Multilevel Aggregation Methods for Small-World Graphs with Application to Random-Walk Ranking

We describe multilevel aggregation in the specific context of using Markov chains to rank the nodes of graphs. More generally, aggregation is a graph coarsening technique that has a wide range of possible uses regarding information retrieval applications. Aggregation successfully generates efficient multilevel methods for solving nonsingular linear systems and various eigenproblems from discretized partial differential equations, which tend to involve mesh-like graphs. Our primary goal is to extend the applicability of aggregation to similar problems on small-world graphs, with a secondary goal of developing these methods for eventual applicability towards many other tasks such as using the information in the hierarchies for node clustering or pattern recognition. The nature of small-world graphs makes it difficult for many coarsening approaches to obtain useful hierarchies that have complexity on the order of the number of edges in the original graph while retaining the relevant properties of the original graph. Here, for a set of synthetic graphs with the small-world property, we show how multilevel hierarchies formed with non-overlapping strength-based aggregation have optimal or near optimal complexity. We also provide an example of how these hierarchies are employed to accelerate convergence of methods that calculate the stationary probability vector of large, sparse, irreducible, slowly-mixing Markov chains on such small-world graphs. The stationary probability vector of a Markov chain allows one to rank the nodes in a graph based on the likelihood that a long random walk visits each node. These ranking approaches have a wide range of applications including information retrieval and web ranking, performance modeling of computer and communication systems, analysis of social networks, dependability and security analysis, and analysis of biological systems

Recursively accelerated multilevel aggregation for markov chains

Abstract. A recursive acceleration method is proposed for multiplicative multilevel aggregation algorithms that calculate the stationary probability vector of large, sparse, and irreducible Markov chains. Pairs of consecutive iterates at all branches and levels of a multigrid W cycle with simple, nonoverlapping aggregation are recombined to produce improved iterates at those levels. This is achieved by solving quadratic programming problems with inequality constraints: the linear combination of the two iterates is sought that has a minimal two-norm residual, under the constraint that all vector components are nonnegative. It is shown how the two-dimensional quadratic programming problems can be solved explicitly in an efficient way. The method is further enhanced by windowed top-level acceleration of the W cycles using the same constrained quadratic programming approach. Recursive acceleration is an attractive alternative to smoothing the restriction and interpolation operators, since the operator complexity is better controlled and the probabilistic interpretation of coarse-level operators is maintained on all levels. Numerical results are presented showing that the resulting recursively accelerated multilevel aggregation cycles for Markov chains, combined with top-level acceleration, converge significantly faster than W cycles and lead to close-to-linear computational complexity for challenging test problems

Optimization for L1-Norm Error Fitting via Data Aggregation

We propose a data aggregation-based algorithm with monotonic convergence to a global optimum for a generalized version of the L1-norm error fitting model with an assumption of the fitting function. The proposed algorithm generalizes the recent algorithm in the literature, aggregate and iterative disaggregate (AID), which selectively solves three specific L1-norm error fitting problems. With the proposed algorithm, any L1-norm error fitting model can be solved optimally if it follows the form of the L1-norm error fitting problem and if the fitting function satisfies the assumption. The proposed algorithm can also solve multi-dimensional fitting problems with arbitrary constraints on the fitting coefficients matrix. The generalized problem includes popular models such as regression and the orthogonal Procrustes problem. The results of the computational experiment show that the proposed algorithms are faster than the state-of-the-art benchmarks for L1-norm regression subset selection and L1-norm regression over a sphere. Further, the relative performance of the proposed algorithm improves as data size increases

Convergence of iterative aggregation/disaggregation methods based on splittings with cyclic iteration matrices

Iterative aggregation/disaggregation methods (IAD) belong to competitive tools for computation the characteristics of Markov chains as shown in some publications devoted to testing and comparing various methods designed to this purpose. According to Dayar T., Stewart W.J., ``Comparison of partitioning techniques for two-level iterative solvers on large, sparse Markov chains,\u27\u27 SIAM J. Sci. Comput., Vol.21, No. 5, 1691-1705 (2000), the IAD methods are effective in particular when applied to large ill posed problems. One of the purposes of this paper is to contribute to a possible explanation of this fact. The novelty may consist of the fact that the IAD algorithms do converge independently of whether the iteration matrix of the corresponding process is primitive or not. Some numerical tests are presented and possible applications mentioned; e.g. computing the PageRank

07071 Abstracts Collection -- Web Information Retrieval and Linear Algebra Algorithms

From 12th to 16th February 2007, the Dagstuhl Seminar 07071 ``Web Information Retrieval and Linear Algebra Algorithms\u27\u27 was held in the International Conference and Research Center (IBFI), Schloss Dagstuhl. During the seminar, several participants presented their current research, and ongoing work and open problems were discussed. Abstracts of the presentations given during the seminar as well as abstracts of seminar results and ideas are put together in this paper. The first section describes the seminar topics and goals in general. Links to extended abstracts or full papers are provided, if available

Forecasting economic aggregates by disaggregates

We suggest an alternative use of disaggregate information to forecast the aggregate variable of interest, that is to include disaggregate information or disaggregate variables in the aggregate model as opposed to first forecasting the disaggregate variables separately and then aggregating those forecasts or, alternatively, using only lagged aggregate information in forecasting the aggregate. We show theoretically that the first method of forecasting the aggregate should outperform the alternative methods in population. We investigate whether this theoretical prediction can explain our empirical findings and analyse why forecasting the aggregate using information on its disaggregate components improves forecast accuracy of the aggregate forecast of euro area and US inflation in some situations, but not in others. JEL Classification: C51, C53, E31Disaggregate information, Factor models, forecast model selection, Predictability, VAR

Aggregation/disaggregation as a theoretical tool

The main aim of this contribution is to establish convergence of some iterative procedures that play an important role in the PageRank computation. The problems we are interested in are considered in two recent papers by Ipsen and Selee, and Lee, Golub andZenios. Both these papers present new ideas to solve the celebrated problem of the PageRank. Our aim is to show that the results and some generalizations of them can be proven via an application of the iterative aggregation/disaggregation methods. One of the results may be of particular interest. It concerns a proof that the two-stage algorithm proposed by Lee, Golub and Zenios does compute the PageRank. This problem has been raised in the literature. We answer this question in positive by showing appropriate necessary and sufficient conditions. In addition a short proof of the celebrated Google lemma is presented

Fiscal forecasting: lessons from the literature and challenges

While fiscal forecasting and monitoring has its roots in the accountability of governments for the use of public funds in democracies, the Stability and Growth Pact has significantly increased interest in budgetary forecasts in Europe, where they play a key role in the EU multilateral budgetary surveillance. In view of the increased prominence and sensitivity of budgetary forecasts, which may lead to them being influenced by strategic and political factors, this paper discusses the main issues and challenges in the field of fiscal forecasting from a practitioner’s perspective and places them in the context of the related literature. JEL Classification: H6, E62, C53Fiscal policies, forecasting, government budget, monitoring