89,788 research outputs found

    On the Von Neumann Entropy of Graphs

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    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

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    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

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    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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