Spectral Graph Forge: Graph Generation Targeting Modularity

Community structure is an important property that captures inhomogeneities common in large networks, and modularity is one of the most widely used metrics for such community structure. In this paper, we introduce a principled methodology, the Spectral Graph Forge, for generating random graphs that preserves community structure from a real network of interest, in terms of modularity. Our approach leverages the fact that the spectral structure of matrix representations of a graph encodes global information about community structure. The Spectral Graph Forge uses a low-rank approximation of the modularity matrix to generate synthetic graphs that match a target modularity within user-selectable degree of accuracy, while allowing other aspects of structure to vary. We show that the Spectral Graph Forge outperforms state-of-the-art techniques in terms of accuracy in targeting the modularity and randomness of the realizations, while also preserving other local structural properties and node attributes. We discuss extensions of the Spectral Graph Forge to target other properties beyond modularity, and its applications to anonymization

Controllability and observability of grid graphs via reduction and symmetries

In this paper we investigate the controllability and observability properties of a family of linear dynamical systems, whose structure is induced by the Laplacian of a grid graph. This analysis is motivated by several applications in network control and estimation, quantum computation and discretization of partial differential equations. Specifically, we characterize the structure of the grid eigenvectors by means of suitable decompositions of the graph. For each eigenvalue, based on its multiplicity and on suitable symmetries of the corresponding eigenvectors, we provide necessary and sufficient conditions to characterize all and only the nodes from which the induced dynamical system is controllable (observable). We discuss the proposed criteria and show, through suitable examples, how such criteria reduce the complexity of the controllability (respectively observability) analysis of the grid

Method and system for detecting a failure or performance degradation in a dynamic system such as a flight vehicle

A method and system for detecting a failure or performance degradation in a dynamic system having sensors for measuring state variables and providing corresponding output signals in response to one or more system input signals are provided. The method includes calculating estimated gains of a filter and selecting an appropriate linear model for processing the output signals based on the input signals. The step of calculating utilizes one or more models of the dynamic system to obtain estimated signals. The method further includes calculating output error residuals based on the output signals and the estimated signals. The method also includes detecting one or more hypothesized failures or performance degradations of a component or subsystem of the dynamic system based on the error residuals. The step of calculating the estimated values is performed optimally with respect to one or more of: noise, uncertainty of parameters of the models and un-modeled dynamics of the dynamic system which may be a flight vehicle or financial market or modeled financial system

Incremental eigenpair computation for graph Laplacian matrices: theory and applications

The smallest eigenvalues and the associated eigenvectors (i.e., eigenpairs) of a graph Laplacian matrix have been widely used for spectral clustering and community detection. However, in real-life applications, the number of clusters or communities (say, K) is generally unknown a priori. Consequently, the majority of the existing methods either choose K heuristically or they repeat the clustering method with different choices of K and accept the best clustering result. The first option, more often, yields suboptimal result, while the second option is computationally expensive. In this work, we propose an incremental method for constructing the eigenspectrum of the graph Laplacian matrix. This method leverages the eigenstructure of graph Laplacian matrix to obtain the Kth smallest eigenpair of the Laplacian matrix given a collection of all previously compute

Spectral partitioning of time-varying networks with unobserved edges

We discuss a variant of `blind' community detection, in which we aim to partition an unobserved network from the observation of a (dynamical) graph signal defined on the network. We consider a scenario where our observed graph signals are obtained by filtering white noise input, and the underlying network is different for every observation. In this fashion, the filtered graph signals can be interpreted as defined on a time-varying network. We model each of the underlying network realizations as generated by an independent draw from a latent stochastic blockmodel (SBM). To infer the partition of the latent SBM, we propose a simple spectral algorithm for which we provide a theoretical analysis and establish consistency guarantees for the recovery. We illustrate our results using numerical experiments on synthetic and real data, highlighting the efficacy of our approach.Comment: 5 pages, 2 figure

Tensor Graphical Lasso (TeraLasso)

This paper introduces a multi-way tensor generalization of the Bigraphical Lasso (BiGLasso), which uses a two-way sparse Kronecker-sum multivariate-normal model for the precision matrix to parsimoniously model conditional dependence relationships of matrix-variate data based on the Cartesian product of graphs. We call this generalization the {\bf Te}nsor g{\bf ra}phical Lasso (TeraLasso). We demonstrate using theory and examples that the TeraLasso model can be accurately and scalably estimated from very limited data samples of high dimensional variables with multiway coordinates such as space, time and replicates. Statistical consistency and statistical rates of convergence are established for both the BiGLasso and TeraLasso estimators of the precision matrix and estimators of its support (non-sparsity) set, respectively. We propose a scalable composite gradient descent algorithm and analyze the computational convergence rate, showing that the composite gradient descent algorithm is guaranteed to converge at a geometric rate to the global minimizer of the TeraLasso objective function. Finally, we illustrate the TeraLasso using both simulation and experimental data from a meteorological dataset, showing that we can accurately estimate precision matrices and recover meaningful conditional dependency graphs from high dimensional complex datasets.Comment: accepted to JRSS-