We present a probabilistic generative model and an efficient algorithm to both perform community detection and capture reciprocity in networks. Our approach jointly models pairs of edges with exact 2-edge joint distributions. In addition, it provides closed-form analytical expressions for both marginal and conditional distributions. We validate our model on synthetic data in recovering communities, edge prediction tasks, and generating synthetic networks that replicate the reciprocity values observed in real networks. We also highlight these findings on two real datasets that are relevant for social scientists and behavioral ecologists. Our method overcomes the limitations of both standard algorithms and recent models that incorporate reciprocity through a pseudo-likelihood approximation. We provide an open-source implementation of the code online.

Social network data are often constructed by incorporating reports from multiple individuals. However, it is not obvious how to reconcile discordant responses from individuals. There may be particular risks with multiply-reported data if people's responses reflect normative expectations-such as an expectation of balanced, reciprocal relationships. Here, we propose a probabilistic model that incorporates ties reported by multiple individuals to estimate the unobserved network structure. In addition to estimating a parameter for each reporter that is related to their tendency of over-or under-reporting relationships, the model explicitly incorporates a term for "mutuality," the tendency to report ties in both directions involving the same alter. Our model's algorithmic implementation is based on variational inference, which makes it efficient and scalable to large systems. We apply our model to data from 75 Indian villages collected with a name-generator design, and a Nicaraguan community collected with a roster-based design. We observe strong evidence of "mutuality" in both datasets, and find that this value varies by relationship type. Consequently, our model estimates networks with reciprocity values that are substantially different than those resulting from standard deterministic aggregation approaches, demonstrating the need to consider such issues when gathering, constructing, and analysing survey-based network data.

Many complex systems change their structure over time, in these cases dynamic networks can provide a richer representation of such phenomena. As a consequence, many inference methods have been generalized to the dynamic case with the aim to model dynamic interactions. Particular interest has been devoted to extend the stochastic block model and its variant, to capture community structure as the network changes in time. While these models assume that edge formation depends only on the community memberships, recent work for static networks show the importance to include additional parameters capturing structural properties, as reciprocity for instance. Remarkably, these models are capable of generating more realistic network representations than those that only consider community membership. To this aim, we present a probabilistic generative model with hidden variables that integrates reciprocity and communities as structural information of networks that evolve in time. The model assumes a fundamental order in observing reciprocal data, that is an edge is observed, conditional on its reciprocated edge in the past. We deploy a Markovian approach to construct the network's transition matrix between time steps and parameters' inference is performed with an Expectation-Maximization algorithm that leads to high computational efficiency because it exploits the sparsity of the dataset. We test the performance of the model on synthetic dynamical networks, as well as on real networks of citations and email datasets. We show that our model captures the reciprocity of real networks better than standard models with only community structure, while performing well at link prediction tasks.

Anomaly detection is a relevant problem in the area of data analysis. In networked systems, where individual entities interact in pairs, anomalies are observed when pattern of interactions deviates from patterns considered regular. Properly defining what regular patterns entail relies on developing expressive models for describing the observed interactions. It is crucial to address anomaly detection in networks. Among the many well-known models for networks, latent variable models -a class of probabilistic models -offer promising tools to capture the intrinsic features of the data. In this work, we propose a probabilistic generative approach which incorporates domain knowledge, i.e., community membership, as a fundamental model for regular behavior, and thus flag potential anomalies deviating from this pattern. In fact, community membership act as the building blocks of a null model to identify the regular interaction patterns. The structural information is included in the model through latent variables for community membership and anomaly parameter. The algorithm aims at inferring these latent parameters and then output the labels identifying anomalies on the network edges.