论文标题

部分可观测时空混沌系统的无模型预测

Latent process models for functional network data

论文作者

MacDonald, Peter W., Levina, Elizaveta, Zhu, Ji

论文摘要

网络数据通常是用辅助信息进行采样的,或通过观察复杂系统随着时间的推移收集,从而导致多个网络快照由连续变量索引。传统上,统计网络分析中的许多方法都是为单个网络设计的,并且可以应用于此环境中的聚合网络,但是该方法可能会错过重要的功能结构。在这里,我们开发了一种方法,可以显式地估算预期网络,无论是连续索引的函数,无论是时间还是另一个索引变量。我们通过低维的潜在过程参数化网络期望,我们以固定的有限维功能为基础代表其组件。我们得出了一种梯度下降估计算法,为恢复低维结构的恢复,将我们的方法与竞争者进行比较,并将其应用于随时间推移的国际政治互动的数据集,表明我们提出的方法适应数据,胜过竞争者,并提供可解释和有意义的结果。

Network data are often sampled with auxiliary information or collected through the observation of a complex system over time, leading to multiple network snapshots indexed by a continuous variable. Many methods in statistical network analysis are traditionally designed for a single network, and can be applied to an aggregated network in this setting, but that approach can miss important functional structure. Here we develop an approach to estimating the expected network explicitly as a function of a continuous index, be it time or another indexing variable. We parameterize the network expectation through low dimensional latent processes, whose components we represent with a fixed, finite-dimensional functional basis. We derive a gradient descent estimation algorithm, establish theoretical guarantees for recovery of the low dimensional structure, compare our method to competitors, and apply it to a data set of international political interactions over time, showing our proposed method to adapt well to data, outperform competitors, and provide interpretable and meaningful results.

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