论文标题
基于可能的随机网络具有更改点的推断
Likelihood-based Inference for Random Networks with Changepoints
论文作者
论文摘要
生成的时间网络模型在分析复杂网络的依赖性结构和演变模式中起着重要作用。由于真实网络数据的复杂性质,通常天真地假设潜在的数据产生机制本身随着时间而不变。这样的观察结果导致对变化点的研究或不断发展网络的分布结构的突然变化。在本文中,我们提出了一种基于似然的方法,以检测无方向性的优先附件网络中的变更点,并建立一个假设测试框架以检测单个变更点,并为更改点的一致估计器。这样的结果需要在更改点状态下建立MLE的一致性和渐近正态性,这遭受了远距离依赖性。然后,通过滑动窗口方法和更有效的分数统计量将该方法扩展到多个更改点设置。我们还将所提出的方法与以前开发的变更点的非参数估计量进行了比较,并将本文开发的方法应用于对Twitter网络中主题的普及进行建模。
Generative, temporal network models play an important role in analyzing the dependence structure and evolution patterns of complex networks. Due to the complicated nature of real network data, it is often naive to assume that the underlying data-generative mechanism itself is invariant with time. Such observation leads to the study of changepoints or sudden shifts in the distributional structure of the evolving network. In this paper, we propose a likelihood-based methodology to detect changepoints in undirected, affine preferential attachment networks, and establish a hypothesis testing framework to detect a single changepoint, together with a consistent estimator for the changepoint. Such results require establishing consistency and asymptotic normality of the MLE under the changepoint regime, which suffers from long range dependence. The methodology is then extended to the multiple changepoint setting via both a sliding window method and a more computationally efficient score statistic. We also compare the proposed methodology with previously developed non-parametric estimators of the changepoint via simulation, and the methods developed herein are applied to modeling the popularity of a topic in a Twitter network over time.