Marathon: An open source software library for the analysis of Markov-Chain Monte Carlo algorithms

In this paper, we consider the Markov-Chain Monte Carlo (MCMC) approach for random sampling of combinatorial objects. The running time of such an algorithm depends on the total mixing time of the underlying Markov chain and is unknown in general. For some Markov chains, upper bounds on this total mixing time exist but are too large to be applicable in practice. We try to answer the question, whether the total mixing time is close to its upper bounds, or if there is a significant gap between them. In doing so, we present the software library marathon which is designed to support the analysis of MCMC based sampling algorithms. The main application of this library is to compute properties of so-called state graphs which represent the structure of Markov chains. We use marathon to investigate the quality of several bounding methods on four well-known Markov chains for sampling perfect matchings and bipartite graph realizations. In a set of experiments, we compute the total mixing time and several of its bounds for a large number of input instances. We find that the upper bound gained by the famous canonical path method is several magnitudes larger than the total mixing time and deteriorates with growing input size. In contrast, the spectral bound is found to be a precise approximation of the total mixing time

A graph polynomial for independent sets of bipartite graphs

We introduce a new graph polynomial that encodes interesting properties of graphs, for example, the number of matchings and the number of perfect matchings. Most importantly, for bipartite graphs the polynomial encodes the number of independent sets (#BIS). We analyze the complexity of exact evaluation of the polynomial at rational points and show that for most points exact evaluation is #P-hard (assuming the generalized Riemann hypothesis) and for the rest of the points exact evaluation is trivial. We conjecture that a natural Markov chain can be used to approximately evaluate the polynomial for a range of parameters. The conjecture, if true, would imply an approximate counting algorithm for #BIS, a problem shown, by [Dyer et al. 2004], to be complete (with respect to, so called, AP-reductions) for a rich logically defined sub-class of #P. We give a mild support for our conjecture by proving that the Markov chain is rapidly mixing on trees. As a by-product we show that the "single bond flip" Markov chain for the random cluster model is rapidly mixing on constant tree-width graphs

Laplacian Mixture Modeling for Network Analysis and Unsupervised Learning on Graphs

Laplacian mixture models identify overlapping regions of influence in unlabeled graph and network data in a scalable and computationally efficient way, yielding useful low-dimensional representations. By combining Laplacian eigenspace and finite mixture modeling methods, they provide probabilistic or fuzzy dimensionality reductions or domain decompositions for a variety of input data types, including mixture distributions, feature vectors, and graphs or networks. Provable optimal recovery using the algorithm is analytically shown for a nontrivial class of cluster graphs. Heuristic approximations for scalable high-performance implementations are described and empirically tested. Connections to PageRank and community detection in network analysis demonstrate the wide applicability of this approach. The origins of fuzzy spectral methods, beginning with generalized heat or diffusion equations in physics, are reviewed and summarized. Comparisons to other dimensionality reduction and clustering methods for challenging unsupervised machine learning problems are also discussed.Comment: 13 figures, 35 reference

Kronecker Graphs: An Approach to Modeling Networks

How can we model networks with a mathematically tractable model that allows for rigorous analysis of network properties? Networks exhibit a long list of surprising properties: heavy tails for the degree distribution; small diameters; and densification and shrinking diameters over time. Most present network models either fail to match several of the above properties, are complicated to analyze mathematically, or both. In this paper we propose a generative model for networks that is both mathematically tractable and can generate networks that have the above mentioned properties. Our main idea is to use the Kronecker product to generate graphs that we refer to as "Kronecker graphs". First, we prove that Kronecker graphs naturally obey common network properties. We also provide empirical evidence showing that Kronecker graphs can effectively model the structure of real networks. We then present KronFit, a fast and scalable algorithm for fitting the Kronecker graph generation model to large real networks. A naive approach to fitting would take super- exponential time. In contrast, KronFit takes linear time, by exploiting the structure of Kronecker matrix multiplication and by using statistical simulation techniques. Experiments on large real and synthetic networks show that KronFit finds accurate parameters that indeed very well mimic the properties of target networks. Once fitted, the model parameters can be used to gain insights about the network structure, and the resulting synthetic graphs can be used for null- models, anonymization, extrapolations, and graph summarization

Semi-Markov Graph Dynamics

In this paper, we outline a model of graph (or network) dynamics based on two ingredients. The first ingredient is a Markov chain on the space of possible graphs. The second ingredient is a semi-Markov counting process of renewal type. The model consists in subordinating the Markov chain to the semi-Markov counting process. In simple words, this means that the chain transitions occur at random time instants called epochs. The model is quite rich and its possible connections with algebraic geometry are briefly discussed. Moreover, for the sake of simplicity, we focus on the space of undirected graphs with a fixed number of nodes. However, in an example, we present an interbank market model where it is meaningful to use directed graphs or even weighted graphs.Comment: 25 pages, 4 figures, submitted to PLoS-ON