Modeling Time-Varying Random Objects and Dynamic Networks

Abstract

Samples of dynamic or time-varying networks and other random object data such as time-varying probability distributions are increasingly encountered in modern data analysis. Common methods for time-varying data such as functional data analysis are infeasible when observations are time courses of networks or other complex non-Euclidean random objects that are elements of general metric spaces. In such spaces, only pairwise distances between the data objects are available and a strong limitation is that one cannot carry out arithmetic operations due to the lack of an algebraic structure. We combat this complexity by a generalized notion of mean trajectory taking values in the object space. For this, we adopt pointwise Fréchet means and then construct pointwise distance trajectories between the individual time courses and the estimated Fréchet mean trajectory, thus representing the time-varying objects and networks by functional data. Functional principal component analysis of these distance trajectories can reveal interesting features of dynamic networks and object time courses and is useful for downstream analysis. Our approach also makes it possible to study the empirical dynamics of time-varying objects, including dynamic regression to the mean or explosive behavior over time. We demonstrate desirable asymptotic properties of sample based estimators for suitable population targets under mild assumptions. The utility of the proposed methodology is illustrated with dynamic networks, time-varying distribution data and longitudinal growth data.

Keywords:

• Empirical dynamics
• Fréchet mean trajectory
• Functional data analysis
• Metric space
• Object time courses
• Time-varying distributions
• Time-varying networks

View correction statement:

Correction to “Modeling Time-Varying Random Objects and Dynamic Networks”

Supplementary Material

The supplementary material contains a brief overview of the main theoretical developments in the paper, the proofs of Theorems 1 and 2 and auxiliary lemmas that were needed in the intermediate proof steps, additional illustrations for the Chicago Divvy bike data analysis and a discussion on examples of metric spaces that satisfy assumptions (A1)–(A5).

Additional information

Funding

Research supported by NSF Grants DMS-1712864 and DMS-2014626.