Average case analysis of DJ graphs

AbstractSreedhar et al. [V.C. Sreedhar, G.R. Gao, Y.-F. Lee, A new framework for elimination-based data flow analysis using DJ graphs, ACM Trans. Program. Lang. Syst. 20 (2) (1998) 388–435; V.C. Sreedhar, Efficient program analysis using DJ graphs, PhD thesis, School of Computer Science, McGill University, Montréal, Québec, Canada, 1995] have presented an elimination-based algorithm to solve data flow problems. A thorough analysis of the algorithm shows that the worst-case performance is at least quadratic in the number of nodes of the underlying graph. In contrast, Sreedhar reports a linear time behavior based on some practical applications.In this paper we prove that for goto-free programs, the average case behavior is indeed linear. As a byproduct our result also applies to the average size of the so-called dominance frontier.A thorough average case analysis based on a graph grammar is performed by studying properties of the j-edges in DJ graphs. It appears that this is the first time that a graph grammar is used in order to analyze an algorithm. The average linear time of the algorithm is obtained by classic techniques in the analysis of algorithms and data structures such as singularity analysis of generating functions and transfer lemmas

Average nearest neighbor degrees in scale-free networks

The average nearest neighbor degree (ANND) of a node of degree $k$ is widely used to measure dependencies between degrees of neighbor nodes in a network. We formally analyze ANND in undirected random graphs when the graph size tends to infinity. The limiting behavior of ANND depends on the variance of the degree distribution. When the variance is finite, the ANND has a deterministic limit. When the variance is infinite, the ANND scales with the size of the graph, and we prove a corresponding central limit theorem in the configuration model (CM, a network with random connections). As ANND proved uninformative in the infinite variance scenario, we propose an alternative measure, the average nearest neighbor rank (ANNR). We prove that ANNR converges to a deterministic function whenever the degree distribution has finite mean. We then consider the erased configuration model (ECM), where self-loops and multiple edges are removed, and investigate the well-known `structural negative correlations', or `finite-size effects', that arise in simple graphs, such as ECM, because large nodes can only have a limited number of large neighbors. Interestingly, we prove that for any fixed $k$, ANNR in ECM converges to the same limit as in CM. However, numerical experiments show that finite-size effects occur when $k$ scales with $n$

Limit theorems for assortativity and clustering in null models for scale-free networks

An important problem in modeling networks is how to generate a randomly sampled graph with given degrees. A popular model is the configuration model, a network with assigned degrees and random connections. The erased configuration model is obtained when self-loops and multiple edges in the configuration model are removed. We prove an upper bound for the number of such erased edges for regularly-varying degree distributions with infinite variance, and use this result to prove central limit theorems for Pearson's correlation coefficient and the clustering coefficient in the erased configuration model. Our results explain the structural correlations in the erased configuration model and show that removing edges leads to different scaling of the clustering coefficient. We then prove that for the rank-1 inhomogeneous random graph, another null model that creates scale-free simple networks, the results for Pearson's correlation coefficient as well as for the clustering coefficient are similar to the results for the erased configuration model

Sampling and Inference for Beta Neutral-to-the-Left Models of Sparse Networks

Empirical evidence suggests that heavy-tailed degree distributions occurring in many real networks are well-approximated by power laws with exponents $\eta$ that may take values either less than and greater than two. Models based on various forms of exchangeability are able to capture power laws with $\eta < 2$, and admit tractable inference algorithms; we draw on previous results to show that $\eta > 2$ cannot be generated by the forms of exchangeability used in existing random graph models. Preferential attachment models generate power law exponents greater than two, but have been of limited use as statistical models due to the inherent difficulty of performing inference in non-exchangeable models. Motivated by this gap, we design and implement inference algorithms for a recently proposed class of models that generates $\eta$ of all possible values. We show that although they are not exchangeable, these models have probabilistic structure amenable to inference. Our methods make a large class of previously intractable models useful for statistical inference.Comment: Accepted for publication in the proceedings of Conference on Uncertainty in Artificial Intelligence (UAI) 201

Relation between Financial Market Structure and the Real Economy: Comparison between Clustering Methods

We quantify the amount of information filtered by different hierarchical clustering methods on correlations between stock returns comparing it with the underlying industrial activity structure. Specifically, we apply, for the first time to financial data, a novel hierarchical clustering approach, the Directed Bubble Hierarchical Tree and we compare it with other methods including the Linkage and k-medoids. In particular, by taking the industrial sector classification of stocks as a benchmark partition, we evaluate how the different methods retrieve this classification. The results show that the Directed Bubble Hierarchical Tree can outperform other methods, being able to retrieve more information with fewer clusters. Moreover, we show that the economic information is hidden at different levels of the hierarchical structures depending on the clustering method. The dynamical analysis on a rolling window also reveals that the different methods show different degrees of sensitivity to events affecting financial markets, like crises. These results can be of interest for all the applications of clustering methods to portfolio optimization and risk hedging.Comment: 31 pages, 17 figure

Diversity of graphs with highly variable connectivity

A popular approach for describing the structure of many complex networks focuses on graph theoretic properties that characterize their large-scale connectivity. While it is generally recognized that such descriptions based on aggregate statistics do not uniquely characterize a particular graph and also that many such statistical features are interdependent, the relationship between competing descriptions is not entirely understood. This paper lends perspective on this problem by showing how the degree sequence and other constraints (e.g., connectedness, no self-loops or parallel edges) on a particular graph play a primary role in dictating many features, including its correlation structure. Building on recent work, we show how a simple structural metric characterizes key differences between graphs having the same degree sequence. More broadly, we show how the (often implicit) choice of a background set against which to measure graph features has serious implications for the interpretation and comparability of graph theoretic descriptions

Spin models on random graphs with controlled topologies beyond degree constraints

We study Ising spin models on finitely connected random interaction graphs which are drawn from an ensemble in which not only the degree distribution $p(k)$ can be chosen arbitrarily, but which allows for further fine-tuning of the topology via preferential attachment of edges on the basis of an arbitrary function Q(k,k') of the degrees of the vertices involved. We solve these models using finite connectivity equilibrium replica theory, within the replica symmetric ansatz. In our ensemble of graphs, phase diagrams of the spin system are found to depend no longer only on the chosen degree distribution, but also on the choice made for Q(k,k'). The increased ability to control interaction topology in solvable models beyond prescribing only the degree distribution of the interaction graph enables a more accurate modeling of real-world interacting particle systems by spin systems on suitably defined random graphs.Comment: 21 pages, 4 figures, submitted to J Phys