Stochastic Models on Networks: Reconstruction and Optimization

Stochastic models on networks introduce novel algorithmic challenges. These challenges arise from diverse application fields, such as molecular biology, computer networks and social networks. In this talk I will survey some recent progress in this area. In particular, I will discuss the problems of estimating statistical quantities on a given network, reconstructing the network topology from observations at a subset of the nodes and optimization problems defined on stochastic networks.