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Title: The Multivariate Community Hawkes model for dependent relational events in continuous-time networks
The stochastic block model (SBM) is one of the most widely used generative models for network data. Many continuous-time dynamic network models are built upon the same assumption as the SBM: edges or events between all pairs of nodes are conditionally independent given the block or community memberships, which prevents them from reproducing higher-order motifs such as triangles that are commonly observed in real networks. We propose the multivariate community Hawkes (MULCH) model, an extremely flexible community-based model for continuous-time networks that introduces dependence between node pairs using structured multivariate Hawkes processes. We fit the model using a spectral clustering and likelihood-based local refinement procedure. We find that our proposed MULCH model is far more accurate than existing models both for predictive and generative tasks.  more » « less
Award ID(s):
2047955 1830412 1755824 2318751
NSF-PAR ID:
10357297
Author(s) / Creator(s):
; ; ; ;
Date Published:
Journal Name:
Proceedings of Machine Learning Research
Volume:
162
ISSN:
2640-3498
Page Range / eLocation ID:
20329-20346
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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