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26 septembre

Heure et lieu: 
11h, salle de réunion, bâtiment 210
Nom intervenant: 
Tabea Rebafka
Estimation et clustering dans un modèle de processus de Poisson semiparamétrique à blocs stochastiques pour des réseaux d’interaction longitudinaux

In this work, we introduce a Poisson process stochastic block model for recurrent interaction events, 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 semiparametric as the intensities per group pair are modeled in a nonparametric way. First an identifiability result on the weights of the latent groups and the nonparametric intensities is established. Then we propose an estimation procedure, relying on a semi parametric version of a variational expectation-maximization algorithm. Two different versions of the method are proposed, using either histogram-type (with an adaptive choice of the partition size) or kernel intensity estimators. We also propose an integrated classification likelihood criterion to select the number of latent groups. Asymptotic consistency results are then explored, both for the estimators of the cumulative intensities per group pair and for the kernel procedures that estimate the intensities per group pair. Finally, we carry out synthetic experiments and analyse several real datasets to illustrate the strengths and weaknesses of our approach.
This is joint work with Catherine Matias et Fanny Villers.

Organisme intervenant: 
Date du jour: 
Lundi, Septembre 26, 2016

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