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Temporal exponential-family random graph models (TERGMs) are a flexible class of network models for the dynamics of tie formation and dissolution. In practice, separable TERGMs (STERGMs) are the subclass most often used, as these permit…

Computation · Statistics 2022-03-22 Chad Klumb , Martina Morris , Steven M. Goodreau , Samuel M. Jenness

Statistical analysis of social networks provides valuable insights into complex network interactions across various scientific disciplines. However, accurate modeling of networks remains challenging due to the heavy computational burden and…

Social and Information Networks · Computer Science 2023-07-25 Helal El-Zaatari , Fei Yu , Michael R Kosorok

We study offline change point localization and inference in dynamic multilayer random dot product graphs (D-MRDPGs), where at each time point, a multilayer network is observed with shared node latent positions and time-varying,…

Methodology · Statistics 2025-06-30 Fan Wang , Kyle Ritscher , Yik Lun Kei , Xin Ma , Oscar Hernan Madrid Padilla

Repeated small dynamic networks are integral to studies in evolutionary game theory, where networked public goods games offer novel insights into human behaviors. Building on these findings, it is necessary to develop a statistical model…

Applications · Statistics 2025-11-26 Hiroyasu Ando , Akihiro Nishi , Mark S. Handcock

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

Change points in real-world systems mark significant regime shifts in system dynamics, possibly triggered by exogenous or endogenous factors. These points define regimes for the time evolution of the system and are crucial for understanding…

Machine Learning · Statistics 2025-09-30 Ioanna-Yvonni Tsaknaki , Fabrizio Lillo , Piero Mazzarisi

A number of real world problems in many domains (e.g. sociology, biology, political science and communication networks) can be modeled as dynamic networks with nodes representing entities of interest and edges representing interactions…

Social and Information Networks · Computer Science 2017-06-06 Yu Wang , Aniket Chakrabarti , David Sivakoff , Srinivasan Parthasarathy

This article considers a nonparametric method for detecting change points in non-stationary time series. The proposed method will divide the time series into several segments so that between two adjacent segments, the normalized spectral…

Statistics Theory · Mathematics 2020-11-05 Zixiang Guan , Gemai Chen

Many important problems can be modeled as a system of interconnected entities, where each entity is recording time-dependent observations or measurements. In order to spot trends, detect anomalies, and interpret the temporal dynamics of…

Machine Learning · Computer Science 2017-06-13 David Hallac , Youngsuk Park , Stephen Boyd , Jure Leskovec

Sequential (online) change-point detection involves continuously monitoring time-series data and triggering an alarm when shifts in the data distribution are detected. We propose an algorithm for real-time identification of alterations in…

Methodology · Statistics 2024-12-16 Yuhan Tian , Abolfazl Safikhani

Change-point detection (CPD) aims to detect abrupt changes over time series data. Intuitively, effective CPD over multivariate time series should require explicit modeling of the dependencies across input variables. However, existing CPD…

Machine Learning · Computer Science 2020-09-15 Ruohong Zhang , Yu Hao , Donghan Yu , Wei-Cheng Chang , Guokun Lai , Yiming Yang

Dynamic and temporal graphs are rich data structures that are used to model complex relationships between entities over time. In particular, anomaly detection in temporal graphs is crucial for many real world applications such as intrusion…

Machine Learning · Computer Science 2020-07-03 Shenyang Huang , Yasmeen Hitti , Guillaume Rabusseau , Reihaneh Rabbany

Given the growing number of available tools for modeling dynamic networks, the choice of a suitable model becomes central. The goal of this survey is to provide an overview of tie-oriented dynamic network models. The survey is focused on…

Social and Information Networks · Computer Science 2022-01-05 Cornelius Fritz , Michael Lebacher , Göran Kauermann

We introduce a new class of latent process models for dynamic relational network data with the goal of detecting time-dependent structure. Network data are often observed over time, and static network models for such data may fail to…

Methodology · Statistics 2013-11-15 Lucy F. Robinson , Carey E. Priebe

In this paper, we study the offline change point localization problem in a sequence of dependent nonparametric random dot product graphs. To be specific, assume that at every time point, a network is generated from a nonparametric random…

Methodology · Statistics 2022-09-16 Oscar Hernan Madrid Padilla , Yi Yu , Carey E. Priebe

Temporal exponential random graph models (TERGM) are powerful statistical models that can be used to infer the temporal pattern of edge formation and elimination in complex networks (e.g., social networks). TERGMs can also be used in a…

Social and Information Networks · Computer Science 2024-09-17 Yifan Huang , Clayton Barham , Eric Page , PK Douglas

This paper addresses the problem of change-point detection on sequences of high-dimensional and heterogeneous observations, which also possess a periodic temporal structure. Due to the dimensionality problem, when the time between…

Machine Learning · Statistics 2019-03-25 Pablo Moreno-Muñoz , David Ramírez , Antonio Artés-Rodríguez

Detecting anomalies in dynamic graphs is a vital task, with numerous practical applications in areas such as security, finance, and social media. Previous network embedding based methods have been mostly focusing on learning good node…

Machine Learning · Computer Science 2020-05-26 Lei Cai , Zhengzhang Chen , Chen Luo , Jiaping Gui , Jingchao Ni , Ding Li , Haifeng Chen

Generative, temporal network models play an important role in analyzing the dependence structure and evolution patterns of complex networks. Due to the complicated nature of real network data, it is often naive to assume that the underlying…

Methodology · Statistics 2024-08-15 Daniel Cirkovic , Tiandong Wang , Xianyang Zhang

From a sequence of similarity networks, with edges representing certain similarity measures between nodes, we are interested in detecting a change-point which changes the statistical property of the networks. After the change, a subset of…

Statistics Theory · Mathematics 2016-12-06 Shanshan Cao , Yao Xie