Business ontology can enhance the successful development of complex enterprise system; this is being achieved through knowledge sharing and the ease of communication between every entity in the domain. Through human semantic interaction with the web resources, machines to interpret the data published in a machine interpretable form under web. However, the theoretical practice of business ontology in eCommerce domain is quite a few especially in the section of electronic transaction, and the various techniques used to obtain efficient communication across spheres are error prone and are not always guaranteed to be efficient in obtaining desired result due to poor semantic integration between entities. To overcome the poor semantic integration this research focuses on proposed ontology called LB2CO, which combines the framework of IDEF5 & SNAP as an analysis tool, for automated recommendation of product and services and create effective ontological framework for B2C transaction & communication across different business domains that facilitates the interoperability & integration of B2C transactions over the web.

We propose an efficient Bayesian nonparametric model for discovering hierarchical community structure in social networks. Our model is a tree-structured mixture of potentially exponentially many stochastic blockmodels. We describe a family of greedy agglomerative model selection algorithms whose worst case scales quadratically in the number of vertices of the network, but independent of the number of communities. Our algorithms are two orders of magnitude faster than the infinite relational model, achieving comparable or better accuracy.

Statistical analysis of social networks and other relational data is becoming an increasingly important problem as the scope and availability of network data increases. Network data--such as the friendships in a social network--is often dynamic in a sense that relations between entities rise and decay over time. A fundamental problem in the analysis of such dynamic network data is to extract a summary of the common structure and the dynamics of the underlying relations between entities. Accurate models of structure and dynamics of network data have many applications. They allow us to predict missing relationships [20, 21, 23], recommend potential new relations [2], identify clusters and groups of nodes [1, 29], forecast future links [4, 9, 11, 24], and even predict group growth and longevity [15]. Here we present a new approach to modeling network dynamics by considering time-evolving interactions between groups of nodes as well as the arrival and departure dynamics of individual nodes to these groups. We develop a dynamic network model, Dynamic Multi-group Membership Graph Model, that identifies the birth and death of individual groups as well as the dynamics of node joining and leaving groups in order to explain changes in the underlying network linking structure. Our nonparametric model considers an infinite number of latent groups, where each node can belong to multiple groups simultaneously. We capture the evolution of individual node group memberships via a Factorial Hidden Markov model.

Stochastic block models characterize observed network relationships via latent community memberships. In large social networks, we expect entities to participate in multiple communities, and the number of communities to grow with the network size. We introduce a new model for these phenomena, the hierarchical Dirichlet process relational model, which allows nodes to have mixed membership in an unbounded set of communities. To allow scalable learning, we derive an online stochastic variational inference algorithm. Focusing on assortative models of undirected networks, we also propose an efficient structured mean field variational bound, and online methods for automatically pruning unused communities. Compared to state-of-the-art online learning methods for parametric relational models, we show significantly improved perplexity and link prediction accuracy for sparse networks with tens of thousands of nodes. We also showcase an analysis of LittleSis, a large network of who-knows-who at the heights of business and government.

Numerous datasets ranging from group memberships within social networks to purchase histories on e-commerce sites are represented by binary matrices. While this data is often either proprietary or sensitive, aggregated data, notably row and column marginals, is often viewed as much less sensitive, and may be furnished for analysis. Here, we investigate how these data can be exploited to make inferences about the underlying matrix H. Instead of assuming a generative model for H, we view the input marginals as constraints on the dataspace of possible realizations of H and compute the probability density function of particular entries H(i,j) of interest. We do this, for all the cells of H simultaneously, without generating realizations but rather via implicitly sampling the datasets that satisfy the input marginals. The end result is an efficient algorithm with running time equal to the time required by standard sampling techniques to generate a single dataset from the same dataspace. Our experimental evaluation demonstrates the efficiency and the efficacy of our framework in multiple settings.

This paper addresses the problem of online learning in a dynamic setting. We consider a social network in which each individual observes a private signal about the underlying state of the world and communicates with her neighbors at each time period. Unlike many existing approaches, the underlying state is dynamic, and evolves according to a geometric random walk. We view the scenario as an optimization problem where agents aim to learn the true state while suffering the smallest possible loss. Based on the decomposition of the global loss function, we introduce two update mechanisms, each of which generates an estimate of the true state. We establish a tight bound on the rate of change of the underlying state, under which individuals can track the parameter with a bounded variance. Then, we characterize explicit expressions for the steady state mean-square deviation(MSD) of the estimates from the truth, per individual. We observe that only one of the estimators recovers the optimal MSD, which underscores the impact of the objective function decomposition on the learning quality. Finally, we provide an upper bound on the regret of the proposed methods, measured as an average of errors in estimating the parameter in a finite time.

We give differentially private algorithms for a large class of online learning algorithms, inboth the full information and bandit settings. Our algorithms aim to minimize a convex loss function which is a sum of smaller convex loss terms, one for each data point. To design our algorithms, we modify the popular mirror descent approach, or rather a variant called follow the approximate leader. The technique leads to the first nonprivate algorithms for private online learning in the bandit setting. In the full information setting, our algorithms improve over the regret bounds of previous work (due to Dwork, Naor, Pitassi and Rothblum (2010) and Jain, Kothari and Thakurta (2012)). In many cases, our algorithms (in both settings) match the dependence on the input length, T, of the optimal nonprivate regret bounds up to logarithmic factors in T . Our algorithms require logarithmic space and update time.

Inspired by real-time ad exchanges for online display advertising, we consider the problem of inferring a buyer's value distribution for a good when the buyer is repeatedly interacting with a seller through a posted-price mechanism.Wemodel the buyer as a strategic agent, whose goal is to maximize her long-term surplus, and we are interested in mechanisms that maximize the seller's long-term revenue. We define the natural notion of strategic regret --thelostrevenueasmeasured against a truthful (non-strategic) buyer. We present seller algorithms that are no- (strategic)-regret when the buyer discounts her future surplus -- i.e. the buyer prefers showing advertisements to users sooner rather than later. We also give a lower bound on strategic regret that increases as the buyer's discountingweakens and shows, in particular, that any seller algorithm will suffer linear strategic regret if there is no discounting.

We provide a detailed study of the estimation of probability distributions---discrete and continuous---in a stringent setting in which data is kept private even from the statistician. We give sharp minimax rates of convergence for estimation in these locally private settings, exhibiting fundamental tradeoffs between privacy and convergence rate, as well as providing tools to allow movement along the privacy-statistical efficiency continuum. One of the consequences of our results is that Warner's classical work on randomized response is an optimal way to perform survey sampling while maintaining privacy of the respondents.

In large-scale applications of undirected graphical models, such as social networks and biological networks, similar patterns occur frequently and give rise to similar parameters.In this situation, it is beneficial to group the parameters for more efficient learning. We show that even when the grouping is unknown, we can infer theseparameter groups during learning via a Bayesian approach. We impose a Dirichlet process prior on the parameters. Posterior inference usually involves calculating intractableterms, and we propose two approximation algorithms, namely a Metropolis-Hastings algorithm with auxiliary variables and a Gibbs sampling algorithm with"stripped" Beta approximation (Gibbs SBA). Simulations show that both algorithms outperform conventional maximum likelihood estimation (MLE). Gibbs SBA's performance is close to Gibbs sampling with exact likelihood calculation. Modelslearned with Gibbs SBA also generalize better than the models learned by MLE on real-world Senate voting data.