SearcharxivSearch

arXiv · 2501.10675

Recovering Unobserved Network Links from Aggregated Relational Data: Bayesian Latent Surface Modeling and Penalized Regression

Abstract

Aggregated relational data (ARD) record counts of ties to attribute-defined groups while leaving individual edges unobserved. We compare latent-geometry and regularized network estimators through a common observation map. The comparison distinguishes the realized adjacency matrix, conditional edge probabilities, and model parameters. We study roster-based ARD with known node-level group memberships, giving both estimators the same roster and aggregate counts. We relate the aggregate means to a Poisson working likelihood and a Huber loss, and give their derivatives. Overlapping groups, shared edges, and reporting error affect the interpretation of these objectives. Geometry restricts the representation of edge probabilities, while regularization selects among candidate fits. Identification depends on the observation map and model restrictions rather than uniqueness of a numerical optimizer. A reproducible synthetic experiment specifies the data-generating process, estimation algorithms, and evaluation targets under matched information. The matrix estimator gives better realized-edge rankings and aggregate fit, while the geometric estimator gives lower error for generating probabilities. The resulting framework organizes ARD reconstruction around the interaction of observation design, structural assumptions, and computation.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Yen-hsuan Tseng. 2025-01-18. Recovering Unobserved Network Links from Aggregated Relational Data: Bayesian Latent Surface Modeling and Penalized Regression. https://arxiv.org/abs/2501.10675

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Identification in Linear Quantile Panel Models

This paper studies identification in linear quantile panel models with unrestricted individual heterogeneity when the number of time periods is fixed and small. We impose strict exogeneity, whereby the conditional quantile restriction holds given the individual's complete regressor history and latent individual effect, but otherwise allow the disturbances to be arbitrarily dependent over time.

econ.EM

Experimental Design for Policy Choice

We show how to optimally design experiments when the resulting data will be used to choose a welfare-maximizing policy subject to constraints. A decision maker seeks to maximize Bayes expected welfare by choosing a policy whose effects depend on an unknown finite-dimensional parameter. The decision maker has access to a first wave of experimental data with a fixed design but may choose the design of a second wave that will be collected before choosing the policy. The resulting experimental design--policy choice problem is a very high-dimensional dynamic program that is generally intractable in finite samples. We propose a tractable approximation based on the limit experiment and show it is asymptotically optimal using a new asymptotic representation theorem for adaptive experiments with continuous treatments. We apply the method to a conditional cash transfer experiment and demonstrate the potential for large gains from tailoring the experiment to the policy choice.

econ.EM

Designing Spatial Treatments

Spatial treatments are interventions assigned to locations potentially distinct from those of the responding units. We study their optimal design under a general model in which a unit's response diminishes with distance to a treated site. Our estimand of interest is an ``uncontaminated'' effect equal to the average impact of a single intervention site over all hypothetical sites. We propose a novel design based on a Mat\'{e}rn point process which separates treatments by a distance of at least $r$. A larger choice of $r$ reduces bias by separating interventions but increases variance by reducing their numerosity. We choose $r$ to maximize the rate of convergence of a Horvitz-Thompson estimator and prove that this is minimax rate-optimal. We provide weak conditions under which the estimator is asymptotically normal and propose a variance estimator.

econ.EM