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Point process modelling for directed interaction networks

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Abstract:

Summary

Network data often take the form of repeated interactions between senders and receivers tabulated over time. A primary question to ask of such data is which traits and behaviours are predictive of interaction. To answer this question, 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. The resulting inferential framework is then employed to model message sending behaviour in a corporate e‐mail network. The analysis gives a precise quantification of which static shared traits and dynamic network effects are predictive of message recipient selection.

Document Type: Research Article

DOI: http://dx.doi.org/10.1111/rssb.12013

Publication date: November 1, 2013

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