Fast matrix computations for pair-wise and column-wise commute times and Katz scores

We first explore methods for approximating the commute time and Katz score between a pair of nodes. These methods are based on the approach of matrices, moments, and quadrature developed in the numerical linear algebra community. They rely on the Lanczos process and provide upper and lower bounds on an estimate of the pair-wise scores. We also explore methods to approximate the commute times and Katz scores from a node to all other nodes in the graph. Here, our approach for the commute times is based on a variation of the conjugate gradient algorithm, and it provides an estimate of all the diagonals of the inverse of a matrix. Our technique for the Katz scores is based on exploiting an empirical localization property of the Katz matrix. We adopt algorithms used for personalized PageRank computing to these Katz scores and theoretically show that this approach is convergent. We evaluate these methods on 17 real world graphs ranging in size from 1000 to 1,000,000 nodes. Our results show that our pair-wise commute time method and column-wise Katz algorithm both have attractive theoretical properties and empirical performance.Comment: 35 pages, journal version of http://dx.doi.org/10.1007/978-3-642-18009-5_13 which has been submitted for publication. Please see http://www.cs.purdue.edu/homes/dgleich/publications/2011/codes/fast-katz/ for supplemental code

Googling the brain: discovering hierarchical and asymmetric network structures, with applications in neuroscience

Hierarchical organisation is a common feature of many directed networks arising in nature and technology. For example, a well-defined message-passing framework based on managerial status typically exists in a business organisation. However, in many real-world networks such patterns of hierarchy are unlikely to be quite so transparent. Due to the nature in which empirical data is collated the nodes will often be ordered so as to obscure any underlying structure. In addition, the possibility of even a small number of links violating any overall “chain of command” makes the determination of such structures extremely challenging. Here we address the issue of how to reorder a directed network in order to reveal this type of hierarchy. In doing so we also look at the task of quantifying the level of hierarchy, given a particular node ordering. We look at a variety of approaches. Using ideas from the graph Laplacian literature, we show that a relevant discrete optimization problem leads to a natural hierarchical node ranking. We also show that this ranking arises via a maximum likelihood problem associated with a new range-dependent hierarchical random graph model. This random graph insight allows us to compute a likelihood ratio that quantifies the overall tendency for a given network to be hierarchical. We also develop a generalization of this node ordering algorithm based on the combinatorics of directed walks. In passing, we note that Google’s PageRank algorithm tackles a closely related problem, and may also be motivated from a combinatoric, walk-counting viewpoint. We illustrate the performance of the resulting algorithms on synthetic network data, and on a real-world network from neuroscience where results may be validated biologically