相关论文: Consistency of the maximum likelihood and variatio…
The stochastic block model (SBM) is a probabilistic model de- signed to describe heterogeneous directed and undirected graphs. In this paper, we address the asymptotic inference on SBM by use of maximum- likelihood and variational…
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…
A hidden Markov model with trends is a hidden Markov model whose emission distributions are translated by a trend that depends on the current hidden state and on the current time. Contrary to standard hidden Markov models, such processes…
A model for network panel data is discussed, based on the assumption that the observed data are discrete observations of a continuous-time Markov process on the space of all directed graphs on a given node set, in which changes in tie…
Statistical analysis of network is an active research area and the literature counts a lot of papers concerned with network models and statistical analysis of networks. However, very few papers deal with missing data in network analysis and…
We consider the problem of identifying parameters of a particular class of Markov chains, called Bernoulli Autoregressive (BAR) processes. The structure of any BAR model is encoded by a directed graph. Incoming edges to a node in the graph…
Consider a parametrized family of general hidden Markov models, where both the observed and unobserved components take values in a complete separable metric space. We prove that the maximum likelihood estimator (MLE) of the parameter is…
We present asymptotic and finite-sample results on the use of stochastic blockmodels for the analysis of network data. We show that the fraction of misclassified network nodes converges in probability to zero under maximum likelihood…
A Markov-switching observation-driven model is a stochastic process $((S_t,Y_t))_{t \in \mathbb{Z}}$ where $(S_t)_{t \in \mathbb{Z}}$ is an unobserved Markov chain on a finite set and $(Y_t)_{t \in \mathbb{Z}}$ is an observed stochastic…
Latent variable models are frequently used to identify structure in dichotomous network data, in part because they give rise to a Bernoulli product likelihood that is both well understood and consistent with the notion of exchangeable…
We propose a new dynamic stochastic blockmodel that focuses on the analysis of interaction lengths in networks. The model does not rely on a discretization of the time dimension and may be used to analyze networks that evolve continuously…
We propose sequential Monte Carlo based algorithms for maximum likelihood estimation of the static parameters in hidden Markov models with an intractable likelihood using ideas from approximate Bayesian computation. The static parameter…
Biological neural networks are notoriously hard to model due to their stochastic behavior and high dimensionality. We tackle this problem by constructing a dynamical model of both the expectations and covariances of the fractions of active…
Statistical node clustering in discrete time dynamic networks is an emerging field that raises many challenges. Here, we explore statistical properties and frequentist inference in a model that combines a stochastic block model (SBM) for…
The Stochastic Block Model (Holland et al., 1983) is a mixture model for heterogeneous network data. Unlike the usual statistical framework, new nodes give additional information about the previous ones in this model. Thereby the…
Models of complex networks often incorporate node-intrinsic properties abstracted as hidden variables. The probability of connections in the network is then a function of these variables. Real-world networks evolve over time, and many…
Stochastic processes find applications in modelling systems in a variety of disciplines. A large number of stochastic models considered are Markovian in nature. It is often observed that higher order Markov processes can model the data…
We consider a stochastic process model with time trend and measurement error. We establish consistency and derive the limiting distributions of the maximum likelihood (ML) estimators of the covariance function parameters under a general…
We study an open discrete-time queueing network that models the collection of data in a multi-hop sensor network. We assume data is generated at the sensor nodes as a discrete-time Bernoulli process. All nodes in the network maintain a…
We study the stochastic block model which is often used to model community structures and study community-detection algorithms. We consider the case of two blocks in regard to its largest connected component and largest biconnected…