The recovery of network structure from experimental data is a basic and
fundamental problem. Unfortunately, experimental data often do not directly
reveal structure due to inherent limitations such as imprecision in timing or
other observation mechanisms. We consider the problem of inferring network
structure in the form of a directed graph from co-occurrence observations. Each
observation arises from a transmission made over the network and indicates
which vertices carry the transmission without explicitly conveying their order
in the path. Without order information, there are an exponential number of
feasible graphs which agree with the observed data equally well. Yet, the basic
physical principles underlying most networks strongly suggest that all feasible
graphs are not equally likely. In particular, vertices that co-occur in many
observations are probably closely connected. Previous approaches to this
problem are based on ad hoc heuristics. We model the experimental observations
as independent realizations of a random walk on the underlying graph, subjected
to a random permutation which accounts for the lack of order information.
Treating the permutations as missing data, we derive an exact
expectation-maximization (EM) algorithm for estimating the random walk
parameters. For long transmission paths the exact E-step may be computationally
intractable, so we also describe an efficient Monte Carlo EM (MCEM) algorithm
and derive conditions which ensure convergence of the MCEM algorithm with high
probability. Simulations and experiments with Internet measurements demonstrate
the promise of this approach.Comment: Submitted to IEEE Transactions on Information Theory. An extended
version is available as University of Wisconsin Technical Report ECE-06-