Inference of edge correlations in multilayer networks.

Many recent developments in network analysis have focused on multilayer networks, which one can use to encode time-dependent interactions, multiple types of interactions, and other complications that arise in complex systems. Like their monolayer counterparts, multilayer networks in applications often have mesoscale features, such as community structure. A prominent approach for inferring such structures is the employment of multilayer stochastic block models (SBMs). A common (but potentially inadequate) assumption of these models is the sampling of edges in different layers independently, conditioned on the community labels of the nodes. In this paper, we relax this assumption of independence by incorporating edge correlations into an SBM-like model. We derive maximum-likelihood estimates of the key parameters of our model, and we propose a measure of layer correlation that reflects the similarity between the connectivity patterns in different layers. Finally, we explain how to use correlated models for edge "prediction" (i.e., inference) in multilayer networks. By incorporating edge correlations, we find that prediction accuracy improves both in synthetic networks and in a temporal network of shoppers who are connected to previously purchased grocery products.