动态有向网络的时变$β$-模型
Time-varying $β$-model for dynamic directed networks
AI总结:
本文将$β$-模型扩展至动态有向网络,提出核平滑似然方法估计时变参数,证明了当节点数或快照数发散时估计量的一致性与渐近正态性,并通过模拟与email数据集验证了方法的有效性。
摘要:
我们将针对有向图广为人知的$β$-模型扩展至动态网络环境,在此环境中我们观测不同时间点的邻接矩阵快照。我们提出了一种核平滑似然方法,用于从$N$个快照中估计具有$n$个节点的网络中的$2n$个时变参数。当$n$或$N$发散时,我们建立了核平滑估计量的一致性与渐近正态性。我们的结果与单网络分析中的对应结论形成对比,后者在渐近研究中总是要求$n\to\infty$。我们进行了全面的模拟研究,证实了理论预测并从多个角度展示了方法的性能。我们将该方法应用于一个email数据集并获得了有意义的结果。
英文摘要:
We extend the well-known $β$-model for directed graphs to dynamic network setting, where we observe snapshots of adjacency matrices at different time points. We propose a kernel-smoothed likelihood approach for estimating $2n$ time-varying parameters in a network with $n$ nodes, from $N$ snapshots. We establish consistency and asymptotic normality properties of our kernel-smoothed estimators as either $n$ or $N$ diverges. Our results contrast their counterparts in single-network analyses, where $n\to\infty$ is invariantly required in asymptotic studies. We conduct comprehensive simulation studies that confirm our theory's prediction and illustrate the performance of our method from various angles. We apply our method to an email data set and obtain meaningful results.
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