89,788 research outputs found
On the Von Neumann Entropy of Graphs
The von Neumann entropy of a graph is a spectral complexity measure that has
recently found applications in complex networks analysis and pattern
recognition. Two variants of the von Neumann entropy exist based on the graph
Laplacian and normalized graph Laplacian, respectively. Due to its
computational complexity, previous works have proposed to approximate the von
Neumann entropy, effectively reducing it to the computation of simple node
degree statistics. Unfortunately, a number of issues surrounding the von
Neumann entropy remain unsolved to date, including the interpretation of this
spectral measure in terms of structural patterns, understanding the relation
between its two variants, and evaluating the quality of the corresponding
approximations.
In this paper we aim to answer these questions by first analysing and
comparing the quadratic approximations of the two variants and then performing
an extensive set of experiments on both synthetic and real-world graphs. We
find that 1) the two entropies lead to the emergence of similar structures, but
with some significant differences; 2) the correlation between them ranges from
weakly positive to strongly negative, depending on the topology of the
underlying graph; 3) the quadratic approximations fail to capture the presence
of non-trivial structural patterns that seem to influence the value of the
exact entropies; 4) the quality of the approximations, as well as which variant
of the von Neumann entropy is better approximated, depends on the topology of
the underlying graph
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
Bayesian nonparametrics for Sparse Dynamic Networks
We propose a Bayesian nonparametric prior for time-varying networks. To each
node of the network is associated a positive parameter, modeling the
sociability of that node. Sociabilities are assumed to evolve over time, and
are modeled via a dynamic point process model. The model is able to (a) capture
smooth evolution of the interaction between nodes, allowing edges to
appear/disappear over time (b) capture long term evolution of the sociabilities
of the nodes (c) and yield sparse graphs, where the number of edges grows
subquadratically with the number of nodes. The evolution of the sociabilities
is described by a tractable time-varying gamma process. We provide some
theoretical insights into the model and apply it to three real world datasets.Comment: 10 pages, 8 figure
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