An Expectation Maximization Framework for Yule-Simon Preferential Attachment Models

Understand

In this paper we develop an Expectation Maximization(EM) algorithm to estimate the parameter of a Yule-Simon distribution.

• The Yule-Simon distribution exhibits the "rich get richer" effect whereby an 80-20 type of rule tends to dominate.
• These distributions are ubiquitous in industrial settings.
• The EM algorithm presented provides both frequentist and Bayesian estimates of the $\lambda$ parameter.