arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2001.06052econ.EMecon.GNq-fin.ECstat.AP
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基于惩罚回归的聚集关系数据网络结构恢复

Recovering Network Structure from Aggregated Relational Data using Penalized Regression

Hossein Alidaee, Eric Auerbach, Michael P. Leung

摘要:

收集社交网络数据的成本可能很高。Breza et al.(2017)提出了聚合关系数据(ARD)作为一种低成本的替代品,可用于恢复由特定参数随机效应模型生成的潜在社交网络的结构。我们的主要观察是,许多经济网络形成模型产生的网络是有效的低秩。因此,从ARD的网络恢复通常是可能的,而不需要使用核范数惩罚回归的参数假设。我们演示了如何实现这种方法,并提供有限样本的网络链接的分布估计的均方误差的界限。对于具有数百个观测值的样本,计算只需几秒钟。易于使用的R和Python代码可以在https://github.com/mpleung/ARD上找到。

英文摘要:

Social network data can be expensive to collect. Breza et al. (2017) propose aggregated relational data (ARD) as a low-cost substitute that can be used to recover the structure of a latent social network when it is generated by a specific parametric random effects model. Our main observation is that many economic network formation models produce networks that are effectively low-rank. As a consequence, network recovery from ARD is generally possible without parametric assumptions using a nuclear-norm penalized regression. We demonstrate how to implement this method and provide finite-sample bounds on the mean squared error of the resulting estimator for the distribution of network links. Computation takes seconds for samples with hundreds of observations. Easy-to-use code in R and Python can be found at https://github.com/mpleung/ARD.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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