Multilinear tensor regression for longitudinal relational data

DOI10.1214/15-AOAS839zbMATH Open1454.62481arXiv1412.0048WikidataQ31117556 ScholiaQ31117556MaRDI QIDQ902890FDOQ902890

Peter D. Hoff

Publication date: 4 January 2016

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

Abstract: A fundamental aspect of relational data, such as from a social network, is the possibility of dependence among the relations. In particular, the relations between members of one pair of nodes may have an effect on the relations between members of another pair. This article develops a type of regression model to estimate such effects in the context of longitudinal and multivariate relational data, or other data that can be represented in the form of a tensor. The model is based on a general multilinear tensor regression model, a special case of which is a tensor autoregression model in which the tensor of relations at one time point are parsimoniously regressed on relations from previous time points. This is done via a separable, or Kronecker-structured, regression parameter along with a separable covariance model. In the context of an analysis of longitudinal multivariate relational data, it is shown how the multilinear tensor regression model can represent patterns that often appear in relational and network data, such as reciprocity and transitivity.

Full work available at URL: https://arxiv.org/abs/1412.0048

zbMATH Keywords

networkBayesian inferencevector autoregressionTucker productevent dataarray normalinternational relations

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

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