Stochastic Weighted Graphs: Flexible Model Specification and Simulation

In most domains of network analysis researchers consider networks that arise in nature with weighted edges. Such networks are routinely dichotomized in the interest of using available methods for statistical inference with networks. The generalized exponential random graph model (GERGM) is a recently proposed method used to simulate and model the edges of a weighted graph. The GERGM specifies a joint distribution for an exponential family of graphs with continuous-valued edge weights. However, current estimation algorithms for the GERGM only allow inference on a restricted family of model specifications. To address this issue, we develop a Metropolis--Hastings method that can be used to estimate any GERGM specification, thereby significantly extending the family of weighted graphs that can be modeled with the GERGM. We show that new flexible model specifications are capable of avoiding likelihood degeneracy and efficiently capturing network structure in applications where such models were not previously available. We demonstrate the utility of this new class of GERGMs through application to two real network data sets, and we further assess the effectiveness of our proposed methodology by simulating non-degenerate model specifications from the well-studied two-stars model. A working R version of the GERGM code is available in the supplement and will be incorporated in the gergm CRAN package.Comment: 33 pages, 6 figures. To appear in Social Network

Fast Real-Time DC State Estimation in Electric Power Systems Using Belief Propagation

We propose a fast real-time state estimator based on the belief propagation algorithm for the power system state estimation. The proposed estimator is easy to distribute and parallelize, thus alleviating computational limitations and allowing for processing measurements in real time. The presented algorithm may run as a continuous process, with each new measurement being seamlessly processed by the distributed state estimator. In contrast to the matrix-based state estimation methods, the belief propagation approach is robust to ill-conditioned scenarios caused by significant differences between measurement variances, thus resulting in a solution that eliminates observability analysis. Using the DC model, we numerically demonstrate the performance of the state estimator in a realistic real-time system model with asynchronous measurements. We note that the extension to the AC state estimation is possible within the same framework.Comment: 6 pages; 7 figures; submitted in the IEEE International Conference on Smart Grid Communications (SmartGridComm 2017