Βραχνός, Μοντέλα Εκθετικών Γραφημάτων

PANEPISTHMIO PATRWN
TMHMA MAJHMATIKWN
METAPTUQIAKO PROGRAMMA SPOUDWN:

MAJHMATIKA TWN UPOLOGISTWN KAI
UPOLOGISTIKH NOHMOSUNH
DIPLWMATIKH ERGASIA
P P
D M
ROSARMOGH, ROSOMOIWSH
E T
KAI IAGNWSH ONTELWN
G
KJETIKWN UQAIWN
RAFHMATWN
QRHSTOS I. BRAQNOS
Epiblèpwn
MWUSHS A. MPOUNTOURIDHS
Anaplhrwt Kajhght
PATRA, IOUNIOS 2009

Stou gone mou,
Eustrata kai Iwnnh.
Euqariste
Ja jela, prin apì thn arq th paroÔsa diplwmatik ergasa , na epishm-
nw kai na euqarist sw ek bajèwn tou anjr¸pou , pou o kajèna me ton dikì
tou trìpo, ete jewrhtik ete praktik, me bo jhsan kat th dirkeia th
suggraf th .
Arqik anafèrw ton epiblèponta kajhght mou k. Mwus Mpountourdh. H

sunergasa ma tìso se proptuqiakì ìso kai se metaptuqiakì eppedo up rxe
pragmatik idanik . H olokl rwsh tou metaptuqiakoÔ mou dipl¸mato eid-
keush , me th sugkekrimènh diplwmatik ergasa, ègine antikeimenik efikt
lìgw tou anidioteloÔ endiafèronto tou k. Mpountourdh, all kai th mÔh-
sh mou sto sugkekrimèno kai sqetik anexereÔnhto q¸ro twn Majhmatik¸n,
mia epist mh , pou pollo njrwpoi jewroÔn koresmènh, all telik den e-
nai.
'Ena ek bajèwn euqarist¸ sthn oikogènei mou kai pio sugkekrimèna stou
gone mou, Eustrata kai Iwnnh, pou qwr autoÔ , me apl kai lit lìgia, de
ja briskìmoun sthn euqristh jèsh na sa parajètw t¸ra autè ti lèxei .
Ousiastik , epiplèon, up rxe kai h bo jeia th upìloiph oikogèneia mou,
pou me endiafèron agkliasan kti pou pragmatik agapw: ta Majhmatik.
En suneqea, ja jela na anafèrw tou kajhghtè mou sto Panepist mio Pa-

tr¸n, k. Dhm trio Kabbada kai k. Flippo Alebzo, gia thn axiolìghsh th
ergasa mou. Oi parathr sei tou sgoura epèferan mia pio oloklhrwmènh
kai swst èreuna sto sugkekrimèno tomèa.
En katakledi, ofelw èna meglo euqarist¸ sto flo kai sundelfo Miqa l
Epitropkh, didaktorikì foitht tou tm mato Majhmatik¸n tou Panepisth-
mou Patr¸n. H anidiotel arwg kai oi parathr sei tou, ìson afor ton
trìpo suggraf th ergasa , up rxan polÔ ousiastikè .
Perieqìmena
Eisagwg 1
1 Montèla Ekjetik¸n Tuqawn Grafhmtwn Markov 3

1.1 H Logik twn Montèlwn Ekjetik¸n Tuqawn
Grafhmtwn . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.1.1 Genikì Plasio Kataskeu Montèlwn . . . . . . . . . 5
1.2 H Genik Morf twn Montèlwn Ekjetik¸n
Tuqawn Grafhmtwn . . . . . . . . . . . . . . . . . . . . . . . 8
1.2.1 Periorismo Paramètrwn . . . . . . . . . . . . . . . . . 10
1.3 Upojèsei Exart sewn . . . . . . . . . . . . . . . . . . . . . . 12
1.3.1 Graf mata Bernoulli . . . . . . . . . . . . . . . . . . . 12
1.3.2 Duadik Montèla . . . . . . . . . . . . . . . . . . . . . 13
1.3.3 Tuqaa Graf mata Markov . . . . . . . . . . . . . . . . 13
1.3.4 Domè Exart sewn me Metablhtè pnw stou
Kìmbou . . . . . . . . . . . . . . . . . . . . . . . . . . 16
1.3.5 Pio PolÔploke Upojèsei Exrthsh . . . . . . . . . 18
1.4 Ektmhsh . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
1.4.1 Ektmhsh Yeudo-Pijanofneia . . . . . . . . . . . . . 19
1.4.2 Ektmhsh Monte Carlo Mègisth Pijanofneia gia thn
Alusda Markov (MCMCMLE) . . . . . . . . . . . . . 20
1.5 Nèe Prodiagrafè . . . . . . . . . . . . . . . . . . . . . . . . 22
1.5.1 Enallassìmena k-Astèria . . . . . . . . . . . . . . . . 22
1.5.2 Enallassìmena k-Trgwna . . . . . . . . . . . . . . . . 25
1.5.3 Enallassìmene k-2-Diadromè . . . . . . . . . . . . . 28
1.5.4 Enallaktikè IsodÔname Parametrikopoi sei . . . . . 28
1.5.5 Nèe Prodiagrafè gia Kateujunìmena Graf mata . . . 29
2 To Dktuo Florentine 31
2.1 ExereÔnhsh DiktÔou . . . . . . . . . . . . . . . . . . . . . . . 31
2.2 Prosarmog Montèlou EkjetikoÔ Tuqaou
Graf mato . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
2.3 Statistikè DiktÔou . . . . . . . . . . . . . . . . . . . . . . . 36
2.4 Prosomowsh DiktÔou . . . . . . . . . . . . . . . . . . . . . . 37
2.5 Prosarmog Montèlou . . . . . . . . . . . . . . . . . . . . . . 39
2.6 Ekfulismì kai Diagnwstik . . . . . . . . . . . . . . . . . . . 40
3 To Dktuo FMH 43
3.1 ExereÔnhsh DiktÔou . . . . . . . . . . . . . . . . . . . . . . . 43
Graf mato . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
3.3 Anagn¸rish EkfulismoÔ tou Montèlou . . . . . . . . . . . . . 54
3.4 Mh Ekfulismèna Montèla Duadik Exrthsh . . . . . . . . 58
i
3.5 Poiìthta Prosarmog . . . . . . . . . . . . . . . . . . . . . . 61
4 Ta Dktua IPRED kai SWPAT 67

4.1 ExereÔnhsh DiktÔwn . . . . . . . . . . . . . . . . . . . . . . . 67
4.2 Prosarmog Montèlwn Ekjetik¸n Tuqawn
Grafhmtwn . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
5 Parrthma 81
5.1 To Peribllon R . . . . . . . . . . . . . . . . . . . . . . . . . 81
5.1.1 Genik Parousash . . . . . . . . . . . . . . . . . . . . 81
5.1.2 Pakèta . . . . . . . . . . . . . . . . . . . . . . . . . . . 83
5.1.3 DianÔsmata . . . . . . . . . . . . . . . . . . . . . . . . 83
Bibliografa 86
ii
Katlogo Sqhmtwn
1.1 Sqhmatismo kai parmetroi gia ta montèla tuqawn grafhm-
twn Markov. . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.2 (A-H) Sqhmatismo gia èna montèlo qarakthristik¸n Markov
montèlo koinwnik epilog graf mato Markov. . . . . . 17
1.3 2-, 3- kai 4-trgwna. . . . . . . . . . . . . . . . . . . . . . . . . 26
1.4 2-, 3- kai 4-anexrthte 2-diadromè . . . . . . . . . . . . . . . . 28
1.5 Kateujunìmena 2-, 3- kai 4-trgwna. . . . . . . . . . . . . . . . 30
2.1 To dktuo Flomarriage. . . . . . . . . . . . . . . . . . . . . . . 32
2.2 H prosomowsh tou prosarmosmènou diktÔou Flomarriage. . . 39
2.3 Dignwsh poiìthta prosarmog . . . . . . . . . . . . . . . . 40
3.1 To dktuo FMH qwr ti memonwmène korufè . . . . . . . . . 45
3.2 To dktuo FMH me ti memonwmène korufè . . . . . . . . . . . 46
3.3 To dktuo FMH (qwr ti memonwmène korufè ) me ti koru-
fè qrwmatismène anloga th bajmologa twn majht¸n. . . 47
3.4 SÔgkrish katanom bajm¸n metaxÔ twn diktuak¸n dedomènwn
FMH kai tou deÔterou montèlou (model 2). . . . . . . . . . . 54
3.5 Diagnwstik MCMC tou trtou montèlou. . . . . . . . . . . . 56
3.6 SÔgkrish montèlwn. . . . . . . . . . . . . . . . . . . . . . . . . 62
3.7 SÔgkrish trig¸nwn se 100 prosomoi¸sei tou montèlou 4 (i-
stìgramma) kai twn arqik¸n dedomènwn (kìkkino bèlo ). . . . 63
3.8 Poiìthta prosarmog gia bajmoÔ tou montèlou 4. . . . . . . 64
3.9 Poiìthta prosarmog tou montèlou 4 gia thn katanom twn
akmiak diamoirasmènwn etarwn kai thn katanom th gewdai-
tik apìstash . . . . . . . . . . . . . . . . . . . . . . . . . . 66
4.1 To dktuo IPRED. . . . . . . . . . . . . . . . . . . . . . . . . 69
4.2 To dktuo IPRED qrwmatismèno anloga me to qarakthristikì
tou tÔpou twn dr¸ntwn. . . . . . . . . . . . . . . . . . . . . . 70
4.3 To dktuo IPRED qrwmatismèno anloga me to qarakthristikì
twn topojet sewn twn dr¸ntwn. . . . . . . . . . . . . . . . . . 70
4.4 To dktuo SWPAT. . . . . . . . . . . . . . . . . . . . . . . . . 73
4.5 To dktuo SWPAT qrwmatismèno anloga me to qarakthristi-
kì tou tÔpou twn dr¸ntwn. . . . . . . . . . . . . . . . . . . . 74
4.6 To dktuo SWPAT qrwmatismèno anloga me to qarakthristi-
kì twn topojet sewn twn dr¸ntwn. . . . . . . . . . . . . . . . 74
iii
1
Eisagwg
H paroÔsa diplwmatik ergasa brsketai ston eurÔtero q¸ro th majhmati-
k statistik jewra twn grafhmtwn. KÔrio stìqo ma , ìpw anafè-
rei kai o ttlo , enai h montelopohsh grafhmtwn, me ap¸tero skopì thn
prosarmog , prosomowsh kai dignwsh aut¸n mèsw montèlwn ekjetik¸n tu-
qawn grafhmtwn.
To pr¸to keflaio dnei mia sunoptik parousash th diatÔpwsh tou probl -

mato kai th jewra twn montèlwn twn ekjetik¸n tuqawn grafhmtwn. H
basik idèa enai na jewr soume w tuqae metablhtè tou dunatoÔ desmoÔ
metaxÔ twn kìmbwn enì dojènto graf mato . H genik morf enì montè-
lou ekjetik tuqaou graf mato kajorzetai apì kpoie upojèsei sqetikè
me ti exart sei metaxÔ aut¸n twn tuqawn metablht¸n. Parousizoume k-
poie diaforetikè upojèsei exrthsh kai ta antstoiqa montèla, ìpw ta
grafhmta Bernoulli, ta duadik¸ - anexrthta kai ta tuqaa graf mata Mar-
kov. Epsh , exetzoume thn enswmtwsh twn qarakthristik¸n, pou mporoÔn
na èqoun oi kìmboi, se montèla koinwnik epilog , dhlad , se peript¸sei
pou oi sundèsei tou graf mato mporoÔn na problèyoun ta qarakthristik
twn kìmbwn. Sunoyzoume kpoie kainoÔrgie upojèsei exrthsh , pou enai
poluplokìtere twn pr¸twn tètoiwn upojèsewn th sqetik bibliografa .
SuzhtoÔme ti diadikase th statistik ektmhsh , sumperilambanomènwn
twn nèwn mejìdwn gia thn ektmhsh th mègisth pijanofneia Monte Carlo.
Tèlo , parousizoume ti nèe prodiagrafè gia montèla ekjetik¸n tuqawn
grafhmtwn, pou èqoun protenei oi Snijders et al. (2006) [38], oi opoe bel-
ti¸noun shmantik ta apotelèsmata th prosarmog empeirik¸n dedomènwn
gia ekjetik montèla omoiogen¸n tuqawn grafhmtwn Markov. Epiplèon, oi
nèe autè prodiagrafè ma bohjoÔn na apofÔgoume to prìblhma tou sqedìn-
ekfulismoÔ, pou suqn paremblletai sth diadikasa th prosarmog montè-
lwn ekjetik¸n tuqawn grafhmtwn Markov, idiatera ìtan aut proèrqontai
apì empeirik dedomèna, pou èqoun uyhlì bajmì metabatikìthta . H melèth
mia tètoia nèa statistik me uyhlìterh txh metabatikìthta epitrèpei
thn ektmhsh twn paramètrwn twn montèlwn twn ekjetik¸n grafhmtwn se
pollè (all ìqi ìle ) peript¸sei , sti opoe diaforetik ja tan adÔnato
na ektimhjoÔn oi parmetroi twn montèlwn twn omoiogen¸n grafhmtwn Mar-
kov.
Sto deÔtero, trto kai tètarto keflaio th ergasa efarmìzoume ti parap-

nw mejìdou , antistoqw , gia tre analÔsei empeirik¸n dedomènwn:
2
1. To dktuo Florentine.
2. To dktuo Faux Magnolia High.
3. Ta dktua IPRED kai SWPAT.
Se aut ta keflaia, parousizoume ti diadikase th prosarmog , proso-

mowsh kai dignwsh me parjesh twn antstoiqwn entol¸n, qrhsimopoi-
¸nta ta pakèta statnet–ermg kai sna, ta opoa douleÔoun sto peribllon
tou pakètou eleÔjerou logismikoÔ R.
Tèlo , sto parrthma th ergasa dnoume mia sÔntomh eisagwg sto peribl-
lon R kai se kpoie genikè entolè autoÔ.
1 MONT
ELA EKJETIK
WN TUQA
IWN GRAFHM
ATWN MARKOV 3
1 Montèla Ekjetik¸n Tuqawn Grafhmtwn

Markov
1.1 H Logik twn Montèlwn Ekjetik¸n Tuqawn
Grafhmtwn
Sto keflaio autì ja akolouj soume ti ergase twn Robins et al. (2007a)

[30], (2007b) [31], gia na d¸soume mia genik kai sunoptik parousash twn
montèlwn twn ekjetik¸n tuqawn grafhmtwn.
Onomzoume parathroÔmeno dktuo ta empeirik dedomèna enì graf mato

diktÔou, ta opoa o ereunht èqei sugkentr¸sei kai endiafèretai na montelo-
poi sei. Basik, tètoia empeirik dedomèna sqhmatzoun èna (koinwnikì) d-
ktuo gia kpoio pl jo dr¸ntwn, oi opooi sundèontai metaxÔ tou me k-
poiou desmoÔ . Profan¸ , èna tètoio dktuo anaparstatai apì èna grfhma
me kìmbou tou dr¸nte kai akmè tìxa tou desmoÔ twn dr¸ntwn. Kje
parathroÔmeno dktuo jewretai ìti pragmatopoietai apì èna pijanì sÔnolo
diktÔwn me kpoia shmantik qarakthristik parìmoia (toulqiston gia ton
dio arijmì dr¸ntwn) kai ìti enai to apotèlesma kpoiwn stoqastik¸n diadika-
si¸n, ti opoe mpore na mh gnwrzoume. Me lla lìgia, to parathroÔmeno
dktuo antimetwpzetai san mia sugkekrimènh dom enì pl jou desm¸n, pou
lambnontai apì èna meglo sÔnolo anlogwn pijan¸n dom¸n. Genik, den
xèroume poie stoqastikè diadikase dhmioÔrghsan to parathroÔmeno dktuo
kai o stìqo ma gia th diatÔpwsh enì montèlou enai na mporèsoume na pro-
tenoume kpoie alhjofane kai jewrhtik apodektè upojèsei gia autè
ti diadikase .
Gia pardeigma, èna apì ta endiafèronta zht mata, enai na broÔme en sto
parathroÔmeno dktuo uprqoun perissìtera ligìtera shmantik domik qa-
rakthristik apì aut pou ja perimèname se èna tuqao grfhma. Upojètoume
ìti mporoÔme na eklboume aut ta qarakthristik w apotelèsmata th dr-
sh kpoiwn topik¸n koinwnik¸n diadikasi¸n. Gia pardeigma, mporoÔme na
rwt soume -ìpw oi Moreno & Jennings èkanan to 1938 se mia apì ti pr¸te
efarmogè th statistik sta koinwnik dktua [19℄- en to parathroÔmeno
dktuo fèrei mia isqur tsh gia amoibaiìthta, megalÔterh kai pèra apì thn tu-
qaa katanom twn kateujunìmenwn desm¸n, en auto sqhmatzontan entel¸
sthn tÔqh. Me lla lìgia, tenoun oi dr¸nte tou parathroÔmenou diktÔou
na sqhmatzoun amoibae (antapodidìmene ) epilogè sqèsewn? Ed¸, to do-
mikì qarakthristikì (oi amoibaoi desmo) enai to apotèlesma mia koinwnik
diadikasa (ìpw , p.q., ta toma epilègoun na antapoddoun ti epilogè twn
llwn atìmwn). 'Etsi, san èna aplì pardeigma, mporoÔme na jewr soume èna
montèlo stoqastikoÔ diktÔou me dÔo paramètrou , mia pou ekfrzei thn tsh
gia tuqaou desmoÔ kai epiprìsjeth tsh gia amoibaou (antapodidìmenou )
desmoÔ .
1 MONT
ELA EKJETIK
WN TUQA
IWN GRAFHM
ATWN MARKOV 4
Genik, ta upì suz thsh domik qarakthristik ma bohjoÔn na sqhmatsoume

th morf tou montèlou. H upìjesh th amoibaa diadikasa ma odhge na
protenoume èna montèlo, sto opoo o dekth tou epipèdou th amoibaiìthta
enai mia parmetro tou montèlou. H upìjesh epsh antanakl thn prosdo-
ka na gnwrsoume poio edo diktÔwn enai pio pijanì. 'Ena statistikì montèlo
enì diktÔou gia èna dedomèno sÔnolo dr¸ntwn antistoiqe mia pijanìthta se
ìla ta pijan dktua me autoÔ tou dr¸nte . Gia pardeigma, dedomènou ìti
h amoibaiìthta twn desm¸n enai èna suqn parathroÔmeno qarakthristikì se
dktua fila , èna kalì montèlo enai pijanì na upojètei ìti ta dktua me a-
moibaiìthta enai pio pijan kai ìti dktua qwr amoibaiìthta enai pio apjana.
'Opw anafèrame, anaparistoÔme ta dktua san (mh kateujunìmena) graf -

mata kìmbwn kai akm¸n. Gia èna dedomèno montèlo, to sÔnolo twn kìmbwn
jewretai stajerì. To fsma twn pijan¸n diktÔwn kai h pijanìthta emfni-
s tou sto montèlo anaparstatai apì mia katanom pijanot twn pnw sto
sÔnolo ìlwn twn pijan¸n grafhmtwn me ton dio arijmì kìmbwn. Se aut n
thn katanom twn grafhmtwn, ta graf mata me uyhl eppeda amoibaiìthta
enai pijanì na èqoun megalÔterh pijanìthta apì ìti ta graf mata me asjen
amoibaiìthta, me ti akribe pijanìthte na exart¸ntai apì thn tim twn sqe-
tik¸n paramètrwn, ìpw h parmetro th amoibaiìthta . Shmei¸noume ìti
to parathroÔmeno dktuo enai èna sugkekrimèno grfhma mèsa se aut n thn
katanom kai, ètsi, èqei mia sugkekrimènh pijanìthta emfnish .
Bèbaia, ex arq , de gnwrzoume poiè timè twn paramètrwn prèpei na qrhsi-

mopoi soume gia na prosdiorsoume ti pijanìthte twn grafhmtwn sthn
katanom . O stìqo ma enai na broÔme ti kalÔtere timè (ektim¸nta
ti paramètrou tou montèlou), qrhsimopoi¸nta to parathroÔmeno dktuo w
odhgì. SÔmfwna me to basikì krit rio th megsth pijanofneia , epilè-

goume ti timè twn paramètrwn me tètoio trìpo ¸ste o pio pijanì bajmì
amoibaiìthta na enai autì , o opoo lambnei q¸ra sto parathroÔmeno d-
ktuo. En to montèlo èqei parmetro amoibaiìthta (orismènh na enai sh me
mhdèn, ìtan oi amoibaoi desmo emfanzontai tuqaa) kai en uprqoun pollo
amoibaoi desmo sto parathroÔmeno dktuo, tìte to montèlo, pou apotele
kal prosarmog sta dedomèna w pro ton bajmì amoibaiìthta , ja èqei
mia jetik parmetro amoibaiìthta . En mporèsoume na ektim soume thn pa-

rmetro amoibaiìthta gia to parathroÔmeno dktuo kai emaste sgouroi ìti
aut h parmetro enai jetik , tìte mporoÔme na sumpernoume ìti uprqei
perissìterh amoibaiìthta sto parathroÔmeno dktuo apì aut pou ja perimè-
name na uprqei sto entel¸ tuqao dktuo.
'Otan èqoume orsei thn katanom pijanot twn se ìlo to sÔnolo twn grafhm-
twn me ton dio arijmì kìmbwn, mporoÔme epsh na sqedisoume graf mata,
pou lambnontai tuqaa apì thn katanom , sÔmfwna me ti antstoiqe pijanì-
1 MONT
ELA EKJETIK
WN TUQA
IWN GRAFHM
ATWN MARKOV 5
thtè tou kai mporoÔme epsh na sugkrnoume ta graf mata aut me to

parathroÔmeno dktuo, anaforik me opoiod pote llo qarakthristikì ma
endiafèrei. En to montèlo jewretai mia kal prosarmog gia ta dedomèna
ma , tìte ta graf mata, pou lambnontai deigmatolhptik, ja moizoun me to
parathroÔmeno se sqèsh me pollè diaforetikè apìyei . Se aut n thn idanik
perptwsh, mporoÔme na upojèsoume ìti ta montelopoihmèna domik fainìmena
ja mporoÔsan na exhg soun thn andush tou diktÔou. Epsh , mporoÔme na
exetsoume ti idiìthte twn grafhmtwn, pou lambnontai deigmatolhptik,
gia na katano soume th fÔsh twn diktÔwn, pou enai pio pijan na emfani-
stoÔn ktw apì aut ta fainìmena.
San pardeigma, a jewr soume th sqèsh th fila se mia sqolik txh. To

parathroÔmeno dktuo enai to dktuo, gia to opoo èqoume metr sei ti fili-
kè sqèsei (metaxÔ twn majht¸n th txh ). Uprqoun poll pijan dktua,
pou ja mporoÔsan na èqoun parathrhje se aut n th sugkekrimènh txh. E-
xetzoume thn parathroÔmenh filik dom sthn txh sto plasio ìlwn twn
dunat¸n dom¸n fila se aut n thn txh. Merikè domè enai pio pijanè apì
kpoie lle kai to sÔnolo ìlwn twn pijan¸n dom¸n me kpoie upojèsei
gia ti antstoiqe pijanìthtè enai mia katanom pijanot twn grafhmtwn.
TopojetoÔme to parathroÔmeno dktuo mèsa se aut n thn katanom , ant na
to sugkrnoume me lla dktua fila llwn sqolik¸n txewn. (Bebaw , to
montèlo ma gia to parathroÔmeno dktuo mpore na enai èna kalì montèlo
kai gia lle sqolikè txei , all den enai autì to jèma ed¸).
A parathr soume ìti h upìjesh, pou knoume, enai ìti to dktuo dhmiourge-

tai apì mia stoqastik diadikasa, sthn opoa oi sqesiako desmo emfanzontai
me trìpou , pou mpore na diamorf¸nontai apì thn parousa thn apousa twn
llwn desm¸n (kai pijanìn apì ta qarakthristik twn kìmbwn). Me lla lì-
gia, to dktuo gnetai antilhptì w èna autoorganoÔmeno sÔsthma sqesiak¸n
desm¸n. Ousiastik, isqurizìmaste ìti uprqoun topikè koinwnikè diadika-
se , pou pargoun ti duadikè sqèsei kai ìti autè oi koinwnikè diadikase
mporoÔn na exart¸ntai apì to genikìtero koinwnikì peribllon. Gia pardeig-
ma, mporoÔme na upojèsoume ìti oi dr¸nte me parìmoia qarakthristik enai
pio pijanì na dhmiourg soun desmoÔ fila (katstash pou onomzetai o-
moiofila) ìti, en duo mh sundedemènoi dr¸nte sundèontai me ènan trto
dr¸nta, enai pijanì na dhmiourg soun èna desmì fila kai metaxÔ tou (ka-
tstash pou onomzetai metabatikìthta). ParathroÔme ìti epiprìsjeta me
thn upìjesh th stoqastikìthta , h w t¸ra perigraf ma uponoetai ìti
enai epsh mia dunamik perigraf qronik metaballìmenh.
1.1.1 Genikì Plasio Kataskeu Montèlwn
Deqìmeno thn Ôparxh enì montèlou ekjetikoÔ tuqaou graf mato gia è-

na koinwnikì dktuo, o ereunht prèpei, sth sunèqeia, na akolouj sei ta
1 MONT
ELA EKJETIK
WN TUQA
IWN GRAFHM
ATWN MARKOV 6
paraktw pènte b mata. En¸ to endiafèron th èreuna brsketai sto teli-

kì b ma th ektmhsh kai th ermhnea twn paramètrwn, sta prohgoÔmena
tèssera b mata o ereunht knei kpoie sugkekrimène epilogè gia thn
anlush twn dedomènwn. Kai ìpw ja doÔme paraktw, sta pr¸ta b mata
mporoÔme na entopsoume kpoia apì ta palaiìtera montèla mèsa sth genikì-
terh kathgora twn montèlwn ekjetik¸n tuqawn grafhmtwn.
B ma Pr¸to: Oi desmo w tuqae metablhtè
Autì to b ma emperièqei èna stoqastikì plasio gia thn anlush grafhm-
twn me stajerì sÔnolo kìmbwn. Upojètonta ìti kje desmì tou diktÔou
jewretai w mia tuqaa metablht , den ennooÔme ìti oi njrwpoi sqhmatzoun
koinwnikè sqèsei me ton dio trìpo: kpoie sqèsei mpore na enai pio pija-
nè . Antjeta, apl¸ lème ìti de gnwrzoume ta pnta gia ton sqhmatismì twn
sqèsewn, ìti to montèlo ma den prìkeitai na knei tèleie nteterministikè
problèyei kai ìti, epomènw , ja uprqei kpoio stoqastikì jìrubo k-
poia èlleiyh kanonikìthta , pou de ja mporoÔme na exhg soume ikanopoihtik.
Jewr¸nta tou diktuakoÔ desmoÔ w tuqae metablhtè , mènei na xanajumh-

joÔme kpoiou basikoÔ sqetikoÔ sumbolismoÔ . Gia kje i kai j, pou enai
diakrit mèlh enì sÔnolou N apì n dr¸nte , èqoume mia tuqaa metablht
Yij , ìpou Yij = 1 en uprqei desmì apì to dr¸nta i sto dr¸nta j kai ìpou
Yij = 0 en den uprqei tètoio desmì . Sugkekrimenopoi¸nta to yij w thn
parathroÔmenh tim th metablht Yij , èstw Y o pnaka ìlwn twn metablh-
t¸n kai y o pnaka twn parathroÔmenwn desm¸n, dhlad , to parathroÔmeno
dktuo. Bebaw , to y mpore epsh na ermhneuje san èna grfhma sto sÔ-
nolo twn kìmbwn N , me to sÔnolo twn akm¸n na kajorzetai apì ta zeugria
(i, j), gia ta opoa yij = 1. To Y mpore na enai kateujunìmeno (opìte to
Yij enai diaforetikì apì to Yji ) mh kateujunìmeno (opìte Yij = Yji kai
oi dÔo metablhtè enai oi die ). Mpore epsh oi desmo tou y na parnoun
timè , all sthn paroÔsa ergasa ja perioristoÔme mìno sthn perptwsh twn
duadik¸n desm¸n.
B ma DeÔtero: H upìjesh exrthsh kai h tuqaa sunfeia metaxÔ twn di-
ktuak¸n metablht¸n
H upìjesh aut enswmat¸nei ti topikè koinwnikè diadikase , pou upot-

jetai ìti dhmiourgoÔn tou desmoÔ tou diktÔou. Gia pardeigma, oi desmo
mpore na upotejoÔn ìti enai anexrthtoi o èna apì ton llo, ìpw , p.q.,
ìtan oi njrwpoi sundèontai metaxÔ tou anexrthta apì tou lllou koi-
nwnikoÔ desmoÔ pou èqoun. Aut den enai sun jw mia polÔ realistik
upìjesh. Sto pardeigma th sqolik txh , ìpou lambnoun q¸ra diadika-
se amoibaiìthta , en o majht A sumpaje to majht B, tìte jewretai
arket pijanì ìti kai o majht B ja sumpaje to majht A, kti to opoo
1 MONT
ELA EKJETIK
WN TUQA
IWN GRAFHM
ATWN MARKOV 7
sunepgetai mia morf duadik exrthsh . Oi desmo mpore epsh na e-

xart¸ntai apì ta qarakthristik twn dr¸ntwn, ìpw , gia pardeigma, ìtan
uprqoun pijanè omoiofilikè epidrsei sth sqolik txh. ParathroÔme ìti
kje mia apì autè ti diadikase mpore na anaparastaje apì èna stoiqei¸-
de (mikr klmaka ) grfhma: gia pardeigma, apì mia duda, pou apotele
ènan amoibao (antapodidìmeno) desmì apì èna desmì metaxÔ duo koritsi¸n
(tou idou qarakthristikoÔ twn dr¸ntwn).
B ma Trto: H upìjesh exrthsh kai h idiaterh morf tou montèlou
Mpore na apodeiqje ìti kpoie kal¸ orismène upojèsei exrthsh sune-

pgontai mia idiaterh klsh montèlwn (to je¸rhma Hammersley-Clifford [2]).
Kje parmetro antistoiqe se èna sqhmatismì sto dktuo, dhlad , se èna
mikrì uposÔnolo apì pijanoÔ desmoÔ tou diktÔou (kai/ qarakthristik
twn dr¸ntwn). Auto oi sqhmatismo enai ta domik qarakthristik pou ma
endiafèroun (p.q., oi amoibaoi desmo). To montèlo tìte anaparist mia ka-
tanom tuqawn grafhmtwn, ta opoa upotjetai ìti dhmiourgoÔntai apì ti
topikè domè , pou anaparstantai apì tou sqhmatismoÔ . Gia pardeigma,
èna aplì desmì enai èna sqhmatismì , ìpw mpore na enai kai èna a-
moibao desmì (se èna kateujunìmeno grfhma), mia metabatik trida, èna
2-astèri k.o.k. Oi parmetroi, pou sqetzontai me thn parousa kje enì apì
autoÔ tou sqhmatismoÔ sto parathroÔmeno grfhma, mporoÔn na sumperi-
lambnontai sto montèlo.
B ma Tètarto: Aplopohsh twn paramètrwn mèsw omoiogèneia llwn pe-
riorism¸n
Gia na orsoume èna montèlo xekjara, prèpei na mei¸soume ton arijmì twn
paramètrwn. Autì suqn epitugqnetai epibllonta kpoiou periorismoÔ
omoiogèneia . Sthn pragmatikìthta, exetzoume en kpoie parmetroi prè-
pei na exiswjoÔn na susqetistoÔn alli¸ . Gia pardeigma, sun jw pro-
tenetai mia parmetro gia to fainìmeno th amoibaiìthta pnw se ìlo to
dktuo, upojètonta ìti oi parmetroi amoibaiìthta gia kje pijanì amoibao
(antapodidìmeno) desmì enai ìle se . Pio ktw, ja mil soume gia tou pe-
riorismoÔ twn paramètrwn se sugkekrimèna paradegmata montèlwn
B ma Pèmpto: Ektmhsh kai ermhnea twn paramètrwn tou montèlou
Bebaw h ektmhsh kai h ermhnea sun jw gnontai sto plasio sugkekri-

mènwn efarmog¸n th èreuna kai, ìtan ja èqoume ftsei se autì to b ma,
ennoetai ìti ta prohgoÔmena tèssera b mata èqoun dh pragmatopoihje, è-
stw kai rrhta. Autì to b ma periplèketai en h dom exrthsh enai po-
lÔplokh, ìpw pijan¸ qreizetai na enai gia kje realistikì montèlo. 'E-
qonta upologsei ti ektim sei twn paramètrwn, kaj¸ kai ti ektim sei
1 MONT
ELA EKJETIK
WN TUQA
IWN GRAFHM
ATWN MARKOV 8
th abebaiìthta , mporoÔme na qrhsimopoi soume to statistikì montèlo tou

dktuo, pou èqei kataskeuaste apì sugkekrimène upojèsei exrthsh kai
pou èqei ektimhje apì ta parathroÔmena diktuak dedomèna. Gia pardeigma,
mporoÔme na diereun soume to pedo ìlwn twn pijan¸n diktÔwn, pou problè-
pontai apì to montèlo, èna b ma, pou mpore na bohj sei sthn axiolìghsh
tou montèlou, kai mporoÔme na bgloume sumpersmata gia ti paramètrou
tou montèlou. P.q., mporoÔme na sumpernoume en opoiad pote parmetro
tou montèlou enai mh mhdenik kai, me ton trìpo autì en o antstoiqo
sqhmatismì emfanzetai sto parathroÔmeno grfhma, se megalÔtero mi-
krìtero bajmì apì ìti ja perimèname sthn tÔqh, dojèntwn twn tim¸n twn
llwn paramètrwn ìpw ja suzht soume paraktw to jèma th ektmhsh
twn paramètrwn.
1.2 H Genik Morf twn Montèlwn Ekjetik¸n

Tuqawn Grafhmtwn
Ta montèla ekjetik¸n tuqawn grafhmtwn èqoun thn akìloujh morf :

! ( )
1 X
Pr(Y = y) = exp ηA gA (y) (1)
κ
A
ìpou (i) to jroisma enai pnw se ìlou tou sqhmatismoÔ A, (ii) ηA enai
h parmetro , pou antistoiqe sto sqhmatismì A (kai enai mh mhdenik mìno
en ìla ta zeugria twn metablht¸n sto A upoteje ìti enai upì sunj kh
1
exarthmèna ), (iii) gA (y) =
yij ∈A yij enai h diktuak statistik , pou anti-
Q
stoiqe sto sqhmatismì A, gA (y) = 1, en o sqhmatismì parathretai sto

dktuo y, kai enai 0 alli¸ 2 , (iv) to κ enai mia posìthta kanonikopohsh ,
pou exasfalzei ìti h (1) enai mia katllhlh katanom pijanot twn.
'Ola ta montèla ekjetik¸n tuqawn grafhmtwn enai th morf th exsw-

sh (1), h opoa perigrfei mia genik katanom pijanot twn grafhmtwn n
kìmbwn. H pijanìthta parat rhsh opoioud pote idiaterou graf mato y
se aut n thn katanom ddetai apì thn parapnw exswsh kai h pijanìthta
aut enai anexrthth kai apì ti statistikè gA (y) sto dktuo y kai apì
ti difore mh mhdenikè paramètrou ηA gia ìlou tou sqhmatismoÔ A
sto montèlo. Oi sqhmatismo mpore na perilambnoun amoibaou (antapodi-
dìmenou ) desmoÔ , metabatikè tride k.o.k., ètsi ¸ste to montèlo na ma
epitrèpei na exetsoume mia poikila pijan¸n domik¸n kanonikot twn.
Giat loipìn oi upojèsei exrthsh enai shmantikè ed¸? Oi upojèsei

exrthsh sunepgwntai thn epilog diaforetik¸n tÔpwn sqhmatism¸n, sqeti-
1
Dhlad , upì sunj kh sto upìloipo grfhma.
2
Grfoume gA (y) ant gA , gia na upenjumsoume ìti oi statistikè sqetzontai me to
grfhma y.
1 MONT
ELA EKJETIK
WN TUQA
IWN GRAFHM
ATWN MARKOV 9
k¸n me to montèlo. ParathroÔme ìti apì thn parapnw perptwsh (ii), oi

parmetroi enai mhdèn, opoted pote oi metablhtè sto sqhmatismì enai upì
sunj kh exart¸mene h ma me thn llh. Me lla lìgia, oi mìnoi sqhmatismo,
pou enai sqetiko me to montèlo, enai auto, stou opoou ìloi oi pijano
desmo sto sqhmatismì enai amoibaw exart¸menoi o èna apì ton llo.3
Axzei na parathr soume ìti, en èna sÔnolo pijan¸n akm¸n anaparist è-

na sqhmatismì sto montèlo, tìte h exswsh (1) sunepgetai ìti opoiod pote
uposÔnolo pijan¸n akm¸n enai epsh èna sqhmatismì . 'Etsi, oi die oi
akmè enai pnta èna sqhmatismì , ìpw ja dexoume paraktw.
Epomènw , h upìjesh exrthsh enai krsimh gia ton periorismì twn pijan¸n
sqhmatism¸n sto montèlo. Ja d¸soume kpoia sugkekrimèna paradegmata
paraktw. 'Ena sqhmatismì A anafèretai se èna uposÔnolo metablht¸n,
pou apoteloÔntai apì desmoÔ , kai antistoiqe se mia mikr diktuak upodom .
Gia pardeigma, en se èna kateujunìmeno dktuo efarmìsoume thn upìjesh
duadik exrthsh , èpetai ìti oi parmetroi amoibaiìthta ja sumperilhfjoÔn
sto montèlo. Se aut n thn perptwsh, èna sqhmatismì sto montèlo enai
to sÔnolo twn metablht¸n {Y12 , Y21 }, èna llo enai to sÔnolo {Y13 , Y31 }
k.o.k., me kje duda na ddei to dikì th sqhmatismì. Profan¸ , gia kje
ènan apì autoÔ tou sqhmatismoÔ , en kai oi duo desmo enai parìnte sto
parathroÔmeno grfhma, blèpoume ènan amoibao (antapodidìmeno) desmì kai,
gia autì, o sqhmatismì anaparist èna tÔpo diktuak upodom , pou mpore
na parathrhje sto grfhma y. MporoÔme na skeftoÔme autìn to sqhmatismì
diagrammatik san thn dia thn upodom , dhlad , ton amoibao (antapodidìme-
no) desmì.
All bebaw , den uprqei kama eggÔhsh ìti ìle oi pijanè akmè se èna do-
jèn sqhmatismì ja enai paroÔse se èna pragmatopoioÔmeno grfhma y kai,
gia autì, ja parathr soume kpoie apì autè ti pijanè upodomè , all ìqi
lle . Meriko desmo mpore na enai amoibaoi (antapodidìmenoi), lloi ìqi.
Oi sqhmatismo anaparistoÔn pijan apotelèsmata. Apì thn llh meri, h
statistik tou graf mato , gA (y), ma lèei en o sqhmatismì A parathre-
tai pragmatik sto dktuo y. Gia ènan amoibao (antapodidìmeno) sqhmatismì
A, aut h statistik apl ma lèei en uprqoun amoibaoi (antapodidìmenoi)
desmo metaxÔ twn sqetik¸n zeugari¸n twn kìmbwn ìqi.
MporoÔme na skeftoÔme ìti ta graf mata sthn katanom , dhmiourgoÔntai apì

autoÔ tou dunhtik epikaluptìmenou sqhmatismoÔ . Gia pardeigma, a u-
3
Apì perissìtero teqnik poyh , oi upojèsei exrthsh mporoÔn na anaparasta-
joÔn apì èna grfhma exrthsh , to opoo prwtoparousisthke apì tou Frank & Strauss
(1986) [8℄, akolouj¸nta thn prosèggish, pou periègraye o Besag to (1974) [2℄. Oi sqh-
matismo A anaparastoÔntai apì ti klke tou graf mato exrthsh . Oi endiaferìmenoi
mporoÔn na anatrèxoun sthn ergasa twn Robins kai Pattison tou (2005) [29℄.
1 MONT
ELA EKJETIK
WN TUQA
IWN GRAFHM
ATWN MARKOV 10
pojèsoume ìti uprqei amoibaiìthta sth diadikasa, pou dhmiourge to dktuo.

An ja mporoÔsame na parathr soume thn exèlixh tou diktÔou kai an to dktuo
xekinoÔse me lge amoibae akmè , ja mporoÔsame na anamènoume na doÔme
perissìterou amoibaou desmoÔ na anadÔontai me to pèrasma tou qrìnou.
'Omw , skeptìmenoi kat autìn ton trìpo, qreizetai na èqoume upìyh ma
ìti, kaj¸ èna idiatero desmì anadÔetai dia mèsou mia fantastik dia-
dikasa dhmiourga , h parousa tou mpore na ephresei llou pijanoÔ
geitonikoÔ desmoÔ . Opìte, uprqei mia uponooÔmenh dunamik kai autoor-
ganoÔmenh diadikasa se aut n thn upojetik kataskeu : kaj¸ èna desmì
anadÔetai exafanzetai, lloi geitoniko desmo enai pijanìn na anadÔontai
na exafanzontai parìmoia kai mpore na mhn uprqei kanèna ousiastikì tè-
lo se aut n th suneqizìmenh stoqastik diadikasa. EntoÔtoi , oi idiatere
timè twn paramètrwn ja ephresoun th suqnìthta parat rhsh tou antstoi-
qou sqhmatismoÔ. En h parmetro enai meglh kai jetik , perimènoume na
parathr soume ton antstoiqo sqhmatismì se graf mata th katanom (1)
pio suqn apì ìti en h parmetro tan 0. Dhlad , en mia parmetro amoi-
baiìthta enai meglh kai jetik , ja perimèname na doÔme polloÔ amoibaou
(antapodidìmenou ) desmoÔ sto parathroÔmeno dktuo. Omow , ìtan mia pa-
rmetro enai meglh kai arnhtik , perimènoume na doÔme to sqhmatismì (twn
amoibawn desm¸n) sqetik ligìtero suqn apì ìti en h parmetro tan 0.
Epeid h exswsh (1) perilambnei ènan ekjetikì ìro sto dexiì mèlo th ,
tètoie katanomè anafèrontai san montèla ekjetik¸n tuqawn grafhmtwn.
Ta tuqaa graf mata Markov twn Frank & Strauss (1986) [8℄ apoteloÔn mia
sugkekrimènh klsh twn montèlwn ekjetik¸n tuqawn grafhmtwn. Merikè
forè ta montèla ekjetik¸n tuqawn grafhmtwn anafèrontai w montèla p∗ ,
epeid apoteloÔn mia genkeush twn montèlwn duadik anexarthsa , èna apì
ta pr¸ta dhmofil paradegmata twn opown tan ta montèla p1 twn Holland
& Leinhardt (1981) [13℄.
1.2.1 Periorismo Paramètrwn
ParathroÔme ìti h exswsh (1) anafèretai se diaforetikoÔ sqhmatismoÔ su-

nìlwn me diaforetikoÔ kìmbou . Gia pardeigma, se montèla th amoibaiìth-
ta , uprqei èna xeqwristì sqhmatismì gia to sÔnolo {Y12 , Y21 } gia to
sÔnolo {Y13 , Y31 } k.o.k. Tìte, se aut n thn genik morf , to montèlo em-
perièqei pollè paramètrou . P.q., uprqoun n(n − 1)/2 parmetroi gia thn
amoibaiìthta.
Autè enai, profan¸ , pollè parmetroi kai to montèlo de mpore na ektimh-

je apì mia monadik diktuak parat rhsh. Merikè parmetroi prèpei na
mhdenistoÔn na exiswjoÔn metaxÔ tou na perioristoÔn kat kpoio llo
trìpo. Akolouj¸nta tou Frank & Strauss (1986) [8℄, suqn efarmìzou-
me mia upìjesh omoiogèneia , exis¸nonta ti paramètrou gia ton dio tÔpo
1 MONT
ELA EKJETIK
WN TUQA
IWN GRAFHM
ATWN MARKOV 11
sqhmatismoÔ. Gia pardeigma, jewr¸nta th sqèsh th amoibaiìthta , o PaÔ-

lo mpore na tenei me meglo enjousiasmì na antapod¸sei ti protsei
fila apì llou , all h Marh mpore na enai pio distaktik . Parìla au-
t, gia ton skopì th kataskeu enì aploÔsterou montèlou, mporoÔme na
upojèsoume ìti uprqei h dia tsh amoibaiìthta kai apì thn Marh kai a-
pì ton PaÔlo. Tìte, to sunepagìmeno sflma aporroftai apì to montèlo
san statistikì jìrubo . Aut h prosèggish upojètei ìti kpoie sugke-
krimène kanonikìthte enai die gia ìlo to dktuo, gia pardeigma, ìti u-
prqei h dia amoibaiìthta se ìlo to dktuo, anexrthta apì to poioi kìmboi
(dr¸nte ) emplèkontai. Autì to onomzoume omoiogèneia twn isomorfik¸n di-
ktuak¸n sqhmatism¸n, ìpou oi parmetroi exis¸nontai, en oi sqhmatismo
enai dioi, ìtan agnooÔme ta qarakthristik twn kìmbwn (opìte oi sqhma-

tismo lègontai isomorfiko). MporoÔme epsh na knoume mia perissìtero
sugkatabatik upìjesh: gia pardeigma, en mporoÔsame na metr soume ta o-
poiad pote qarakthristik twn atìmwn, ta opoa prodiajètoun gia amoibaou
(antapodidìmenou ) desmoÔ , ja mporoÔsame na epitrèyoume thn amoibaiìthta
na exarttai apì aut ta qarakthristik twn kìmbwn (dr¸ntwn).
'Otan knoume aut n thn upìjesh th omoiogèneia , pargoume èna montèlo me

thn dia morf ìpw th exswsh (1), all t¸ra oi (isomorfiko) sqhmatismo
aforoÔn genikè epidrsei (p.q., h sunolik epdrash th amoibaiìthta ). Tì-
te, oi metr sei twn antstoiqwn diktuak¸n sqhmatism¸n (p.q., o arijmì twn
amoibawn antapodidìmenwn desm¸n) enai oi zhtoÔmene statistikè .
All uprqoun arketo lloi trìpoi, me tou opoou oi periorismo sti pa-
ramètrou mporoÔn na eisaqjoÔn kai, ètsi, diaforetiko periorismo isqÔoun
se diaforetik montèla. SÔmfwna me mia llh mèjodo efarmog periorism¸n,
exis¸soume ti paramètrou gia isomorfikoÔ sqhmatismoÔ ìtan emplèkon-
tai ìmoioi tÔpoi dr¸ntwn. Gia pardeigma, sthn perptwsh th amoibaiìthta
sta sqolik dktua fila , ja mporoÔsame na protenoume llh parmetro a-
moibaiìthta gia sqhmatismoÔ dudwn th morf kortsi-kortsi, llh gia
sqhmatismoÔ agìri-kortsi kai llh gia sqhmatismoÔ agìri-agìri.
Akìmh kai an squan kpoioi logiko periorismo th omoiogèneia , to montèlo

pijanìn ja eqe pra pollè paramètrou , pou ja èprepe na ektimhjoÔn. Se
aut n thn perptwsh, mporoÔme na jewr soume ton periorismì tou arijmoÔ
twn sqhmatism¸n, jètonta kpoie paramètrou se me 0 eisaggonta
upojetikoÔ periorismoÔ gia ti timè twn paramètrwn, pou antistoiqoÔn se
megalÔterou sqhmatismoÔ .
1 MONT
ELA EKJETIK
WN TUQA
IWN GRAFHM
ATWN MARKOV 12
1.3 Upojèsei Exart sewn
1.3.1 Graf mata Bernoulli
H aploÔsterh upìjesh exrthsh enai gia tuqae katanomè grafhmtwn

Bernoulli, oi opoe dhmiourgoÔntai, ìtan upojèsoume ìti oi akmè enai anexr-
thte metaxÔ tou , gia pardeigma, en emfanzontai tuqaa me mia stajer
pijanìthta α (Erdös & Rényi, 1959 [5], Frank & Nowicki, 1993 [7]). H apl
upìjesh exrthsh se aut n thn perptwsh enai ìti ìloi oi pijano diakrito
desmo enai anexrthtoi o èna apì ton llo. Parathr same parapnw ìti oi
monadiko sqhmatismo sqetiko me to montèlo enai auto, stou opoou ìloi
oi pijano desmo sto sqhmatismì enai upì sunj kh exart¸menoi o èna me
ton llo. 'Otan ìloi oi pijano desmo enai anexrthtoi, oi monadiko pijano
sqhmatismo aforoÔn ti xeqwristè akmè {Yij }. 'Ara, apì thn exswsh (1)
to genikì montèlo t¸ra enai:
! ( )
1 X
Pr(Y = y) = exp ηij yij
κ
i,j
ParathroÔme ìti, sugkrnonta me thn exswsh (1), kje sÔnolo A, pou peri-
lambnei mia mìno pijan akm Yij , enai èna sqhmatismì autoÔ tou montèlou
kai uprqei h parmetro ηij gia kje ènan tètoio sqhmatismì. H diktuak
statistik gA (y) = gij (y) = yij ma lèei en autì o sqhmatismì parath-
retai ìqi. En epiblloume thn upìjesh th omoiogèneia , ètsi ¸ste kje
desmì na sumperifèretai me ton dio trìpo, exis¸noume ti paramètrou ¸ste
ηij = θ , gia ìla ta i kai j , kai, ra:
!
1
Pr(Y = y) = exp(θL(y)) (2)
κ
ìpou L(y) = i,j yi,j enai o arijmì twn tìxwn sto grfhma y kai h parme-
P
tro θ afor thn pijanìthta emfnish enì desmoÔ.4 H parmetro θ kaletai

parmetro akm puknìthta .
Uprqoun kai lle dunatìthte , gia na epiblloume thn omoiogèneia. A

upojèsoume ìti èqoume dr¸nte se duo dedomèna mplok. Tìte, mporoÔme na
epiblloume thn omoiogèneia kat mplok, ètsi ¸ste ηij = θ11 , en kai to i kai
to j enai sto mplok 1, ηij = θ12 , en to i enai sto mplok 1 kai to j enai sto
mplok 2, k.o.k. Tìte enai aplì na dexoume ìti:
!
1
Pr(Y = y) = exp θ11 L11 (y) + θ12 L12 (y) + θ21 L21 (y) + θ22 L22 (y)
κ
4 Pio sugkekrimèna, α = exp θ/(1+exp θ). H upìjesh omoiogèneia shmanei ìti uprqei
mia stajer pijanìthta gia ìle ti pijanè akmè tou graf mato , dhlad , ìti uprqei
mia monadik pijanìthta α.
1 MONT
ELA EKJETIK
WN TUQA
IWN GRAFHM
ATWN MARKOV 13
ìpou L11 (y) enai o arijmì twn tìxwn mèsa sto pr¸to mplok kai L12 (y) o
arijmì twn tìxwn apì to mplok 1 sto mplok 2 k.o.k.
1.3.2 Duadik Montèla
Mia elafr¸ pio perplokh (all ìqi suqn polÔ realistik ) upìjesh gia
kateujunìmena graf mata enai ìti oi dude , ant twn akm¸n, enai anexrth-
te h ma apì thn llh. Me aut n thn upìjesh exrthsh , èqoume duo tÔpou
sqhmatism¸n sto montèlo, aplè akmè kai amoibae (antapodidìmene ) akmè .
AfoÔ epiblloume thn omoiogèneia, to montèlo gnetai:
! !
1 X X
Pr(Y = y) = exp ϑ yij + ρ yij yji
κ
i,j i,j
!
1
= exp(θL(y) + ρM (y)) (3)
κ
ìpou L(y) enai o arijmì twn desm¸n sto y kai M (y) = i,j yij yji enai o
P
arijmì twn amoibawn (antapodidìmenwn) desm¸n sto y. Mia elafr¸ pio

polÔplokh upìjesh omoiogèneia odhge sto montèlo p1 twn Holland & Lei-
nhardt (1981) [13].
MetaxÔ kpoiwn llwn sqetik¸n, all pio polÔplokwn kai realistik¸n montè-
lwn, enai to montèlo p2 (Lazega & van Duijn, 1997 [17], van Duijn et al.,
2004 [41]), ìpou upotjetai ìti èqoume duadik anexarthsa all kai exrthsh
apì ta qarakthristik twn kìmbwn (dr¸ntwn). To montèlo p2 enai katllhlo,
se peript¸sei pou perimènoume th dom na diamorfwje apì ta qarakthristi-
k. Enai mia proèktash tou montèlou p1 me ti epidrsei tou apostolèa kai
tou paral pth na antimetwpzontai san tuqae epidrsei , sumperilambano-
mènwn kai twn epidrsewn twn dr¸ntwn kai twn dudwn dr¸ntwn. 'Oso pio
polÔploke upojèsei sthrzoun autì to montèlo, tìso pio realistikì autì
gnetai gia pragmatik diktuak dedomèna, eidik ìtan oi epidrsei twn qa-
rakthristik¸n anamènontai na enai isqurè . Diafèrei apì ta sÔnhjh montèla
ekjetik¸n tuqawn grafhmtwn w pro thn enswmtwsh twn tuqawn epi-
drsewn. Bebaw , sthn perptwsh twn mh kateujunìmenwn grafhmtwn, ta
montèla Bernoulli kai ta montèla duadik exrthsh enai tautìshma: gia mh
kateujunìmena graf mata, h parmetro amoibaiìthta p sthn exswsh (3)
den pazei kanèna rìlo kai to montèlo angetai sthn exswsh (2).
1.3.3 Tuqaa Graf mata Markov
Oi domè Bernoulli kai oi domè duadik exrthsh apoteloÔn mh realisti-

kè upojèsei se pollè peript¸sei , tìso empeirik, ìso kai jewrhtik. Oi
Frank & Strauss (1986) [8℄ eis gagan gia pr¸th for thn exrthsh Markov,
1 MONT
ELA EKJETIK
WN TUQA
IWN GRAFHM
ATWN MARKOV 14
sÔmfwna me thn opoa èna pijanì desmì apì to i sto j jewretai ìti exar-
ttai apì opoiond pote llo pijanì desmì, pou perilambnei to i to j ,
dojèntwn ìlwn twn llwn desm¸n. Se aut n thn perptwsh, lème ìti oi dÔo
desmo enai upì sunj kh exart¸menoi, dojèntwn twn tim¸n ìlwn twn llwn
desm¸n.5 H exrthsh Markov mpore na qarakthriste w h upìjesh ìti duo
pijano desmo diktÔou enai upì sunj kh exart¸menoi, ìtan sundèoun ènan
koinì dr¸nta. Gia pardeigma, h sqèsh metaxÔ tou Pètrou kai th Marh
mpore na exarttai epsh apì thn parousa thn apousa th sqèsh metaxÔ
th Marh kai tou Ginnh (idw en h sqèsh aut enai aisjhmatik !). Mpo-
roÔme na to ekfrsoume pio tupik, upojètonta thn upì sunj kh exrthsh
metaxÔ ìlwn twn pijan¸n desm¸n Yπµ kai Yµγ . Auto oi dÔo pijano desmo
enai upì sunj kh exart¸menoi, epeid moirzontai ton kìmbo µ (Marh).
En epsh upojèsoume thn omoiogèneia, prokÔptei to montèlo tuqaou graf -

mato Markov, me sqhmatismoÔ (kai antstoiqe paramètrou ) gia ta kateuju-
nìmena kai mh kateujunìmena graf mata, pou parousizontai sto sq ma 1.1.
Autè oi parmetroi antistoiqoÔn se kpoie polÔ gnwstè domikè kanoniko-
t te sth bibliografa twn grafhmtwn kai diktÔwn. Gia kateujunìmena gra-
f mata, èqoume dh dei thn parmetro th akm (τ15 ) kai thn parmetro
th amoibaiìthta (τ11 ) sta montèla Bernoulli kai duadik anexarthsa . U-
prqoun diforoi parmetroi gia ta 2-astèria: h parmetro twn 2-pro -ta-
èxw-asteri¸n (τ12 ) mpore na jewrhje ìti antistoiqe sthn diastaltikìthta, h
parmetro twn 2-mikt¸n-asteri¸n (τ13 ) antistoiqe sti 2-diadromè kai h pa-
rmetro twn 2-pro -ta-mèsa-asteri¸n (τ14 ) ìti antistoiqe sth dhmotikìthta.
ParathroÔme kai tou shmantikoÔ metabatikoÔ kai kuklikoÔ sqhmatismoÔ
((τ9 ) kai (τ10 )). Lambnonta upìyh autè ti paramètrou , enisqÔetai h apo-
telesmatikìthta twn montèlwn, kaj¸ uprqei èlleiyh diktuak¸n montèlwn,
pou enswmat¸noun autè ti epidrsei (Newman, 2003 [21]), kai polÔ l-
ga apì aut mporoÔn na ektimhjoÔn apì pragmatik dedomèna. To pl re
sÔnolo twn paramètrwn perilambnei epsh ìla ta pijan astèria an¸terh
txh , parìlo pou, en ìla aut ta astèria sumperilhfjoÔn uprqoun pollè
parmetroi gia to montèlo, pou prèpei na ektimhjoÔn. Molonìti merikè arqi-
kè efarmogè twn montèlwn tuqawn grafhmtwn Markov sumperielmbanan
mìno epidrsei 2-asteri¸n, enai t¸ra gnwstì ìti mpore na enai shmantikì
na sumperilambnontai mh mhdenikè parmetroi gia toulqiston thn epdrash
twn 3-asteri¸n sta montèla poll¸n koinwnik¸n diktÔwn (Robins et al., 2004
[27], 2005 [28]). Mia enallaktik prosèggish (ìpw ja doÔme pio ktw) peri-
lambnei ìle ti paramètrou twn asteri¸n an¸terh txh , all epibllei
periorismoÔ sti sqèsei metaxÔ twn paramètrwn gia ta astèria an¸terh
txh kai kat¸terh txh .
5
En duo desmo enai upì sunj kh exart¸menoi, tìte en h tim tou enì allxei, h
pijanìthta tou llou desmoÔ metablletai, akìmh kai en ìloi oi lloi desmo tou diktÔou
paramenoun oi dioi.
1 MONT
ELA EKJETIK
WN TUQA
IWN GRAFHM
ATWN MARKOV 15
Sq ma 1.1: Sqhmatismo kai parmetroi gia ta montèla tuqawn grafhmtwn

Markov.
Gia pardeigma, èna montèlo tuqaou graf mato Markov gia èna mh kateuju-
nìmeno dktuo me epidrsei akm¸n, 2-asteri¸n kai 3-asteri¸n enai to:
!
1
Pr(Y = y) = exp θL(y) + σ2 S2 (y) + σ3 S3 (y) + τ T (y) (4)
κ
ìpou S2 (y) kai S3 (y) enai oi arijmo twn 2-asteri¸n kai twn 3-asteri¸n,
antstoiqa, mèsa sto dktuo y kai T (y) enai o arijmì twn trig¸nwn sto
y. ParathroÔme ìti, gia tuqaa graf mata Markov, enai epsh pijanì na
1 MONT
ELA EKJETIK
WN TUQA
IWN GRAFHM
ATWN MARKOV 16
sumperilboume paramètrou gia astèria an¸terh txh apì 3 (4-astèria,

5-astèria k.lp.). To montèlo th exswsh (4) enai èna pardeigma, sto o-
poo kpoie parmetroi an¸terh txh tjentai se me 0. Se aut n thn
perptwsh, upojètoume ìti h katanom twn asteri¸n (sthn pragmatikìthta,
h katanom twn bajm¸n) mpore epark¸ na exhghje apì ti epidrsei twn
2− kai 3-asteri¸n.6
Prèpei na parathrhje ìti oi statistikè sto montèlo Markov sqetzontai me-

taxÔ tou , me thn ènnoia ìti kpoie enai an¸terh txh apì kpoie lle .
Gia pardeigma, a upojèsoume ìti uprqei èna 3-astèri se èna mh kateujunì-
meno grfhma me kèntro ton kìmbo i. Tìte, epsh parathroÔme ìti uprqoun
tra 2-astèria (kai trei akmè ) epsh me kèntro ton kìmbo i. Autì enai
anlogo me an¸terh txh allhlepidrsei sti gnwstè genikè diadikase
grammik¸n montèlwn, kti pou apotele èna shmantikì stoiqeo, pou bohj
sthn ermhnea tou montèlou. En, gia pardeigma, to grfhma èqei poll
2-astèria, tìte merik ja sqhmatzoun trgwna exaita th tÔqh . All en
uprqei mia ousiastik trigwnik epdrash se èna montèlo tuqaou graf ma-
to Markov, aut enai, pnw kai pèra apì ìla, h epdrash twn 2-asteri¸n
kai mporoÔme na sumpernoume ìti to eppedo th trigwnopohsh de sunèbei
apl kai mìno lìgw th tuqaa epikluyh poll¸n 2-asteri¸n ( , sthn prag-
matikìthta, poll¸n akm¸n). Se aut n thn perptwsh, ja sumperaname ìti h
trigwnopohsh tan mia shmantik diadikasa se autì to dktuo, anexrthta
apì lle epidrsei .
'Eqoun epsh anaptuqje diaforetikè epexergase autoÔ tou basikoÔ montè-

lou tuqaou graf mato Markov: gia polumetablht dktua (Pattison & W-
asserman, 1999 [25]), gia dktua me timè (Robins et al., 1999 [34]) kai gia
dktua upagwg (Skvoretz & Faust, 1999 [36], Pattison & Robins, 2004
[24]).
1.3.4 Domè Exart sewn me Metablhtè pnw stou

Kìmbou
Uprqoun pollo trìpoi gia na eisaqjoÔn oi epidrsei twn qarakthristik¸n

twn kìmbwn (dr¸ntwn) sta montèla ekjetik¸n tuqawn grafhmtwn Markov
kai lla. Upojètoume ìti uprqei èna dinusma metablht¸n X enì duadi-
koÔ qarakthristikoÔ, ìpou Xi = 1, en o drwn i èqei to qarakthristikì,
kai Xi = 0, alli¸ . To dinusma x enai tìte to sÔnolo twn parathr sewn
sto X. Parìti enai dunatìn na gnei h genkeush gia qarakthristik, pou
ete parnoun pollè suneqe timè , ed¸ ja perioristoÔme se duadik qara-
kthristik. Sto shmeo autì, san pardeigma, ja perigryoume se suntoma
6
Gia na emaste sgouroi gia autì, mporoÔme na prosomoi¸soume mia katanom gra-
fhmtwn tou prosarmosmènou montèlou kai na elègxoume ti katanomè twn bajm¸n se
sÔgkrish me to parathroÔmeno dktuo.
1 MONT
ELA EKJETIK
WN TUQA
IWN GRAFHM
ATWN MARKOV 17
montèla koinwnik epilog , sta opoa ta qarakthristik upotjetai ìti pro-

blèpoun exwgen¸ tou desmoÔ tou diktÔou (Robins et al., 2001a [32]).7
MporoÔme na diereun soume thn perptwsh, pou mia upìjesh omoiìthta o-
moiofila apotele th bsh th koinwnik epilog dhlad , thn perptwsh
pou oi koinwniko desmo tenoun na anaptuqjoÔn metaxÔ dr¸ntwn me ta dia
qarakthristik exetzonta thn katanom twn desm¸n dojesh th kata-
nom twn qarakthristik¸n. Me lla lìgia, antjeta me thn exswsh (1), to
endiafèron ma enai sthn pijanìthta tou graf mato y, dojèntwn twn para-
thr sewn twn qarakthristik¸n x, dhlad , ma endiafèrei t¸ra h pijanìthta
Pr(Y = y| X = x).
Sq ma 1.2: (A-H) Sqhmatismo gia èna montèlo qarakthristik¸n Markov

montèlo koinwnik epilog graf mato Markov.
Mia apl upìjesh exrthsh anmesa sta qarakthristik kai sti diktuakè
metablhtè enai ìtan to qarakthristikì tou i ephrezei pijanoÔ desmoÔ ,
pou sundèoun to i (dhlad , Yij ), kai anaferìmaste se aut n thn upìjesh
w upìjesh twn qarakthristik¸n Markov. Gia pardeigma, se èna organw-
tikì plasio, h arqaiìthta enì dr¸nto (p.q., arqaiìthta sti dieujuntikè
ikanìthte ) mpore na ephresei tou pijanoÔ desmoÔ autoÔ tou dr¸nto .
An jewr soume qarakthristik Markov maz me diktuakè exart sei Marko-
v, gia èna mh kateujunìmeno grfhma, to montèlo perilambnei tou sqhma-
tismoÔ (mèqri 3-astèria), pou fanontai sto sq ma 1.2, ìpou oi gkri kìmboi
7
Mia llh mèjodo enswmtwsh twn qarakthristik¸n twn dr¸ntwn enai mèsw mo-
ntèlwn koinwnik epdrash , sta opoa oi desmo tou diktÔou problèpoun exwgen¸ ta
qarakthristik (Robins et al., 2001b [33]).
1 MONT
ELA EKJETIK
WN TUQA
IWN GRAFHM
ATWN MARKOV 18
anaparistoÔn dr¸nte me arqaiìthta kai oi sproi kìmboi anaparistoÔn o-

poiond pote dr¸nta, anexrthta en enai neìtero presbÔtero . Me lla
lìgia, o sqhmatismì (A) anaparist ti tsei twn presbÔterwn dieujunt¸n
na sundèontai metaxÔ tou , en¸ o sqhmatismì (B) anaparist thn tsh enì
presbÔterou dieujÔnth na èqei polloÔ desmoÔ k.o.k. An broÔme mia meg-
lh jetik ektmhsh twn paramètrwn tou sqhmatismoÔ (A), autì apotele mia
apìdeixh ìti uprqoun omoiofilikè epidrsei sto dktuo.
ParathroÔme apì to sq ma 1.2 ìti oi mìnoi mh duadiko sqhmatismo me qarakth-

ristik emplèkoun 2 3- astèria, ìpou o dr¸n me to qarakthristikì brsketai
sto kèntro tou asterioÔ. Gia na pargoume trigwnikoÔ sqhmatismoÔ me
metablhtè qarakthristik¸n apaitoÔntai epiprìsjete upojèsei exrthsh .
1.3.5 Pio PolÔploke Upojèsei Exrthsh
Teleutaa èqoun anaptuqje difore epexergase montèlwn ekjetik¸n tuqa-

wn grafhmtwn, pou kinoÔntai pèra apì ta tuqaa graf mata Markov. Oi Pat-
tison & Robins (2002) [23℄ parousasan duo kainotome . Mèsw twn diarjrw-
tik¸n dom¸n, periìrisan ti exart sei austhr¸ mèsa sta meletoÔmena koi-
nwnik plasia. Basismènoi sthn doulei tou Feld (1981) [6℄, prìteinan gia pa-
radegmata koinwnikè domè mèsa se èna qwroqronikì plasio, ìpw mia omda
anjr¸pwn sugkentrwmènwn thn dia stigm sto dio mèro . Epsh je¸rhsan
koinwnikè domè mèsa se èna perissìtero afhrhmèno koinwnikopolitistikì
q¸ro, ìpw zeÔgh atìmwn sundedemènwn mèsw twn politik¸n desmeÔse¸n
tou , kaj¸ kai domè , pou antanakloÔn kpoiou exwterikoÔ periorismoÔ ,
ìpw oi organwtikè domè .
'Ena epiprìsjeto knhtro gia thn eisagwg twn koinwnik¸n plaiswn enai to
gegonì ìti h exrthsh Markov fanetai mh realistik gia megla dktua, sta
opoa oi dr¸nte mpore akìmh kai na mh gnwrzoun kai gia thn Ôparxh k-
poiwn llwn dr¸ntwn kai na mh diajètoun trìpou na èrjoun se epafè maz
tou , all ìmw oi endeqìmenoi desmo tou jewroÔntai akìma ìti mporoÔn
na ephresoun kai llou pijanoÔ desmoÔ . An h upìjesh gia th dom enì
koinwnikoÔ plaisou enai kal jemeliwmènh, uprqoun epipt¸sei ston tÔpo
twn dedomènwn, pou prèpei na sugkentrwjoÔn, gia mia pl rh katanìhsh tou
koinwnikoÔ diktÔou. Gia peraitèrw epexergase se aut n thn kateÔjunsh
dete Schweinberger & Snijders (2003) [35].
Mia deÔterh kateÔjunsh, pou parousisthke apì tou Pattison & Robins
(2002) [23℄, tan h idèa twn mh Markobian¸n exart sewn metaxÔ desm¸n, pou
de moirzontai ton dio dr¸nta, all pou mporoÔn na enai allhloexart¸menoi
dia mèsou sundèsewn me trta mèlh. Gia pardeigma, to Yij mpore na enai upì
sunj kh exart¸meno apì to Yrs gia tèsseri diakritoÔ dr¸nte , en uprqei
èna parathroÔmeno desmì metaxÔ ete twn i j kai ete twn r s. Aut
1 MONT
ELA EKJETIK
WN TUQA
IWN GRAFHM
ATWN MARKOV 19
ta montèla, pou exart¸ntai apì thn ulopohsh, mporoÔn na analujoÔn mèsw

twn dom¸n merik exrthsh twn Pattison & Robins (2002) [23℄. Epsh ,
aut ta montèla epitrèpoun thn eisagwg trig¸nwn, pou emplèkoun epidrsei
qarakthristik¸n.
1.4 Ektmhsh
Oi Anderson et al. (1999) [1℄ sth melèth tou twn montèlwn p∗ qrhsimo-
pohsan thn ektmhsh th yeudo-pijanofneia , pou eqe eisaqje apì tou
Strauss & Ikeda (1990) [40℄, gia na ektim soun ti paramètrou twn montèlwn
Markov. T¸ra gnwrzoume ìti, analìgw twn dedomènwn, mpore na upr-
qoun sobar probl mata me ti ektim sei yeudo-pijanofneia gia aut ta
montèla. All gia ta montèla tuqawn grafhmtwn Markov, h tupik mègi-
sth ektmhsh pijanofneia den enai eÔkola ulopoi simh gia ìla ta dktua,
par mìno gia ta polÔ mikr, lìgw twn duskoli¸n upologismoÔ th stajer
kanonikopohsh sthn exswsh (1). Autì shmanei ìti oi tupikè statistikè
teqnikè de mporoÔn na efarmostoÔn se aut ta montèla. Aut ta probl ma-
ta èqoun xeperaste prìsfata me thn anptuxh twn nèwn teqnik¸n megsth
pijanofneia Monte Carlo.
1.4.1 Ektmhsh Yeudo-Pijanofneia
H qr sh th megsth yeudo-pijanofneia gia thn ektmhsh diadrastik¸n mo-

ntèlwn eqe arqik eisaqje apì ton Besag (1975) [3℄ kai, sth sunèqeia eqe
protaje apì tou Strauss & Ikeda (1990) [40℄ gia montèla tuqawn grafhm-
twn Markov. Mèsa sth statistik koinìthta, h yeudo-pijanofneia od ghse
sti teqnikè Monte Carlo, ìpou autì tan efiktì, molonìti èqei akìma tou
dikoÔ th uposthriktè (Wasserman & Robins, 2005 [44]). To pleonèkthma
th ektmhsh th yeudo-pijanofneia sto plasio twn montèlwn ekjetik¸n
tuqawn grafhmtwn enai ìti h prosarmog akìmh kai polÔplokwn montèlwn
kajstatai eÔkolh na ulopoihje. To meionèkthma enai ìti oi idiìthte tou
ektimht den enai pl rw katanohtè kai enai gnwstì ìti gia poll sÔnola
dedomènwn oi ektim sei th yeudo-pijanofneia den enai akribe .
H ektmhsh th yeudo-pijanofneia katanoetai kalÔtera metasqhmatzonta

thn exswsh (1) sthn akìloujh morf desmeumènwn pijanot twn (Strauss &
Ikeda, 1990 [40]):
" #
C)
Pr(Yij = 1|yij X
log C
= ηA dA (y) (5)
Pr(Yij = 0|yij )
A(Yij )
ìpou (i) to jroisma enai gia ìlou tou sqhmatismoÔ A, pou perièqoun ta
Yij , (ii) ηA enai h parmetro , pou antistoiqe sto sqhmatismì A, (iii) dA (y)
1 MONT
ELA EKJETIK
WN TUQA
IWN GRAFHM
ATWN MARKOV 20
enai h statistik twn metabol¸n, dhlad , twn metabol¸n sthn tim th di-
ktuak statistik zA (y), ìtan to yij allzei apì 1 se 0, kai (iv) yij
C enai
ìle oi parathr sei twn desm¸n sto y ektì th parat rhsh yij .
O upologismì th statistik twn metabol¸n èqei suzhthje ekten¸ apì

mia plhj¸ra suggrafèwn (Anderson et al., 1999 [1], Pattison & Robins, 2002
[23], Wasserman & Pattison, 1996 [43], Wasserman & Robins, 2005 [44]) kai,
gia autì, de qreizetai na proqwr soume parapèra se autì to shmeo. AfoÔ
pr¸ta upologistoÔn oi statistikè twn metabol¸n, gia na pargoun ti ektim -
sei th yeudo-pijanofneia , kje pijanì desmì Yij gnetai mia perptwsh
se mia tupik diadikasa logistik palindrìmhsh , ìpou to yij problèpetai
apì to sÔnolo twn statistik¸n twn metabol¸n (Anderson et al., 1999 [1]).
Aut h diadikasa moizei me mia logistik palindrìmhsh , sthn pragmatikìth-

ta, èna logarijmikogrammikì (loglinear) montèlo all den enai. H logisti-
k palindrìmhsh upojètei anexrthte parathr sei , mia upìjesh pou saf¸
den thretai gia montèla Markov kai an¸terh txh . 'Etsi, oi ektim sei twn
paramètrwn mpore na enai merolhptikè kai ta tupik ljh, sthn kalÔterh
perptwsh, mpore na enai proseggistik kai arket mikr. Den prèpei na
sthriqtoÔme sthn statistik Wald, gia na apofassoume en mia parmetro
enai shmantik ìqi. Epsh , de mporoÔme na upojèsoume ìti h apìklish
th yeudo-pijanofneia enai asumptwtik katanemhmènh me thn χ-tetrgwno
(pou ja sunèbaine sthn kanonik logistik palindrìmhsh). 'Otan oi exart sei
anmesa sti parathr sei den enai isqurè , genik¸ sumbanei oi ektim sei
th yeudopijanofneia na enai perissìtero akribe . H ektmhsh th yeudo-
pijanofneia qrhsimopoi jhke w s mera lìgw th praktik eukola th
(dedomènou ìti oi enallaktikè mèjodoi den enai akìma pl rw diajèsime ).
'Otan enai dunatì, h protimoÔmenh epilog enai h qr sh diadikasi¸n ektmh-
sh Monte Carlo.
1.4.2 Ektmhsh Monte Carlo Mègisth Pijanofneia gia thn

Alusda Markov (MCMCMLE)
Prìsfate shmantikè exelxei sti teqnikè ektmhsh Monte Carlo gia ta

montèla ekjetik¸n tuqawn grafhmtwn èqoun parousiaste apì mia plhj¸ra
suggrafèwn (Snijders, 2002 [37], Handcock et al., 2006 [12], Snijders et al.,
2006 [11] kai Wasserman & Robins, 2005 [44]).
Arqik, parathroÔme ìti h prosomowsh aut¸n twn montèlwn mpore na ulopoi-

hje me èna sqetik meso trìpo. Qwr na eisèljoume se leptomèreie , h
prosomowsh th katanom twn grafhmtwn gia èna dojèn sÔnolo tim¸n twn
paramètrwn mpore na gnei mèsw diforwn algorjmwn (p.q., algorjmwn polÔ
gnwst¸n sthn statistik , ìpw o algìrijmo Metropolis). H prosomowsh
1 MONT
ELA EKJETIK
WN TUQA
IWN GRAFHM
ATWN MARKOV 21
brsketai sto epkentro th ektmhsh Monte Carlo th mègisth pijanofnei-

a (Monte Carlo maximum likelihood estimation MCMLE). Diadikase
prosomowsh montèlwn ekjetik¸n tuqawn grafhmtwn èqoun perigrafe a-
pì tou Strauss (1986) [39], Snijders (2002) [37] kai Robins et al. (2005) [29].
Molonìti uprqoun diaforè anmesa sti diaforetikè teqnikè ektmhsh

Monte Carlo (Snijders, 2002 [37], Hunter & Handcock [14]), autè baszon-
tai sthn dia kentrik mejodologa: prosomowsh mia katanom tuqawn
grafhmtwn apì èna arqikì sÔnolo tim¸n twn paramètrwn kai met beltwsh
twn tim¸n twn paramètrwn me sÔgkrish th katanom twn grafhmtwn ènanti
tou parathroÔmenou graf mato , ìpou h diadikasa epanalambnetai mèqri na
stajeropoihjoÔn oi ektim sei twn paramètrwn.
Apì melète tìso th ektmhsh ìso kai th prosomowsh dhmiourg jhkan

angke gia nèe prodiagrafè twn montèlwn tuqawn grafhmtwn Markov.
O Handcock (2003) [11] ìrise ìti èqoume thn perptwsh tou sqedìn ekfu-
lismoÔ, ìtan to montèlo perièqei mìno lga grafhmta me sqetik meglh
pijanìthta (sun jw aut enai ete to pl re ete to kenì grfhma). En to
montèlo perièqei mìno autè ti mh endiafèrouse peript¸sei , tìte de ja enai
qr simo gia montelopohsh pragmatik¸n diktÔwn. Oi melète prosomoi¸sewn
protenoun ìti ta montèla grafhmtwn Markov, pou perièqoun toulqiston mh
mhdenikè paramètrou 3-asteri¸n, tenoun na brskontai ligìtero sthn kat-
stash tou sqedìn ekfulismoÔ apì ìti ta montèla, sta opoa h an¸tath txh
mh mhdenik parmetro enai gia 2-astèria (Robins et al., 2005 [29]). All gia
to sunupologismì twn paramètrwn 3-asteri¸n suqn den arke h apomkrun-
sh th sumperifor tou sqedìn ekfulismoÔ se montèla grafhmtwn Markov,
idw ìtan prospajoÔme na broÔme montèla, pou anapargoun ta uyhl eppe-
da metabatikìthta , ta opoa suqn parathroÔntai se anjr¸pine koinwnikè
domè (Snijders et al., 2006 [38]). To gegonì ìti aut ta probl mata mpore
na mhn parousiastoÔn sthn ektmhsh th yeudo-pijanofneia apl shmanei
ìti, gia sqedìn ekfulismèna montèla, oi ektim sei th yeudo-pijanofneia
mpore na enai paraplanhtikè . To kÔrio prìblhma se autè ti peript¸sei
enai ìti to montèlo den enai kal¸ - kajorismèno.
To gegonì enai ìti difore teqnikè ektmhsh Monte Carlo enai plèon
diajèsime kai ìpote qreizetai, autè protimoÔntai. Autè oi nèe mejodolo-
ge bgzoun sthn epifneia kpoie aneprkeie sta montèla tuqawn grafh-
mtwn Markov, ìtan, gia pardeigma, oi metabatikè epidrsei enai isqurè .
En autì sumbanei gia èna dojèn sÔnolo dedomènwn, mporoÔme na parathr -
soume ìti enai adÔnato na exaqjoÔn sunepe ektim sei twn paramètrwn me
thn ektmhsh Monte Carlo megsth pijanofneia (apì teqnik poyh , h
diadikasa ektmhsh de sugklnei). Autì shmanei ìti ta montèla grafhmtwn
Markov enai akatllhla gia ta dedomèna. Gia autìn ton lìgo oi Snijders et
al. (2006) [38℄ eis gagan kpoie nèe prodiagrafè gia montèla ekjetik¸n
1 MONT
ELA EKJETIK
WN TUQA
IWN GRAFHM
ATWN MARKOV 22
tuqawn grafhmtwn.
1.5 Nèe Prodiagrafè
Oi Snijders et al. (2006) [38℄ prìteinan trei nèe statistikè , pou mpo-
roÔn na sumperilhfjoÔn gia ti prodiagrafè montèlwn ekjetik¸n tuqawn
grafhmtwn: ta enallassìmena k-astèria, ta enallassìmena k-trgwna kai ti
anexrthte enallassìmene 2-diadromè . Ed¸, ja sugkentrwjoÔme sta pr¸-
ta duo. Sugkekrimèna, dnoume èmfash sthn qrhsimìthta th nèa ènnoia twn

enallassìmenwn k-trig¸nwn san mètro an¸terh txh th metabatikìthta .
Tupik, anaferìmaste se autè ti paramètrou kai sta antstoiqa montèla w
an¸terh txh , epeid sumperilambnoun sqhmatismoÔ me perissìterou apì
trei kìmbou . Se aut n thn enìthta, estizoume se an¸terh txh paramè-

trou gia mh-kateujunìmena graf mata, me kpoia sqìlia gia kateujunìmena
sto tèlo .
1.5.1 Enallassìmena k -Astèria
Apì teqnik poyh , to montèlo me mình parmetro aut twn enallassìme-

nwn k-asteri¸n paramènei sthn klsh twn montèlwn tuqawn grafhmtwn
Markov. To knhtro gia mia nèa parmetro prokÔptei apì thn empeira sthn
prosarmog montèlwn. Prosarmìzonta montèla me paramètrou asteri¸n se
sÔnola diktuak¸n dedomènwn, gia ta opoa oi ektim sei sÔgklish mporoÔn
na exaqjoÔn, oi Robins et al. (2007b) [31] eqan suqn parathr sei ìti h
ektmhsh mia paramètrou gia astèria uyhl txh eqe to antjeto prìsh-
mo kai mikrìterh tim apì ti paramètrou gia astèria mikrìterh txh . Gia
pardeigma, ja mporoÔsame se èna montèlo Markov, ìpw to (4), na doÔme
ektim sei paramètrwn, ìpou to σ3 ja tan kat prosèggish so me −σ2 /λ,
gia kpoio λ megalÔtero th monda .
Sto montèlo Markov (4), oi parmetroi twn asteri¸n eskemmèna periorsth-

kan sto mègisto twn 3-asteri¸n. 'Omw , pio genik, h upìjesh exrthsh
Markov epitrèpei astèria an¸terh txh , èw astèria th mègisth pijan
txh (n − 1). Sthn (4), isqÔei h upìjesh ìti oi parmetroi gia aut ta a-
stèria an¸terh txh enai se me 0 lìgw tou periorismoÔ tou pl jou twn
paramètrwn gia thn epteuxh enì eparkoÔ montèlou, sto opoo mporoÔn na
ektimhjoÔn oi parmetroi.8
H upìjesh twn enallassìmenwn k-asteri¸n protenei ìti, ant na jèsoume

ti paramètrou asteri¸n an¸terh txh se me 0, ìle oi parmetroi gia
ta astèria kratoÔntai sto montèlo, all me ènan grammikì periorismì gia ti
timè twn paramètrwn, tètoio ¸ste, gia ìla ta k ≥ 2, σ(k+1) = −σk /λ, gia
8
Aut h upìjesh mpore na eidoje san anlogh me thn parbleyh twn diadrsewn
an¸terh txh , gia pardeigma, sthn tupik palindrìmhsh.
1 MONT
ELA EKJETIK
WN TUQA
IWN GRAFHM
ATWN MARKOV 23
kpoia λ megalÔtera th monda . Tìte, sthn (1), uprqei mia parmetro

σ2 , pou sunupologzei tautìqrona ìle ti epidrsei twn asteri¸n, mèsw th
paraktw statistik :
n−1
X Sk
u= (−1)k (6)
λk−2
k=2
Sthn upìjesh σ(k+1) = −σk /λ, gia k ≥ 2, h parmetro σ2 anafèretai w h
parmetro twn enallassìmenwn k-asteri¸n.
H statistik (6) perilambnei astèria ìlwn twn txewn, all, gia λ megalÔte-
ro th monda , h epdrash twn asteri¸n an¸terh txh mei¸netai, gia megla
k kai gia enallassìmena prìshma. Me aut n thn ènnoia, h upìjesh enai ml-
lon genikìterh apì thn apl epibol sti paramètrou twn asteri¸n an¸terh
txh th tim 0, pou enai h upìjesh, pou uponoetai sthn (4).9
Mia profan er¸thsh enai ti tim ja d¸soume sto λ. 'Eqoume qrhsimopoi-

sei to λ = 2 se pollè peript¸sei kai autì fanetai na enai èna logikì
shmeo ènarxh gia arketè èreune . All, bebaw , ja tan epijumhtì na
upologsoume mia bèltisth tim gia to λ. O Hunter (2007) [15] deqnei pw
autì mpore na pragmatopoihje (dete epsh Hunter & Handcock, 2006 [14]).
Gia tou skopoÔ th paroÔsa enìthta , jètoume λ = 2.
Autì pou enai shmantikì enai p¸ ermhneÔetai aut h parmetro mèsw twn
sunepei¸n, pou èqei gia th dom tou graf mato . Fusik, h ektmhsh mia pa-
ramètrou gia mia dojesa topik dom enai sun jw endeiktik th èktash ,
me thn opoa h dom empeirik parathretai (arke na mhn uprqoun zht mata
ekfulismoÔ ditropikìthta ). All h suss¸reush aut¸n twn dom¸n ja pa-
rgei idiatere sunolikè diktuakè domè , opìte, ìtan èna dktuo emfanzei
tètoie domè , ja mporoÔsame na perimènoume ti ektim sei twn sqetik¸n pa-
ramètrwn na enai megle kai axioshmewte .
En h parmetro twn enallassìmenwn k-asteri¸n enai jetik , tìte ta pio

pijan graf mata enai pijanìn na perièqoun kpoiou kìmbou an¸terou baj-
moÔ (hub), en¸ mia arnhtik parmetro upodhl¸nei ìti ta graf mata me kìm-
bou uyhloÔ bajmoÔ enai apjana, opìte oi kìmboi den tenoun na enai hub kai
èqoun mikrìterh metablhtikìthta metaxÔ twn bajm¸n. Pio idiatera, oi Snij-
ders et al. (2006) [38] isqursthkan ìti mia jetik parmetro twn enallassì-
9
ParathroÔme ìti, se antjesh me ta tupik graf mata Markov, h statistik den enai
plèon mia mesh katamètrhsh twn sqhmatism¸n sto parathroÔmeno dktuo, all mllon
exarttai apì difore katametr sei sqhmatism¸n, sthn perptwsh aut , katametr sei
twn diforwn sqhmatism¸n asteri¸n. Me lla lìgia, qrhsimopoietai, ètsi, mia upìje-
sh exrthsh Markov, all epiblletai mia sugkekrimènh morf periorismoÔ, gia ìle ti
paramètrou twn asteri¸n, kai ìqi o tupikì periorismì th omoiogèneia , pou prwtoqrh-
simopoi jhke apì tou Frank & Strauss (1986) [8℄.
1 MONT
ELA EKJETIK
WN TUQA
IWN GRAFHM
ATWN MARKOV 24
menwn k-asteri¸n (maz me mia arnhtik parmetro puknìthta ) sunepgontai

graf mata, pou emfanzoun protim sei gia sundèsei metaxÔ enì megalÔ-
terou arijmoÔ kìmbwn mikroÔ bajmoÔ kai enì mikrìterou arijmoÔ kìmbwn
megalÔterou bajmoÔ, parìmoia me th dom pur na perifèreia . All, ìtan
èna kìmbo ftsei na èqei èna sugkekrimèno bajmì, h epteuxh peraitèrw
bajm¸n prosjètei lga sthn {dhmotikìtht} tou.10 'Etsi, gia λ = 2, uprqei
mikr diafor metaxÔ enì kìmbou bajmoÔ 5, 6 an¸terh {dhmotikìthta }.
Se genikè grammè , èna kìmbo brskei thn porea tou ston pur na, ìtan
èqei petÔqei ènan sugkekrimèno bajmì, qwr kama idiaterh pesh gia uyh-
lìterou bajmoÔ . Tautìqrona, lloi kìmboi mikrìterou bajmoÔ paramènoun
èxw apì ton pur na. 'Epomènw , h genik sunèpeia enai o sqhmatismì {qa-
lar¸n} dom¸n pur na perifèreia me lgou kajìlou kìmbou tou pur na,
pou èqoun idiatera uyhloÔ bajmoÔ . Aut h dom pur na perifèreia ulo-
poietai (metriasmèna) apì diadikase dhmotikìthta . Allzonta thn tim
tou λ, allzei to eppedo tou metrismato , me ìso megalÔtero enai to λ,
tìso pijanìteroi na enai oi kìmboi an¸terwn bajm¸n. Argìtera, ja dexoume
p¸ oi domè pur na perifèreia mporoÔn epsh na pragmatopoihjoÔn apì
isqurè epikaluptìmene epidrsei metabatikìthta .
'Ena shmantikì shmeo enai ìti oi parmetroi bohjoÔn sth montelopohsh th

katanom twn bajm¸n. Oi parmetroi Markov sto montèlo (4) dnoun k-
poia ¸jhsh sti pr¸te trei ropè th katanom twn bajm¸n (mèsw twn
paramètrwn gia akmè , 2- kai 3-astèria), all autì den arke pnta, ìtan,
gia pardeigma, oi katanomè twn bajm¸n emfanzoun kpoie akrae timè
(gia kìmbou uyhl¸n bajm¸n). H nèa parmetro , pou den apokleei ta a-
stèria an¸terh txh , parèqei eleujera kin sewn sto diaqeirismì tètoiwn
asÔmmetrwn katanom¸n twn bajm¸n. Me autì den ennoetai, fusik, ìti ìle
oi dunatìthte plhroÔntai kai, ìtan ta dktua enai polÔ kentrikopoihmèna me
ènan mikrì arijmì kìmbwn polÔ uyhloÔ bajmoÔ (hub), to montèlo mìno me
thn nèa parmetro enai apjano na parèqei mia kal prosarmog sta dedo-
mèna. Parìla aut, h mèqri stigm empeira protenei ìti h parmetro twn
enallassìmenwn k-asteri¸n enai pio qr simh sthn prosarmog montèlwn apì
ènan mikrìtero arijmì memonomènwn paramètrwn asteri¸n Markov. Merikè
forè , mia kal prosarmog th katanom twn bajm¸n mpore na epiteuqje
me èna sunduasmì paramètrwn enallassìmenwn k-asteri¸n kai tupik¸n para-
mètrwn 2-asteri¸n Markov.
Giat mpore ìmw h upìjesh twn enallassìmenwn k-asteri¸n na bohj sei

ston ekfulismì? Oi Snijders et al. (2006) [38℄ isqursthkan ìti qreizetai
na uprqei mia isorropa metaxÔ arnhtik¸n kai jetik¸n paramètrwn asteri¸n,
10
Ed¸, autì pou orzoume w {dhmotikìthta} enì kìmbou i mpore na jewrhje pio
teqnik to desmeumèno log-odds (logarijmo-pijanìthta) th prosj kh enì kìmbou j, pou
sundèetai me to i.
1 MONT
ELA EKJETIK
WN TUQA
IWN GRAFHM
ATWN MARKOV 25
gia na apofeuqje to endeqìmeno h prokÔptousa katanom grfwn na periè-

qei poll pl rh poll ken graf mata. H parousa twn enallassìmenwn
pros mwn sto jroisma sthn (6) stoqeÔei se aut n thn isorropa.
1.5.2 Enallassìmena k -Trgwna
H upìjesh twn enallassìmenwn k-trig¸nwn kinetai pèran twn upojèsewn e-

xrthsh , pnw sti opoe baszontai ta montèla tuqawn grafhmtwn Mark-
ov, mèsw th qr sh ant gia autè th ènnoia th merik exrthsh , pou
protjhke apì tou Pattison & Robins (2002) [23℄. H upokemenh upìjesh th
exrthsh parousisthke apì tou Snijders et al. (2006) [38℄. En suntoma,
duo pijanè akmè se èna grfhma, Yrs kai Yuv , gia diakekrimènou kìmbou
r, s, u, v, upotjetai ìti enai upì sunj kh exart¸mene , en Ysu = Yuv = 1.
Me lla lìgia, en oi duo pijanè akmè sto grfhma eqan ìntw parath-
rhje, ja eqan dhmiourg sei ènan 4-kÔklo. Ousiastik, den enai dÔskolo
na fantastoÔme katastsei , sti opoe tètoie exart sei koinwnik¸n ku-
klwmtwn mpore na enai efiktè . Gia pardeigma, a upojèsoume ìti se mia
epiqerhsh o Sthb ergzetai me thn Ubìnnh kai o Rompèrto me to Bktor.

Tìte, en o Rompèrto kai o Sthb arqzoun na douleÔoun se èna kainoÔrgio
prìtzekt, h pijanìthta na ergasjoÔn maz kai h Ubìnnh kai o Bktor mpore
na auxhje. Me lla lìgia, h pijanìthta na ergasjoÔn maz h Ubìnnh kai o
Bktor auxnetai, lìgw tou gegonìto ìti o Rompèrto kai o Sthb ergzontai
maz, all mìno efìson o Rompèrto ergzetai dh me to Bktor kai o Sthb me
thn Ubìnnh.
Oi Snijders et al. (2006) [38℄ epikalèsthkan aut n thn upìjesh exrthsh

epiprìsjeta me thn exrthsh Markov, ètsi ¸ste sthn parapnw perptwsh, ta
Yrs kai Ysv (k.o.k.) upotjetai epsh ìti enai anexrthta. Den enai dÔskolo
na parathr soume diaisjhtik ìti, ìtan isqÔoun oi upojèsei th exrthsh
koinwnik¸n kuklwmtwn kai exrthsh Markov, kpoioi sqhmatismo, pou e-
nai pio polÔplokoi apì ìti ta apl trgwna, enai shmantiko gia to montèlo.
Oi Snijders et al. (2006) [38℄ prìteinan ta k-trgwna san kainoÔrgie an¸te-

rh txh metabatikè domè gia mh-kateujunìmena graf mata. 'Ena k-trgwno
enai èna sunduasmì apì k diakrit trgwna, pou ìla moirzontai mia akm
(thn koin bsh twn k trig¸nwn). A upojèsoume ìti duo geitoniko kìmboi
r kai s enai epsh kai oi duo geitoniko stou diou k kìmbou t1 , t2 , ..., tk
(dhlad , ìti uprqei akm metaxÔ twn r kai tm kai metaxÔ twn s kai tm , gia
ìla ta m = 1, 2, ..., k). Tìte h akm metaxÔ twn r kai s (h bsh) enai koin
sta k diaforetik trgwna me kìmbou r, s kai tm . H sunolik dom , pou
perilambnei ìla ta diakrit trgwna, onomzetai k-trgwno. Oi akmè metaxÔ
twn r kai tm kai metaxÔ twn s kai tm anafèrontai w pleurè tou k-trig¸nou.
Profan¸ , èna 1-trgwno enai èna sunhjismèno trgwno. Sto sq ma 1.3 a-
peikonzoume ta 2-, 3- kai 4-trgwna.
1 MONT
ELA EKJETIK
WN TUQA
IWN GRAFHM
ATWN MARKOV 26
Sq ma 1.3: 2-, 3- kai 4-trgwna.
'Opw èdeixan oi Snijders et al. (2006) [38℄, o sunupologismì twn k-trig¸nwn

sto montèlo odhge se mia katanom pijanot twn, sthn opoa duo metablhtè
akm¸n enai upì sunj kh exart¸mene mìno ìtan ete apoteloÔn èna sqhma-
tismì Markov (uprqei koinì kìmbo ) ete sqhmatzoun èna koinwnikì kÔ-
klwma (dhmiourgetai èna 4-kÔklo ). Autì èqei kpoia shmasa, afoÔ deqnei
ìti to montèlo paramènei isqur periorismèno apì upojèsei upì sunj kh
anexarthsa .
'Estw Tk to pl jo twn k-trig¸nwn se èna grfhma. Tìte ta k-trgwna

mporoÔn na sunduastoÔn sthn dia statistik , akrib¸ me ton dio trìpo,
ìpw ta enallassìmena k-astèria, dhlad :
n−1
X Tk
v= (−1)k (7)
λk−2
k=2
Aut enai h statistik twn enallassìmenwn k-trig¸nwn. H antstoiqh parme-

tro k -trig¸nou τ = τ1 antistoiqe se ènan sqhmatismì (1-)trig¸nou, me ton
epiprìsjeto periorismì ìti τk+1 = −τk/λ , ìpou τk enai h parmetro , pou

antistoiqe se èna k-trgwno. Aut h statistik kai h antstoiqh parmetro
sumperilambnontai tìte sta montèla th morf (1).
H statistik twn enallassìmenwn k-trig¸nwn den parist apl mia trigwno-

pohsh sto grfhma, all epiprìsjeta apotele èna mètro th èktash , sthn
opoa ta dia ta trgwna sunen¸nontai metaxÔ tou , gia na sqhmatsoun mega-
lÔtere uyhlìterh txh {sustde } sto grfhma. O sqedìn ekfulismì gia
1 MONT
ELA EKJETIK
WN TUQA
IWN GRAFHM
ATWN MARKOV 27
montèla Markov sumbanei suqn, ìtan ta graf mata perilambnoun megalÔte-

re domè tÔpou klka , oi opoe perièqoun poll trgwna, par mllon ìtan
poll trgwna apl diaskorpzontai omoiogen¸ kai xeqwrist mèsa sto gr-
fhma. Me lla lìgia, ta graf mata, pou perièqoun puknè perioqè sustdwn
me poll trgwna, enai dÔskolo na anaparaqjoÔn me thn qrhsimopohsh twn
tuqawn grafhmtwn Markov. H anqneush kai h melèth tètoiwn puknìterwn
perioq¸n (dhlad , h tautopohsh twn sunektik¸n uposunìlwn kìmbwn) èqei
mia meglh istora kai paramènei èna kÔrio jèma sthn anlush twn grafhmtwn
kai diktÔwn, genikìtera. H parmetro metabatikìthta sta tuqaa graf mata
Markov tan h pr¸th prospjeia gia montelopohsh aut¸n twn puknìterwn
dom¸n, epeid to trgwno apotele th mikrìterh klka metaxÔ tri¸n kìmbwn.
Akìmh, ìpw èqoun uposthrxei oi Snijders et al. (2006) [38℄, gia na apofeu-
qje o ekfulismì sth montelopohsh tètoiwn sugkentr¸sewn trig¸nwn, qrei-
zetai na eisaqje mia parmetro basismènh sth metabatikìthta, h opoa en-
swmat¸nei uposÔnola apì kìmbou megalÔterou apì tra. Tètoie parme-
troi qreizontai gia na fèrnoun thn isorropa metaxÔ th tsh gia mllon
poll sunektik uposÔnola tri¸n perissìterwn kìmbwn, all kai tou perio-
rismoÔ tou sunolikoÔ arijmoÔ twn trig¸nwn, pou enai anagkao gia thn a-
pofug tou pl rou graf mato . Epsh , aut h parmetro apaite mia sta-
tistik , pou den enai grammik w pro to pl jo twn trig¸nwn mèsa ston
ekjetikì ìro, se antjesh me thn (4). Aut h grammikìthta ston ekjèth a-
potele mia kÔria phg tou probl mato tou ekfulismoÔ, ìtan ta graf mata
èqoun poll trgwna. H statistik twn enallasìmenwn k-trig¸nwn prospa-
je na ikanopoi sei autè ti angke , me to enallassìmeno prìshmo kai ta
meioÔmena brh gia k-trgwna an¸terh txh na uphretoÔn tou diou sko-
poÔ ston periorismì twn problhmtwn ekfulismoÔ, ìpw gia enallasìmena
k-astèria.
Genik¸ , h jetik parmetro k-trig¸nwn mpore na ermhneuje w mia a-

pìdeixh twn epidrsewn metabatikìthta sto grfhma. Idiatera, h jetik
parmetro k-trig¸nwn upodhl¸nei ìti uprqei mia dom pur na perifèreia
(exart¸menh kai apì lle epidrsei sto montèlo), all, se aut n thn pe-
rptwsh, lìgw twn epidrsewn trigwnopohsh kai ìqi twn epidrsewn dhmo-
tikìthta (bajm¸n), ìpw tan h perptwsh gia ti epidrsei twn enallas-
sìmenwn k-asteri¸n. MporoÔme na jewr soume ìti h basismènh sta astèria
dom pur na perifèreia proèrqetai apì thn katanom twn bajm¸n, kti pou
apotele èna fusikì apotèlesma mia diadikasa , me thn opoa èna uposÔnolo
dr¸ntwn enai pio dhmofilè ; en¸, antjeta, gia thn basismènh sta trgwna
diadikasa pur na perifèreia , h dia h katanom twn bajm¸n enai apìrroia
mia diadikasa , sthn opoa èna pur na dhmiourgetai apì epikaluptìmene
trigwnopoi sei . Sth sunèqeia, ja doÔme epsh p¸ orismènoi sunduasmo
diadikasi¸n, pou baszontai se astèria, kai diadikasi¸n, pou baszontai se
trgwna, odhgoÔn sthn temaqopohsh tou graf mato .
1 MONT
ELA EKJETIK
WN TUQA
IWN GRAFHM
ATWN MARKOV 28
1.5.3 Enallassìmene k -2-Diadromè
Oi Snijders et al. (2006) [38℄ prìteinan epsh mia parmetro, pou enai è-
na sqhmatismì mikrìterh txh gia èna k-trgwno, thn k-2-diadrom . Oi
sqhmatismo twn k-2-diadrom¸n paristnoun ton arijmì twn diakekrimènwn
2-diadrom¸n anmesa se èna zeugri kìmbwn. MporoÔn na jewrhjoÔn w k-
trgwna qwr na sumperilambnoun th bsh. To knhtro gia ti k-2-diadromè
enai h eisagwg mia paramètrou, pou ìtan qrhsimopoietai se sunduasmì me
ta k-trgwna, ja kajist ikanoÔ tou ereunhtè na diakrnoun ti tsei sqh-
matismoÔ akm¸n sth bsh sti pleurè enì k-trig¸nou. ParathroÔme ìti
oi pleurè enì k-trig¸nou, ìtan den uprqei h bsh, paristoÔn ènan tÔpo o-
madopohsh akm¸n, pou apotele mìno thn propìjesh th metabatikìthta ,
en¸ h parousa th akm th bsh antanakl th metabatik kleistìthta.
'Etsi, autì o sunduasmì twn paramètrwn pistopoie thn pesh gia metaba-
tik kleistìthta (all mia pesh, pou den auxnetai grammik me to k ston
ekjèth). To sq ma 1.4 deqnei domè 2-, 3- kai 4-2-diadrom¸n. AkoloÔjw ,
oi metr sei aut¸n twn dom¸n enswmat¸nontai se mia statistik anlogh me
thn (7).
Sq ma 1.4: 2-, 3- kai 4-anexrthte 2-diadromè .
1.5.4 Enallaktikè IsodÔname Parametrikopoi sei
Uprqoun isodÔname parametrikopoi sei sti prodiagrafè twn enallaσ -

sìmenwn k-asteri¸n, twn enallassìmenwn k-trig¸nwn kai twn enallassìme-
nwn k-diadrom¸n gia to montèlo, oi opoe èqoun majhmatik komyìthta kai
dieukolÔnoun na epiteuqje mia kalÔterh ermhnea twn fainomènwn.
1. H parmetro tou gewmetrik stajmismènou bajmoÔ montelopoie rht
1 MONT
ELA EKJETIK
WN TUQA
IWN GRAFHM
ATWN MARKOV 29
thn katanom twn bajm¸n, all jètei megalÔtero bro sto pl jo
twn kìmbwn me tou qamhlìterou bajmoÔ , me ta brh na mei¸nontai
gewmetrik ìso oi bajmo auxnontai.
2. H parmetro twn akmiak diamoirasmènwn etarwn (pou lègetai ESP,

apì ta arqik tou ìrou sta agglik: edge-wise shared partner ) montelo-
poie thn katanom twn diamoirasmènwn etarwn twn sundedemènwn dr¸-
ntwn, all me ta brh na mei¸nontai gewmetrik, ìtan o arijmì twn
diamoirasmènwn etarwn auxnetai.
3. H parmetro twn duadik diamoirasmènwn etarwn (pou lègetai DSP, a-

pì ta arqik tou ìrou sta agglik: dyad-wise shared partner) montelo-
poie thn katanom twn diamoirasmènwn etarwn twn dr¸ntwn, oi opooi
mpore de mpore na enai sundedemènoi, all me ta brh na auxnontai
gewmetrik, ìtan o arijmì twn diamoirasmènwn etarwn auxnetai.
Autè oi parametrikopoi sei parousizontai leptomer¸ apì ton Hunter

(2007) [15℄, o opoo exhge ti sqèsei metaxÔ twn isodÔnamwn parametri-
kopoi sewn.
1.5.5 Nèe Prodiagrafè gia Kateujunìmena Graf mata
Oi parapnw perigrafè efarmìzontai se mh-kateujunìmena graf mata. Oi

Snijders et al. (2006) [38℄ prìteinan epsh thn antstoiqh jewra gia kateuju-
nìmena graf mata. Prìteinan duo ekdoqè th paramètrou enallassìmenwn
k-asteri¸n, me th mia na baszetai sta pro -ta-mèsa-astèria kai thn llh sta
pro -ta-èxw-astèria. Gia autì, h ma onomzetai parmetro twn enallassìme-
nwn k -pro -ta-mèsa-asteri¸n kai h llh onomzetai parmetro twn enal-
lassìmenwn k -pro -ta-èxw-asteri¸n, antstoiqa. W pro ìla ta lla, h

jewra enai ìmoia me ekenh twn mh-kateujunìmenwn grafhmtwn. Gia ta ka-
teujunìmena k-trgwna, prìteinan mia dom , sthn opoa h bsh sundèei kateu-
jean duo kìmbou , oi opooi enai epsh sundedemènoi kai me k-kateujunìmene
2-diadromè . To sq ma 1.5 deqnei ta kateujunìmena 2-, 3- kai 4-trgwna. Be-
baw , uprqoun kai lle dunatìthte , ìtan duo kìmboi sthn bsh sundèontai
epsh apì diaforetikoÔ tÔpou 2-hmi-diadrom¸n.
1 MONT
ELA EKJETIK
WN TUQA
IWN GRAFHM
ATWN MARKOV 30
Sq ma 1.5: Kateujunìmena 2-, 3- kai 4-trgwna.

2 TO D
IKTUO FLORENTINE 31
2 To Dktuo Florentine
2.1 ExereÔnhsh DiktÔou
Sto keflaio autì, ìpw kai sta dÔo epìmena, ja efarmìsoume th jewra twn
montèlwn ekjetik¸n tuqawn grafhmtwn Markov, thn opoa èqoume parou-
sisei sto pr¸to keflaio. H efarmog autoÔ tou statistikoÔ montèlou ja
ulopoihje ed¸ mèsw tou pakètou statnet (Goodreau et. al, 2006 [9]).
Sthn pr¸th anlush, ja asqolhjoÔme me ta dedomèna tou diktÔou Florenti-

ne. Ta dedomèna aut sugkentr¸jhkan apì ton John Padgett (1994) [22] kai
aforoÔn èna dktuo 16 istorik¸n oikogenei¸n apì thn Flwrenta, ìpw exels-
setai apì to 1282 èw to 1500. H kÔria sqèsh pou sundèei ti Flwrentianè
oikogèneie enai oi metaxÔ tou gmoi (Flomarriage) kai to antstoiqo (koinw-
nikì) dktuo fanetai sto sq ma 2.1. Mia deÔterh sqèsh enai oi oikonomikè
sunallagè (Flobusiness), pou èqoun metaxÔ tou oi oikogèneie autè .
Mèsw tou peribllonto R, fort¸noume to statnet, kaj¸ kai ti biblio-

j ke ergm (gia thn anlush twn montèlwn ekjetik¸n tuqawn grafhmtwn
Markov) kai sna (gia ti analÔsei koinwnik¸n diktÔwn):
R> library(statnet)
R> library(ergm)
R> library(sna)
Gia na doÔme to sÔnolo twn dedomènwn, pou enai diajèsima sto statnet, ekte-
loÔme:
R> data()
En suneqea, fort¸noume ta dedomèna tou diktÔou Florentine, pou sqhmatzo-

ntai apì ti sqèsei Flomarriage kai Flobusiness:
R> data(florentine)
Gia na doÔme ta diktuak dedomèna twn sqèsewn Flomarriage, ekteloÔme:
R> flomarriage
kai parnoume:
Network attributes:
vertices = 16
directed = FALSE
hyper = FALSE
loops = FALSE
multiple = FALSE
2 TO D
IKTUO FLORENTINE 32
total edges= 20
Vertex attribute names:
vertex.names wealth priorates totalties
edgelist matrix:
[,1] [,2]
[1,] 9 1
[2,] 6 2
[3,] 7 2
[4,] 9 2
[5,] 5 3
[6,] 9 3
[7,] 7 4
[8,] 11 4
[9,] 15 4
[10,] 11 5
[11,] 15 5
[12,] 8 7
[13,] 16 7
[14,] 13 9
[15,] 14 9
[16,] 16 9
[17,] 14 10
[18,] 15 11
[19,] 15 13
[20,] 16 13
'Etsi, blèpoume ìti to dktuo Flomarriage perièqei 16 korufè (oikogèneie )

kai 20 akmè (gmoi). H grafik anaparstash tou diktÔou autoÔ gnetai
mèsw th entol :
R> plot(flomarriage)
ìpou lambnoume to ktwji sq ma:
Sq ma 2.1: To dktuo Flomarriage.

2 TO D
IKTUO FLORENTINE 33

Graf mato
Ja xekin soume me to pio aplì montèlo pou uprqei, to opoo enai gnwstì

w montèlo Bernoulli Erdös - Rényi. H entol gia na to ektelèsoume enai:
R> flomodel1.01 <- ergm(flomarriage~edges)
ìpou lambnoume:
Newton-Raphson iterations: 5
MLE Coefficients:
edges
-1.609
Mia arket pio eÔqrhsth, pio analutik kai qwr perittè plhrofore entol
enai h ktwji:
R> summary(flomodel1.01)
ìpou parnoume:
==========================
Summary of model fit
==========================
Formula: flomarriage ~ edges
Pseudolikelihood Results:
Estimate Std. Error MCMC s.e. p-value
edges -1.6094 0.2449 NA <1e-04 ***
---
Signif. codes: 0 ‘‘***’’ 0.001 ‘‘**’’ 0.01 ‘‘*’’
0.05 ‘‘.’’ 0.1 ‘‘ ’’ 1
Warning:
The standard errors are based on naive pseudolikelihood
and are suspect.
Null Pseudo-deviance: 166.355 on 120 degrees of freedom

Residual Pseudo-deviance: 108.135 on 119 degrees of freedom
Pseudo-deviance: 58.221 on 1 degrees of freedom
AIC: 110.13 BIC: 112.92

2 TO D
IKTUO FLORENTINE 34
Autì pou ma endiafèrei mesa enai h ermhnea tou montèlou. Apì ì,ti blè-
poume, to log-odds na uprqei mia akm enai −1.609, me antstoiqh pijanìth-
ta 0.1667275 (= exp(−1.609)/[1 + exp(−1.609)]). To apotèlesma autì to
perimèname dedomènou ìti h puknìthta tou diktÔou upologzetai ìti enai sh
me 0.16 (= 20/(16 ∗ 15/2)).
Mia prosarmog pou mporoÔme na dialèxoume anafèretai tìso sti akmè ìso
kai ta trgwna:
R> flomodel.02 <- ergm(flomarriage~edges+triangle)
me apotelèsmata:
==========================
==========================
Formula: flomarriage ~ edges + triangle
Newton-Raphson iterations: 16 MCMC sample of size 10000
Monte Carlo MLE Results:

edges -1.6741 0.3509 0.004 <1e-04 triangle 0.1578
0.5904 0.007 0.79
---
Signif. codes: 0 ‘‘***’’ 0.001 ‘‘**’’ 0.01 ‘‘*’’ 0.05
‘‘.’’ 0.1 ‘‘ ’’ 1
Null Deviance: 166.355 on 120 degrees of freedom

Residual Deviance: 107.874 on 118 degrees of freedom
Deviance: 58.481 on 2 degrees of freedom
AIC: 111.87 BIC: 117.45

A doÔme pli p¸ ermhneÔetai to parapnw dktuo. To log-odds na upr-
qei mia akm metaxÔ dÔo koruf¸n enai −1.674 (qwr h akm na prosjètei
kpoio trgwno sto dktuo). An h akm prosjèsei èna akrib¸ trgwno sto
dktuo to log-odds metablletai w ex : −1.674 + 0.158 = −1.516, an pro-
sjèsei dÔo akrib¸ trgwna sto dktuo to log-odds metablletai w ex :
−1.674 + 0.158 ∗ 2 = −1.358, k.o.k.
Oi antstoiqe pijanìthte ja enai se me:
exp(−1.674)/(1 + exp(−1.674)) = 0.158,

exp(−1.516)/(1 + exp(−1.516)) = 0.180 kai
2 TO D
IKTUO FLORENTINE 35
exp(−1.358)/(1 + exp(−1.358)) = 0.204
Mia polÔ shmantik parat rhsh, h opoa gia pr¸th for epishmanetai se

autì to shmeo, all ja epanalhfje arketè forè se ìlh thn ergasa, apo-
tele to gegonì ìti ta arijmhtik apotelèsmata, dedomènou ìti anaferìmaste
se stoqastikè diadikase , ja diafèroun apì ektèlesh se epanektèlesh, all
ìqi kat polÔ. H diaforopohsh ja auxnetai shmantik, ìtan to prosarmo-
smèno montèlo ekfulzetai (ìpw ja doÔme paraktw).
Ta antikemena tou R katèqoun pnta mia klsh. Gia na doÔme thn klsh tou
flomodel.02, den èqoume par na ektelèsoume thn entol :
R> class(flomodel.02)
ìpou lambnoume:
[1] "ergm"
'Ena llo montèlo prosarmog enai to ex , sto opoo ddetai barÔthta sto
qarakthristikì “wealth”:
R> flomodel.03 <- ergm(flomarriage~edges+nodemain("wealth"))
me antstoiqa apotèlesma:
R> summary(flomodel.03)
==========================
==========================
Formula: flomarriage ~ edges + nodemain("wealth")
edges -2.594929 0.536056 NA <1e-04 ***
nodecov.wealth 0.010546 0.004674 NA 0.0259 *
---
Signif. codes: 0 ‘‘***’’ 0.001 ‘‘**’’ 0.01 ‘‘*’’ 0.05
‘‘.’’ 0.1 ‘‘ ’’ 1
Warning:
The standard errors are based on naive pseudolikelihood
and are suspect.
2 TO D
IKTUO FLORENTINE 36

AIC: 107.11 BIC: 112.68
2.3 Statistikè DiktÔou
Arqik a doÔme ta ergalea, ta opoa ma parèqei to R kai ta pakèta statnet,

ermg kai sna, gia th statistik melèth twn diktÔwn. Gia na proume th lsta
twn diajèsimwn statistik¸n analÔsewn, ekteloÔme thn entol :
R> help("ergm-terms")
Ta onìmata twn statistik¸n analÔsewn, pou prokÔptoun me thn ektèlesh th

prohgoÔmenh entol , qrhsimopoioÔntai san orsmata entì parenjèsewn:
ergm (prosarmog enì ergm montèlou)

simulate (prosomowsh grafhmtwn apì mia ergm prosarmog )
summary (perlhyh statistik¸n analÔsewn)
O ktwji pnaka ma ddei tou ìrou autoÔ kai ta aparathta proairetik

orsmat tou :
Term Undir? Dir? Required Optional
Basic terms
Edges X X
mutual X
Nodal attribute terms

Nodecov X X attrname
(nodemain) X X attrname
(nodefactor) X X attrname
Receivercov X attrname
Sendercov X attrname
Nodemix X X attrname
Nodematch X X attrname
absdiff X X attrname
smalldiff X X attrname
Relational attribute terms

dyadcov X X attrname
hamming X X network
2 TO D
IKTUO FLORENTINE 37
Degree terms
degree X vec. of degrees attrname
idegree X vec. of degrees attrname
odegree X vec. of degrees attrname
gwdegree X alpha, fixed
isolates X
Star terms
Kstar X vec. of degrees attrname
istar X vec. of degrees attrname
ostar X vec. of degrees attrname
m2star X
Cycle and triangle terms

triangle X X attrname
ctriad X attrname
ttriad X attrname
tripercent X X attrname
cycle X X vec. of cycle sizes
Actor-specific effects
receiver X
sender X
sociality X
Shared partner terms

esp (edgewise shared) X vec. of partners#s
dsp X vec. of partners#s
gwesp X alpha, fixed
gwdsp X alpha, fixed
Bounded terms
bounded.degree X bound, vec. of degrees
bounded.idegree X bound, vec. of degrees
bounded.odegree X bound, vec. of degrees
bounded.kstar X bound, vec. of degrees
bounded.istar X bound, vec. of degrees
bounded.ostar X bound, vec. of degrees
2.4 Prosomowsh DiktÔou
Autì pou ma endiafèrei sthn prosomowsh enai kat pìso ja lboume dktua,
ta stoiqea twn opown antapokrnontai qwr idiatere apoklsei sta arqik
2 TO D
IKTUO FLORENTINE 38
dedomèna. Gia na to knoume autì, qrhsimopoioÔme thn ex entol :

R> flomodel.03.sim <- simulate(flomodel.03,nsim=10)
H parapnw entol ja dhmiourg sei 10 dktua, ìpw fanetai apì to ìrisma
nsim=10, to opoo diaforetik mpore na ekteleste apì thn entol :
R> length(flomodel.03.sim$networks) [1] 10

Gia na doÔme ektenèstera ti apotelèsmata prokÔptoun apì aut n thn pro-
somowsh, ekteloÔme:
R> flomodel.03.sim$networks [[1]] Network attributes:
vertices = 16
directed = FALSE
loops = FALSE
total edges= 19
Vertex attribute names:
vertex.names wealth priorates totalties
edgelist matrix:
[,1] [,2]
[1,] 13 1
[2,] 15 1
[3,] 6 2
[4,] 15 2
[5,] 7 3
[6,] 8 3
[7,] 9 3
[8,] 7 4
[9,] 15 4
[10,] 14 5
[11,] 9 6
[12,] 9 7
[13,] 10 7
[14,] 11 7
[15,] 16 7
[16,] 16 9
[17,] 11 10
[18,] 12 10
[19,] 15 14
Sta apotelèsmata aut, an anatrèxoume sta arqik dedomèna tou diktÔou,
blèpoume ìti èqoume elqisth apìklish me aut. Autì to gegonì faner¸nei
me xekjaro trìpo ìti kname mia kal prosarmog , ìson afor to montèlo
pou epilèxame. Mia grafik anaparstash tou montèlou ma se autì to shmeo
ja ma dexei ti diaforè me to arqikì dktuo:
2 TO D
IKTUO FLORENTINE 39
R> plot(flomodel.03.sim$networks [[1]])
Sq ma 2.2: H prosomowsh tou prosarmosmènou diktÔou Flomarriage.
2.5 Prosarmog Montèlou
Ja elègxoume ed¸ kat pìso kal ta montèla ma prosarmìsthkan sta arqik

ma dedomèna, sugkrnonta thn omoiìthta twn prosomoiwmènwn grafhmtwn
me to arqikì dktuo. Oi entolè pou prèpei na ektelèsoume enai oi ex :
R> flomodel.03.gof <- gof(flomodel.03~degree,verbose=TRUE) R>

flomodel.03.gof R> plot(flomodel.03.gof)
H pr¸th kai deÔterh entol èqoun w apotelèsmata:
Goodness-of-fit for degree

obs min mean max MC p-value
0 1 0 1.26 4 1.00
1 4 0 3.25 7 0.86
2 2 1 4.31 9 0.30
3 6 0 3.52 8 0.24
4 2 0 1.99 6 1.00
5 0 0 1.03 6 0.80
6 1 0 0.38 2 0.74
7 0 0 0.19 2 1.00
8 0 0 0.04 1 1.00
9 0 0 0.03 1 1.00
10 0 0 0.00 0 1.00
11 0 0 0.00 0 1.00
2 TO D
IKTUO FLORENTINE 40
12 0 0 0.00 0 1.00
13 0 0 0.00 0 1.00
14 0 0 0.00 0 1.00
15 0 0 0.00 0 1.00
en¸ apì thn trth entol kai thn dignwsh th poiìthta th prosarmog
prokÔptei to paraktw sq ma.
Goodness−of−fit diagnostics
0.5
0.4
proportion of nodes
0.3
0.2
0.1
0.0
0 1 2 3 4 5 6 7 8 9
degree
Sq ma 2.3: Dignwsh poiìthta prosarmog .
2.6 Ekfulismì kai Diagnwstik
Enai gegonì ìti ìso kalÔterh enai h poiìthta prosarmog twn prosomoi-
wmènwn diktÔwn, se sqèsh pnta me to upì melèth dktuo, tìso kalÔterh enai
h ektmhsh th sunrthsh pijanofneia . To qeirìtero senrio pou mporoÔ-
me na bi¸soume enai ta prosomoiwmèna dktua na enai telew diaforetik apì
to parathroÔmeno dktuo. Autì mpore na sumbe gia duo lìgou . O pr¸to
mpore na enai h apotuqa sÔgklish tou algorjmou prosomowsh . O llo
2 TO D
IKTUO FLORENTINE 41
lìgo sumbanei ìtan oi parmetroi tou montèlou, pou qrhsimopoioÔntai gia

thn prosomowsh, apèqoun arket apì ta MLE. O deÔtero lìgo profan¸
mpore na diorjwje me thn epilog katllhlwn paramètrwn.
A jewr soume loipìn arqik kpoia diagnwstik gia thn akrbeia tou algor-
jmou prosomowsh kai trìpou beltws tou:
R> args(ergm) R> fit

<-ergm(flobusiness~edges+kstar(2:3)+triangle,interval=1, R+
burnin=0)
me apotelèsmata:
Iteration 1 of at most 3: the log-likelihood improved by 0.4807

The instability of the model is: 2.8 Instabilities greater than 1
suggest the model is degenerate.
Gia na doÔme ta diagnwstik pou parqjhkan:
R> mcmc.diagnostics(fit,center=F)
Correlations of sample statistics:
, , cor
edges kstar2 kstar3 triangle
edges 1.0000000 0.8999023 0.7366523 0.4254382
kstar2 0.8999023 1.0000000 0.9510883 0.7219644
kstar3 0.7366523 0.9510883 1.0000000 0.8255294
triangle 0.4254382 0.7219644 0.8255294 1.0000000
, , lag1

edges 0.9894460 0.8893688 0.7261010 0.4216108
kstar2 0.8885878 0.9854299 0.9347240 0.7151514
kstar3 0.7253073 0.9345277 0.9793106 0.8167149
triangle 0.4213451 0.7154938 0.8173699 0.9934285
A elègxoume sto shmeo autì mia prokajorismènh prosarmog montèlou:
R> fit <- ergm(flobusiness~edges+kstar(2:3)+triangle)

The instability of the model is: 3.2 Instabilities greater than 1
2 TO D
IKTUO FLORENTINE 42
suggest the model is degenerate.

edges 1.0000000 0.9502753 0.8492467 0.6948506
kstar2 0.9502753 1.0000000 0.9649674 0.8305583
kstar3 0.8492467 0.9649674 1.0000000 0.8647073
triangle 0.6948506 0.8305583 0.8647073 1.0000000
, , lag1

edges 0.5499252 0.5173059 0.4474066 0.4277306
kstar2 0.5205708 0.5097784 0.4559730 0.4665123
kstar3 0.4502072 0.4566472 0.4203904 0.4513915
triangle 0.4299360 0.4647376 0.4463613 0.5385043
Akìmh endiafèron ja tan na dhmiourg soume to sunduasmèno dktuo akm¸n

kai gia ti dÔo sqèsei maz Flomarriage kai Flobusiness:
R> combined <-

network((flobusiness+flomarriage)[,],directed=FALSE)
R> fit <- ergm(combined~triangle)

Correlations of sample statistics:

triangle
triangle 0.02229741
3 TO D
IKTUO FMH 43
3 To Dktuo FMH
3.1 ExereÔnhsh DiktÔou
To deÔtero pardeigma enai èna dktuo fila , pnw sto opoo ja efarmìsoume
ti analÔsei th mejodologa tou montèlou ekjetikoÔ tuqaou graf mato
Markov, sÔmfwna me ti shmei¸sei tou seminarou gia to statnet kai to ergm
twn Goodreau et al. (2008) [10℄. Autì to dktuo apoteletai apì sqèsei fi-
la metaxÔ twn majht¸n tou gumnasou Faux Magnolia High, pou brsketai
sti anatolikè HPA. Se autì to dktuo ja anaferìmaste me to akrwnÔmio
FMH.
AfoÔ fort¸soume to statnet kai ti biblioj ke tou ergm kai tou sna,
diabzoume ta dedomèna tou diktÔou Faux Magnolia High:
R> data(faux.magnolia.high)
To dktuo autì to metonomzoume fmh:
R> fmh <- faux.magnolia.high

H entol pou ma dnei analutik ti perilambnei to dktuo enai:
R> fmh
Dedomènou ìmw ìti to apotèlesma th prohgoÔmenh entol enai idiate-
ra ektetamèno (perilambnei kai th lsta akm¸n tou diktÔou), mporoÔme na
ektelèsoume thn dia entol me thn paraktw sÔntomh morf :
R> summary(fmh)
opìte parnoume:
Network attributes:
vertices: 1461
directed:
Mode FALSE
logical 1
hyper:
Mode FALSE
logical 1
loops:
Mode FALSE
logical 1
multiple:
Mode FALSE
3 TO D
IKTUO FMH 44
logical 1
bipartite:
Mode FALSE
logical 1
total edges= 974
density = 0.000913242
Vertex attributes:
vertex.names:
Length Class Mode

1461 character character
Race: Asian Black Hisp NatAm Other White

48 261 68 24 7 1053
Grade:
7 8 9 10 11 12
185 210 317 299 257 193
Sex:
F M
768 693
Blèpoume ìti to dktuo èqei 1461 korufè kai 974 akmè . Profan¸ , upr-
qoun pollè memonwmène korufè (memonwmènoi majhtè ). Epsh , blèpoume
ìti oi korufè (majhtè ) èqoun tra qarakthristik: ful , bajmologa kai
fÔlo (majht¸n).
Gia na doÔme to dktuo FMH qwr ti memonwmène korufè ekteloÔme thn

entol :
R> plot(fmh,displayisolates=FALSE)
kai prokÔptei to dktuo, pou fanetai sto sq ma 3.1.
'Opw blèpoume, uprqei mia meglh sunist¸sa kai arketè lle , faner
mikrìtere . Prèpei na poÔme pli ìti èqoume {afairèsei} ti memonwmène
korufè . An den ti afairoÔsame, ja proèkupte èna arket pio puknì kai
{dusangnwsto} dktuo, pou fanetai sto sq ma 3.2.
3 TO D
IKTUO FMH 45
Sq ma 3.1: To dktuo FMH qwr ti memonwmène korufè .
Gia na proume t¸ra thn katanom twn sunistws¸n tou diktÔou ekteloÔme
thn entol :
R> table(component.dist(fmh)$csize)
h opoa dnei:
1 2 3 4 5 6 7 8 9 11 12 19 23 439
524 64 29 11 12 4 7 4 1 1 1 1 1 1
MporoÔme na sqedisoume to dktuo me ti korufè qrwmatismène anloga
th bajmologa twn majht¸n (sq ma 3.3). H entol èqei w ex :
R> plot(fmh,displayisolates=FALSE,vertex.col="Grade")
3 TO D
IKTUO FMH 46
Sq ma 3.2: To dktuo FMH me ti memonwmène korufè .
Gia na doÔme thn katanom twn bajm¸n (degrees) twn koruf¸n:
R> fmh.degreedist<-table(degree(fmh,cmode="indegree"))
R> fmh.degreedist
parnoume:
0 1 2 3 4 5 6 7 8
524 403 271 128 85 30 13 5 2
H entol aut mpore na prei kai thn ex morf :
R> summary(fmh~degree(0:8))
Gia thn katanom twn bajm¸n anloga me ta qarakthristik twn majht¸n, h
entol enai:
3 TO D
IKTUO FMH 47
Sq ma 3.3: To dktuo FMH (qwr ti memonwmène korufè ) me ti korufè

qrwmatismène anloga th bajmologa twn majht¸n.
R> summary(fmh~degree(0:8,"Attribute")),
ìpou sth jèsh tou Attribute bzoume, kat antistoiqa, autì pou ma en-
diafèrei (Grade, Sex, Race).
Kti idiatera endiafèron enai ta trgwna, ta opoa emfanzontai sto dktuo

FMH. H entol gia thn arjmhsh twn trig¸nwn èqei w ex :
R> summary(fmh~triangle)
me apotèlesma:
triangle
169
Mia entol pou mpore na dexei to p¸ dhmiourgoÔntai oi file anloga me
ta qarakthristik enai h mixingmatrix. A th doÔme p¸ efarmìzetai gia
ta tra qarakthristik tou diktÔou:
3 TO D
IKTUO FMH 48
R> mixingmatrix(fmh,"Grade")
Note: Marginal totals can be misleading
for undirected mixing matrices.
7 8 9 10 11 12
7 110 11 3 3 0 0
8 11 165 9 7 0 2
9 3 9 152 24 10 4
10 3 7 24 151 38 11
11 0 0 10 38 152 32
12 0 2 4 11 32 90
R> mixingmatrix(fmh,"Sex")
F M
F 430 285
M 285 259
R> mixingmatrix(fmh,"Race")
Asian Black Hisp NatAm Other White
Asian 7 4 0 1 0 35
Black 4 85 9 3 0 57
Hisp 0 9 1 0 0 48
NatAm 1 3 0 3 0 25
Other 0 0 0 0 0 5
White 35 57 48 25 5 691
'Opw blèpoume, h kÔria diag¸nio tou mixing matrix gia th bajmologa

èqei arket megalÔtere timè apì ìla ta lla stoiqea tou pnaka. Autì ma
deqnei ìti majhtè me dia bajmologa èqoun thn tsh na sunptoun euko-
lìtera filikè sqèsei metaxÔ tou . All ìmw , den fanetai na isqÔei kti
antstoiqo gia to fÔlo th ful twn majht¸n.
3 TO D
IKTUO FMH 49

Graf mato
H melèth ja xekin sei, ìpw kai sthn prohgoÔmenh anlush tou diktÔou Flo-
rentine, me to pio aplì montèlo pou uprqei, to montèlo Bernoulli Erdös -
Rényi. 'Eqoume loipìn:
R> model1<-ergm(fmh~edges)
R> summary(model1)
kai parnoume:
==========================
==========================
Formula: fmh ~ edges
edges -6.99760 0.03205 NA <1e-04 ***
---
Signif. codes: 0 ‘‘***’’ 0.001 ‘‘**’’ 0.01 ‘‘*’’ 0.05 ‘‘.’’
0.1 ‘‘ ’’ 1
Warning:
The standard errors are based on naive
pseudolikelihood and are suspect.
Null Pseudo-deviance: 1478525 on 1066530 deg. of freedom

Residual Pseudo-deviance: 15580 on 1066529 deg. of freedom
Pseudo-deviance: 1462944 on 1 deg. of freedom
AIC: 15582 BIC: 15594
En autì to dktuo eqe paraqje apì to sugkekrimèno montèlo, tìte h ektmh-
sh (log-odds) gia ti akmè ja tan sh me −6.998. 'Ara h pijanìthta na
uprqei kpoia akm enai exp(−6.998)/(1 + exp(−6.998)) = 0.000913. H en-
tol summary(fmh) ma deqnei ìti h puknìthta tou diktÔou enai ìntw sh me
0.000913, dhlad , to phlko twn akm¸n tou graf mato pro ìle ti dunatè
akmè pou ja mporoÔse na èqei to grfhma (974/((1461 ∗ 1460)/2)).
H entol ergm perilambnei poll antikemena, ta opoa mporoÔme na doÔme

¸ ex :
3 TO D
IKTUO FMH 50
R> names(model1)
[1]"coef" "sample" "iterations" "mle.lik"
"MCMCtheta" "loglikelihoodratio" "gradient"
[8]"hessian" "covar" "samplesize" "failure"
"mc.se" "glm" "glm.null"
[15]"null.deviance" "aic" "theta1"
"offset" "drop" "network" "newnetwork"
[22]"formula" "constraints" "prop.weights"
'Omw ta plèon endiafèronta stoiqea gia thn anlus kai thn sÔgkrish tou
montèlou enai oi suntelestè (coefficients) kai h pijanofneia (likelihood):
R> model1$coef
edges
-6.997596
R> model1$mle.lik
[1] -7790.104
'Opw gnwrzoume apì ti empeire th efhbea , oi sqèsei fila sto Gumnsi-

o den enai tuqae . To er¸thma pou tjetai enai p¸ mporoÔme na anakalÔyou-
me enallaktikè upojèsei gia thn uprqousa dom kai gia th diadikasa pou
th dhmioÔrghse. H apnthsh ddetai apì ti pollè dunatìthte montelopo-
hsh th mejodologa pou meletme.
'Ena kalì montèlo, gia na arqsoume, enai autì pou protenei mia tsh gia
taxinomhmènh anmeixh - dhlad , ìti uprqei megalÔterh pijanìthta sqhmati-
smoÔ sundèsewn metaxÔ atìmwn th dia ful , fÔlou bajmologa . Au-
tì to montèlo enai to katllhlo gia na proqwr soume thn èreuna, dedomè-
nou ìti emfanzei duadik anexarthsa. 'Opw exhgetai apì tou Hunter et
al. (2008b) [16], tètoia montèla jewroÔntai genik¸ ìti enai pio eÔkolo na
prosarmostoÔn apì ìti lla montèla kai h diadikasa prosarmog aut kje
aut den ephrezetai apì to en to montèlo enai akatllhlo gia ta dedomèna.
Se aut n thn perptwsh autì apotele epsh mia arket logik upìjesh pou
mpore na protaje gia tètoia montèla.
A elègxoume loipìn thn tsh gia taxinomhmènh anmeixh, h opoa enai omoiìmor-
fh gia kje klsh qarakthristik¸n dhlad , thn perptwsh pou uprqei h
dia tsh gia sÔnayh sqèsewn metaxÔ majht¸n th dia ful (gia pardeig-
ma), anexrthta apì th ful , sthn opoa anaferìmaste. Autì to montèlo
mpore na prosarmoste qrhsimopoi¸nta thn entol nodematch me to proka-
jorismèno ìrisma th diff=FALSE:
R> model2 <- ergm(fmh~edges+nodematch("Grade")+nodematch

R+ ("Race")+nodematch("Sex"))
R> summary(model2)
3 TO D
IKTUO FMH 51
Opìte parnoume:
==========================
==========================
Formula: fmh ~ edges + nodematch("Grade") + nodematch("Race") +
nodematch("Sex")
edges -10.01277 0.11526 NA <1e-04 ***
nodematch.Grade 3.23105 0.08788 NA <1e-04 ***
nodematch.Race 1.19646 0.08147 NA <1e-04 ***
nodematch.Sex 0.88438 0.07057 NA <1e-04 ***
---
Signif. codes: 0 ‘‘***’’ 0.001 ‘‘**’’ 0.01 ‘‘*’’ 0.05 ‘‘.’’
0.1 ‘‘ ’’ 1
Warning:
The standard errors are based on naive
pseudolikelihood and are suspect.
Null Pseudo-deviance: 1478525 on 1066530 deg. of freedom
Residual Pseudo-deviance: 13057 on 1066526 deg. of freedom
Pseudo-deviance: 1465467 on 4 deg. of freedom
AIC: 13065 BIC: 13113
A doÔme pio sunoptik ìmw aut pou ma endiafèroun mesa:
R> model2$coef
edges nodematch.Grade nodematch.Race nodematch.Sex

-10.0127658 3.2310453 1.1964585 0.8843782
kai
R> model2$mle.lik [1] -6528.714
Blèpoume ìti kai oi tèsserei ìroi enai shmantiko. Epsh blèpoume mia dra-
matik aÔxhsh sthn pijanofneia tou montèlou autoÔ se sqèsh me to pr¸to
montèlo. Ja mporoÔse kane na èkane, an jele, ènan tupikì èlegqo tou
lìgou pijanofanei¸n metaxÔ twn dÔo montèlwn.
H ermhnea twn suntelest¸n autoÔ tou montèlou enai sqetik¸ apl : to

log-odds enì desmoÔ, pou enai pl rw eterogen (ta duo mèlh diafèroun
w pro th ful , to fÔlo kai th bajmologa) enai −10.01. To log-odds
enì desmoÔ, pou enai omoiogen mìno w prì th ful , enai −8.8163073
(= −10.0127658+1.1964585). Epiprìsjeta, èna desmì , omoiogen w pro
3 TO D
IKTUO FMH 52
th bajmologa, èqei log-odds −6.7817205 (= −10.0127658 + 3.2310453), e-

n¸, w prì to fÔlo, −9.1283876 (= −10.0127658 + 0.8843782). Tèlo ,
èna desmì , pou enai omoiogen kai sta tra qarakthristik (ful , fÔlo
kai bajmologa) èqei log-odds −4.7008838 (= −10.0127658 + 3.2310453 +
1.1964585 + 0.8843782).
Ereun¸nta ektenèstera, mporoÔme na doÔme ti akrib¸ sullambnei kai ti ìqi

to montèlo pou prosarmìsame, w pro th dom twn arqik¸n ma dedomènwn.
Gia na to knoume autì, qrhsimopoioÔme thn prosarmog tou montèlou, pou
dh èqoume dhmiourg sei, gia na prosomoi¸soume nèa dktua kai na exetsoume
kat pìso aut enai ìmoia diafèroun apì ta dedomèna ma . H prosomowsh
diktÔwn sto ergm gnetai mèsw th entol simulate:
R> sim2<-simulate(model2,burnin=1e+6,verbose=TRUE) Starting 1

MCMC iteration of 1e+06 steps.
TNT sampler accepted 32.995% of 1000000 proposed steps.
Apì ìti blèpoume, to posostì ton protsewn pou gnane dektè enai 33%. 'H,
alli¸ , epeid allxame ton arijmì twn bhmtwn sthn alusda th prosomow-
sh (thn tim tou burn-in) apì ton prokajorismèno arijmì 1.000 se 1.000.000,
mporoÔme na poÔme ìti 330.000 protsei apì ti sunolikè 1.000.000 gnane
dektè . Epiprìsjeta, to ìrisma verbose=TRUE ma deqnei sta apotelèsmata
to posostì th epituqa th prosomows ma .
Kti pou krnetai idiaitèrw qr simo enai h exètash twn mixing matrices gia
ta qarakthristik tou diktÔou gia na doÔme p¸ aut mporoÔn na sugkrijoÔn:
R> mixingmatrix(sim2,"Sex")
F M
F 420 295
M 295 290
R> mixingmatrix(fmh,"Sex")
F M
F 430 285
M 285 259
R> mixingmatrix(sim2,"Race") Note: Marginal totals can be

misleading
Asian 0 6 0 0 1 20
Black 6 41 9 0 0 112
3 TO D
IKTUO FMH 53
Hisp 0 9 5 1 0 32
NatAm 0 0 1 0 0 16
Other 1 0 0 0 0 2
White 20 112 32 16 2 760
R> mixingmatrix(fmh,"Race")
Asian 7 4 0 1 0 35
Black 4 85 9 3 0 57
Hisp 0 9 1 0 0 48
NatAm 1 3 0 3 0 25
Other 0 0 0 0 0 5
White 35 57 48 25 5 691
R> mixingmatrix(sim2,"Grade")
7 8 9 10 11 12
7 64 6 9 8 12 3
8 6 89 15 12 4 10
9 9 15 234 14 17 8
10 8 12 14 214 19 10
11 12 4 17 19 146 7
12 3 10 8 10 7 104
R> mixingmatrix(fmh,"Grade")
7 8 9 10 11 12
7 110 11 3 3 0 0
8 11 165 9 7 0 2
9 3 9 152 24 10 4
10 3 7 24 151 38 11
11 0 0 10 38 152 32
12 0 2 4 11 32 90
Epsh , kti pou endiafèrei mesa, enai h sÔgkrish th katanom twn baj-
m¸n:
R> plot(summary(fmh~degree(0:10)),type="l",lty=1)
R> lines(summary(sim2~degree(0:10)),lty=2)
Tèlo , a doÔme kai th sÔgkrish tou pl jou twn trig¸nwn:
R> summary(fmh~triangle) triangle
169
R> summary(sim2~triangle) triangle
2
3 TO D
IKTUO FMH 54
500
400
summary(fmh ~ degree(0:10))
300
200
100
0
2 4 6 8 10
Index
Sq ma 3.4: SÔgkrish katanom bajm¸n metaxÔ twn diktuak¸n dedomènwn

FMH kai tou deÔterou montèlou (model 2).
Apì ìti blèpoume, sta dedomèna uprqoun 169 trgwna, en¸ to montèlo th
prosomowsh ma èdwse mìno 2. Fanetai loipìn xekjara ìti to sugkekri-
mèno montèlo den sunèlabe th diadikasa, pou dhmioÔrghse ton parathroÔmeno
arijmì twn trig¸nwn.
3.3 Anagn¸rish EkfulismoÔ tou Montèlou
Gia na parathr soume p¸ akrib¸ emfanzetai o ekfulismì sthn prxh kai

p¸ gnetai h dignws tou mèsw th ektmhsh tou montèlou, pou èqoume
epilèxei, ja ergasjoÔme pnw se èna sugkekrimèno pardeigma. Kat' arq n,
a knoume mia prosarmog me ìle ti prokajorismène (default) paramètrou
th entol ergm.
R> model3<-ergm(fmh~edges+triangle)

3 TO D
IKTUO FMH 55
The instability of the model is: 2.5 Instabilities greater

than 1 suggest the model is degenerate.
Krnonta apì to teleutao apotèlesma, to montèlo autì enai ekfulismèno.

A analÔsoume ektenèstera th dignwsh gia th diadikasa prosarmog mo-
ntèlou MCMC:
R> pdf("model3diagnostics.pdf")
R> mcmc.diagnostics(model3)
R> dev.off()
Oi entolè autè dhmiourgoÔn èna arqeo pdf, apì to opoo parnoume to sq -
ma 3.5, ìpou mporoÔme na doÔme ti sumbanei sth statistik tou montèlou
kat thn teleutaa epanlhyh th diadikasa ektmhsh MCMC (t¸ra thn
epanlhyh 3, epeid h prokajorismènh tim tou maxit sto ergm enai 3). Oi
grafikè parastsei sto aristerì mèro deqnoun th qronik metabol th
alusda , en¸ dexi ta antstoiqa istogrmmata. 'Eqei gnei h kanonikopohsh
w pro ta parathroÔmena dedomèna, pou ed¸ antistoiqoÔn sto 0. Se èna
montèlo, pou sugklnei, tètoie statistikè metabllontai stoqastik gÔrw
apì th mèsh tim , all den apoklnoun makri apì aut n, ìpw sumbanei
t¸ra. Epomènw , brskoume ìti oi arqikè ma ektim sei gia ti timè twn
suntelest¸n dhmiourgoÔn dktua me polÔ perissìtera trgwna apì aut pou
parathroÔntai sta dedomèna, gegonì to opoo kajist adÔnath thn ektmhsh
th mègisth pijanofneia . Autì enai mia kal èndeixh ìti èqoume èna ekfu-
lismèno montèlo.
P¸ alli¸ ja mporoÔsame na aniqneÔame ton ekfulismì? 'Ena llo trìpo

ja tan h qrhsimopohsh tou orsmato verbose:
R> model3 <- ergm(fmh~edges+triangle,verbose=TRUE)
Sta apotelèsmata parnoume ta paraktw:
The density of the returned network is 0.00100512878212521

The density of the original network is 0.00091324200913242
Summary of simulation, relative to observed network:
edges triangle
Min. -165.00000 -36.00000
1st Qu. -61.00000 -7.00000
Median -31.00000 23.00000
Mean -29.52000 32.80000
3rd Qu. -1.00000 70.00000
Max. 150.00000 160.00000
std. err. 0.46992 0.49081
3 TO D
IKTUO FMH 56
Sq ma 3.5: Diagnwstik MCMC tou trtou montèlou.
std. t units. -62.81719 66.81999

p.value dev. 0.00000 0.00000
std. dev. 46.99207 49.08097
Tìte blèpoume ìti se aut n th sugkekrimènh prosomowsh h mèsh tim th

statistik akm¸n pèftei èxw pra polÔ, ìpw kai twn trig¸nwn. Epiplèon,
to dktuo, pou prokÔptei telik, èqei puknìthta sqedìn dÔo forè megalÔterh
apì thn puknìthta tou arqikoÔ diktÔou. Lìgw th isqur astjeia sthn
prosarmog tou montèlou, kje for pou trèqei kane aut n thn entol ja
parnei shmantikè diaforè sta apotelèsmata. Autì apotele mia llh akì-
ma èndeixh tou ekfulismoÔ. 'Ena llo trìpo dignwsh , pou qrhsimopoie
thn dia arq , enai na gnei h prosomowsh mèsw twn telik¸n ektim sewn twn
suntelest¸n kai sth sunèqeia na sugkrije to prosomoiwmèno dktuo me to
parathroÔmeno w pro ti difore statistikè tou montèlou.
3 TO D
IKTUO FMH 57
Apì thn llh meri, prèpei kane na enai prosektikì na mhn apodeqje po-
lÔ gr gora ton ekfulismì tou montèlou. Ta probl mata sÔgklish , pou
perigrfhsan, mporoÔn, se orismène peript¸sei , na ofelontai ìqi epeid
to montèlo enai ekfulismèno, all apl¸ epeid h alusda Markov den èqei
afeje na trèxei gia arket meglo qronikì disthma ¸ste na mporèsei na ka-
lÔyei to deigmatoq¸ro epark¸ . Idiatera, kti tètoio mpore na sumbe, en
oi arqikè timè th ektmhsh brskontai polÔ makri apì thn ektmhsh th
mègisth pijanofneia (MLE). Prin loipìn katal xei kane sth dignwsh
tou ekfulismoÔ, ja prèpei na diereun sei kpoie epiprìsjete epilogè . Gia
autì to idiatero montèlo, kama apì ti epilogè autè den mpore na bohj sei
shmantik, all ja ti ektelèsoume en edei exskhsh .
Mia mesh lÔsh ja tan h aÔxhsh tou megèjou diast mato kai twn dÔo
tou degmato sto MCMC:
R> model3.take2 <- ergm(fmh~edges+triangle,MCMCsamplesize=1e+5,

R+ interval=1000,verbose=TRUE)
Sta apotelèsmata, pro to tèlo , blèpoume ta paraktw sqìlia:
Warning:
The network has more than 50000 edges, and the model is
likely to be degenerate.
Warning: The diagnostics indicate that the model is very
unstable.
They suggest that the model is degenerate,
and that the numerical summaries are suspect.
Oi dÔo autè proeidopoi sei apoteloÔn kajarì shmdi ìti h sÔgklish èqei

apotÔqei.
Mia llh lÔsh ja tan h mewsh tou m kou tou b mato h aÔxhsh tou
sunolikoÔ arijmoÔ epanal yewn kai ta dÔo:
R> model3.take3 <- ergm(fmh~edges+triangle,maxit=25,

R+ control=control.ergm(steplength=0.25),verbose=TRUE)
Sthn perptwsh aut , merikè forè to montèlo dnei parìmoia sflmata ìpw
to montèlo model3.take2. 'Allote mpore na emfaniste mia tèleia prosarmo-
g , me ti ektim sei twn suntelest¸n na stajeropoioÔntai gÔrw apì to -7.28
kai to 4.95. 'Omw h eustjeia aut enai teqnht : Exetzonta ti diagnw-
stikè MCMC kai- prosomoi¸nonta apì ti arqikè statistikè mporoÔme
na doÔme ìti sthn pragmatikìthta to montèlo apotugqnei na sugklnei.
Mia telik epilog enai na jewr soume ènan enallaktikì tÔpo apì to MCMC,
pou mpore na eisaggei kpoiou periorismoÔ sth diadikasa ektmhsh . Sthn
3 TO D
IKTUO FMH 58
prokajorismènh tou morf to MCMC sto ergm den èqei periorismoÔ , all
diabajmzei thn epilog twn desm¸n (yi,j = 1) kai twn mh desm¸n (yi,j = 0)
ètsi ¸ste na exasfalzetai h epilog kje txh me sunolik pijanìthta 0.5
anexrthta apì thn puknìthta tou diktÔou. Sto statnet h lÔsh aut o-
nomzetai TNT (dhlad , “tie/no-tie” desmì /mh-desmì ). 'Omw , ja
mporoÔse na epilege mia lÔsh, pou periorzei to deigmatikì q¸ro, p.q., me
th stajeropohsh tou sunolikoÔ arijmoÔ akm¸n tou bajmoÔ kìmbwn. Aut
mporoÔn na epilegoÔn prosjètonta to ìrisma constraints=~edges con-
straints=~degrees sthn entol ergm, antistoqw . H lÔsh aut sthrzetai
sth jewrhtik pepojhsh ìti oi periorismo mporoÔn na sullboun th genik
idèa th stoqastik diadikasa pou dièpei to dktuo. An autì de sumbanei,
ja uprqei kpoio ekfulismì . 'Alle epilogè gia periorismoÔ diabajm-
sei tou MCMC dnontai sthn ergasa twn Morris et al. (2008) [20] mporoÔn
na brejoÔn sth bo jeia th entol ergm.
3.4 Mh Ekfulismèna Montèla Duadik Exrthsh
Sthn paroÔsa enìthta ja melet soume mia apì ti prìsfata protajese sta-

tistikè , h opoa sqetzetai sten me thn parousa twn trig¸nwn kai èqei
apodeiqje sthn prxh perissìtero eustaj ston ekfulismì. Aut enai h
statistik GWESP (Geometrically Weighted Edgewise Shared Partner), thn
opoa eqame parousisei jewrhtik sthn enìthta 1.5 (a jumsoume ti basi-
kè bibliografikè anaforè : Snijders et al., 2006 [38], Robins et al., 2007b
[31] kai Hunter, 2007 [15]). Epeid emaste pepeismènoi se meglo bajmì ìti u-
fstantai oi diadikase th taxinomhmènh anmeixh se autè ti peript¸sei ,
ja prosjèsoume aut th nèa statistik sto montèlo 2. Oi statistikè GW-
ESP èqoun mia parmetro klimkwsh (α), kaj¸ epsh kai thn parmetro
tou sun jou suntelestoÔ. An kai to ergm mpore na knei thn prosarmo-
g th MLE tautìqrona kai gia ti dÔo paramètrou , genik¸ autì apaite
perissìtero upologistikì qrìno mèqri na ftsoume sth sÔgklish. Sthn e-
nìthta aut , qrin aplìthta , ja diereun soume ta montèla me stajer tim α.
'Otan h parmetro klimkwsh enai sh me 0, oi statistikè enai isodÔname

me ton arijmì twn akm¸n, pou uprqoun se èna toulqiston trgwno, en¸,
ìtan tenei sto peiro, oi statistikè proseggzoun trei forè ton arijmì
twn trig¸nwn. Epiplèon, ìso pio mikrì enai to α, tìso pio pijanì enai to
montèlo ma na mhn enai ekfulismèno. Gia autì, xekinoÔme me tim tou α kont
sto 0 kai thn auxnoume, gia na doÔme kat pìso kal ja tairizei to montèlo
sto pragmatikì pl jo twn trig¸nwn.
R> model4.take1 <- ergm(fmh~edges+nodematch("Grade")+

R+ nodematch("Race")+nodematch("Sex")+gwesp(0,fixed=TRUE),
R+ MCMCsamplesize=1e+5,control=control.ergm(steplength=0.25),
R+ maxit=15,verbose=TRUE)
3 TO D
IKTUO FMH 59
To pr¸to gegonì pou parathroÔme enai ìti h ektmhsh gia na lbei q¸ra
qreizontai apì 15 èw 20 lept, anloga me thn isqÔ tou hlektronikoÔ ma u-
pologist . Autì ìmw pou ma endiafèrei mesa kai prèpei na exetsoume, kai
sth sunèqeia na apofanjoÔme, enai pìso kal p ge h prosarmog , poiè enai
oi grafikè parastsei th diagnwstik kai pìse akmè kai trgwna h pro-
somowsh perilambnei. H ermhnea twn suntelest¸n tou montèlou GWESP
enai pio polÔplokh apì ta prohgoÔmena montèla duadik anexarthsa :
R> model4.take1$coef
edges nodematch.Grade nodematch.Race nodematch.Sex

-9.8093721 2.7835912 0.9298702 0.7870631
gwesp.fixed.0
1.7899988
W pardeigma, ja upojèsoume ìti èqoume èna zeugri dr¸ntwn, pou diafè-
roun se ìla ta qarakthristik tou . An den èqoun koinoÔ flou , tìte to
log-odds tou na gnoun floi enai −9.795. En èqoun ton opoiod pote jetikì
arijmì koin¸n flwn kai kje èna apì autoÔ enai se èna toulqiston tr-
gwno me ìlou tou llou , tìte to log-odds aut¸n na gnoun floi anèrqetai
se −7.997 (= −9.795 + 1.798). Epiplèon, en to α eqe jetik tim (antjeta
me thn perptwsh aut ìpou α = 0), tìte to log-odds tou na gnoun floi
ja eqe auxhje monìtona (all upì-grammik) w pro ton arijmì twn koin¸n
fil¸n. En kpoioi apì tou koinoÔ flou twn dÔo dr¸ntwn den tan se
kpoia trgwna metaxÔ tou , tìte to log-odds auxnetai akìma perissìtero:
sthn perptwsh α = 0, prostjetai to 1.798 gia kje akm , pou den enai se
kpoio trgwno, kai to 1, ìtan oi dÔo dr¸nte gnoun floi.
A dokimsoume t¸ra me kpoie diaforetikè timè th paramètrou GWESP:

R+ nodematch("Race")+nodematch("Sex")+gwesp(0.1,fixed=TRUE),

R+ nodematch("Race")+nodematch("Sex")+gwesp(0.2,fixed=TRUE),
'Opw parathroÔme, oi mìne diaforè sta parapnw montèla enai sthn tim
tou α sto ìrisma tou gwesp. O skopì enai na epanalboume autè ti entolè
gia diadoqik uyhlìtere timè tou α, mèqri ìtou to log likehood (logarijmik
pijanofneia) stamat na allzei ìse forè jèloume. O èlegqo th
proseggistik log likehood tou montèlou gnetai mèsw twn entol¸n:
3 TO D
IKTUO FMH 60
R> model4.take1$mle.lik
me apotelèsmata:
[1] -5604.138
[2] -5550.591
[3] -5500.916
Enallaktik, ja mporoÔsame na prosomoi¸soume èna perissìtera dktua

kai na sugkrnoume to pl jo twn trig¸nwn tou me to arqikì dktuo.
Prèpei epsh na exetsoume tou suntelestè gia ta difora montèla. Autì

to knoume me th qrhsimopohsh th entol summary, ìpou apì ta apotelèsma-
ta èqoume bglei kpoia peritt stoiqea:
R> summary(model4.take1)

nodematch("Sex") + gwesp(0, fixed = TRUE)
Newton-Raphson iterations: 36 MCMC sample of size 1e+05
edges -9.81643 0.11273 0.002 <1e-04 ***
nodematch.Grade 2.78393 0.08627 0.001 <1e-04 ***
nodematch.Race 0.94487 0.07941 0.001 <1e-04 ***
nodematch.Sex 0.78186 0.06873 0.001 <1e-04 ***
gwesp.fixed.0 1.81277 0.05926 0.001 <1e-04 ***
---
AIC: 11218 BIC: 11278

nodematch("Sex") + gwesp(0.1, fixed = TRUE)
edges -9.78293 0.10464 0.002 <1e-04 ***
nodematch.Race 0.91287 0.07449 0.001 <1e-04 ***
nodematch.Sex 0.77491 0.06373 0.001 <1e-04 ***
3 TO D
IKTUO FMH 61
gwesp.fixed.0.1 1.80179 0.04885 0.001 <1e-04 ***

---
AIC: 11111 BIC: 11171

nodematch("Sex") + gwesp(0.2, fixed = TRUE)
edges -9.77943 0.10872 0.002 <1e-04 ***
nodematch.Race 0.89179 0.07415 0.001 <1e-04 ***
nodematch.Sex 0.78109 0.07066 0.001 <1e-04 ***
gwesp.fixed.0.2 1.79231 0.05958 0.001 <1e-04 ***
AIC: 11012 BIC: 11071
ParathroÔme ìti, anexrthta th tim tou α, ìloi oi ìroi enai statistik sh-
mantiko kai oi suntelestè den allzoun kat polÔ. Epilègoume thn perptw-
sh α = 0.2, gia na suneqsoume (ja mporoÔsame na eqame prei opoiad pote
llh tim ):
R> model4 <- model4.take3
Sto sq ma 3.6 sugkrnoume ta tra m ekfulismèna montèla w pro th loga-

rijmik pijanofneia kai tou suntelestè . Blèpoume ìti to montèlo 4 prgma-
ti belti¸nei thn pijanofneia. ParathroÔme epsh th diafor metaxÔ twn
suntelest¸n tou montèlou 4 kai tou montèlou 2: oi suntelestè auto elat-
t¸nontai me thn statistik twn nèwn trig¸nwn, en¸ oi akmè auxnontai (dh-
lad , gnontai ligìtero arnhtiko). T¸ra, èna omoiogen desmì , pou klenei
èna trgwno, enai perissìtero pijanì apì ènan desmì, pou den klenei èna
trgwno, en¸ kai oi dÔo enai perissìtero pijano apì tou antstoiqou ete-
rogene desmoÔ .
3.5 Poiìthta Prosarmog
H sÔgkrish enì memonwmènou apotelèsmato th prosomowsh me to arqikì

dktuo èqei periorismènh axa. To epìmeno logikì b ma, t¸ra pou èqoume èna
montèlo, to opoo arqzei na sullambnei ikanopoihtik th dom tou arqikoÔ
diktÔou, enai na prosomoi¸soume poll dktua kai na sugkrnoume thn pl rh
katanom twn statistik¸n, pou ma endiafèroun, me ta parathroÔmena dedo-
mèna. A suneqsoume loipìn me to montèlo 4, prospaj¸nta na doÔme an
3 TO D
IKTUO FMH 62
Sq ma 3.6: SÔgkrish montèlwn.
enai pio apotelesmatikì w pro thn arjmhsh twn trig¸nwn apì to montèlo
2. Ja qrhsimopoi soume èna meglo disthma deigmtwn, gia na elattwje o
suntelest auto-susqètish metaxÔ diadoqik¸n deigmtwn:
R> sim4 <-simulate(model4,burnin=1e+5,interval=1e+5,nsim=100,

R+ verbose=TRUE)
ParathroÔme ìti to posostì twn apodekt¸n bhmtwn paramènei sto 33% pe-
rpou dia mèsou th alusda sunolikoÔ m kou 107 , kti pou apotele kalì
shmdi mh ekfulismoÔ. Epeid prosomoi¸noume perissìtera apì èna dktua
(100 prosomoi¸sei ), to sim4 enai antikemeno diaforetik klsh apì to
sim1:
R> class(sim4)
[1] "network.series"
R> names(sim4)
[1] "formula" "networks" "stats" "coef"
R> class(sim4$networks[[1]])
[1] "network"
Gia na proume to pl jo twn trig¸nwn sto kje èna apì ta 100 dktua, ja
prèpei na qrhsimopoi soume ton paraktw k¸dika tou R:
R> model4.tridist<-sapply(1:100,function(x){summary(sim4
R+ $networks[[x]]~triangle)})
A doÔme p¸ aut h katanom sugkrnetai me thn arqik (sq ma 3.7):
R> hist(model4.tridist,xlim=c(50,200))
R> fmh.tri <- summary(fmh~triangle)
R> arrows(fmh.tri,20,fmh.tri,5,col="red",lwd=3)
Me thn entol :
3 TO D
IKTUO FMH 63
Histogram of model4.tridist
30
25
20
Frequency
15
10
5
0
50 100 150 200
model4.tridist
Sq ma 3.7: SÔgkrish trig¸nwn se 100 prosomoi¸sei tou montèlou 4 (istì-

gramma) kai twn arqik¸n dedomènwn (kìkkino bèlo ).
R> sum(fmh.tri <= model4.tridist)

mporoÔme na doÔme pìse prosomoi¸sei san toulqiston to dio akrae me
thn parathroÔmenh tim mìno sthn pnw our th katanom . H apnthsh
enai 0 apì ti 100. Ta dedomèna ma saf¸ brskontai èxw apì to kentrikì
tm ma tou 95% th prosomoioÔmenh katanom , molonìti to montèlo 4 apo-
tele mia shmantik beltwsh tou montèlou 2 w pro to pl jo twn trig¸nwn.
Oi Goodreau et al. (2008) [10] èqoun anaptÔxei kpoion k¸dika, pou ulopoie
autìmata ìle ti parapnw fsei poiìthta prosarmog gia kpoie koinè
katanomè diktÔwn. Autè perilambnoun thn katanom bajm¸n, thn katanom
twn akmiak diamoirasmènwn etarwn (edgewise shared partners, dhlad , to
pl jo twn akm¸n, sti opoe dÔo floi èqoun akrib¸ k koinoÔ flou )
kai thn gewdaitik katanom (to pl jo twn zeug¸n dr¸ntwn gia ta opoa
h plhsièsterh metaxÔ tou diadrom èqei m ko k, gia kje tim tou k). A
dokimsoume pr¸ta na doÔme thn katanom twn bajm¸n:
R> gof4.deg <- gof(model4~degree,verbose=TRUE,burnin=1e+5,
R+ interval=1e+5)
O k¸dika autì prosomoi¸nei èna pl jo diktÔwn (me prokajorismènh tim
100), upologzei ti statistikè gia aut se sqèsh me to arqikì dktuo, kaj¸
kai ti p-timè . Molonìti ìlh h plhrofora apojhkeÔetai sto antikemeno
gof4.deg kai mpore na diereunhje amèsw , enai mllon eukolìtero na exeta-
ste (toulqiston arqik) me mia apl grafik parstash twn dedomènwn.
3 TO D
IKTUO FMH 64
Gia na pargoume ta boxplots twn prosomoioÔmenwn statistik¸n maz me thn

arqik statistik , qrhsimopoioÔme thn entol :
R> plot(gof4.deg),
0.4
0.3
proportion of nodes
0.2
0.1
0.0
0 1 2 3 4 5 6 7 8 9 10 11
degree
Sq ma 3.8: Poiìthta prosarmog gia bajmoÔ tou montèlou 4.
H grafik parstash, pou prokÔptei, moizei me ekenh tou sq mato 3.8.

H suneq (qontr ) maÔrh gramm antistoiqe sthn katanom bajm¸n tou
arqikoÔ diktÔou. Ta boxplots paristnoun thn katanom pnw se ìla ta 100
prosomoioÔmena dktua tou posostoÔ twn koruf¸n me ton antstoiqo bajmì.
Oi diakekommène grammè en¸noun ta tm mata tou 95% aut¸n twn katanom¸n.
Gia ti pragmatikè timè , maz me ti antstoiqe p-timè , prèpei na trèxoume
thn entol :
R> gof4.deg
Tìte ja proume pollè grafikè parastsei , pou antistoiqoÔn se ìlou
tou dunatoÔ bajmoÔ , opìte èqoume sugkentrwmène ìle ti endiafèrou-
se plhrofore .
3 TO D
IKTUO FMH 65
A parathr soume ìti akìmh kai qwr ti plhrofore gia tou bajmoÔ , to

montèlo autì sullambnei polÔ ikanopoihtik thn katanom bajm¸n tou di-
ktÔou.
T¸ra a pme sthn katanom twn akmiak diamoirasmènwn etarwn kai sthn
katanom th gewdaitik apìstash :
R> gof4.esp.dist <- gof(model4~espartners+distance,verbose=TRUE,

R+ burnin=1e+5,interval=1e+5)
Sto sq ma 3.9 èqoume th grafik parstash twn katanom¸n aut¸n sthn
klmaka log-odds, h opoa lambnetai apì ti entolè :
R> get(getOption("device"))(width=8,height=4)
R> par(mfrow=c(1,2))
R> plot(gof4.esp.dist,plotlogodds=TRUE)
ParathroÔme ìti h pr¸th gramm tou parapnw k¸dika dhmiourge to par-

juro twn grafik¸n me ti diastsei pou zhtoÔme. H grafik parstash
arister antistoiqe sthn katanom twn akmiak diamoirasmènwn etarwn. H
statistik GWESP èqei sumperilhfje sto montèlo san mia parametrik mor-
f th katanom twn akmiak diamoirasmènwn etarwn. Me ton trìpo autì,
sullambnoume basik th dom th katanom , molonìti to montèlo ma èqei
uperektim sei to pl jo twn akm¸n me ènan diamoirasmèno etaro kai èqei u-
potim sei to antstoiqo pl jo me dÔo perissìterou etarou .
Apì thn llh pleur, den èqoume sumperilbei tpote sqetkì me thn apìstash
sto montèlo ma , parìti h apìstash enai mia sunolik idiìthta tou diktÔou.
Gia autì, paramènoun anapnthta erwt mata ìpw : Pìso kal tairizoun oi
prosomoioÔmene katanomè apìstash me thn parathroÔmenh? PoÔ ofelontai
oi diaforè ? MporoÔme na epektenoume to montèlo, gia na petÔqoume mia
kalÔterh poiìthta prosarmog ? Tètoia erwt mata diereun¸ntai sth bibli-
ografa, ìpw oi Morris et al. (2008) [20], pou dnoun mia pl rh lsta twn
diajèsimwn orismtwn gia aut n th diadikasa.
3 TO D
IKTUO FMH 66
0
0
log−odds for an edge
log−odds for a dyad

−2
−5
−4
−10
−6
0 1 2 3 4 5 6 7 8 1 4 7 11 15 19 23 27 31 35 39 43
edge−wise shared partners minimum geodesic distance
Sq ma 3.9: Poiìthta prosarmog tou montèlou 4 gia thn katanom twn
akmiak diamoirasmènwn etarwn kai thn katanom th gewdaitik apìstash .
4 TA D
IKTUA IPRED KAI SWPAT 67
4 Ta Dktua IPRED kai SWPAT

4.1 ExereÔnhsh DiktÔwn
Sto keflaio autì ja asqolhjoÔme me ti analÔsei dÔo diktÔwn sqhmatismè-

nwn apì dr¸nte , oi opooi èqoun sunergaste sugkrouste metaxÔ tou sth
diamìrfwsh dÔo politik¸n th Eurwpaðk 'Enwsh gia ta pneumatik dikai¸-
mata kai to logismikì (Boudourides & Haunss, 2008 [4]). Ta antstoiqa dÔo
dktua ja anafèrontai w IPRED kai SWPAT. Shmeiwtèon ìti se kje par-
grafo arqik ja ergazìmaste me to IPRED kai en suneqea me to SWPAT.
Arqzoume loipìn me thn exereÔnhsh tou diktÔou IPRED. Kat' arq n, prèpei
na kataskeusoume to dktuo (mèsw tou R) apì ta emepirik dedomèna pou è-
qoume. Epeid ta dedomèna aut tan diajèsima sto SPSS, mèsw tou Excel, ta
eisaggame sto statnet. AfoÔ loipìn fort¸soume ta dedomèna, proqwrme
sth melèth tou diktÔou.
Arqik, mia metonomasa krnetai aparathth:

R> ipn <- IPRED_Network
Sth sunèqeia, a doÔme thn perigraf tou diktÔou ma :
R> summary(ipn)
Network attributes:
vertices: 289
directed:
Mode FALSE
logical 1
hyper:
Mode FALSE
logical 1
loops:
Mode FALSE
logical 1
multiple:
Mode FALSE
logical 1
bipartite:
Mode FALSE
logical 1
total edges= 424
density = 0.01018839
4 TA D
Vertex attributes:
vertex.names:
Length Class Mode
IPRED_Actor_Coalitions:
ALDE Anti-Piracy-Coalition BSA CODE

1 13 62 35
COM EDRi EPP-ED
1 26 1
ETNO Greens-EFA GUE-NGL IFPI
39 1 1 50
MEP NetAlliance Other-Unknown
1 4 53
PSE
1
IPRED_Actor_Types:
Firm Indiv MEP-Party Orgs

122 1 6 160
IPRED_Positions:
Contra Neutral Pro

137 45 107
'Opw blèpoume sto dktuo IPRED èqoume 4 qarakthristik:
• TÔpoi dr¸ntwn: Etaire (mple qr¸ma), 'Atoma (kìkkino qr¸ma), Mèlh

EurwpaðkoÔ Koinoboulou Kìmmata (ktrino qr¸ma) kai Organ¸sei
(prsino qr¸ma).
• Topojet sei : Antjete (kìkkino qr¸ma), Oudètere (prsino qr¸ma)

kai Jetikè (mple qr¸ma).
• Summaqe dr¸ntwn.
• Onìmata dr¸ntwn.
Gia na proume ton pl rh arijmì twn sunistws¸n (anloga tou megèjou ),
ekteloÔme:
R> table(component.dist(ipn)$csize)
me apotèlesma:
4 TA D
289
1
'Etsi, blèpoume ìti uprqei mia mìno meglh sunist¸sa me 289 dr¸nte . 'Ara,
den uprqoun memonwmènoi dr¸nte .
A doÔme ìmw mia anaparstash tou diktÔou ma :

R> plot(ipn)
Sq ma 4.1: To dktuo IPRED.
Skìpimo ja tan se autì to shmeo na doÔme to dktuo qrwmatismèno analìgw

twn qarakthristik¸n tou tÔpou twn dr¸ntwn kai twn topojet se¸n tou . Oi
antstoiqe entolè enai:
R> plot(ipn,vertex.col="IPRED_Actor_Types"))
kai
R> plot(ipn,vertex.col=""IPRED_Positions""))
Ta sq mata, pou prokÔptoun, fanontai sthn epìmenh selda.
Gia na proume thn katanom twn bajm¸n, ekteloÔme:
R> ipn.degreedist<-table(degree(ipn,cmode="indegree"))
R> ipn.degreedist
4 TA D
Sq ma 4.2: To dktuo IPRED qrwmatismèno anloga me to qarakthristikì

tou tÔpou twn dr¸ntwn.
Sq ma 4.3: To dktuo IPRED qrwmatismèno anloga me to qarakthristikì

twn topojet sewn twn dr¸ntwn.
4 TA D
me apotelèsmata:
1 2 3 4 5 6 7 8 10 11 12 14 15
216 30 5 7 3 4 2 3 4 2 3 2 1
16 18 41 44 59 61 72
1 1 1 1 1 1 1
Gia thn arjmhsh akm¸n kai trig¸nwn:
R> summary(ipn~edges+triangle)
parnoume:
edges triangle
424 197
Kti idiaitèrw shmantikì apoteloÔn oi pnake sundèsewn (mixing matrices)

metaxÔ dr¸ntwn sta dÔo qarakthristik (tÔpoi kai topojet sei ):
R> mixingmatrix(ipn,"IPRED_Actor_Types")

Firm 23 2 1 149
Indiv 2 0 0 1
MEP-Party 1 0 9 33
Orgs 149 1 33 206
R> mixingmatrix(ipn,"IPRED_Positions")

Contra Neutral Pro
Contra 139 32 32
Neutral 32 16 54
Pro 32 54 151
Sth sunèqeia, ja knoume akrib¸ thn dia melèth kai gia to dktuo SWPAT.
Arqik h metonomasa:
R> swn <- SWPAT_Network

4 TA D
Met h perigraf tou diktÔou:
R> summary(swn)
Network attributes:
vertices: 691
directed:
Mode FALSE
logical 1
hyper:
Mode FALSE
logical 1
loops:
Mode FALSE
logical 1
multiple:
Mode FALSE
logical 1
bipartite:
Mode FALSE
logical 1
total edges= 1004
density = 0.004211498
Vertex attributes:
vertex.names:
Length Class Mode
SWPAT_Actor_Coalitions:
ALDE BSA COM EconomicMajorityCom
1 53 1 98
EDRi EICTA EICTA-SMEs
1 91 53
EPP-ED Eurolinux FFII Greens-EFA
1 286 1 1
GUE-NGL Independent MEP
1 1 1
Other-Unknown PatentFreiDe PSE UEN
84 15 1 1
SWPAT_Actor_Types:
533 9 8 141
SWPAT_Positions:
Contra Neutral Pro
407 70 214
4 TA D
Pli èqoume ta dia qarakthristik sto dktuo SWPAT me to dktuo IPRED.

Gia to pl jo sunistws¸n (anloga megèjou ):
R> table(component.dist(swn)$csize)
parnoume:
691
1
Pli uprqei mia meglh sunist¸sa me 691 dr¸nte kai kajìlou memonwmènoi
dr¸nte .
H anaparstash tou diktÔou fanetai sto paraktw sq ma:
R> plot(swn)
Sq ma 4.4: To dktuo SWPAT.
Sth sunèqeia, sthn epìmenh selda, ja doÔme to dktuo qrwmatismèno anloga

me ta qarakthristik tou tÔpou kai twn topojet sewn twn dr¸ntwn. Oi
entolè enai:
R> plot(SWPAT,vertex.col="swn_Actor_Types"))
R> plot(SWPAT,vertex.col="swn_Positions"))
4 TA D
Sq ma 4.5: To dktuo SWPAT qrwmatismèno anloga me to qarakthristikì

tou tÔpou twn dr¸ntwn.
Sq ma 4.6: To dktuo SWPAT qrwmatismèno anloga me to qarakthristikì

twn topojet sewn twn dr¸ntwn.
4 TA D
Gia thn katanom twn bajm¸n:
R> swn.degreedist<-table(degree(SWPAT,cmode="indegree")) R>

swn.degreedist
parnoume:
1 2 3 4 5 6 7 8 9 10 11 12 13 15
588 26 7 6 7 1 10 5 10 6 3 3 2 2
16 17 20 21 23 24 29 34 40 74 100 160 293

1 2 1 1 1 1 2 1 1 1 1 1 1
H arjmhsh akm¸n kai trig¸nwn:
R> summary(swn~edges+triangle)
dnei:
edges triangle
1004 723
Gia tou pnake sundèsewn metaxÔ qarakthristik¸n (mixing matrices), par-

noume:
R> mixingmatrix(swn,"SWPAT_Actor_Types")

Firm 49 13 23 612
Indiv 13 2 10 31
MEP-Party 23 10 12 51
Orgs 612 31 51 201
kai
R> mixingmatrix(swn,"SWPAT_Positions")

Contra Neutral Pro
Contra 470 90 15
Neutral 90 48 74
Pro 15 74 307
4 TA D
4.2 Prosarmog Montèlwn Ekjetik¸n Tuqawn

Grafhmtwn
H arqik prosarmog , pou ja pragmatopoi soume, ja enai kai h aploÔsterh

dunat , dedomènou ìti se aut n den endiaferìmaste gia kanèna apì ta qarakth-
ristik, all mìno gia ti akmè :
R> model1 <- ergm(ipn~edges)

R> summary(model1)
==========================
==========================
Formula: ipn ~ edges
edges -4.57627 0.04881 NA <1e-04 ***
---
Signif. codes: 0 ‘‘***’’ 0.001 ‘‘**’’ 0.01 ‘‘*’’ 0.05 ‘‘.’’ 0.1 ‘‘ ’’ 1
Warning:
The standard errors are based on naive pseudolikelihood and are suspect.
Null Pseudo-deviance: 57692 on 41616 degrees of freedom

Residual Pseudo-deviance: 4733 on 41615 degrees of freedom
Pseudo-deviance: 52959 on 1 degrees of freedom
AIC: 4735 BIC: 4743.7
To pio shmantikì sthn prosarmog aut enai o upologismì th pijanìthta

Ôparxh mia sÔndesh . H pijanìthta aut exgetai apì to log-odds twn
akm¸n mèsw tou tÔpou:
exp(log−odds)
P = .
(1 + exp(log−odds))
T¸ra èqoume ìti log−odds = −4.57627 me antstoiqh pijanìthta:
R> exp(-4.57627)/(1+exp(-4.57627))
[1] 0.01018835
4 TA D
Autì pou gnwrzoume kai perimènoume na isqÔei enai ìti, epeid douleÔoume
me montèlo akm¸n, h pijanìthta Ôparxh mia akm ja enai sqedìn sh me
thn puknìthta tou diktÔou, gegonì to opoo epalhjeÔetai, ìpw mporoÔme na
doÔme me thn entol summary(ipn), apì thn opoa parnoume thn puknìthta
sh me 0.01018839.
H prosarmog tou montèlou gia ta qarakthristik tÔpou kai topojet sewn

dr¸ntwn:
R> model2 <- ergm(ipn~edges+nodematch("IPRED_Actor_Types")+

R+ nodematch("IPRED_Positions"))
R> summary(model2)
dnei:
==========================
==========================
Formula: ipn ~ edges + nodematch("IPRED_Actor_Types") +

nodematch("IPRED_Positions")
edges -5.5291 0.1071 NA < 1e-04
*** nodematch.IPRED_actor_types 0.2967 0.0986 NA
0.00263 ** nodematch.IPRED_Positions 1.4363 0.1088 NA <
1e-04 ***
---
Signif. codes: 0 ‘‘***’’ 0.001 ‘‘**’’ 0.01 ‘‘*’’ 0.05 ‘‘.’’ 0.1 ‘‘ ’’ 1
Warning:

AIC: 4529.0 BIC: 4555
A doÔme t¸ra ti gnetai me thn pijanìthta Ôparxh akm¸n anmesa se dr¸n-

te , oi opooi èqoun ta dia diaforetik qarakthristik. Gia to skopì autì
ekteloÔme thn entol :
4 TA D
R> model2$coef
edges nodematch.IPRED_Actor_Types nodematch.IPRED_Positions
-5.5290993 0.2966679 1.4363335
Ja qrhsimopoi soume tou ex sumbolismoÔ :
• Me θ sumbolzoume to log-odds twn pl rw eterogen¸n (eterìfilwn)

akm¸n/sundèsewn (tìso w pro ton tÔpo, ìso kai ti topojet sei
twn dr¸ntwn).
• Me θ1 = θ + ζ sumbolzoume to log-odds twn merik¸ omoiogen¸n (o-

moiofilik¸n) akm¸n/sundèsewn mìno w pro ton tÔpo twn dr¸ntwn.
• Me θ2 = θ+η sumbolzoume to log-odds twn merik¸ omoiogen¸n (omoio-

filik¸n) akm¸n/sundèsewn mìno w pro ti topojet sei twn dr¸ntwn.
• Me θ3 = θ + ζ + η sumbolzoume to log-odds twn pl rw omoiogen¸n

(omoiofilik¸n) akm¸n/sundèsewn (tìso w pro ton tÔpo, ìso kai ti
topojet sei twn dr¸ntwn).
'Etsi, parnoume ti ex antstoiqe pijanìthte :
• P (θ) = 0.003953868,
• P (θ1 ) = 0.005312155,
• P (θ2 ) = 0.01641892,
• P (θ3 ) = 0.02196494.
Autì pou parathroÔme, sÔmfwna me ti prosarmogè pou pragmatopoi same,

sth dunamik tou diktÔou IPRED, to pio pijanì apotèlesma enai h pl rh
omoiofila kai to ligìtero pijanì h pl rh eterofila.
Sth sunèqeia, knoume thn dia akrib¸ melèth kai gia to dktuo SWPAT.
PragmatopoioÔme thn arqik prosarmog se èna montèlo akm¸n:
R> model1 <- ergm(swn~edges) R> summary(model1)
==========================
==========================
Formula: swn ~ edges
4 TA D
edges -5.46572 0.03163 NA <1e-04 ***
---
Signif. codes: 0 ‘‘***’’ 0.001 ‘‘**’’ 0.01 ‘‘*’’ 0.05 ‘‘.’’ 0.1 ‘‘ ’’ 1
Warning:

AIC: 12989 BIC: 13000
Sto dktuo autì èqoume ìti log−odds = −5.46572 kai antstoiqh pijanìthta:
R> exp(-5.46572 )/(1+exp(-5.46572 ))

[1] 0.004211483
Pli perimènoume h pijanìthta Ôparxh mia akm na enai sqedìn sh me thn
puknìthta tou diktÔou, gegonì to opoo epalhjeÔetai, ìpw mporoÔme na
doÔme me thn entol summary(swn), apì thn opoa parnoume thn puknìthta
sh me 0.004211498.
H prosarmog tou montèlou gia ta qarakthristik tÔpou kai topojet sewn

twn dr¸ntwn:
R> model2 <- ergm(swn~edges+nodematch("SWPAT_Actor_Types")+

R+ nodematch("SWPAT_Positions"))
R> summary(model2)
dnei:
==========================
==========================
Formula: swn ~ edges + nodematch("SWPAT_Actor_Types") +

nodematch("SWPAT_Positions")
4 TA D

edges -5.93875 0.07571 NA <1e-04
*** nodematch.SWPAT_Actor_Types -1.91587 0.07238 NA
<1e-04 *** nodematch.SWPAT_Positions 2.04967 0.08318 NA
<1e-04 ***
---
Signif. codes: 0 ‘‘***’’ 0.001 ‘‘**’’ 0.01 ‘‘*’’ 0.05 ‘‘.’’ 0.1 ‘‘ ’’ 1
Warning:

AIC: 11582 BIC: 11613
A doÔme t¸ra ti gnetai me thn pijanìthta Ôparxh akm¸n anmesa se dr¸n-

te , oi opooi èqoun ta dia diaforetik qarakthristik. Gia to skopì autì
ekteloÔme thn entol :
R> model2$coef
edges nodematch.SWPAT_Actor_Types nodematch.SWPAT_Positions

-5.938753 -1.915869 2.049667
Qrhsimopoi¸nta tou diou sumbolismoÔ , prokÔptoun oi ex pijanìthte :
• P (θ) = 0.002628387,
• P (θ1 ) = 0.0003878042,
• P (θ2 ) = 0.02005366,
• P (θ3 ) = 0.003003542.
Autì pou parathroÔme, sÔmfwna me ti prosarmogè pou pragmatopoi same,

sth dunamik tou diktÔou SWPAT, to pio pijanì apotèlesma enai h merik
omoiofila w pro ti topojet sei twn dr¸ntwn kai to ligìtero pijanì h
merik omoiofila w pro ton tÔpo twn dr¸ntwn.
5 PAR
ARTHMA 81
5 Parrthma
5.1 To Peribllon R
5.1.1 Genik Parousash
Sto parrthma autì ja knoume mia polÔ sÔntomh parousash tou peribllon-
to R, to opoo apotele èna oloklhrwmèno pakèto eleÔjerou logismikoÔ, pou
qrhsimopoietai gia th diaqerish dedomènwn, upologismoÔ , grafikè anapa-
rastsei kai gia statistikè analÔsei (Venables & Smith, 2008 [42]). To
peribllon R diatjetai eleÔjera apì ton istìtopo http://cran.r.org/.
'Otan qrhsimopoioÔme to R se peribllon Windows prn apì ton stajerì kèr-

sora uprqei èna sÔmbolo th morf >, en¸ se peribllon UNIX, to opoo
ed¸ qrhsimopoioÔme, èna sÔmbolo th morf $.
A doÔme t¸ra poia enai h akoloujoÔmenh diadikasa ènarxh tou R tìso se

peribllon Windows ìso kai se peribllon UNIX .
Sto men UNIX, arqik ftiqnoume èna xeqwristì sub-directory, èstw to

work, sto opoo ja apojhkeÔoume ta arqea dedomènwn, pou ja prokÔptoun
ja qrhsimopoihjoÔn sto R gia th sugkekrimènh anlush pou knoume. Autì
ja enai kai to working directory ma gia th sugkekrimènh anlush. Oi
kÔrie entolè ènarxh enai oi ex :
$ mkdir work
$ cd work
Sth sunèqeia, xekinme to prìgramma R me thn entol :
$ R
kai met qrhsimopoioÔme ti opoiesd pote entolè qreizontai. Tèlo , klenou-

me to prìgramma me thn entol
$ q()
Mìli ektelèsoume thn entol kleismato , ja erwthjoÔme an jèloume na a-

pojhkeÔsoume ìti èqei prokÔyei kat thn dirkeia th ergasa ma sto R. Se
merik sust mata ja prokÔyei èna plasio dialìgou, en¸ se kpoia lla èna
text prompt, ìpou ja klhjoÔme na apant soume nai, ìqi akÔrwsh. Pro-
soq qreizetai sto gegonì ìti s¸zetai sthn ousa h doulei ma kai ìqi oi
entolè san epexergsimo kai mesa diajèsimo kemeno. Dhlad , an jèloume
na knoume kpoie tropopoi sei sto arqeo autì kajautì, apl de mporoÔ-
me. H mình lÔsh enai na s¸soume thn doulei ma san text arqeo, opìte
kai ja mporoÔme na epembanoume an psa ¸ra kai stigm . Apl me autìn
5 PAR
ARTHMA 82
ton trìpo, ja qreiaste èna kpoia parapnw enter gia na epanekteleste

ìlh h ergasa ma ìtan ja xanafort¸noume ti entolè ma . Tèlo , an apojh-
keute h doulei ma san text arqeo, skìpimo enai na qrhsimopoi soume to
UTF8 format, alli¸ oi entolè se kpoia epanektèlesh ja fortwjoÔn san
akatalabstikoi ASCII qarakt re .
Se peribllon Windows, h diadikasa enai basik h dia. Kat' arq n, dhmiour-

goÔme èna fkelo, o opoo ja apotele to working directory ma . Sth
sunèqeia, knoume diplì klk sto eikondio tou R, gia na xekin sei to prì-
gramma kai allzoume to default working directory me autì pou èqoume
ftixei w ex : knoume monì klk sto File, met monì klk sto change
directory kai eisaggoume to monopti (path), pou odhge sto working
directory, pou èqoume ftixei. H eisagwg tou monopatioÔ gnetai grapt¸
me qr sh tou browse.
W pro to trto b ma (qrhsimopohsh twn entol¸n pou ja ma qreiastoÔn),

uprqei mia enswmatwmènh leitourga sto R parìmoia me thn man sto peribl-
lon UNIX. Gia na lboume perissìtere plhrofore gia opoiad pote entol ,
paradegmato qrh, th solve, h ekteloÔmenh entol enai h paraktw:
$ help(solve)
$ ?solve
Apì teqnik poyh , to R enai mia gl¸ssa me idiatera aplì suntaktikì.

Enai case sensitive, ìpw ta perissìtera pakèta, pou enai basismèna sto
UNIX. Autì shmanei ìti ta A kai a enai diaforetik sÔmbola kai profan¸
antistoiqoÔn se diaforetikè metablhtè . To sÔnolo twn sumbìlwn, pou mpo-
roÔn na qrhsimopoihjoÔn sto R, exarttai mesa apì to leitourgikì sÔsthma.
Kanonik, ìla ta alfarijmhtik sÔmbola epitrèpontai sun th telea kai th
ktw paÔla , me ton periorismì ìti èna ìnoma prèpei na xekinei me telea
grmma kai, an xekinei me telea, o deÔtero qarakt ra de mpore na enai
arijmì . Oi entolè diaqwrzontai metaxÔ tou me ellhnikì erwthmatikì. E-
piplèon, oi aplè entolè mporoÔn na omadopoihjoÔn mèsa se gkistra.
Ta sqìlia xekinoÔn me ♯ kai ektenontai kat m ko ekenh th gramm . A-

kìmh, an mia entol den enai pl rh mèqri to tèlo th gramm , tìte to
sÔmbolo > $ allzei kai gnetai + sthn epìmenh gramm .
Se pollè ekdìsei tou, tìso se peribllon UNIX ìso kai Windows, to R pa-
rèqei ènan mhqanismì anklhsh kai epanektèlesh prohgoÔmenwn entol¸n.
Autì gnetai me to pl ktro tou pnw bèlou .
5 PAR
ARTHMA 83
An oi pro ektèlesh entolè enai apojhkeumène se èna exwterikì arqeo,

èstw to Commands.R sto working directory work, tìte autè mporoÔn na
ektelestoÔn opoiad pote stigm me thn entol :
$ source ("Commands.R")
5.1.2 Pakèta
'Ole oi sunart sei tou R, kaj¸ kai ta sÔnola twn dedomènwn, enai apojhk-
eumèna se pakèta (packages). Mìno ìtan fort¸noume èna pakèto, ta peri-
eqìmen tou enai diajèsima. To R prosfèrei th dunatìthta se proqwrhmènou
epipèdou qr ste na dhmiourg soun ta dik tou pakèta, kti pou profan¸
fanetai na enai idiatera eÔqrhsto. Epeid ìmw sto parrthma autì knou-
me apl¸ mia eisagwg sto R, de ja anaferjoÔme sto exeidikeumèno autì jèma.
Gia na doÔme t¸ra poia pakèta enai diajèsima, ekteloÔme thn entol :
$ library(),
qwr kpoio ìrisma mèsa sti parenjèsei . Gia na fort¸soume èna sugkekri-
mèno pakèto, p.q., to boot, ekteloÔme thn entol :
$ library(boot)
Oi qr ste , pou enai sunedemènoi sto diadktuo, mporoÔn na qrhsimopoi soun

ti entolè install.packages() kai update.packages() me to ìnoma tou
pakètou mèsa sti parenjèsei . Profan¸ , h pr¸th entol egkajist kpoio
pakèto th areskea ma , en¸ h deÔterh enhmer¸nei kpoio pakèto, to opoo
enai dh egkatesthmèno sto R. Gia na doÔme mia lsta me diajèsime bohjhtikè
odhge gia èna pakèto, ekteloÔme thn entol :
$ help.start(),
me to ìnoma tou pakètou na topojetetai mèsa sti parenjèsei .
Ta basik pakèta jewroÔntai mèro tou phgaou k¸dika tou R. Perièqoun ti

basikè leitourge , pou epitrèpoun sto R na douleÔei, kaj¸ epsh kai ta
sÔnola dedomènwn, ti tupikè statistikè kai ti grafikè leitourge gia thn
anaparstash twn dedomènwn kai twn apotelesmtwn.
5.1.3 DianÔsmata
To R leitourge me onomatismène domè dedomènwn. H pio apl dom , all kai

h perissìtero qrhsimopoioÔmenh, enai to arijmhtikì dinusma, pou apotele-
tai apì èna diatetagmèno sÔnolo arijm¸n. 'Estw x loipìn èna dinusma, pou
apoteletai apì pènte arijmoÔ , tou 10.4, 5.6, 3.1, 6.4 kai 21.7. Tìte autì
mpore na oriste sto R me tou paraktw dÔo trìpou :
5 PAR
ARTHMA 84
$ x <- c(10.4, 5.6, 3.1, 6.4, 21.7)
$ assign("x", c(10.4, 5.6, 3.1, 6.4, 21.7))
'Opw kai stou pragmatikoÔ arijmoÔ , ètsi kai sta dianÔsmata, oi stoiqei-
¸dei arijmhtiko telestè enai oi + , - , * , / kai ˆ.
Sti perissìtere peript¸sei , o qr sth den endiafèretai gia to en oi arij-

mo se èna dinusma enai akèraioi, pragmatiko kai akìmh migadiko. 'Etsi,
h tetragwnik rza tou -17
sqrt(-17)
ja epistrèyei Nan kai kpoia eidopohsh, all to
sqrt(-17 + 0i)
ja knei tou upologismoÔ me migadikoÔ arijmoÔ .
To R parèqei epsh thn dunatìthta dhmiourga apl¸n akolouji¸n. Para-

degmato qrh, h entol 1:30 enai to dinusma c = (1, 2, 3, . . . , 29, 30). H
entol 30:1 mpore na qrhsimopoihje gia na ftixoume thn akolouja pro ta
psw (w fjnousa). 'Ena pio oloklhrwmèno kai genikì trìpo jewretai
h qrhsimopohsh th sunrthsh seq(). Aut parnei dÔo orsmata, pou dia-
qwrzontai me kìmma, me to pr¸to na apotele thn arq th akolouja kai
to deÔtero to tèlo th . To b ma jewretai stajerì kai so me th monda
se autoÔ tou trìpou paragwg akolouji¸n. Me thn teleutaa entol
uprqei ìmw mia mikr diaforopohsh. Oi entolè seq(1, 30), seq(from
= 1, to = 30) kai seq(from = 30, to = 1) enai ìle die kai se kai
dhmiourgoÔn thn akolouja 1:30. Epomènw , sthn pragmatikìthta, me thn en-
tol seq() orzetai kai to b ma. 'Etsi, p.q., en jèloume thn akolouja −5,
−4.8, ...,4.8, 5, pou xekinei apì ton arijmì -5 kai katal gei ston arijmì 5,
me b ma 0.2, h ekteloÔmenh entol enai h:
$ seq(-5, 5, by=.2)
Ektì apì ta arijmhtik, to R qeirzetai kai ta logik dianÔsmata. Ta stoi-

qea enì logikoÔ dianÔsmato mporoÔn na proun ti timè TRUE (alhj ),
FALSE (yeud ) kai NA (gnwsth).
Ta logik dianÔsmata dhmiourgoÔntai ktw apì sugkekrimène sunj ke . P.q.,

h entol temp <- x > 13 dhmiourge to dinusma temp, pou parnei thn tim
5 PAR
ARTHMA 85
TRUE, ìtan to x enai megalÔtero tou 13 kai thn tim FALSE, ìtan to x enai
mikrìtero tou 13.
Oi qrhsimopoioÔmenoi logiko telestè enai oi <, ≤, >, ≥, == gia akrib

isìthta kai ! = gia anisìthta. Epiplèon, an ta c1 kai c2 apoteloÔn logikè
ekfrsei , tìte to c1 & c2 enai h tom (to logikì kai) kai to c1 | c2 enai
h ènwsh (to logikì ). Akìmh an jèloume thn rnhsh tou c1 tìte h entol
enai h !c1.
BIBLIOGRAF
IA 86
Bibliografa
[1℄ Anderson, C.J., Wasserman, S., & Crouch, B. (1999). A p∗ primer: logit
models for social networks. Social Networks, 21, 37-66.
[2] Besag, J. (1974). Spatial interaction and the statistical analysis of latti-
ce systems. Journal of the Royal Statistical Society, Series B, 36, 96-127.
[3] Besag, J.E. (1975). Statistical analysis of non-lattice data. The Stati-
stician, 24, 179-195.
[4] Boudourides, M., & Haunss, S. (2008). A social network analysis of two
European intellectual property conflicts. Paper presended at the 2008
ECPR Joint Sessions of Workshops, Rennes, 11-16 April 2008.
[5] Erdös, P., & Rényi, A. (1959). On random graphs. I. Publicationes

Mathematicae (Debrecen), 6, 290-297.
[6] Feld, S. (1981). The focused organization of social ties. American Jour-
nal of Sociology, 86, 1015-1035.
[7] Frank, O., & Nowicki, K. (1993). Exploratory statistical analysis of

networks. Annals of Discrete Mathematics, 55, 349-366.
[8] Frank, O., & Strauss, D. (1986). Markov graphs. Journal of the Ame-
rican Statistical Association, 81, 832-842.
[9] Goodreau, S.M., Handcock, M.S., Hunter, D.R., & Butts, C.T. (2006).
Statnet Tutorial, Sunbelt XXVI, Vancouver BC, 26 April 2006.
[10] Goodreau, S.M., Handcock, M.S., Hunter, D.R., Butts, C.T., & Morris,
M. (2008). A Statnet Tutorial. Journal of Statistical Software, 24, 1-26.
[11] Handcock, M.S. (2003). Statistical models for social networks: dege-
neracy and inference. In R. Breiger, K. Carley, & P. Pattison (Eds.),
Dynamic Social Network Modeling and Analysis. Washington, DC: Na-
tional Academies Press, pp. 229-240.
[12] Handcock, M., Hunter, D., Butts, C., Goodreau, S., & Morris, M.
(2006). Statnet: An R Package for the Statistical Analysis and Simu-
lation of Social Networks. Manual. University of Washington. URL:
http://www.csde.washington.edu/statnet.
[13] Holland, P.W., & Leinhardt, S. (1981). An exponential family of pro-

bability distributions for directed graphs (with discussion). Journal of
the American Statistical Association, 76, 33-65.
BIBLIOGRAF
IA 87
[14] Hunter, D., & Handcock, M. (2006). Inference in curved exponential

family models for networks. Journal of Computational and Graphical
Statistics, 15, 565-583.
[15] Hunter, D. (2007). Curved exponential family models for social netw-
orks. Social Networks, 29, 216-230.
[16] Hunter, D., Handcock, M., Butts, C., Goodreau, S., & Morris, M.
(2008b). “ergm: A Package to Fit, Simulate and Diagnose Exponential-
Family Models for Networks.” Journal of Statistical Software, 24(3).
URL: http://www.jstatsoft.org/v24/i03/.
[17] Lazega, E., & van Duijn, M. (1997). Position in formal structure, per-
sonal characteristics and choices of advisors in a law firm: a logistic
regression model for dyadic network data. Social Networks, 19, 375-
397.
[18] Liu, C.L. (2001). Stoiqea Diakrit¸n Majhmatik¸n . Panepisthmiakè
Ekdìsei Kr th , Hrkleio.
[19] Moreno, J.L., & Jennings, H.H. (1938). Statistics of social configura-
tions. Sociometry, 1, 342-374.
[20] Morris M., Handcock M.S., & Hunter D.R. (2008). Specification
of Exponential-Family Random Graph Models: Terms and Com-
putational Aspects. Journal of Statistical Software, 24(4). URL:
http://www.jstatsoft.org/v24/i04/.
[21] Newman, M. (2003). The structure and function of complex networks.
SIAM Review, 45, 167-256.
[22] Padgett, J.F. (1994). Marriage and elite structure in Renaissance Flo-
rence, 1282-1500. Paper prepared for delivery to the Social Science Hi-
story Association, Atlanta, Georgia, 14 October 1994.
[23] Pattison, P.E., & Robins, G.L. (2002). Neighbourhood-based models
for social networks. Sociological Methodology, 32, 301-337.
[24] Pattison, P.E., & Robins, G.L. (2004). Building models for social space:
neighborhood based models for social networks and affiliation structu-
res. Mathematiques des Science Humaines, 168, 11-29.
[25] Pattison, P.E., & Wasserman, S. (1999). Logit models and logistic re-
gressions for social networks. II. Multivariate relations. British Journal
of Mathematical and Statistical Psychology, 52, 169-194.
[26] Pattison, P., & Robins, G. (2008). Probabilistic network theory. In
T. Rudas (Ed.), Handbook of Probability: Theory and Applications.
London: Sage Publications.
BIBLIOGRAF
IA 88
[27] Robins, G.L., Pattison, P.E., & Woolcock, J. (2004). Models for social
networks with missing data. Social Networks, 26, 257-283.
[28] Robins, G.L., Pattison, P.E., & Woolcock, J. (2005). Social networks
and small worlds. American Journal of Sociology 110, 894-936.
[29] Robins, G.L., & Pattison, P.E. (2005). Interdependencies and social
processes: generalized dependence structures. In: P. Carrington, J.
Scott, & S. Wasserman (Eds.), Models and Methods in Social Netw-
ork Analysis. New York: Cambridge University Press, pp. 192-214.
[30] Robins, G., Pattison, P., Kalish, Y., & Lusher, D. (2007a). An Introdu-
ction to Exponential Random Graph (p∗ ) Models for Social Networks.
Social Networks, 29, 173-191.
[31] Robins, G., Snijders, T., Wang, P., Handcock, M., & Pattison, P.
(2007b). Recent Developments in Exponential Random Graph (p∗ ) Mo-
dels for Social Networks. Social Networks, 29, 192-215.
[32] Robins, G.L., Elliott, P., & Pattison, P.E. (2001a). Network models for
social selection processes. Social Networks, 23, 1-30.
[33] Robins, G.L., Pattison, P.E., & Elliott, P. (2001b). Network models for
social influence processes. Psychometrika, 66, 161-190.
[34] Robins, G.L., Pattison, P.E., & Wasserman, S. (1999). Logit models
and logistic regressions for social networks. III. Valued relations. Ps-
ychometrika, 64, 371-394.
[35] Schweinberger, M., & Snijders, T.A.B. (2003). Settings in social netw-
orks: a measurement model. Sociological Methodology, 33, 307-341.
[36] Skvoretz, J., & Faust, K. (1999). Logit models for affiliation networks.
Sociological Methodology, 29, 253-280.
[37] Snijders, T.A.B. (2002). Markov chain Monte Carlo estimation of ex-
ponential random graph models. Journal of Social Structure, 3, 2.
[38] Snijders, T.A.B., Pattison, P., Robins, G.L., & Handcock, M. (2006).
New specifications for exponential random graph models. Sociological
Methodology, 36, 99-153.
[39] Strauss, D. (1986). On a general class of models for interaction. SIAM

Review, 28, 513-527.
[40] Strauss, D., & Ikeda, M. (1990). Pseudo-likelihood estimation for social
networks. Journal of the American Statistical Association, 85, 204-212.
BIBLIOGRAF
IA 89
[41] Van Duijn, M.A.J., Snijders, T.A.B., & Zijlstra, B.J.H. (2004). p2 : A
random effects model with covariates for directed graphs. Statistica Ne-
erlandica, 58, 234-254.
[42] Venables, W. N., Smith, D.M., & the R Development Core Team (2008).
An Introduction to R, Version 2.6.2.
[43] Wasserman, S., & Pattison, P.E. (1996). Logit models and logistic re-
gressions for social networks. I. An introduction to Markov graphs and
p∗. Psychometrika, 61, 401-425.
[44] Wasserman, S., & Robins, G.L. (2005). An introduction to random

graphs, dependence graphs, and p∗ . In P. Carrington, J. Scott, & S.
Wasserman (Eds.), Models and Methods in Social Network Analysis.
New York: Cambridge University Press, pp. 148-161.

Βραχνός, Μοντέλα Εκθετικών Γραφημάτων

Uploaded by

Document Information

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Βραχνός, Μοντέλα Εκθετικών Γραφημάτων

Uploaded by

Copyright:

Available Formats

PANEPISTHMIO PATRWN

METAPTUQIAKO PROGRAMMA SPOUDWN:

PATRA, IOUNIOS 2009

Arqik anafèrw ton epiblèponta kajhght mou k. Mwus Mpountourdh. H

En suneqea, ja jela na anafèrw tou kajhghtè mou sto Panepist mio Pa-

1 Montèla Ekjetik¸n Tuqawn Grafhmtwn Markov 3

4 Ta Dktua IPRED kai SWPAT 67

To pr¸to keflaio dnei mia sunoptik parousash th diatÔpwsh tou probl -

Sto deÔtero, trto kai tètarto keflaio th ergasa efarmìzoume ti parap-

2. To dktuo Faux Magnolia High.

3. Ta dktua IPRED kai SWPAT.

Se aut ta keflaia, parousizoume ti diadikase th prosarmog , proso-

1 Montèla Ekjetik¸n Tuqawn Grafhmtwn

Sto keflaio autì ja akolouj soume ti ergase twn Robins et al. (2007a)

Onomzoume parathroÔmeno dktuo ta empeirik dedomèna enì graf mato

Genik, ta upì suz thsh domik qarakthristik ma bohjoÔn na sqhmatsoume

'Opw anafèrame, anaparistoÔme ta dktua san (mh kateujunìmena) graf -

Bèbaia, ex arq , de gnwrzoume poiè timè twn paramètrwn prèpei na qrhsi-

odhgì. SÔmfwna me to basikì krit rio th megsth pijanofneia , epilè-

mia jetik parmetro amoibaiìthta . En mporèsoume na ektim soume thn pa-

thtè tou kai mporoÔme epsh na sugkrnoume ta graf mata aut me to

San pardeigma, a jewr soume th sqèsh th fila se mia sqolik txh. To

A parathr soume ìti h upìjesh, pou knoume, enai ìti to dktuo dhmiourge-

1.1.1 Genikì Plasio Kataskeu Montèlwn

Deqìmeno thn Ôparxh enì montèlou ekjetikoÔ tuqaou graf mato gia è-

paraktw pènte b mata. En¸ to endiafèron th èreuna brsketai sto teli-

B ma Pr¸to: Oi desmo w tuqae metablhtè

Jewr¸nta tou diktuakoÔ desmoÔ w tuqae metablhtè , mènei na xanajumh-

H upìjesh aut enswmat¸nei ti topikè koinwnikè diadikase , pou upot-

sunepgetai mia morf duadik exrthsh . Oi desmo mpore epsh na e-

B ma Trto: H upìjesh exrthsh kai h idiaterh morf tou montèlou

Mpore na apodeiqje ìti kpoie kal¸ orismène upojèsei exrthsh sune-

B ma Tètarto: Aplopohsh twn paramètrwn mèsw omoiogèneia llwn pe-

B ma Pèmpto: Ektmhsh kai ermhnea twn paramètrwn tou montèlou

Bebaw h ektmhsh kai h ermhnea sun jw gnontai sto plasio sugkekri-

th abebaiìthta , mporoÔme na qrhsimopoi soume to statistikì montèlo tou

1.2 H Genik Morf twn Montèlwn Ekjetik¸n

Ta montèla ekjetik¸n tuqawn grafhmtwn èqoun thn akìloujh morf :

stoiqe sto sqhmatismì A, gA (y) = 1, en o sqhmatismì parathretai sto

'Ola ta montèla ekjetik¸n tuqawn grafhmtwn enai th morf th exsw-

Giat loipìn oi upojèsei exrthsh enai shmantikè ed¸? Oi upojèsei

k¸n me to montèlo. ParathroÔme ìti apì thn parapnw perptwsh (ii), oi

Axzei na parathr soume ìti, en èna sÔnolo pijan¸n akm¸n anaparist è-

MporoÔme na skeftoÔme ìti ta graf mata sthn katanom , dhmiourgoÔntai apì

pojèsoume ìti uprqei amoibaiìthta sth diadikasa, pou dhmiourge to dktuo.

1.2.1 Periorismo Paramètrwn

ParathroÔme ìti h exswsh (1) anafèretai se diaforetikoÔ sqhmatismoÔ su-

Autè enai, profan¸ , pollè parmetroi kai to montèlo de mpore na ektimh-

sqhmatismoÔ. Gia pardeigma, jewr¸nta th sqèsh th amoibaiìthta , o PaÔ-

enai dioi, ìtan agnooÔme ta qarakthristik twn kìmbwn (opìte oi sqhma-

'Otan knoume aut n thn upìjesh th omoiogèneia , pargoume èna montèlo me

Akìmh kai an squan kpoioi logiko periorismo th omoiogèneia , to montèlo

1.3 Upojèsei Exart sewn

1.3.1 Graf mata Bernoulli

H aploÔsterh upìjesh exrthsh enai gia tuqae katanomè grafhmtwn

tro θ afor thn pijanìthta emfnish enì desmoÔ.4 H parmetro θ kaletai

Uprqoun kai lle dunatìthte , gia na epiblloume thn omoiogèneia. A

1.3.2 Duadik Montèla

arijmì twn amoibawn (antapodidìmenwn) desm¸n sto y. Mia elafr¸ pio

1.3.3 Tuqaa Graf mata Markov

Oi domè Bernoulli kai oi domè duadik exrthsh apoteloÔn mh realisti-

En epsh upojèsoume thn omoiogèneia, prokÔptei to montèlo tuqaou graf -

Sq ma 1.1: Sqhmatismo kai parmetroi gia ta montèla tuqawn grafhmtwn

sumperilboume paramètrou gia astèria an¸terh txh apì 3 (4-astèria,

Arqik anafèrw ton epiblèponta kajhght mou k. Mwus Mpountourdh. H

En suneqea, ja jela na anafèrw tou kajhghtè mou sto Panepist mio Pa-

1 Montèla Ekjetik¸n Tuqawn Grafhmtwn Markov 3

4 Ta Dktua IPRED kai SWPAT 67

To pr¸to keflaio dnei mia sunoptik parousash th diatÔpwsh tou probl -

Sto deÔtero, trto kai tètarto keflaio th ergasa efarmìzoume ti parap-

2. To dktuo Faux Magnolia High.

3. Ta dktua IPRED kai SWPAT.

Se aut ta keflaia, parousizoume ti diadikase th prosarmog , proso-

1 Montèla Ekjetik¸n Tuqawn Grafhmtwn

Sto keflaio autì ja akolouj soume ti ergase twn Robins et al. (2007a)

Onomzoume parathroÔmeno dktuo ta empeirik dedomèna enì graf mato

Genik, ta upì suz thsh domik qarakthristik ma bohjoÔn na sqhmatsoume

'Opw anafèrame, anaparistoÔme ta dktua san (mh kateujunìmena) graf -

Bèbaia, ex arq , de gnwrzoume poiè timè twn paramètrwn prèpei na qrhsi-

odhgì. SÔmfwna me to basikì krit rio th megsth pijanofneia , epilè-

mia jetik parmetro amoibaiìthta . En mporèsoume na ektim soume thn pa-

thtè tou kai mporoÔme epsh na sugkrnoume ta graf mata aut me to

San pardeigma, a jewr soume th sqèsh th fila se mia sqolik txh. To

A parathr soume ìti h upìjesh, pou knoume, enai ìti to dktuo dhmiourge-

1.1.1 Genikì Plasio Kataskeu Montèlwn

Deqìmeno thn Ôparxh enì montèlou ekjetikoÔ tuqaou graf mato gia è-

paraktw pènte b mata. En¸ to endiafèron th èreuna brsketai sto teli-

B ma Pr¸to: Oi desmo w tuqae metablhtè

Jewr¸nta tou diktuakoÔ desmoÔ w tuqae metablhtè , mènei na xanajumh-

H upìjesh aut enswmat¸nei ti topikè koinwnikè diadikase , pou upot-

sunepgetai mia morf duadik exrthsh . Oi desmo mpore epsh na e-

B ma Trto: H upìjesh exrthsh kai h idiaterh morf tou montèlou

Mpore na apodeiqje ìti kpoie kal¸ orismène upojèsei exrthsh sune-

B ma Tètarto: Aplopohsh twn paramètrwn mèsw omoiogèneia llwn pe-

B ma Pèmpto: Ektmhsh kai ermhnea twn paramètrwn tou montèlou

Bebaw h ektmhsh kai h ermhnea sun jw gnontai sto plasio sugkekri-

Ta montèla ekjetik¸n tuqawn grafhmtwn èqoun thn akìloujh morf :

stoiqe sto sqhmatismì A, gA (y) = 1, en o sqhmatismì parathretai sto

'Ola ta montèla ekjetik¸n tuqawn grafhmtwn enai th morf th exsw-

Giat loipìn oi upojèsei exrthsh enai shmantikè ed¸? Oi upojèsei

k¸n me to montèlo. ParathroÔme ìti apì thn parapnw perptwsh (ii), oi

Axzei na parathr soume ìti, en èna sÔnolo pijan¸n akm¸n anaparist è-

pojèsoume ìti uprqei amoibaiìthta sth diadikasa, pou dhmiourge to dktuo.

1.2.1 Periorismo Paramètrwn

ParathroÔme ìti h exswsh (1) anafèretai se diaforetikoÔ sqhmatismoÔ su-

Autè enai, profan¸ , pollè parmetroi kai to montèlo de mpore na ektimh-

sqhmatismoÔ. Gia pardeigma, jewr¸nta th sqèsh th amoibaiìthta , o PaÔ-

enai dioi, ìtan agnooÔme ta qarakthristik twn kìmbwn (opìte oi sqhma-

'Otan knoume aut n thn upìjesh th omoiogèneia , pargoume èna montèlo me

Akìmh kai an squan kpoioi logiko periorismo th omoiogèneia , to montèlo

H aploÔsterh upìjesh exrthsh enai gia tuqae katanomè grafhmtwn

tro θ afor thn pijanìthta emfnish enì desmoÔ.4 H parmetro θ kaletai

Uprqoun kai lle dunatìthte , gia na epiblloume thn omoiogèneia. A

1.3.2 Duadik Montèla

arijmì twn amoibawn (antapodidìmenwn) desm¸n sto y. Mia elafr¸ pio

1.3.3 Tuqaa Graf mata Markov

Oi domè Bernoulli kai oi domè duadik exrthsh apoteloÔn mh realisti-

En epsh upojèsoume thn omoiogèneia, prokÔptei to montèlo tuqaou graf -

Sq ma 1.1: Sqhmatismo kai parmetroi gia ta montèla tuqawn grafhmtwn

sumperilboume paramètrou gia astèria an¸terh txh apì 3 (4-astèria,

Prèpei na parathrhje ìti oi statistikè sto montèlo Markov sqetzontai me-

'Eqoun epsh anaptuqje diaforetikè epexergase autoÔ tou basikoÔ montè-

1.3.4 Domè Exart sewn me Metablhtè pnw stou

Uprqoun pollo trìpoi gia na eisaqjoÔn oi epidrsei twn qarakthristik¸n

montèla koinwnik epilog , sta opoa ta qarakthristik upotjetai ìti pro-

Sq ma 1.2: (A-H) Sqhmatismo gia èna montèlo qarakthristik¸n Markov

anaparistoÔn dr¸nte me arqaiìthta kai oi sproi kìmboi anaparistoÔn o-

ParathroÔme apì to sq ma 1.2 ìti oi mìnoi mh duadiko sqhmatismo me qarakth-

1.3.5 Pio PolÔploke Upojèsei Exrthsh

Teleutaa èqoun anaptuqje difore epexergase montèlwn ekjetik¸n tuqa-

ta montèla, pou exart¸ntai apì thn ulopohsh, mporoÔn na analujoÔn mèsw

1.4.1 Ektmhsh Yeudo-Pijanofneia

H qr sh th megsth yeudo-pijanofneia gia thn ektmhsh diadrastik¸n mo-

H ektmhsh th yeudo-pijanofneia katanoetai kalÔtera metasqhmatzonta

O upologismì th statistik twn metabol¸n èqei suzhthje ekten¸ apì

Aut h diadikasa moizei me mia logistik palindrìmhsh , sthn pragmatikìth-

1.4.2 Ektmhsh Monte Carlo Mègisth Pijanofneia gia thn

Prìsfate shmantikè exelxei sti teqnikè ektmhsh Monte Carlo gia ta

Arqik, parathroÔme ìti h prosomowsh aut¸n twn montèlwn mpore na ulopoi-

brsketai sto epkentro th ektmhsh Monte Carlo th mègisth pijanofnei-

Molonìti uprqoun diaforè anmesa sti diaforetikè teqnikè ektmhsh

Apì melète tìso th ektmhsh ìso kai th prosomowsh dhmiourg jhkan

ta duo. Sugkekrimèna, dnoume èmfash sthn qrhsimìthta th nèa ènnoia twn

trei kìmbou . Se aut n thn enìthta, estizoume se an¸terh txh paramè-