Online Program Home
  My Program

Abstract Details

Activity Number: 174 - Dynamic Network Modeling
Type: Contributed
Date/Time: Monday, July 31, 2017 : 10:30 AM to 12:20 PM
Sponsor: Section on Statistical Learning and Data Science
Abstract #323448
Title: Estimation of Parameters in a Class of Dynamic Network Models
Author(s): Wei Zhao*
Companies: North Carolina State University
Keywords: dynamic network ; Martingale CLT ; Consistency ; Markov Network Model
Abstract:

Although models have been proposed for static networks, such as stochastic block model, exponential network models, under many of the situations, the networks are time-varying. In this talk, we will first introduce a 1-step Markov model, in which edges are placed independently with the same probabilities depending on the former status of the edges. We also construct the consistent estimators of the probabilities. In analyzing the consistency of the estimators, we use Martingale Central Limit Theorem. Simulations are conducted to analyze the properties and behaviors of the estimators. As a generalization, we next introduce a Markov Dynamic Network Model in which the size of the network is growing, and the conditional probabilities are fluctuating according to the size. We also consider estimation of the edge probabilities in this setting, and apply the dynamic models to real-world data.


Authors who are presenting talks have a * after their name.

Back to the full JSM 2017 program

 
 
Copyright © American Statistical Association