Computational & Mathematical Organization Theory
Reality mining: sensing complex social systems
Personal and Ubiquitous Computing
Elements of Information Theory (Wiley Series in Telecommunications and Signal Processing)
Elements of Information Theory (Wiley Series in Telecommunications and Signal Processing)
Proceedings of the 12th ACM SIGKDD international conference on Knowledge discovery and data mining
Evolutionary spectral clustering by incorporating temporal smoothness
Proceedings of the 13th ACM SIGKDD international conference on Knowledge discovery and data mining
GraphScope: parameter-free mining of large time-evolving graphs
Proceedings of the 13th ACM SIGKDD international conference on Knowledge discovery and data mining
Mixed Membership Stochastic Blockmodels
The Journal of Machine Learning Research
Tracking the Evolution of Communities in Dynamic Social Networks
ASONAM '10 Proceedings of the 2010 International Conference on Advances in Social Networks Analysis and Mining
Paper: Modeling by shortest data description
Automatica (Journal of IFAC)
Discovering latent blockmodels in sparse and noisy graphs using non-negative matrix factorisation
Proceedings of the 22nd ACM international conference on Conference on information & knowledge management
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Blockmodelling is an important technique for decomposing graphs into sets of roles. Vertices playing the same role have similar patterns of interactions with vertices in other roles. These roles, along with the role to role interactions, can succinctly summarise the underlying structure of the studied graphs. As the underlying graphs evolve with time, it is important to study how their blockmodels evolve too. This will enable us to detect role changes across time, detect different patterns of interactions, for example, weekday and weekend behaviour, and allow us to study how the structure in the underlying dynamic graph evolves. To date, there has been limited research on studying dynamic blockmodels. They focus on smoothing role changes between adjacent time instances. However, this approach can overfit during stationary periods where the underling structure does not change but there is random noise in the graph. Therefore, an approach to a) find blockmodels across spans of time and b) to find the stationary periods is needed. In this paper, we propose an information theoretic framework, SeqiBloc, combined with a change point detection approach to achieve a) and b). In addition, we propose new vertex equivalence definitions that include time, and show how they relate back to our information theoretic approach. We demonstrate their usefulness and superior accuracy over existing work on synthetic and real datasets.