Change point estimation in a dynamic stochastic block model

M Bhattacharjee, M Banerjee, G Michailidis - Journal of machine learning …, 2020 - jmlr.org
We consider the problem of estimating the location of a single change point in a network
generated by a dynamic stochastic block model mechanism. This model produces …

A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market

P Mazzarisi, P Barucca, F Lillo, D Tantari - European Journal of Operational …, 2020 - Elsevier
We propose a dynamic network model where two mechanisms control the probability of a
link between two nodes:(i) the existence or absence of this link in the past, and (ii) node …

Dynamic network models and graphon estimation

M Pensky - 2019 - projecteuclid.org
Dynamic network models and graphon estimation Page 1 The Annals of Statistics 2019, Vol.
47, No. 4, 2378–2403 https://doi.org/10.1214/18-AOS1751 © Institute of Mathematical …

Autoregressive networks

B Jiang, J Li, Q Yao - Journal of Machine Learning Research, 2023 - jmlr.org
We propose a first-order autoregressive (ie AR (1)) model for dynamic network processes in
which edges change over time while nodes remain unchanged. The model depicts the …

Multiple change points detection and clustering in dynamic networks

M Corneli, P Latouche, F Rossi - Statistics and Computing, 2018 - Springer
The increasing amount of data stored in the form of dynamic interactions between actors
necessitates the use of methodologies to automatically extract relevant information. The …

Online graph learning from sequential data

S Vlaski, HP Maretić, R Nassif… - 2018 IEEE Data …, 2018 - ieeexplore.ieee.org
Graphs provide a powerful framework to represent high-dimensional but structured data,
and to make inferences about relationships between subsets of the data. In this work we …

Piecewise-velocity model for learning continuous-time dynamic node representations

A Çelikkanat, N Nakis, M Mørup - arXiv preprint arXiv:2212.12345, 2022 - arxiv.org
Networks have become indispensable and ubiquitous structures in many fields to model the
interactions among different entities, such as friendship in social networks or protein …

Mutually exciting point process graphs for modeling dynamic networks

FS Passino, NA Heard - Journal of Computational and Graphical …, 2023 - Taylor & Francis
A new class of models for dynamic networks is proposed, called mutually exciting point
process graphs (MEG). MEG is a scalable network-wide statistical model for point processes …

Continuous-time edge modelling using non-parametric point processes

X Fan, B Li, F Zhou, S SIsson - Advances in Neural …, 2021 - proceedings.neurips.cc
The mutually-exciting Hawkes process (ME-HP) is a natural choice to model reciprocity,
which is an important attribute of continuous-time edge (dyadic) data. However, existing …

[HTML][HTML] Multiple network embedding for anomaly detection in time series of graphs

G Chen, J Arroyo, A Athreya, J Cape… - … Statistics & Data …, 2025 - Elsevier
The problem of anomaly detection in time series of graphs is considered, focusing on two
related inference tasks: the detection of anomalous graphs within a time series and the …