Networks with Correlated Edge Processes

This article proposes methods to model nonstationary temporal graph processes. This corresponds to modelling the observation of edge variables (relationships between objects) indicating interactions between pairs of nodes (or objects) exhibiting dependence (correlation) and evolution in time over interactions. This article thus blends (integer) time series models with flexible static network models to produce models of temporal graph data, and statistical fitting procedures for time-varying interaction data. We illustrate the power of our proposed fitting method by analysing a hospital contact network, and this shows the high dimensional data challenge of modelling and inferring correlation between a large number of variables.