Point process modeling for directed interaction networks

Network data often take the form of repeated interactions between senders and receivers tabulated over time. Rather than reducing these data to binary ties, a model is introduced for treating directed interactions as a multivariate point process: a Cox multiplicative intensity model using covariates that depend on the history of the process. Consistency and asymptotic normality are proved for the resulting partial-likelihood-based estimators under suitable regularity conditions, and an efficient fitting procedure is described. Multicast interactions--those involving a single sender but multiple receivers--are treated explicitly. A motivating data example shows the effects of reciprocation and group-level preferences on message sending behavior in a corporate e-mail network.