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Financial institutions obtain enormous amounts of data about user transactions and money transfers, which can be considered as a large graph dynamically changing in time. In this work, we focus on the task of predicting new interactions in…

Machine Learning · Statistics 2020-01-24 Valentina Shumovskaia , Kirill Fedyanin , Ivan Sukharev , Dmitry Berestnev , Maxim Panov

Many of the biological, social and man-made networks around us are inherently dynamic, with their links switching on and off over time. The evolution of these networks is often non-Markovian, and the dynamics of their links correlated.…

Statistical Mechanics · Physics 2021-07-23 Oliver E. Williams , Piero Mazzarisi , Fabrizio Lillo , Vito Latora

We study a general set of models of social network evolution and dynamics. The models consist of both a dynamics on the network and evolution of the network. Links are formed preferentially between 'similar' nodes, where the similarity is…

Physics and Society · Physics 2009-11-11 George C. M. A. Ehrhardt , Matteo Marsili , Fernando Vega-Redondo

Spatial networks, in which nodes and edges are embedded in space, play a vital role in the study of complex systems. For example, many social networks attach geo-location information to each user, allowing the study of not only topological…

Social and Information Networks · Computer Science 2014-03-05 Nicholas D. Larusso , Brian E. Ruttenberg , Ambuj Singh

We are interested in modeling networks in which the connectivity among the nodes and node attributes are random variables and interact with each other. We propose a probabilistic model that allows one to formulate jointly a probability…

Probability · Mathematics 2016-09-07 Haiyan Cai

Link prediction is a fundamental task in statistical network analysis. Recent advances have been made on learning flexible nonparametric Bayesian latent feature models for link prediction. In this paper, we present a max-margin learning…

Machine Learning · Computer Science 2016-02-25 Jun Zhu , Jiaming Song , Bei Chen

Latent stochastic block models are flexible statistical models that are widely used in social network analysis. In recent years, efforts have been made to extend these models to temporal dynamic networks, whereby the connections between…

Methodology · Statistics 2017-03-23 Riccardo Rastelli , Pierre Latouche , Nial Friel

Real-world systems, ranging from social and biological to infrastructural, can be modeled by multilayer networks. Promoting spreading dynamics in multilayer networks may significantly facilitate electronic advertising and predicting popular…

Physics and Society · Physics 2019-08-28 Liming Pan , Wei Wang , Shimin Cai , Tao Zhou

Weighted reciprocity between two agents can be defined as the minimum of sending and receiving value in their bilateral relationship. In financial networks, such reciprocity characterizes the importance of individual banks as both liquidity…

Computational Finance · Quantitative Finance 2024-12-16 Lutz Honvehlmann

Dynamic network data analysis requires joint modelling individual snapshots and time dynamics. This paper proposes a new two-way heterogeneity model towards this goal. The new model equips each node of the network with two heterogeneity…

Methodology · Statistics 2024-04-15 Binyan Jiang , Chenlei Leng , Ting Yan , Qiwei Yao , Xinyang Yu

We propose a nonparametric approach to link prediction in large-scale dynamic networks. Our model uses graph-based features of pairs of nodes as well as those of their local neighborhoods to predict whether those nodes will be linked at…

Machine Learning · Statistics 2013-11-19 Purnamrita Sarkar , Deepayan Chakrabarti , Michael Jordan

We consider a one-sided assignment market or exchange network with transferable utility and propose a model for the dynamics of bargaining in such a market. Our dynamical model is local, involving iterative updates of 'offers' based on…

Computer Science and Game Theory · Computer Science 2015-03-14 Mohsen Bayati , Christian Borgs , Jennifer Chayes , Yashodhan Kanoria , Andrea Montanari

This paper considers a population process on a dynamically evolving graph, which can be alternatively interpreted as a queueing network. The queues are of infinite-server type, entailing that at each node all customers present are served in…

Probability · Mathematics 2020-01-01 Michel Mandjes , Nicos Starreveld , René Bekker

We analyze random networks that change over time. First we analyze a dynamic Erdos-Renyi model, whose edges change over time. We describe its stationary distribution, its convergence thereto, and the SI contact process on the network, which…

Probability · Mathematics 2015-03-19 Benjamin Armbruster , John Gunnar Carlsson

Many social, technological and biological interactions involve network relationships whose outcome intimately depends on the structure of the network and on the strengths of the connections. Yet, although much information is now available…

Statistical Mechanics · Physics 2009-11-10 Guido Caldarelli , Fabrizio Coccetti , Paolo De Los Rios

A new class of models for dynamic networks is proposed, called mutually exciting point process graphs (MEG). MEG is a scalable network-wide statistical model for point processes with dyadic marks, which can be used for anomaly detection…

Social and Information Networks · Computer Science 2023-10-25 Francesco Sanna Passino , Nicholas A. Heard

The lack of large-scale, continuously evolving empirical data usually limits the study of networks to the analysis of snapshots in time. This approach has been used for verification of network evolution mechanisms, such as preferential…

Physics and Society · Physics 2019-10-10 Lazaros K. Gallos , Shlomo Havlin , H. Eugene Stanley , Nina H. Fefferman

Virtually all real-world networks are dynamical entities. In social networks, the propensity of nodes to engage in social interactions (activity) and their chances to be selected by active nodes (attractiveness) are heterogeneously…

Physics and Society · Physics 2017-06-13 Laura Alessandretti , Kaiyuan Sun , Andrea Baronchelli , Nicola Perra

This paper focuses on modeling the dynamic attributes of a dynamic network with a fixed number of vertices. These attributes are considered as time series which dependency structure is influenced by the underlying network. They are modeled…

Methodology · Statistics 2019-11-11 Jonas Krampe

The availability of relational data can offer new insights into the functioning of the economy. Nevertheless, modeling the dynamics in network data with multiple types of relationships is still a challenging issue. Stochastic block models…

Methodology · Statistics 2025-08-01 Ovielt Baltodano López , Roberto Casarin