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Locally adaptive dynamic networks

Publication ,  Journal Article
Durante, D; Dunson, DB
Published in: Annals of Applied Statistics
December 1, 2016

Our focus is on realistically modeling and forecasting dynamic networks of face-to-face contacts among individuals. Important aspects of such data that lead to problems with current methods include the tendency of the contacts to move between periods of slow and rapid changes, and the dynamic heterogeneity in the actors’ connectivity behaviors. Motivated by this application, we develop a novel method for Locally Adaptive DYnamic (LADY) network inference. The proposed model relies on a dynamic latent space representation in which each actor’s position evolves in time via stochastic differential equations. Using a state-space representation for these stochastic processes and Pólya-gamma data augmentation, we develop an efficient MCMC algorithm for posterior inference along with tractable procedures for online updating and forecasting of future networks. We evaluate performance in simulation studies, and consider an application to face-to-face contacts among individuals in a primary school.

Duke Scholars

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Published In

Annals of Applied Statistics

DOI

EISSN

1941-7330

ISSN

1932-6157

Publication Date

December 1, 2016

Volume

10

Issue

4

Start / End Page

2203 / 2232

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 1403 Econometrics
  • 0104 Statistics
 

Citation

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Durante, D., & Dunson, D. B. (2016). Locally adaptive dynamic networks. Annals of Applied Statistics, 10(4), 2203–2232. https://doi.org/10.1214/16-AOAS971
Durante, D., and D. B. Dunson. “Locally adaptive dynamic networks.” Annals of Applied Statistics 10, no. 4 (December 1, 2016): 2203–32. https://doi.org/10.1214/16-AOAS971.
Durante D, Dunson DB. Locally adaptive dynamic networks. Annals of Applied Statistics. 2016 Dec 1;10(4):2203–32.
Durante, D., and D. B. Dunson. “Locally adaptive dynamic networks.” Annals of Applied Statistics, vol. 10, no. 4, Dec. 2016, pp. 2203–32. Scopus, doi:10.1214/16-AOAS971.
Durante D, Dunson DB. Locally adaptive dynamic networks. Annals of Applied Statistics. 2016 Dec 1;10(4):2203–2232.

Published In

Annals of Applied Statistics

DOI

EISSN

1941-7330

ISSN

1932-6157

Publication Date

December 1, 2016

Volume

10

Issue

4

Start / End Page

2203 / 2232

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 1403 Econometrics
  • 0104 Statistics