English
Related papers

Related papers: Configuration model for correlation matrices prese…

200 papers

We describe a way to complete a correlation matrix that is not fully specified. Such matrices often arise in financial applications when the number of stochastic variables becomes large or when several smaller models are combined in a…

Mathematical Finance · Quantitative Finance 2021-11-25 Olaf Dreyer , Horst Köhler , Thomas Streuer

We study the structure of loops in networks using the notion of modulus of loop families. We introduce a new measure of network clustering by quantifying the richness of families of (simple) loops. Modulus tries to minimize the expected…

Social and Information Networks · Computer Science 2017-01-25 Heman Shakeri , Pietro Poggi-Corradini , Nathan Albin , Caterina Scoglio

Data similarity is a key concept in many data-driven applications. Many algorithms are sensitive to similarity measures. To tackle this fundamental problem, automatically learning of similarity information from data via self-expression has…

Machine Learning · Computer Science 2019-03-12 Zhao Kang , Yiwei Lu , Yuanzhang Su , Changsheng Li , Zenglin Xu

Network science has presented community detection as a valuable tool for revealing functional modules in complex systems rooted in the wiring architectures of complex networks. The varying procedures of community detection can produce,…

Physics and Society · Physics 2025-04-11 Karsten N. Economou , Cassie R. Norman , Wendy C. Gentleman

Network (or matrix) reconstruction is a general problem which occurs if the margins of a matrix are given and the matrix entries need to be predicted. In this paper we show that the predictions obtained from the iterative proportional…

Methodology · Statistics 2019-09-05 Michael Lebacher , Göran Kauermann

Community structure is of paramount importance for the understanding of complex networks. Consequently, there is a tremendous effort in order to develop efficient community detection algorithms. Unfortunately, the issue of a fair assessment…

Social and Information Networks · Computer Science 2017-11-28 Jebabli Malek , Cherifi Hocine , Cherifi Chantal , Hamouda Atef

This article investigates emergence and complexity in complex systems that can share information on a network. To this end, we use a theoretical approach from information theory, computability theory, and complex networks. One key studied…

Information Theory · Computer Science 2019-03-20 Felipe S. Abrahão , Klaus Wehmuth , Artur Ziviani

A graph neural network transforms features in each vertex's neighborhood into a vector representation of the vertex. Afterward, each vertex's representation is used independently for predicting its label. This standard pipeline implicitly…

Machine Learning · Computer Science 2020-06-18 Junteng Jia , Austin R. Benson

We introduce a novel statistical significance-based approach for clustering hierarchical data using semi-parametric linear mixed-effects models designed for responses with laws in the exponential family (e.g., Poisson and Bernoulli). Within…

Methodology · Statistics 2025-02-04 Alessandra Ragni , Chiara Masci , Francesca Ieva , Anna Maria Paganoni

The present work provides an original framework for random matrix analysis based on revisiting the concentration of measure theory from a probabilistic point of view. By providing various notions of vector concentration ($q$-exponential,…

Probability · Mathematics 2021-01-19 Cosme Louart , Romain Couillet

For most networks, the connection between two nodes is the result of their mutual affinity and attachment. In this paper, we propose a mutual selection model to characterize the weighted networks. By introducing a general mechanism of…

Statistical Mechanics · Physics 2009-11-11 Wen-Xu Wang , Bu Hu , Tao Zhou , Bing-Hong Wang , Yan-Bo Xie

A matrix network is a family of matrices, with relatedness modeled by a weighted graph. We consider the task of completing a partially observed matrix network. We assume a novel sampling scheme where a fraction of matrices might be…

Machine Learning · Computer Science 2018-06-11 Qingyun Sun , Mengyuan Yan David Donoho , Stephen Boyd

Models of networks play a major role in explaining and reproducing empirically observed patterns. Suitable models can be used to randomize an observed network while preserving some of its features, or to generate synthetic graphs whose…

We analyze convergence of decentralized cooperative online estimation algorithms by a network of multiple nodes via information exchanging in an uncertain environment. Each node has a linear observation of an unknown parameter with randomly…

Signal Processing · Electrical Eng. & Systems 2020-12-08 Jiexiang Wang , Tao Li , Xiwei Zhang

Finite Gaussian mixture models are widely used for model-based clustering of continuous data. Nevertheless, since the number of model parameters scales quadratically with the number of variables, these models can be easily…

Methodology · Statistics 2018-09-25 Michael Fop , Thomas Brendan Murphy , Luca Scrucca

Modern data often arises with multiple modalities. For example, covariates and a network are observed on the same subjects, and both contain useful information. Effectively integrating these modalities is important and challenging,…

Methodology · Statistics 2025-11-25 Tao Shen , Wanjie Wang

We apply a method to filter relevant information from the correlation coefficient matrix by extracting a network of relevant interactions. This method succeeds to generate networks with the same hierarchical structure of the Minimum…

Physics and Society · Physics 2007-05-23 T. Aste , T. Di Matteo , M. Tumminello , R. N. Mantegna

We study the time dependence of maximal spanning trees and asset graphs based on correlation matrices of stock returns. In these networks the nodes represent companies and links are related to the correlation coefficients between them.…

Physics and Society · Physics 2009-11-13 Tapio Heimo , Kimmo Kaski , Jari Saramaki

An important problem in modeling networks is how to generate a randomly sampled graph with given degrees. A popular model is the configuration model, a network with assigned degrees and random connections. The erased configuration model is…

Probability · Mathematics 2019-10-18 Remco van der Hofstad , Pim van der Hoorn , Nelly Litvak , Clara Stegehuis

In the study of networked systems such as biological, technological, and social networks the available data are often uncertain. Rather than knowing the structure of a network exactly, we know the connections between nodes only with a…

Social and Information Networks · Computer Science 2016-01-20 Travis Martin , Brian Ball , M. E. J. Newman