Seasonality in Dynamic Stochastic Block Models

Sociotechnological and geospatial processes exhibit time varying structure that make insight discovery challenging. This paper proposes a new statistical model for such systems, modeled as dynamic networks, to address this challenge. It assumes that vertices fall into one of k types and that the probability of edge formation at a particular time depends on the types of the incident nodes and the current time. The time dependencies are driven by unique seasonal processes, which many systems exhibit (e.g., predictable spikes in geospatial or web traffic each day). The paper defines the model as a generative process and an inference procedure to recover the seasonal processes from data when they are unknown. Evaluation with synthetic dynamic networks show the recovery of the latent seasonal processes that drive its formation.Comment: 4 page worksho

Uniqueness of diffusion on domains with rough boundaries

Let $\Omega$ be a domain in $\mathbf R^d$ and $h(\varphi)=\sum^d_{k,l=1}(\partial_k\varphi, c_{kl}\partial_l\varphi)$ a quadratic form on $L_2(\Omega)$ with domain $C_c^\infty(\Omega)$ where the $c_{kl}$ are real symmetric $L_\infty(\Omega)$-functions with $C(x)=(c_{kl}(x))>0$ for almost all $x\in \Omega$. Further assume there are $a, \delta>0$ such that $a^{-1}d_\Gamma^{\delta}\,I\le C\le a\,d_\Gamma^{\delta}\,I$ for $d_\Gamma\le 1$ where $d_\Gamma$ is the Euclidean distance to the boundary $\Gamma$ of $\Omega$. We assume that $\Gamma$ is Ahlfors $s$-regular and if $s$, the Hausdorff dimension of $\Gamma$, is larger or equal to $d-1$ we also assume a mild uniformity property for $\Omega$ in the neighbourhood of one $z\in\Gamma$. Then we establish that $h$ is Markov unique, i.e. it has a unique Dirichlet form extension, if and only if $\delta\ge 1+(s-(d-1))$. The result applies to forms on Lipschitz domains or on a wide class of domains with $\Gamma$ a self-similar fractal. In particular it applies to the interior or exterior of the von Koch snowflake curve in $\mathbf R^2$ or the complement of a uniformly disconnected set in $\mathbf R^d$.Comment: 25 pages, 2 figure

Degenerate elliptic operators: capacity, flux and separation

Let $S=\{S_t\}_{t\geq0}$ be the semigroup generated on L_2(\Ri^d) by a self-adjoint, second-order, divergence-form, elliptic operator $H$ with Lipschitz continuous coefficients. Further let $\Omega$ be an open subset of \Ri^d with Lipschitz continuous boundary $\partial\Omega$. We prove that $S$ leaves $L_2(\Omega)$ invariant if, and only if, the capacity of the boundary with respect to $H$ is zero or if, and only if, the energy flux across the boundary is zero. The global result is based on an analogous local result.Comment: 18 page

Degenerate elliptic operators in one dimension

Let $H$ be the symmetric second-order differential operator on L_2(\Ri) with domain C_c^\infty(\Ri) and action $H\varphi=-(c \varphi')'$ where c\in W^{1,2}_{\rm loc}(\Ri) is a real function which is strictly positive on \Ri\backslash\{0\} but with $c(0)=0$. We give a complete characterization of the self-adjoint extensions and the submarkovian extensions of $H$. In particular if $\nu=\nu_+\vee\nu_-$ where $\nu_\pm(x)=\pm\int^{\pm 1}_{\pm x} c^{-1}$ then $H$ has a unique self-adjoint extension if and only if $\nu\not\in L_2(0,1)$ and a unique submarkovian extension if and only if $\nu\not\in L_\infty(0,1)$. In both cases the corresponding semigroup leaves $L_2(0,\infty)$ and $L_2(-\infty,0)$ invariant. In addition we prove that for a general non-negative c\in W^{1,\infty}_{\rm loc}(\Ri) the corresponding operator $H$ has a unique submarkovian extension.Comment: 28 page