Simulation of Xfin

YP, NL, MT, CEP, …

Mon Apr 15 10:32:23 2013

Let \( N_{i\rightarrow j,t} \) denote the number of time that donor \( i \) donates charity \( j \) by time \( t \). We consider some evenly spread-out time binning scheme, say, \( 0=t_0 < t_1 < \ldots < t_L = 1 \) so that \( t_{k+1} - t_k = t_{\ell +1} - t_{\ell} \) for any \( k \) and \( \ell \).
Then, assume that for each \( \ell \), \[ \Delta N_{i\rightarrow j,\ell} = N_{i\rightarrow j,t_{\ell+1}} - N_{i\rightarrow j,t_\ell} \] is a Poisson random variable with mean \( \mu_{i\rightarrow j,t} \). Conditioning on the value of latent position \( X_{1,t},\ldots, X_{n,t} \) and \( Y_{1,t},\ldots, Y_{n,t} \in \mathbb R_+^K \), where \( \mathbb R_+ = [0,\infty) \), we assume that \( \mu_{i\rightarrow j,t} \) is a function only of \( X_{i,t} \) and \( Y_{j,t} \) and that the random variables \[ (\Delta N_{i\rightarrow j,\ell}:i,j,\ell) \] are mutually independent. More specifically, we assume \[ \mu_{i\rightarrow j,t} = \langle X_{i,t}, Y_{j,t} \rangle. \]

We write \[ X(t) = (X_{1,t};\dots;X_{n,t}) \in \mathbb R_+^{n\times K} \text{ and } Y(t) = (Y_{1,t};\ldots;Y_{n,t}) \in \mathbb R_+^{n\times K}, \] where \( X_{i,t} \) and \( Y_{j,t} \) form the \( i \)-th and the \( j \)-th rows of \( X(t) \) and \( Y(t) \) respectively. Also, we write \( X_i(t) \) and \( Y_j(t) \), for the \( i \)-th and the \( j \)-th columns of \( X(t) \) and \( Y(t) \) respectively.

Then, we have, when \[ M(t) = X(t) Y(t)^\top, \] for \( i \neq j \), \( M_{ij}(t) \) equals \( \mu_{i\rightarrow j,t} \).

Use \( A_{dc} \) only

## working on n = 147 , nd = 99 , nc = 48 , rad = 0.5 , tmax = 2

plot of chunk ari1 plot of chunk ari1 plot of chunk ari1 plot of chunk ari1 plot of chunk ari1 plot of chunk ari1 plot of chunk ari1 plot of chunk ari1 plot of chunk ari1 plot of chunk ari1 plot of chunk ari1

Use \( A_{dd} \) and \( A_{dc} \)

## working on n = 147 , nd = 99 , nc = 48 , rad = 0.5 , tmax = 2

plot of chunk ari2 plot of chunk ari2 plot of chunk ari2 plot of chunk ari2 plot of chunk ari2 plot of chunk ari2 plot of chunk ari2 plot of chunk ari2 plot of chunk ari2 plot of chunk ari2 plot of chunk ari2

Use \( A_{dd} \), \( A_{dc} \), and \( A_{cc} \)

## working on n = 147 , nd = 99 , nc = 48 , rad = 0.5 , tmax = 2

plot of chunk ari3 plot of chunk ari3 plot of chunk ari3 plot of chunk ari3 plot of chunk ari3 plot of chunk ari3 plot of chunk ari3 plot of chunk ari3 plot of chunk ari3 plot of chunk ari3 plot of chunk ari3

Performance

plot of chunk out