Exploring local dependence

This paper discusses two graphical methods for the investigation of local association of two continuous random variables. Often, scalar dependence measures, such as correlation, cannot reflect the complex dependence structure of two variables. However, dependence graphs have the potential to assess a far richer class of bivariate dependence structures. The two graphical methods discussed in this article are the chi-plot and the local dependence map. After the introduction of these methods they are applied to different data sets. These data sets contain simulated data and daily stock return series. With these examples the application possibilities of the two local dependence graphs are shown.Association, bivariate distribution, chi-plot, copula, correlation, kernel smoothing, local dependence, permutation test

Limit Theorems for Network Dependent Random Variables

This paper is concerned with cross-sectional dependence arising because observations are interconnected through an observed network. Following Doukhan and Louhichi (1999), we measure the strength of dependence by covariances of nonlinearly transformed variables. We provide a law of large numbers and central limit theorem for network dependent variables. We also provide a method of calculating standard errors robust to general forms of network dependence. For that purpose, we rely on a network heteroskedasticity and autocorrelation consistent (HAC) variance estimator, and show its consistency. The results rely on conditions characterized by tradeoffs between the rate of decay of dependence across a network and network's denseness. Our approach can accommodate data generated by network formation models, random fields on graphs, conditional dependency graphs, and large functional-causal systems of equations

Walk entropies on graphs

Entropies based on walks on graphs and on their line-graphs are defined. They are based on the summation over diagonal and off-diagonal elements of the thermal Green’s function of a graph also known as the communicability. The walk entropies are strongly related to the walk regularity of graphs and line-graphs. They are not biased by the graph size and have significantly better correlation with the inverse participation ratio of the eigenmodes of the adjacency matrix than other graph entropies. The temperature dependence of the walk entropies is also discussed. In particular, the walk entropy of graphs is shown to be non-monotonic for regular but non-walk-regular graphs in contrast to non-regular graphs

Testing bounded arboricity

In this paper we consider the problem of testing whether a graph has bounded arboricity. The family of graphs with bounded arboricity includes, among others, bounded-degree graphs, all minor-closed graph classes (e.g. planar graphs, graphs with bounded treewidth) and randomly generated preferential attachment graphs. Graphs with bounded arboricity have been studied extensively in the past, in particular since for many problems they allow for much more efficient algorithms and/or better approximation ratios. We present a tolerant tester in the sparse-graphs model. The sparse-graphs model allows access to degree queries and neighbor queries, and the distance is defined with respect to the actual number of edges. More specifically, our algorithm distinguishes between graphs that are $\epsilon$-close to having arboricity $\alpha$ and graphs that $c \cdot \epsilon$-far from having arboricity $3\alpha$, where $c$ is an absolute small constant. The query complexity and running time of the algorithm are $\tilde{O}\left(\frac{n}{\sqrt{m}}\cdot \frac{\log(1/\epsilon)}{\epsilon} + \frac{n\cdot \alpha}{m} \cdot \left(\frac{1}{\epsilon}\right)^{O(\log(1/\epsilon))}\right)$ where $n$ denotes the number of vertices and $m$ denotes the number of edges. In terms of the dependence on $n$ and $m$ this bound is optimal up to poly-logarithmic factors since $\Omega(n/\sqrt{m})$ queries are necessary (and $\alpha = O(\sqrt{m}))$. We leave it as an open question whether the dependence on $1/\epsilon$ can be improved from quasi-polynomial to polynomial. Our techniques include an efficient local simulation for approximating the outcome of a global (almost) forest-decomposition algorithm as well as a tailored procedure of edge sampling