Point process modeling for directed interaction networks

Abstract

Network data often take the form of repeated interactions between senders and receivers tabulated over time. A primary question to ask of such data is which traits and behaviors are predictive of interaction. To answer this question, a model is introduced for treating directed interactions as a multivariate point process: a Cox multiplicative intensity model using covariates that depend on the history of the process. Consistency and asymptotic normality are proved for the resulting partial-likelihood-based estimators under suitable regularity conditions, and an efficient fitting procedure is described. Multicast interactions--those involving a single sender but multiple receivers--are treated explicitly. The resulting inferential framework is then employed to model message sending behavior in a corporate e-mail network. The analysis gives a precise quantification of which static shared traits and dynamic network effects are predictive of message recipient selection.