Efficient and exact sampling of simple graphs with given arbitrary degree sequence

Uniform sampling from graphical realizations of a given degree sequence is a fundamental component in simulation-based measurements of network observables, with applications ranging from epidemics, through social networks to Internet modeling. Existing graph sampling methods are either link-swap based (Markov-Chain Monte Carlo algorithms) or stub-matching based (the Configuration Model). Both types are ill-controlled, with typically unknown mixing times for link-swap methods and uncontrolled rejections for the Configuration Model. Here we propose an efficient, polynomial time algorithm that generates statistically independent graph samples with a given, arbitrary, degree sequence. The algorithm provides a weight associated with each sample, allowing the observable to be measured either uniformly over the graph ensemble, or, alternatively, with a desired distribution. Unlike other algorithms, this method always produces a sample, without back-tracking or rejections. Using a central limit theorem-based reasoning, we argue, that for large N, and for degree sequences admitting many realizations, the sample weights are expected to have a lognormal distribution. As examples, we apply our algorithm to generate networks with degree sequences drawn from power-law distributions and from binomial distributions.Comment: 8 pages, 3 figure

Balancing Scalability and Uniformity in SAT Witness Generator

Constrained-random simulation is the predominant approach used in the industry for functional verification of complex digital designs. The effectiveness of this approach depends on two key factors: the quality of constraints used to generate test vectors, and the randomness of solutions generated from a given set of constraints. In this paper, we focus on the second problem, and present an algorithm that significantly improves the state-of-the-art of (almost-)uniform generation of solutions of large Boolean constraints. Our algorithm provides strong theoretical guarantees on the uniformity of generated solutions and scales to problems involving hundreds of thousands of variables.Comment: This is a full version of DAC 2014 pape

Flexible constrained sampling with guarantees for pattern mining

Pattern sampling has been proposed as a potential solution to the infamous pattern explosion. Instead of enumerating all patterns that satisfy the constraints, individual patterns are sampled proportional to a given quality measure. Several sampling algorithms have been proposed, but each of them has its limitations when it comes to 1) flexibility in terms of quality measures and constraints that can be used, and/or 2) guarantees with respect to sampling accuracy. We therefore present Flexics, the first flexible pattern sampler that supports a broad class of quality measures and constraints, while providing strong guarantees regarding sampling accuracy. To achieve this, we leverage the perspective on pattern mining as a constraint satisfaction problem and build upon the latest advances in sampling solutions in SAT as well as existing pattern mining algorithms. Furthermore, the proposed algorithm is applicable to a variety of pattern languages, which allows us to introduce and tackle the novel task of sampling sets of patterns. We introduce and empirically evaluate two variants of Flexics: 1) a generic variant that addresses the well-known itemset sampling task and the novel pattern set sampling task as well as a wide range of expressive constraints within these tasks, and 2) a specialized variant that exploits existing frequent itemset techniques to achieve substantial speed-ups. Experiments show that Flexics is both accurate and efficient, making it a useful tool for pattern-based data exploration.Comment: Accepted for publication in Data Mining & Knowledge Discovery journal (ECML/PKDD 2017 journal track

Diffusive Nested Sampling

We introduce a general Monte Carlo method based on Nested Sampling (NS), for sampling complex probability distributions and estimating the normalising constant. The method uses one or more particles, which explore a mixture of nested probability distributions, each successive distribution occupying ~e^-1 times the enclosed prior mass of the previous distribution. While NS technically requires independent generation of particles, Markov Chain Monte Carlo (MCMC) exploration fits naturally into this technique. We illustrate the new method on a test problem and find that it can achieve four times the accuracy of classic MCMC-based Nested Sampling, for the same computational effort; equivalent to a factor of 16 speedup. An additional benefit is that more samples and a more accurate evidence value can be obtained simply by continuing the run for longer, as in standard MCMC.Comment: Accepted for publication in Statistics and Computing. C++ code available at http://lindor.physics.ucsb.edu/DNes