A semiparametric extension of the stochastic block model for longitudinal networks
Résumé
To model recurrent interaction events in continuous time, we propose an extension of the stochastic block model where each individual belongs to a latent group and interactions between two individuals follow a conditional
inhomogeneous Poisson process whose intensity is driven by the individuals' latent groups.
The model is shown to be identifiable and an
estimation procedure is proposed based on a semiparametric variational expectation-maximization algorithm. Two
versions of the method are developed, using either a nonparametric histogram approach (with an adaptive choice of the partition
size) or kernel intensity estimators. The number of latent groups can be selected by an integrated classification likelihood criterion.
Finally, we demonstrate the performance of our procedure on
synthetic experiments and the analysis of several real datasets illustrates the utility of our approach.
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