Year: 2026
Type: preprint
Abstract: We study statistical inference for a high-dimensional stochastic interaction model observed only through low-dimensional aggregate data. The model describes pairwise communication between $d$ individuals as a collection of mutually interacting branching processes with immigration, where activity on one directed pair may trigger subsequent activity in the reverse direction. The latent interaction counts are not observed. Instead, for each individual, only the total number of messages sent and received in each time slot is available. This aggregation gives rise to an inverse problem in which the parameters governing the latent pairwise dynamics must be recovered from substantially compressed observations.
Source: arXiv (Cornell University)
Authors: Hasanli, Gunay, Mandjes, Michel, Wang, Jiesen
Institutions: Leiden University, Macquarie University
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W7225186599