Abstract
Heterogeneous influence detection across network nodes is an important task in network analysis. A community influence model (CIM) is proposed to allow nodes to be classified into different communities (i.e., clusters or groups) such that the nodes within the same community share the common influence parameter. Employing the quasi-maximum likelihood approach, together with the fused lasso-type penalty, both the number of communities and the influence parameters can be estimated without imposing any specific distribution assumption on the error terms. The resulting estimators are shown to enjoy the oracle property; namely, they perform as well as if the true underlying network structure were known in advance. The proposed approach is also applicable for identifying influential nodes in a homogeneous setting. The performance of our method is illustrated via simulation studies and two empirical examples using stock data and coauthor citation data, respectively.
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