[gov3009-l] Perry on "Point process modeling for directed interaction networks"

Matt Blackwell mblackwell at iq.harvard.edu
Mon Apr 11 09:52:23 EDT 2011

Hi all,

We hope that you can join us for the Applied Statistics Workshop this
Wednesday, April 13th, 2011 when we will be happy to finally have
Patrick Perry from the Statistics and Information Sciences Laboratory.
This is a talk rescheduled from earlier in the term when the weather
was much worse. You will find an abstract and paper link below. As
always, we will serve a light lunch and the talk will begin around

“Point process modeling for directed interaction networks”
Patrick Perry
Statistics and Information Sciences Laboratory
CGIS K354 (1737 Cambridge St.)
Wednesday, April 13th, 2011 12 noon

Network data often take the form of repeated interactions between
senders and receivers tabulated over time. Rather than reducing these
data to binary ties, a model is introduced for treating directed
interactions as a multivariate point process: a Cox multiplicative
intensity model using covariates that depend on the history of the
process. Consistency and asymptotic normality are proved for the
resulting partial-likelihood-based estimators under suitable
regularity conditions, and an efficient fitting procedure is
described. Multicast interactions--those involving a single sender but
multiple receivers--are treated explicitly. A motivating data example
shows the effects of reciprocation and group-level preferences on
message sending behavior in a corporate e-mail network.

Paper: http://arxiv.org/abs/1011.1703


Matthew Blackwell
PhD Candidate
Institute for Quantitative Social Science
Department of Government
Harvard University
url: http://people.fas.harvard.edu/~blackwel/

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