No Arabic abstract
The evolution of communities in dynamic (time-varying) network data is a prominent topic of interest. A popular approach to understanding these dynamic networks is to embed the dyadic relations into a latent metric space. While methods for clustering with this approach exist for dynamic networks, they all assume a static community structure. This paper presents a Bayesian nonparametric model for dynamic networks that can model networks with evolving community structures. Our model extends existing latent space approaches by explicitly modeling the additions, deletions, splits, and mergers of groups with a hierarchical Dirichlet process hidden Markov model. Our proposed approach, the hierarchical Dirichlet process latent position clustering model (HDP-LPCM), incorporates transitivity, models both individual and group level aspects of the data, and avoids the computationally expensive selection of the number of groups required by most popular methods. We provide a Markov chain Monte Carlo estimation algorithm and apply our method to synthetic and real-world networks to demonstrate its performance.
In relational event networks, the tendency for actors to interact with each other depends greatly on the past interactions between the actors in a social network. Both the quantity of past interactions and the time that elapsed since the past interactions occurred affect the actors decision-making to interact with other actors in the network. Recently occurred events generally have a stronger influence on current interaction behavior than past events that occurred a long time ago--a phenomenon known as memory decay. Previous studies either predefined a short-run and long-run memory or fixed a parametric exponential memory using a predefined half-life period. In real-life relational event networks however it is generally unknown how the memory of actors about the past events fades as time goes by. For this reason it is not recommendable to fix this in an ad hoc manner, but instead we should learn the shape of memory decay from the observed data. In this paper, a novel semi-parametric approach based on Bayesian Model Averaging is proposed for learning the shape of the memory decay without requiring any parametric assumptions. The method is applied to relational event history data among socio-political actors in India.
Latent space models are popular for analyzing dynamic network data. We propose a variational approach to estimate the model parameters as well as the latent positions of the nodes in the network. The variational approach is much faster than Markov chain Monte Carlo algorithms, and is able to handle large networks. Theoretical properties of the variational Bayes risk of the proposed procedure are provided. We apply the variational method and latent space model to simulated data as well as real data to demonstrate its performance.
This paper extends Bayesian mortality projection models for multiple populations considering the stochastic structure and the effect of spatial autocorrelation among the observations. We explain high levels of overdispersion according to adjacent locations based on the conditional autoregressive model. In an empirical study, we compare different hierarchical projection models for the analysis of geographical diversity in mortality between the Japanese counties in multiple years, according to age. By a Markov chain Monte Carlo (MCMC) computation, results have demonstrated the flexibility and predictive performance of our proposed model.
A nonparametric Bayes approach is proposed for the problem of estimating a sparse sequence based on Gaussian random variables. We adopt the popular two-group prior with one component being a point mass at zero, and the other component being a mixture of Gaussian distributions. Although the Gaussian family has been shown to be suboptimal for this problem, we find that Gaussian mixtures, with a proper choice on the means and mixing weights, have the desired asymptotic behavior, e.g., the corresponding posterior concentrates on balls with the desired minimax rate. To achieve computation efficiency, we propose to obtain the posterior distribution using a deterministic variational algorithm. Empirical studies on several benchmark data sets demonstrate the superior performance of the proposed algorithm compared to other alternatives.
We consider the problem of flexible modeling of higher order Markov chains when an upper bound on the order of the chain is known but the true order and nature of the serial dependence are unknown. We propose Bayesian nonparametric methodology based on conditional tensor factorizations, which can characterize any transition probability with a specified maximal order. The methodology selects the important lags and captures higher order interactions among the lags, while also facilitating calculation of Bayes factors for a variety of hypotheses of interest. We design efficient Markov chain Monte Carlo algorithms for posterior computation, allowing for uncertainty in the set of important lags to be included and in the nature and order of the serial dependence. The methods are illustrated using simulation experiments and real world applications.