[Forum SIS] Seminar

[Simone Padoan]

Dear All,
We are glad to announce the following talk

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DEC - Statistics Seminar - Università Bocconi,

Thursday, March 26th, 2015,

Room 3-E4-SR03, Via Roentgen 1 - 3rd floor

Time: 12:30pm

(The complete DEC seminars schedule is available at            
                 http://www.unibocconi.eu/statseminar)
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Speaker

François Caron
(University of Oxford)


Title

"Sparse random graphs with exchangeable point processes"


Abstract


Statistical network modeling has focused on representing the graph as a discrete structure, namely the adjacency matrix, and considering the exchangeability of this array. In such cases, the Aldous-Hoover representation theorem (Aldous, 1981; Hoover, 1979) applies and informs us that the graph is necessarily either dense or empty.
We instead consider representing the graph as a measure on the positive quadrant. For the associated definition of exchangeability in this continuous space, we rely on the Kallenberg representation theorem (Kallenberg, 2005). We show that for certain choices of the specified graph construction, our network process is sparse with power-law degree distribution.
In particular, we build on the framework of completely random measures (CRMs) and use the theory associated with such processes to derive important network properties, such as an urn representation for network simulation. The CRM framework also provides for interpretability of the network model in terms of node-specific sociability parameters, with properties such as sparsity and power-law behavior simply tuned by three hyperparameters. Our theoretical results are explored empirically and compared to common network models.

Joint work with Emily Fox (U. Washington).




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Dr. Simone Padoan, PhD.
Assistant Professor

Department of Decision Sciences
Bocconi University of Milan
via Roentgen, 1 20136 Milano - Italy
tel. +39 02 5836 5368
Email: simone.padoan a unibocconi.it
Webpage: http://faculty.unibocconi.it/simonepadoan
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