Edge coherence in multiplex networks

Abstract: This paper introduces a nonparametric framework for the setting where multiple networks are observed on the same set of nodes, also known as multiplex networks. Our objective is to provide a simple parameterization which explicitly captures linear dependence between the different layers of networks. For non-Euclidean observations, such as shapes and graphs, the notion of "linear" must be defined appropriately. Taking inspiration from the representation of stochastic processes and the analogy of the multivariate spectral representation of a stochastic process with joint exchangeability of Bernoulli arrays, we introduce the notion of edge coherence as a measure of linear dependence in the graph limit space. Edge coherence is defined for pairs of edges from any two network layers and is the key novel parameter. We illustrate the utility of our approach by eliciting simple models such as a correlated stochastic blockmodel and a correlated inhomogeneous graph limit model.