A partially separable model for dynamic valued networks

DOI10.1016/J.CSDA.2023.107811MaRDI QIDQ6096662zbMATH OpenFDO

Authors Yik Lun Kei, Yanzhen Chen, Oscar-Hernan Madrid-Padilla

Publication date 15 September 2023

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2205.13651

zbMATH Keywords

Markov chain Monte Carlomaximum likelihood estimationtemporal exponential-family random graph modeltemporal weighted networks

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Abstract: The Exponential-family Random Graph Model (ERGM) is a powerful model to fit networks with complex structures. However, for dynamic valued networks whose observations are matrices of counts that evolve over time, the development of the ERGM framework is still in its infancy. To facilitate the modeling of dyad value increment and decrement, a Partially Separable Temporal ERGM is proposed for dynamic valued networks. The parameter learning algorithms inherit state-of-the-art estimation techniques to approximate the maximum likelihood, by drawing Markov chain Monte Carlo (MCMC) samples conditioning on the valued network from the previous time step. The ability of the proposed model to interpret network dynamics and forecast temporal trends is demonstrated with real data.

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Cited in

(2)

• Tempus volat, hora fugit: A survey of tie‐oriented dynamic network models in discrete and continuous time
• Partially separable temporal models for signed weighted networks

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