Description: http://tillahoffmann.github.io/
Large-scale network data can pose computational challenges, be expensive to acquire, and compromise the privacy of individuals in social networks. We show that the locations and scales of latent space cluster models can be inferred from the number of connections between groups alone. We demonstrate this modelling approach using synthetic data and apply it to friendships between students collected as part of the Add Health study, eliminating the need for node-level connection data. The method thus protects t
Gaussian processes (GPs) are sophisticated distributions to model functional data. Whilst theoretically appealing, they are computationally cumbersome except for small datasets. We implement two methods for scaling GP inference in Stan: First, a general sparse approximation using a directed acyclic dependency graph. Second, a fast, exact method for regularly spaced data modeled by GPs with stationary kernels using the fast Fourier transform. Based on benchmark experiments, we offer guidance for practitioner
Selecting a small set of informative features from a large number of possibly noisy candidates is a challenging problem with many applications in machine learning and approximate Bayesian computation. In practice, the cost of computing informative features also needs to be considered. This is particularly important for networks because the computational costs of individual features can span several orders of magnitude. We addressed this issue for the network model selection problem using two approaches. Fir