Bayesian Shrinkage for Functional Network Models with Intractable Normalizing Constants
share
Longitudinal network models are widely used to study the time-varying relationships between items (nodes), such as analyzing the relations among survey questions and studying friendship dynamics in school data over time. We propose a new model to study these temporal interactions among items by embedding the functional parameters within the exponential random graph model framework. Inference on such models is difficult because the likelihood functions contain intractable normalizing constants. Furthermore, the number of functional parameters grows exponentially as the number of items increases. Variable selection for such models is not trivial because standard shrinkage approaches do not consider temporal trends in functional parameters. To overcome these challenges, we develop a novel Bayes approach by combining an auxiliary variable MCMC algorithm and a recently developed functional shrinkage method. We apply our algorithm to two survey data sets and hotel review data, illustrating that the proposed approach can avoid the evaluation of intractable normalizing constants as well as detect significant temporal interactions among items. Through a simulation study under different scenarios, we examine the performance of our algorithm. Our method is, to our knowledge, the first attempt to select functional variables for models with intractable normalizing constants.
READ FULL TEXT
