Autoregressive Networks
Date: Thursday, 9 September 2021
Time: 10 am - 11 am
We propose a first-order autoregressive model for dynamic network processes in which edges change over time while nodes remain unchanged. The model depicts the dynamic changes explicitly. It also facilitates simple and efficient statistical inference such as the maximum likelihood estimators which are proved to be (uniformly) consistent and asymptotically normal. The model diagnostic checking can be carried out easily using a permutation test. The proposed model can apply to any network processes with various underlying structures but with independent edges. As an illustration, an autoregressive stochastic block model has been investigated in depth, which characterizes the latent communities by the transition probabilities over time. This leads to a more effective spectral clustering algorithm for identifying the latent communities. Inference for a change point is incorporated into the autoregressive stochastic block model to cater for possible structure changes. The developed asymptotic theory as well as the simulation study affirms the performance of the proposed methods. Application with three real data sets illustrates both relevance and usefulness of the proposed models.