Locally adaptive dynamic networks

DOI10.1214/16-AOAS971zbMATH Open1454.62495arXiv1505.05668MaRDI QIDQ512425FDOQ512425

Authors: Daniele Durante, David Dunson 

Publication date: 24 February 2017

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Abstract: Our focus is on realistically modeling and forecasting dynamic networks of face-to-face contacts among individuals. Important aspects of such data that lead to problems with current methods include the tendency of the contacts to move between periods of slow and rapid changes, and the dynamic heterogeneity in the actors' connectivity behaviors. Motivated by this application, we develop a novel method for Locally Adaptive DYnamic (LADY) network inference. The proposed model relies on a dynamic latent space representation in which each actor's position evolves in time via stochastic differential equations. Using a state space representation for these stochastic processes and P'olya-gamma data augmentation, we develop an efficient MCMC algorithm for posterior inference along with tractable procedures for online updating and forecasting of future networks. We evaluate performance in simulation studies, and consider an application to face-to-face contacts among individuals in a primary school.

Full work available at URL: https://arxiv.org/abs/1505.05668

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zbMATH Keywords

state-space modellatent spaceface-to-face dynamic contact networknested Gaussian processonline updatingPólya-gamma

Mathematics Subject Classification ID

Applications of statistics to social sciences (62P25) Social networks; opinion dynamics (91D30)

Cited In (11)

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