Stochastic Weighted Graphs: Flexible Model Specification and Simulation

In most domains of network analysis researchers consider networks that arise in nature with weighted edges. Such networks are routinely dichotomized in the interest of using available methods for statistical inference with networks. The generalized exponential random graph model (GERGM) is a recently proposed method used to simulate and model the edges of a weighted graph. The GERGM specifies a joint distribution for an exponential family of graphs with continuous-valued edge weights. However, current estimation algorithms for the GERGM only allow inference on a restricted family of model specifications. To address this issue, we develop a Metropolis--Hastings method that can be used to estimate any GERGM specification, thereby significantly extending the family of weighted graphs that can be modeled with the GERGM. We show that new flexible model specifications are capable of avoiding likelihood degeneracy and efficiently capturing network structure in applications where such models were not previously available. We demonstrate the utility of this new class of GERGMs through application to two real network data sets, and we further assess the effectiveness of our proposed methodology by simulating non-degenerate model specifications from the well-studied two-stars model. A working R version of the GERGM code is available in the supplement and will be incorporated in the gergm CRAN package.Comment: 33 pages, 6 figures. To appear in Social Network

Hierarchical Models for Relational Event Sequences

Interaction within small groups can often be represented as a sequence of events, where each event involves a sender and a recipient. Recent methods for modeling network data in continuous time model the rate at which individuals interact conditioned on the previous history of events as well as actor covariates. We present a hierarchical extension for modeling multiple such sequences, facilitating inferences about event-level dynamics and their variation across sequences. The hierarchical approach allows one to share information across sequences in a principled manner---we illustrate the efficacy of such sharing through a set of prediction experiments. After discussing methods for adequacy checking and model selection for this class of models, the method is illustrated with an analysis of high school classroom dynamics

Generalized Erdos Numbers for network analysis

In this paper we consider the concept of `closeness' between nodes in a weighted network that can be defined topologically even in the absence of a metric. The Generalized Erd\H{o}s Numbers (GENs) satisfy a number of desirable properties as a measure of topological closeness when nodes share a finite resource between nodes as they are real-valued and non-local, and can be used to create an asymmetric matrix of connectivities. We show that they can be used to define a personalized measure of the importance of nodes in a network with a natural interpretation that leads to a new global measure of centrality and is highly correlated with Page Rank. The relative asymmetry of the GENs (due to their non-metric definition) is linked also to the asymmetry in the mean first passage time between nodes in a random walk, and we use a linearized form of the GENs to develop a continuum model for `closeness' in spatial networks. As an example of their practicality, we deploy them to characterize the structure of static networks and show how it relates to dynamics on networks in such situations as the spread of an epidemic

A survey of statistical network models

Networks are ubiquitous in science and have become a focal point for discussion in everyday life. Formal statistical models for the analysis of network data have emerged as a major topic of interest in diverse areas of study, and most of these involve a form of graphical representation. Probability models on graphs date back to 1959. Along with empirical studies in social psychology and sociology from the 1960s, these early works generated an active network community and a substantial literature in the 1970s. This effort moved into the statistical literature in the late 1970s and 1980s, and the past decade has seen a burgeoning network literature in statistical physics and computer science. The growth of the World Wide Web and the emergence of online networking communities such as Facebook, MySpace, and LinkedIn, and a host of more specialized professional network communities has intensified interest in the study of networks and network data. Our goal in this review is to provide the reader with an entry point to this burgeoning literature. We begin with an overview of the historical development of statistical network modeling and then we introduce a number of examples that have been studied in the network literature. Our subsequent discussion focuses on a number of prominent static and dynamic network models and their interconnections. We emphasize formal model descriptions, and pay special attention to the interpretation of parameters and their estimation. We end with a description of some open problems and challenges for machine learning and statistics.Comment: 96 pages, 14 figures, 333 reference

Pervasive sensing to model political opinions in face-to-face networks

Exposure and adoption of opinions in social networks are important questions in education, business, and government. We de- scribe a novel application of pervasive computing based on using mobile phone sensors to measure and model the face-to-face interactions and subsequent opinion changes amongst undergraduates, during the 2008 US presidential election campaign. We nd that self-reported political discussants have characteristic interaction patterns and can be predicted from sensor data. Mobile features can be used to estimate unique individ- ual exposure to di erent opinions, and help discover surprising patterns of dynamic homophily related to external political events, such as elec- tion debates and election day. To our knowledge, this is the rst time such dynamic homophily e ects have been measured. Automatically esti- mated exposure explains individual opinions on election day. Finally, we report statistically signi cant di erences in the daily activities of individ- uals that change political opinions versus those that do not, by modeling and discovering dominant activities using topic models. We nd people who decrease their interest in politics are routinely exposed (face-to-face) to friends with little or no interest in politics.U.S. Army Research Laboratory (Cooperative Agreement No. W911NF-09-2-0053)United States. Air Force Office of Scientific Research (Award No. FA9550-10-1-0122)Swiss National Science Foundatio

Efficient algorithms for simulation and analysis of many-body systems

This thesis introduces methods to efficiently generate and analyze time series data of many-body systems. While we have a strong focus on biomolecular processes, the presented methods can also be applied more generally. Due to limitations of microscope resolution in both space and time, biomolecular processes are especially hard to observe experimentally. Computer models offer an opportunity to work around these limitations. However, as these models are bound by computational effort, careful selection of the model as well as its efficient implementation play a fundamental role in their successful sampling and/or estimation. Especially for high levels of resolution, computer simulations can produce vast amounts of high-dimensional data and in general it is not straightforward to visualize, let alone to identify the relevant features and processes. To this end, we cover tools for projecting time series data onto important processes, finding over time geometrically stable features in observable space, and identifying governing dynamics. We introduce the novel software library deeptime with two main goals: (1) making methods which were developed in different communities (such as molecular dynamics and fluid dynamics) accessible to a broad user base by implementing them in a general-purpose way, and (2) providing an easy to install, extend, and maintain library by employing a high degree of modularity and introducing as few hard dependencies as possible. We demonstrate and compare the capabilities of the provided methods based on numerical examples. Subsequently, the particle-based reaction-diffusion simulation software package ReaDDy2 is introduced. It can simulate dynamics which are more complicated than what is usually analyzed with the methods available in deeptime. It is a significantly more efficient, feature-rich, flexible, and user-friendly version of its predecessor ReaDDy. As such, it enables---at the simulation model's resolution---the possibility to study larger systems and to cover longer timescales. In particular, ReaDDy2 is capable of modeling complex processes featuring particle crowding, space exclusion, association and dissociation events, dynamic formation and dissolution of particle geometries on a mesoscopic scale. The validity of the ReaDDy2 model is asserted by several numerical studies which are compared to analytically obtained results, simulations from other packages, or literature data. Finally, we present reactive SINDy, a method that can detect reaction networks from concentration curves of chemical species. It extends the SINDy method---contained in deeptime---by introducing coupling terms over a system of ordinary differential equations in an ansatz reaction space. As such, it transforms an ordinary linear regression problem to a linear tensor regression. The method employs a sparsity-promoting regularization which leads to especially simple and interpretable models. We show in biologically motivated example systems that the method is indeed capable of detecting the correct underlying reaction dynamics and that the sparsity regularization plays a key role in pruning otherwise spuriously detected reactions

Exponential-Family Random Graph Models for Valued Networks

Exponential-family random graph models (ERGMs) provide a principled and flexible way to model and simulate features common in social networks, such as propensities for homophily, mutuality, and friend-of-a-friend triad closure, through choice of model terms (sufficient statistics). However, those ERGMs modeling the more complex features have, to date, been limited to binary data: presence or absence of ties. Thus, analysis of valued networks, such as those where counts, measurements, or ranks are observed, has necessitated dichotomizing them, losing information and introducing biases. In this work, we generalize ERGMs to valued networks. Focusing on modeling counts, we formulate an ERGM for networks whose ties are counts and discuss issues that arise when moving beyond the binary case. We introduce model terms that generalize and model common social network features for such data and apply these methods to a network dataset whose values are counts of interactions.Comment: 42 pages, including 2 appendixes (3 pages total), 5 figures, 2 tables, 1 algorithm listing; a substantial revision and reorganization: major changes include focus shifted to counts in particular, sections added on modeling actor heterogeneity, a subsection on degeneracy, another example, and an appendix on non-steepness of the CMP distributio

Connectivity Influences on Nonlinear Dynamics in Weakly-Synchronized Networks: Insights from Rössler Systems, Electronic Chaotic Oscillators, Model and Biological Neurons

Natural and engineered networks, such as interconnected neurons, ecological and social networks, coupled oscillators, wireless terminals and power loads, are characterized by an appreciable heterogeneity in the local connectivity around each node. For instance, in both elementary structures such as stars and complex graphs having scale-free topology, a minority of elements are linked to the rest of the network disproportionately strongly. While the effect of the arrangement of structural connections on the emergent synchronization pattern has been studied extensively, considerably less is known about its influence on the temporal dynamics unfolding within each node. Here, we present a comprehensive investigation across diverse simulated and experimental systems, encompassing star and complex networks of Rössler systems, coupled hysteresis-based electronic oscillators, microcircuits of leaky integrate-and-fire model neurons, and finally recordings from in-vitro cultures of spontaneously-growing neuronal networks. We systematically consider a range of dynamical measures, including the correlation dimension, nonlinear prediction error, permutation entropy, and other information-theoretical indices. The empirical evidence gathered reveals that under situations of weak synchronization, wherein rather than a collective behavior one observes significantly differentiated dynamics, denser connectivity tends to locally promote the emergence of stronger signatures of nonlinear dynamics. In deterministic systems, transition to chaos and generation of higher-dimensional signals were observed; however, when the coupling is stronger, this relationship may be lost or even inverted. In systems with a strong stochastic component, the generation of more temporally-organized activity could be induced. These observations have many potential implications across diverse fields of basic and applied science, for example, in the design of distributed sensing systems based on wireless coupled oscillators, in network identification and control, as well as in the interpretation of neuroscientific and other dynamical data