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Dynamic stochastic blockmodels for time-evolving social networks (1403.0921v1)

Published 4 Mar 2014 in cs.SI, cs.LG, physics.soc-ph, and stat.ME

Abstract: Significant efforts have gone into the development of statistical models for analyzing data in the form of networks, such as social networks. Most existing work has focused on modeling static networks, which represent either a single time snapshot or an aggregate view over time. There has been recent interest in statistical modeling of dynamic networks, which are observed at multiple points in time and offer a richer representation of many complex phenomena. In this paper, we present a state-space model for dynamic networks that extends the well-known stochastic blockmodel for static networks to the dynamic setting. We fit the model in a near-optimal manner using an extended Kalman filter (EKF) augmented with a local search. We demonstrate that the EKF-based algorithm performs competitively with a state-of-the-art algorithm based on Markov chain Monte Carlo sampling but is significantly less computationally demanding.

Citations (231)

Summary

  • The paper introduces a state-space extension of stochastic blockmodels using an extended Kalman filter for near-optimal inference in dynamic networks.
  • The methodology significantly reduces computational demand compared to traditional MCMC methods while maintaining competitive accuracy.
  • Empirical results on datasets like the Enron emails reveal temporal patterns and shifts in network interactions aligned with key events.

Overview of "Dynamic Stochastic Blockmodels for Time-Evolving Social Networks"

This paper presents an innovative approach to modeling dynamic social networks by extending the traditional stochastic blockmodel (SBM) to account for temporal aspects. Authored by Kevin S. Xu and Alfred O. Hero III, the paper introduces a state-space model that utilizes dynamic stochastic blockmodels (DSBMs) for time-evolving networks. The paper leverages an extended Kalman filter (EKF) for efficient and near-optimal inference. This approach is contrasted with the more computationally intensive Markov chain Monte Carlo (MCMC) methods previously used for such tasks.

Methodology and Contributions

The authors propose a model that represents dynamic networks as sequences of discrete-time snapshots, with nodes and edges potentially changing over time. The key innovation lies in incorporating a Gaussian approximation within the SBM framework and using a state-space model to track temporal changes in the network. The EKF is employed to perform inference due to its computational efficiency and satisfactory accuracy.

Key Features:

  • Dynamic Stochastic Blockmodels: The paper extends traditional SBMs to a dynamic setting, allowing for time-varying analysis of networks. This is particularly useful for analyzing phenomena where interactions are not static but evolve over time.
  • State-Space Representation: By formulating the problem in a state-space context, the authors offer a principled way to model time-evolving networks. The states evolve according to a linear dynamic system, and observations are made through a non-linear transformation governed by the logistic function.
  • Extended Kalman Filter (EKF): The EKF is leveraged for its ability to make near-optimal state estimates in non-linear dynamic systems, providing considerable computational advantage over MCMC-based methods.

The model is tested on both simulated and real-world data, notably the Enron email dataset, to demonstrate its effectiveness in tracking and predicting network changes.

Results and Evaluation

The experiments conducted indicate that the EKF-based approach not only significantly reduces computational demand compared to MCMC but also provides competitive accuracy in estimating dynamic network states. The authors evaluate the model's performance using metrics such as the mean-squared error (MSE) for tracking accuracy and the adjusted Rand index for class estimation accuracy.

Results from experiments on the MIT Reality Mining data and the Enron email network demonstrate the model's utility in revealing meaningful temporal patterns that are not apparent from static analyses. For instance, in the Enron network, shifts in intra-role communication were detected, aligning with key historical events, showcasing the model's ability to capture underlying network dynamics.

Implications and Future Directions

The research contributes to the ongoing development of statistical models for dynamic networks, with practical implications for areas such as social network analysis, telecommunications, and bioinformatics where time-evolving data is prevalent.

Looking forward, this framework opens avenues for several future research directions:

  • Improvement in Inference Algorithms: While the EKF offers computational benefits, exploring other non-linear filtering techniques such as the unscented Kalman filter or particle filters could further enhance robustness and performance for complex network dynamics.
  • Enhanced Temporal Models: Integrating more sophisticated temporal models could provide deeper insights into the structural changes within networks.
  • Scalability and Real-Time Applications: Adapting this approach for use in larger networks and real-time applications could substantially broaden its applicability.

The authors have made a significant contribution to understanding and modeling dynamic networks by providing a framework that balances accuracy and computational efficiency, paving the way for further exploration and refinement in the field of dynamic network analysis.