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Invited Paper Session

Network Time-Series: Modeling, Inference, and Applications

Mon, Aug 3, 2:00 PM - 3:50 PM Room CC-253B Thomas M. Menino Convention & Exhibition Center

Shirshendu ChatterjeeOrganizerSharmodeep BhattacharyyaChair

International Indian Statistical Association co: IMSco: Section on Statistical Learning and Data Science Applied

4 Presentations

Consistent parameter estimation for dynamic network models with stochastic attractors

2:05 PM - 2:30 PM

Eric Kolaczyk (McGill University)

Co-authors: Konstantinos Spiliopoulos (Boston University), Daniel Sussman (Boston University), Hancong Pan

Attractors Consistency Markov models Low-rank matrix estimation

Dynamic Networks with Node Heterogeneity and Homophily

2:30 PM - 2:55 PM

Binyan Jiang (The Hong Kong Polytechnic University)

Co-authors: Qiwei Yao (London School of Economics)

Dynamic Networks Homophily Node Heterogeneity Normalized least squares

Euclidean mirrors and changepoint localization in network time series

2:55 PM - 3:20 PM

Avanti Athreya (Johns Hopkins University)

Co-authors: Avanti Athreya (Johns Hopkins University)

Network time series Changepoint localization

Agent-Based Dynamic Network Modeling with Self-Exciting Point Processes and Inference from Time-Stamped Data

3:20 PM - 3:45 PM

Shirshendu Chatterjee (City University of New York)

Co-authors: Jingtian Yu (Oregon State University), Sharmodeep Bhattacharyya (Oregon State University), Sarah Emerson (Oregon State University), Robert Trangucci (Oregon State University), Shirshendu Chatterjee (City University of New York)

Dynamic network,Agent-based model Time-stamped data Hawkes process Network inference Inhomogeneous network

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