Ernst Wit

Igor Artico, Ernst Wit

Relational events are a type of social interactions, that sometimes are referred to as dynamic networks. Its dynamics typically depends on emerging patterns, so-called endogenous variables, or external forces, referred to as exogenous variables. Comprehensive information on the actors in the network, especially for huge networks, is rare, however. A latent space approach in network analysis has been a popular way to account for unmeasured covariates that are driving network configurations. Bayesian and EM-type algorithms have been proposed for inferring the latent space, but both the sheer size many social network applications as well as the dynamic nature of the process, and therefore the latent space, make computations prohibitively expensive. In this work we propose a likelihood-based algorithm that can deal with huge relational event networks. We propose a hierarchical strategy for inferring network community dynamics embedded into an interpretable latent space. Node dynamics are described by smooth spline processes. To make the framework feasible for large networks we borrow from machine learning optimization methodology. Model-based clustering is carried out via a convex clustering penalization, encouraging shared trajectories for ease of interpretation. We propose a model-based approach for separating macro-microstructures and perform a hierarchical analysis within successive hierarchies. The method can fit millions of nodes on a public Colab GPU in a few minutes. The code and a tutorial are available in a Github repository.

Javier González, Ivan Vujačić, Ernst Wit

Non-linear systems of differential equations have attracted the interest in fields like system biology, ecology or biochemistry, due to their flexibility and their ability to describe dynamical systems. Despite the importance of such models in many branches of science they have not been the focus of systematic statistical analysis until recently. In this work we propose a general approach to estimate the parameters of systems of differential equations measured with noise. Our methodology is based on the maximization of the penalized likelihood where the system of differential equations is used as a penalty. To do so, we use a Reproducing Kernel Hilbert Space approach that allows to formulate the estimation problem as an unconstrained numeric maximization problem easy to solve. The proposed method is tested with synthetically simulated data and it is used to estimate the unobserved transcription factor CdaR in Steptomyes coelicolor using gene expression data of the genes it regulates.

Anani Lotsi, Ernst Wit

This paper considers the problem of networks reconstruction from heterogeneous data using a Gaussian Graphical Mixture Model (GGMM). It is well known that parameter estimation in this context is challenging due to large numbers of variables coupled with the degeneracy of the likelihood. We propose as a solution a penalized maximum likelihood technique by imposing an $l_{1}$ penalty on the precision matrix. Our approach shrinks the parameters thereby resulting in better identifiability and variable selection. We use the Expectation Maximization (EM) algorithm which involves the graphical LASSO to estimate the mixing coefficients and the precision matrices. We show that under certain regularity conditions the Penalized Maximum Likelihood (PML) estimates are consistent. We demonstrate the performance of the PML estimator through simulations and we show the utility of our method for high dimensional data analysis in a genomic application.