Sparse structures for multivariate extremes

S Engelke, J Ivanovs - Annual Review of Statistics and Its …, 2021 - annualreviews.org
Extreme value statistics provides accurate estimates for the small occurrence probabilities of
rare events. While theory and statistical tools for univariate extremes are well developed …

Recent advances on mechanisms of network generation: Community, exchangeability, and scale‐free properties

Z Li, Y Hou, T Wang - Wiley Interdisciplinary Reviews …, 2024 - Wiley Online Library
The mechanisms of network generation have undergone extensive analysis and found
broad applications in various real‐world scenarios. Among the fruitful literature on network …

Extremal properties of evolving networks: local dependence and heavy tails

N Markovich - Annals of Operations Research, 2024 - Springer
A network evolution with predicted tail and extremal indices of PageRank and the Max-
Linear Model used as node influence indices in random graphs is considered. The tail index …

Preferential attachment with reciprocity: properties and estimation

D Cirkovic, T Wang, SI Resnick - Journal of Complex Networks, 2023 - academic.oup.com
Reciprocity in social networks is a measure of information exchange between two
individuals, and indicates interaction patterns between pairs of users. A recent study finds …

[HTML][HTML] Degree growth rates and index estimation in a directed preferential attachment model

T Wang, SI Resnick - Stochastic Processes and their Applications, 2020 - Elsevier
Preferential attachment is widely used to model power-law behavior of degree distributions
in both directed and undirected networks. In a directed preferential attachment model …

Consistency of Hill estimators in a linear preferential attachment model

T Wang, SI Resnick - Extremes, 2019 - Springer
Preferential attachment is widely used to model power-law behavior of degree distributions
in both directed and undirected networks. Statistical estimates of the tail exponent of the …

Extremal independence in discrete random systems

M Isaev, I Rodionov, RR Zhang… - arXiv preprint arXiv …, 2021 - arxiv.org
Let $\mathbf {X}(n)\in\mathbb {R}^ d $ be a sequence of random vectors, where $
n\in\mathbb {N} $ and $ d= d (n) $. Under certain weakly dependence conditions, we prove …

Tail index estimation of PageRanks in evolving random graphs

N Markovich, M Ryzhov, M Vaičiulis - Mathematics, 2022 - mdpi.com
Random graphs are subject to the heterogeneities of the distributions of node indices and
their dependence structures. Superstar nodes to which a large proportion of nodes attach in …

Generating directed networks with predetermined assortativity measures

T Wang, J Yan, Y Yuan, P Zhang - Statistics and Computing, 2022 - Springer
Assortativity coefficients are important metrics to analyze both directed and undirected
networks. In general, it is not guaranteed that the fitted model will always agree with the …

Poisson edge growth and preferential attachment networks

T Wang, S Resnick - Methodology and Computing in Applied Probability, 2023 - Springer
When modeling a directed social network, one choice is to use the traditional preferential
attachment model, which generates power-law tail distributions. In traditional directed …