Multiscale Euclidean Network Trajectories: Second-Moment Geometry, Attribution, and Change Points

Original Abstract

A central challenge in dynamic network analysis is to represent temporal evolution in a way that is both geometrically meaningful and statistically identifiable. One approach embeds a sequence of network snapshots as trajectories in a Euclidean space and relates these trajectories to node embeddings. In multilayer and unfolded spectral constructions, however, node embeddings and their underlying latent positions are identifiable only up to general linear transformations. Although this ambiguity preserves edge probabilities, it can distort geometry and invalidate distance based temporal comparisons at both the trajectory and node-levels. We develop Multiscale Euclidean Network Trajectories (MENT), a framework for multiscale temporal trajectories based on second-moment geometry. By imposing an isotropic normalization on the anchor latent positions, we reduce the relevant ambiguity to orthogonal transformations and prevent distortion of the second-moment geometry. In this canonical representation, we define a trace variation distance and mode-wise variation distances along orthogonal directions, and use multidimensional scaling to obtain low-dimensional trajectories of time points at both global and mode-wise levels. The resulting trajectories support interpretation and inference. They admit mode-wise decompositions, support attribution of global and mode-wise temporal changes to nodes, and enable change point detection through 1D trajectories. We prove consistency of the proposed unfolded spectral embedding and of the induced temporal trajectories. Experiments on two synthetic and two real dynamic networks illustrate stable and interpretable recovery of temporal structure and show strong performance against existing change point detection baselines.