14,153 research outputs found
Multivariate Spatiotemporal Hawkes Processes and Network Reconstruction
There is often latent network structure in spatial and temporal data and the
tools of network analysis can yield fascinating insights into such data. In
this paper, we develop a nonparametric method for network reconstruction from
spatiotemporal data sets using multivariate Hawkes processes. In contrast to
prior work on network reconstruction with point-process models, which has often
focused on exclusively temporal information, our approach uses both temporal
and spatial information and does not assume a specific parametric form of
network dynamics. This leads to an effective way of recovering an underlying
network. We illustrate our approach using both synthetic networks and networks
constructed from real-world data sets (a location-based social media network, a
narrative of crime events, and violent gang crimes). Our results demonstrate
that, in comparison to using only temporal data, our spatiotemporal approach
yields improved network reconstruction, providing a basis for meaningful
subsequent analysis --- such as community structure and motif analysis --- of
the reconstructed networks
Nonparametric Bayes dynamic modeling of relational data
Symmetric binary matrices representing relations among entities are commonly
collected in many areas. Our focus is on dynamically evolving binary relational
matrices, with interest being in inference on the relationship structure and
prediction. We propose a nonparametric Bayesian dynamic model, which reduces
dimensionality in characterizing the binary matrix through a lower-dimensional
latent space representation, with the latent coordinates evolving in continuous
time via Gaussian processes. By using a logistic mapping function from the
probability matrix space to the latent relational space, we obtain a flexible
and computational tractable formulation. Employing P\`olya-Gamma data
augmentation, an efficient Gibbs sampler is developed for posterior
computation, with the dimension of the latent space automatically inferred. We
provide some theoretical results on flexibility of the model, and illustrate
performance via simulation experiments. We also consider an application to
co-movements in world financial markets
Stochastic Variational Inference
We develop stochastic variational inference, a scalable algorithm for
approximating posterior distributions. We develop this technique for a large
class of probabilistic models and we demonstrate it with two probabilistic
topic models, latent Dirichlet allocation and the hierarchical Dirichlet
process topic model. Using stochastic variational inference, we analyze several
large collections of documents: 300K articles from Nature, 1.8M articles from
The New York Times, and 3.8M articles from Wikipedia. Stochastic inference can
easily handle data sets of this size and outperforms traditional variational
inference, which can only handle a smaller subset. (We also show that the
Bayesian nonparametric topic model outperforms its parametric counterpart.)
Stochastic variational inference lets us apply complex Bayesian models to
massive data sets
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