Efficient estimation and inference for the signed $\beta$-model in directed signed networks

TL;DR

This paper introduces a new signed $eta$-model for directed signed networks, providing efficient estimation, inference procedures, and theoretical guarantees, addressing a gap in modeling and analyzing such complex networks.

Contribution

The paper develops a novel signed $eta$-model for directed signed networks, including an efficient estimation algorithm and inference methods with theoretical guarantees.

Findings

The estimation algorithm is both computationally efficient and theoretically sound.

The inference procedures effectively quantify uncertainty in node rankings.

Numerical experiments demonstrate the model's good finite-sample performance.

Abstract

This paper proposes a novel signed $\beta$-model for directed signed network, which is frequently encountered in application domains but largely neglected in literature. The proposed signed $\beta$-model decomposes a directed signed network as the difference of two unsigned networks and embeds each node with two latent factors for in-status and out-status. The presence of negative edges leads to a non-concave log-likelihood, and a one-step estimation algorithm is developed to facilitate parameter estimation, which is efficient both theoretically and computationally. We also develop an inferential procedure for pairwise and multiple node comparisons under the signed $\beta$-model, which fills the void of lacking uncertainty quantification for node ranking. Theoretical results are established for the coverage probability of confidence interval, as well as the false discovery rate (FDR) control for multiple node comparison. The finite sample performance of the signed $\beta$-model is also examined through extensive numerical experiments on both synthetic and real-life networks.