Community detection in networks with unobserved edges

We develop a Bayesian hierarchical model to identify communities of time series. Fitting the model provides an end-to-end community detection algorithm that does not extract information as a sequence of point estimates but propagates uncertainties from the raw data to the community labels. Our approach naturally supports multiscale community detection as well as the selection of an optimal scale using model comparison. We study the properties of the algorithm using synthetic data and apply it to daily returns of constituents of the S&P100 index to identify salient communities of similar stocks.

Till Hoffmann, Leto Peel, Renaud Lambiotte and Nick Jones
Tuesday, September 25, 2018 - 12:30 to 12:45


The official Hotel of the Conference is
Makedonia Palace.

Conference Organiser: NBEvents

The official travel agency of the Conference is: Air Maritime

Photo of Thessaloniki seafront courtesy of Juli Bellou
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