Hostname: page-component-745bb68f8f-d8cs5 Total loading time: 0 Render date: 2025-01-07T18:02:05.490Z Has data issue: false hasContentIssue false

Exponential-Family Random Graph Models for Multi-Layer Networks

Published online by Cambridge University Press:  01 January 2025

Pavel N. Krivitsky*
Affiliation:
The University of New South Wales
Laura M. Koehly
Affiliation:
National Institutes of Health
*
Correspondence should be made to Pavel N. Krivitsky, School of Mathematics and Statistics, The University of New South Wales, Sydney, NSW 2052, Australia. Email: p.krivitsky@unsw.edu.au

Abstract

Multi-layer networks arise when more than one type of relation is observed on a common set of actors. Modeling such networks within the exponential-family random graph (ERG) framework has been previously limited to special cases and, in particular, to dependence arising from just two layers. Extensions to ERGMs are introduced to address these limitations: Conway–Maxwell–Binomial distribution to model the marginal dependence among multiple layers; a “layer logic” language to translate familiar ERGM effects to substantively meaningful interactions of observed layers; and nondegenerate triadic and degree effects. The developments are demonstrated on two previously published datasets.

Type
Theory and Methods
Copyright
Copyright © 2020 The Psychometric Society

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

Footnotes

Electronic supplementary material The online version of this article (https://doi.org/10.1007/s11336-020-09720-7) contains supplementary material, which is available to authorized users.

We would like to thank Drs. Carter T. Butts and Gustavo Sudre for reviewing an early draft of this manuscript. This work utilized the computational resources of the University of Wollongong’s National Institute for Applied Statistics Research Australia (NIASRA) HPC cluster and the NIH HPC Biowulf cluster (http://hpc.nih.gov) and was supported by the National Human Genome Research Institute’s Intramural Research Program (ZIAHG200335 to Koehly). Krivitsky wishes to thank the University of Wollongong Faculty of Engineering and Information Sciences and the National Institute for Applied Statistics Research Australia (NIASRA) for funding the travel to facilitate this work. We would also like to thank Drs. Emmanuel Lazega and Christian Steglich for providing us with datasets used in this project.

References

Barbillon, P., Donnet, S., Lazega, E., & Bar-Hen, A. (2017). Stochastic block models for multiplex networks: An application to a multilevel network of researchers. Journal of the Royal Statistical Society: Series A (Statistics in Society), 180 (1), 295314. CrossRefGoogle Scholar
Boorman, S. A., & White, H. C. (1976). Social structure from multiple networks. II. Role structures. American Journal of Sociology, 81 (6), 13841446. CrossRefGoogle Scholar
Butts, C. T. (2008). A relational event framework for social action. Sociological Methodology, 38 (1), 155200. CrossRefGoogle Scholar
De Domenico, M., Solè-Ribalta, A., Cozzo, E., Kivelà, M., Moreno, Y., Porter, M. A., et al. (2013). Mathematical formulation of multilayer networks. Physical Review X, 3 (4), 041022CrossRefGoogle Scholar
Erdős, P., & Rényi, A. (1959). On random graphs. Publicationes Mathematicae Debrecen, 6, 290297. CrossRefGoogle Scholar
Fienberg, S. E., Meyer, M. M., & Wasserman, S. S., Barnett, V. (1980). Analyzing data from multivariate directed graphs: An application to social networks. Interpreting multivariate data, London: Wiley. Google Scholar
Fienberg, S., & Wasserman, S. S. (1981). Categorical data analysis of single sociometric relations. Sociological Methodology, 12, 156192. CrossRefGoogle Scholar
Frank, O., & Shafie, T. (2016). Multivariate entropy analysis of network data. Bulletin of Sociological Methodology/Bulletin de Méthodologie Sociologique, 129 (1), 4563. CrossRefGoogle Scholar
Frank, O., & Strauss, D. (1986). Markov graphs. Journal of the American Statistical Association, 81 (395), 832842. CrossRefGoogle Scholar
Handcock, M. S. (2003). Assessing degeneracy in statistical models of social networks (Working Paper No. 39). Seattle, WA: Center for Statistics; the Social Sciences, University of Washington. http://www.csss.washington.edu/Papers/.Google Scholar
Holland, P. W., & Leinhardt, S. (1981). An exponential family of probability distributions for directed graphs. Journal of the American Statistical Association, 76 (373), 3350. CrossRefGoogle Scholar
Holt-Lunstad, J., Smith, T., & Layton, J. (2010). Social relationships and mortality risk: A meta-analytic review. PLoS Medicine, 7 (7), e1000316CrossRefGoogle Scholar
Huitsing, G., Van Duijn, M. A., Snijders, T. A., Wang, P., Sainio, M., Salmivalli, C., et al., (2012). Univariate and multivariate models of positive and negative networks: Liking, disliking, and bully-victim relationships. Social Networks, 34 (4), 645657. CrossRefGoogle Scholar
Hunter, D. R. (2007). Curved exponential family models for social networks. Social Networks, 29, 216230. CrossRefGoogle ScholarPubMed
Hunter, D. R., & Handcock, M. S. (2006). Inference in curved exponential family models for networks. Journal of Computational and Graphical Statistics, 15 (3), 565583. CrossRefGoogle Scholar
Hunter, D. R., Handcock, M. S., Butts, C. T., Goodreau, S. M., & Morris, M. (2008). ergm: A package to fit, simulate and diagnose exponential-family models for networks. Journal of Statistical Software, 24 (3), 129. CrossRefGoogle ScholarPubMed
Jeub, L. G. S., Mahoney, M. W., Mucha, P. J., & Porter, M. A. (2017). A local perspective on community structure in multilayer networks. Network Science, 5 (2), 144163. CrossRefGoogle Scholar
Kadane, J. B. (2016). Sums of possibly associated Bernoulli variables: The Conway–Maxwell–Binomial distribution. Bayesian Analysis, 11 (2), 403420. CrossRefGoogle Scholar
Kapferer, B. (1972). Strategy and transaction in an African factory: African workers and Indian management in a Zambian town, Manchester: Manchester University Press. Google Scholar
Knecht, A. B. (2008). Friendship selection and friends’ influence. Dynamics of networks and actor attributes in early adolescence, Utrecht: Utrecht University. Google Scholar
Koehly, L. M., & Marcum, C. S. (2016). Multi-relational measurement for latent construct networks. Psychological Methods, 21 (4), 135. Google Scholar
Koehly, L. M., & Pattison, P. Carrington, P., Scott, J., & Wasserman, S. (2005). Random graph models for social networks: Multiple relations or multiple raters. Models and methods in social network analysis, Cambridge: Cambridge University Press. 162191. CrossRefGoogle Scholar
Krackardt, D. (1987). QAP partialling as a test of spuriousness. Social Networks, 9 (2), 171186. CrossRefGoogle Scholar
Krackhardt, D. (1987). Cognitive social structures. Social Networks, 9 (2), 109134. CrossRefGoogle Scholar
Krivitsky, P. N. (2012). Exponential-family random graph models for valued networks. Electronic Journal of Statistics, 6 11001128. CrossRefGoogle ScholarPubMed
Krivitsky, P. N. (2017). Using contrastive divergence to seed Monte Carlo MLE for exponential-family random graph models. Computational Statistics & Data Analysis, 107 149161. CrossRefGoogle Scholar
Lazega, E. (2001). The collegial phenomenon: The social mechanisms of cooperation among peers in a corporate law partnership, New York: Oxford University Press. CrossRefGoogle Scholar
Lazega, E., & Pattison, P. E. (1999) Multiplexity, generalized exchange and cooperation in organizations: A case study. Social Networks,. 21 (1), 6790. CrossRefGoogle Scholar
Lusher, D., & Robins, G. Lusher, D., Koskinen, J., & Robins, G. (2013). Example exponential random graph models. Exponential random graph models for social networks: Theory, methods, and applications, Cambridge: Cambridge University Press. 3746. Google Scholar
Magnani, M., & Wasserman, S. S. (2017). Introduction to the special issue on multilayer networks. Network Science, 5 (2), 141143. CrossRefGoogle Scholar
Nowicki, K., & Snijders, T. A. (2001). Estimation and prediction for stochastic blockstructures. Journal of the American Statistical Association, 96 (455), 10771087. CrossRefGoogle Scholar
Pattison, P. E. (1982). The analysis of semigroups of multirelational systems. Journal of Mathematical Psychology, 25 (2), 87118. CrossRefGoogle Scholar
Robins, G., & Pattison, P. E. (2001). Random graph models for temporal processes in social networks. Journal of Mathematical Sociology, 25, 541. CrossRefGoogle Scholar
Salter-Townshend, M., & McCormick, T. H. (2017). Latent space models for multiview network data. Annals of Applied Statistics, 11 (3), 12171244. CrossRefGoogle ScholarPubMed
Schweinberger, M. (2011). Instability, sensitivity, and degeneracy of discrete exponential families. Journal of the American Statistical Association, 106 (496), 13611370. CrossRefGoogle ScholarPubMed
Schweinberger, M., Krivitsky, P. N., Butts, C. T., & Stewart, J. (2020). Exponential-family models of random graphs: Inference in finite-, super-, and infinite population scenarios. Statistical Science, To appear. arXiv:1707.04800 CrossRefGoogle Scholar
Shafie, T. (2015). A multigraph approach to social network analysis. Journal of Social Structure, 16 (1), 121. CrossRefGoogle Scholar
Snijders, T. A. (2002). Markov chain Monte Carlo estimation of exponential random graph models. Journal of Social Structure, 3 (2), 140. Google Scholar
Snijders, T. A., Lomi, A., & Torló, V. J. (2013). A model for the multiplex dynamics of two-mode and one-mode networks, with an application to employment preference, friendship, and advice. Social Networks, 35 (2), 265276. CrossRefGoogle Scholar
Snijders, T. A., Pattison, P. E., Robins, G. L., & Handcock, M. S. (2006). New specifications for exponential random graph models. Sociological Methodology, 36 (1), 99153. CrossRefGoogle Scholar
Stewart, J., Schweinberger, M., Bojanowski, M., & Morris, M. (2019). Multilevel network data facilitate statistical inference for curved ERGMs with geometrically weighted terms. Social Networks, 59 98119. CrossRefGoogle ScholarPubMed
Strauss, D., & Ikeda, M. (1990). Pseudolikelihood estimation for social networks. Journal of the American Statistical Association, 85 (409), 204212. CrossRefGoogle Scholar
Voros, A., & Snijders, T. A. (2017). Cluster analysis of multiplex networks: Defining composite network measures. Social Networks, 49 93112. CrossRefGoogle Scholar
Wang, P. Lusher, D., Koskinen, J., & Robins, G. (2012). Exponential random graph model extensions: Models for multiple networks and bipartite networks. Exponential random graph models for social networks: Theory, methods, and applications, Cambridge: Cambridge University Press. 115129. CrossRefGoogle Scholar
Wasserman, S. S. (1987). Conformity of two sociometric relations. Psychometrika, 52 (1), 318. CrossRefGoogle Scholar
Wasserman, S. S., Faust, K., & Galaskiewicz, J. (1990). Correspondence and canonical analysis of relational data. Journal of Mathematical Sociology, 15 (1), 1164. CrossRefGoogle Scholar
Wasserman, S. S., & Pattison, P. E. (1996). Logit models and logistic regressions for social networks: I. An introduction to markov graphs and p*. Psychometrika, 61 (3), 401425. CrossRefGoogle Scholar
White, D. R. (1996). Statistical entailments and the Galois lattice. Social Networks, 18 (3), 201215. CrossRefGoogle Scholar
White, D. R., & Reitz, K. P. (1983). Graph and semigroup homomorphisms on networks of relations. https://doi.org/10.1016/0378-8733(83)90025-4.CrossRefGoogle Scholar
White, H. C., Boorman, S. A., & Breiger, R. L. (1976). Social structure from multiple networks. I. Blockmodels of roles and positions. American Journal of Sociology, 81 (4), 730780. CrossRefGoogle Scholar
Supplementary material: File

Krivitsky et al. supplementary material

Exponential-Family Random Graph Models for Multi-Layer Networks (Supplement)
Download Krivitsky et al. supplementary material(File)
File 226 KB
Supplementary material: File

Krivitsky et al. supplementary material

Krivitsky et al. supplementary material 1
Download Krivitsky et al. supplementary material(File)
File 217.4 KB