Toward universal testing of dynamic network models
Proceedings of the 31st International Conference on Algorithmic Learning Theory, PMLR 117:615-633, 2020.
Numerous networks in the real world change over time, in the sense that nodes and edges enter and leave the networks. Various dynamic random graph models have been proposed to explain the macroscopic properties of these systems and to provide a foundation for statistical inferences and predictions. It is of interest to have a rigorous way to determine how well these models match observed networks. We thus ask the following goodness of fit question: given a sequence of observations/snapshots of a growing random graph, along with a candidate model $M$, can we determine whether the snapshots came from $M$ or from some arbitrary alternative model that is well-separated from $M$ in some natural metric? We formulate this problem precisely and boil it down to goodness of fit testing for graph-valued, infinite-state Markov processes and exhibit and analyze a universal test based on non-stationary sampling for a natural class of models.