Bayesian learning of dynamic multilayer networks

Published

Journal Article

© 2017 Durante, Mukherjee and Steorts. A plethora of networks is being collected in a growing number of fields, including disease transmission, international relations, social interactions, and others. As data streams continue to grow, the complexity associated with these highly multidimensional connectivity data presents novel challenges. In this paper, we focus on the time-varying interconnections among a set of actors in multiple contexts, called layers. Current literature lacks flexible statistical models for dynamic multilayer networks, which can enhance quality in inference and prediction by efficiently borrowing information within each network, across time, and between layers. Motivated by this gap, we develop a Bayesian nonparametric model leveraging latent space representations. Our formulation characterizes the edge probabilities as a function of shared and layer-specific actors positions in a latent space, with these positions changing in time via Gaussian processes. This representation facilitates dimensionality reduction and incorporates different sources of information in the observed data. In addition, we obtain tractable procedures for posterior computation, inference, and prediction. We provide theoretical results on the flexibility of our model. Our methods are tested on simulations and infection studies monitoring dynamic face-to-face contacts among individuals in multiple days, where we perform better than current methods in inference and prediction. Keywords: Dynamic multilayer network, edge prediction, face-to-face contact network, Gaussian process, latent space model

Duke Authors

Cited Authors

  • Durante, D; Mukherjee, N; Steorts, RC

Published Date

  • April 1, 2017

Published In

Volume / Issue

  • 18 /

Start / End Page

  • 1 - 29

Electronic International Standard Serial Number (EISSN)

  • 1533-7928

International Standard Serial Number (ISSN)

  • 1532-4435

Citation Source

  • Scopus