ﻻ يوجد ملخص باللغة العربية
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.
We develop a variational Bayesian (VB) approach for estimating large-scale dynamic network models in the network autoregression framework. The VB approach allows for the automatic identification of the dynamic structure of such a model and obtains a
Continuous latent time series models are prevalent in Bayesian modeling; examples include the Kalman filter, dynamic collaborative filtering, or dynamic topic models. These models often benefit from structured, non mean field variational approximatio
A two-level group-specific curve model is such that the mean response of each member of a group is a separate smooth function of a predictor of interest. The three-level extension is such that one grouping variable is nested within another one, and h
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
Gaussian state space models have been used for decades as generative models of sequential data. They admit an intuitive probabilistic interpretation, have a simple functional form, and enjoy widespread adoption. We introduce a unified algorithm to ef