A TWO-WAY HETEROGENEITY MODEL FOR DYNAMIC NETWORKS

发布时间：2023-05-12 作者：浏览次数：

Speaker:	蒋滨雁	DateTime:	2023年5月12日上午10：00-11：00
Brief Introduction to Speaker: 蒋滨雁，香港理工大学副教授		Place:	6号楼M323会议室
Abstract:Analysis of networks that evolve dynamically requires the joint modelling of individual snapshots and time dynamics. This paper proposes a new flflexible two-way heterogeneity model towards this goal. The new model equips each node of the network with two heterogeneity parameters, one to characterize the propensity to form ties with other nodes statically and the other to difffferentiate the tendency to retain existing ties over time. With n observed networks each having p nodes, we develop a new asymptotic theory for the maximum likelihood estimation of 2p parameters when np → ∞. We overcome the global non-convexity of the negative log-likelihood function by the virtue of its local convexity, and propose a novel method of moment estimator as the initial value for a simple algorithm that leads to the consistent local maximum likelihood estimator (MLE). To establish the upper bounds for the estimation error of the MLE, we derive a new uniform deviation bound, which is of independen...