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There exist various types of network block models such as the Stochastic Block Model (SBM), the Degree Corrected Block Model (DCBM), and the Popularity Adjusted Block Model (PABM). While this leads to a variety of choices, the block models…

Machine Learning · Statistics 2021-03-16 Majid Noroozi , Marianna Pensky

Regime-switching models, in particular Hidden Markov Models (HMMs) where the switching is driven by an unobservable Markov chain, are widely-used in financial applications, due to their tractability and good econometric properties. In this…

Statistical Finance · Quantitative Finance 2016-02-18 Vikram Krishnamurthy , Elisabeth Leoff , Jörn Sass

A primary goal of social science research is to understand how latent group memberships predict the dynamic process of network evolution. In the modeling of international militarized conflicts, for instance, scholars hypothesize that…

Applications · Statistics 2021-10-26 Santiago Olivella , Tyler Pratt , Kosuke Imai

Models of dynamic networks --- networks that evolve over time --- have manifold applications. We develop a discrete-time generative model for social network evolution that inherits the richness and flexibility of the class of…

Methodology · Statistics 2015-03-24 Pavel N. Krivitsky , Mark S. Handcock

A multilevel network is defined as the junction of two interaction networks, one level representing the interactions between individuals and the other the interactions between organizations. The levels are linked by an affiliation…

Methodology · Statistics 2023-12-04 Saint-Clair Chabert-Liddell , Pierre Barbillon , Sophie Donnet , Emmanuel Lazega

Natural spatiotemporal processes can be highly non-stationary in many ways, e.g. the low-level non-stationarity such as spatial correlations or temporal dependencies of local pixel values; and the high-level variations such as the…

Machine Learning · Computer Science 2019-04-23 Yunbo Wang , Jianjin Zhang , Hongyu Zhu , Mingsheng Long , Jianmin Wang , Philip S Yu

Diffusion models (DMs) represent state-of-the-art generative models for continuous inputs. DMs work by constructing a Stochastic Differential Equation (SDE) in the input space (ie, position space), and using a neural network to reverse it.…

Machine Learning · Computer Science 2024-05-14 Tianrong Chen , Jiatao Gu , Laurent Dinh , Evangelos A. Theodorou , Joshua Susskind , Shuangfei Zhai

We consider the two-sample testing problem for networks, where the goal is to determine whether two sets of networks originated from the same stochastic model. Assuming no vertex correspondence and allowing for different numbers of nodes,…

Statistics Theory · Mathematics 2024-06-11 Chung Kyong Nguen , Oscar Hernan Madrid Padilla , Arash A. Amini

This paper is concerned with the estimation of time-varying networks for high-dimensional nonstationary time series. Two types of dynamic behaviors are considered: structural breaks (i.e., abrupt change points) and smooth changes. To…

Statistics Theory · Mathematics 2020-02-19 Mengyu Xu , Xiaohui Chen , Wei Biao Wu

Diffusion models have risen to prominence in time series forecasting, showcasing their robust capability to model complex data distributions. However, their effectiveness in deterministic predictions is often constrained by instability…

Machine Learning · Computer Science 2024-11-08 Hao Yang , Zhanbo Feng , Feng Zhou , Robert C Qiu , Zenan Ling

Latent space models (LSMs) are often used to analyze dynamic (time-varying) networks that evolve in continuous time. Existing approaches to Bayesian inference for these models rely on Markov chain Monte Carlo algorithms, which cannot handle…

Methodology · Statistics 2024-01-19 Joshua Daniel Loyal

Numerical modeling of different structural materials that have highly nonlinear behaviors has always been a challenging problem in engineering disciplines. Experimental data is commonly used to characterize this behavior. This study aims to…

Machine Learning · Computer Science 2020-07-28 Elif Ecem Bas , Denis Aslangil , Mohamed A. Moustafa

The topologies of predictable dynamic networks are continuously dynamic in terms of node position, network connectivity and link metric. However, their dynamics are almost predictable compared with the ad-hoc network. The existing routing…

Networking and Internet Architecture · Computer Science 2018-08-20 Zengyin Yang , Qian Wu , Zhize Li , Hewu Li , Jianping Wu

We present a Bayesian formulation of weighted stochastic block models that can be used to infer the large-scale modular structure of weighted networks, including their hierarchical organization. Our method is nonparametric, and thus does…

Machine Learning · Statistics 2018-01-24 Tiago P. Peixoto

We propose an autoregressive framework for modelling dynamic networks with dependent edges. It encompasses models that accommodate, for example, transitivity, degree heterogenenity, and other stylized features often observed in real network…

Statistics Theory · Mathematics 2026-03-25 Jinyuan Chang , Qin Fang , Eric D. Kolaczyk , Peter W. MacDonald , Qiwei Yao

We investigate nonlinear regression for nonstationary sequential data. In most real-life applications such as business domains including finance, retail, energy and economy, timeseries data exhibits nonstationarity due to the temporally…

Machine Learning · Computer Science 2020-06-19 Fatih Ilhan , Oguzhan Karaahmetoglu , Ismail Balaban , Suleyman Serdar Kozat

Functional brain networks can change rapidly as a function of stimuli or cognitive shifts. Tracking dynamic functional connectivity is particularly challenging as it requires estimating the structure of the network at each moment as well as…

Methodology · Statistics 2024-04-30 Wan-Chi Hsin , Uri T. Eden , Emily P. Stephen

Large language models have achieved remarkable success in time series prediction tasks, but their substantial computational and memory requirements limit deployment on lightweight platforms. In this paper, we propose the Symbolic Transition…

Machine Learning · Computer Science 2026-02-03 Namkyung Yoon , Hwangnam Kim

The bipartite network appears in various areas, such as biology, sociology, physiology, and computer science. \cite{rohe2016co} proposed Stochastic co-Blockmodel (ScBM) as a tool for detecting community structure of binary bipartite graph…

Machine Learning · Statistics 2023-05-31 Huan Qing , Jingli Wang

With the advent of structured data in the form of social networks, genetic circuits and protein interaction networks, statistical analysis of networks has gained popularity over recent years. Stochastic block model constitutes a classical…

Statistics Theory · Mathematics 2015-05-27 Debdeep Pati , Anirban Bhattacharya