7,813 research outputs found
Link Prediction in Graphs with Autoregressive Features
In the paper, we consider the problem of link prediction in time-evolving
graphs. We assume that certain graph features, such as the node degree, follow
a vector autoregressive (VAR) model and we propose to use this information to
improve the accuracy of prediction. Our strategy involves a joint optimization
procedure over the space of adjacency matrices and VAR matrices which takes
into account both sparsity and low rank properties of the matrices. Oracle
inequalities are derived and illustrate the trade-offs in the choice of
smoothing parameters when modeling the joint effect of sparsity and low rank
property. The estimate is computed efficiently using proximal methods through a
generalized forward-backward agorithm.Comment: NIPS 201
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market
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-specific latent variables (dynamic fitnesses)
describing the propensity of each node to create links. Assuming a Markov
dynamics for both mechanisms, we propose an Expectation-Maximization algorithm
for model estimation and inference of the latent variables. The estimated
parameters and fitnesses can be used to forecast the presence of a link in the
future. We apply our methodology to the e-MID interbank network for which the
two linkage mechanisms are associated with two different trading behaviors in
the process of network formation, namely preferential trading and trading
driven by node-specific characteristics. The empirical results allow to
recognise preferential lending in the interbank market and indicate how a
method that does not account for time-varying network topologies tends to
overestimate preferential linkage.Comment: 19 pages, 6 figure
Causal connectivity of evolved neural networks during behavior
To show how causal interactions in neural dynamics are modulated by behavior, it is valuable to analyze these interactions without perturbing or lesioning the neural mechanism. This paper proposes a method, based on a graph-theoretic extension of vector autoregressive modeling and 'Granger causality,' for characterizing causal interactions generated within intact neural mechanisms. This method, called 'causal connectivity analysis' is illustrated via model neural networks optimized for controlling target fixation in a simulated head-eye system, in which the structure of the environment can be experimentally varied. Causal connectivity analysis of this model yields novel insights into neural mechanisms underlying sensorimotor coordination. In contrast to networks supporting comparatively simple behavior, networks supporting rich adaptive behavior show a higher density of causal interactions, as well as a stronger causal flow from sensory inputs to motor outputs. They also show different arrangements of 'causal sources' and 'causal sinks': nodes that differentially affect, or are affected by, the remainder of the network. Finally, analysis of causal connectivity can predict the functional consequences of network lesions. These results suggest that causal connectivity analysis may have useful applications in the analysis of neural dynamics
Classification-based prediction of effective connectivity between timeseries with a realistic cortical network model
Effective connectivity measures the pattern of causal interactions between brain regions. Traditionally, these patterns of causality are inferred from brain recordings using either non-parametric, i.e., model-free, or parametric, i.e., model-based, approaches. The latter approaches, when based on biophysically plausible models, have the advantage that they may facilitate the interpretation of causality in terms of underlying neural mechanisms. Recent biophysically plausible neural network models of recurrent microcircuits have shown the ability to reproduce well the characteristics of real neural activity and can be applied to model interacting cortical circuits. Unfortunately, however, it is challenging to invert these models in order to estimate effective connectivity from observed data. Here, we propose to use a classification-based method to approximate the result of such complex model inversion. The classifier predicts the pattern of causal interactions given a multivariate timeseries as input. The classifier is trained on a large number of pairs of multivariate timeseries and the respective pattern of causal interactions, which are generated by simulation from the neural network model. In simulated experiments, we show that the proposed method is much more accurate in detecting the causal structure of timeseries than current best practice methods. Additionally, we present further results to characterize the validity of the neural network model and the ability of the classifier to adapt to the generative model of the data
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