*
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>*
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>* I would greatly appreciate any suggestions.
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>*
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>* Best,
*

>* Vivek.
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>*
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>*
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