skip to main content
US FlagAn official website of the United States government
dot gov icon
Official websites use .gov
A .gov website belongs to an official government organization in the United States.
https lock icon
Secure .gov websites use HTTPS
A lock ( lock ) or https:// means you've safely connected to the .gov website. Share sensitive information only on official, secure websites.


Title: A graph-theoretical basis of stochastic-cascading network influence: Characterizations of influence-based centrality
Award ID(s):
1815254
PAR ID:
10366251
Author(s) / Creator(s):
; ;
Date Published:
Journal Name:
Theoretical computer science
Volume:
824
Issue:
825
ISSN:
1879-2294
Page Range / eLocation ID:
92 - 111
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. Abstract Understanding network influence and its determinants are key challenges in political science and network analysis. Traditional latent variable models position actors within a social space based on network dependencies but often do not elucidate the underlying factors driving these interactions. To overcome this limitation, we propose the social influence regression (SIR) model, an extension of vector autoregression tailored for relational data that incorporates exogenous covariates into the estimation of influence patterns. The SIR model captures influence dynamics via a pair of$$n \times n$$matrices that quantify how the actions of one actor affect the future actions of another. This framework not only provides a statistical mechanism for explaining actor influence based on observable traits but also improves computational efficiency through an iterative block coordinate descent method. We showcase the SIR model’s capabilities by applying it to monthly conflict events between countries, using data from the Integrated Crisis Early Warning System (ICEWS). Our findings demonstrate the SIR model’s ability to elucidate complex influence patterns within networks by linking them to specific covariates. This paper’s main contributions are: (1) introducing a model that explains third-order dependencies through exogenous covariates and (2) offering an efficient estimation approach that scales effectively with large, complex networks. 
    more » « less
  2. There are many economic parameters that depend on nonparametric first steps. Examples include games, dynamic discrete choice, average exact consumer surplus, and treatment effects. Often estimators of these parameters are asymptotically equivalent to a sample average of an object referred to as the influence function. The influence function is useful in local policy analysis, in evaluating local sensitivity of estimators, and constructing debiased machine learning estimators. We show that the influence function is a Gateaux derivative with respect to a smooth deviation evaluated at a point mass. This result generalizes the classic Von Mises (1947) and Hampel (1974) calculation to estimators that depend on smooth nonparametric first steps. We give explicit influence functions for first steps that satisfy exogenous or endogenous orthogonality conditions. We use these results to generalize the omitted variable bias formula for regression to policy analysis for and sensitivity to structural changes. We apply this analysis and find no sensitivity to endogeneity of average equivalent variation estimates in a gasoline demand application. 
    more » « less
  3. Recent lattice QCD results, comparing to a hadron resonance gas model, have shown the need for hundreds of particles in hadronic models. These extra particles influence both the equation of state and hadronic interactions within hadron transport models. Here, we introduce the PDG21+ particle list, which contains the most up-to-date database of particles and their properties. We then convert all particles decays into 2 body decays so that they are compatible with SMASH in order to produce a more consistent description of a heavy-ion collision. 
    more » « less