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The construction of minimum spanning trees (MSTs) from correlation matrices is an often used method to study relationships in the financial markets. However most of the work on this topic tends to use the Pearson correlation coefficient,…

Computational Engineering, Finance, and Science · Computer Science 2021-02-03 Tristan Millington , Mahesan Niranjan

In this lecture we will consider the minimum weight spanning tree (MST) problem, i.e., one of the simplest and most vital combinatorial optimization problems. We will discuss a particular greedy algorithm that allows to compute a MST for…

Data Structures and Algorithms · Computer Science 2012-09-21 O. Melchert

Based on a recently proposed $q$-dependent detrended cross-correlation coefficient $\rho_q$, we generalize the concept of minimum spanning tree (MST) by introducing a family of $q$-dependent minimum spanning trees ($q$MST) that are…

Statistical Finance · Quantitative Finance 2017-05-19 Jaroslaw Kwapien , Pawel Oswiecimka , Marcin Forczek , Stanislaw Drozdz

A complete understanding of real networks requires us to understand the consequences of the uneven interaction strengths between a system's components. Here we use the minimum spanning tree (MST) to explore the effect of weight assignment…

Disordered Systems and Neural Networks · Physics 2007-05-23 P. J. Macdonald , E. Almaas , A. -L. Barabasi

Due to its broad applications in practice, the minimum spanning tree problem and its all kinds of variations have been studied extensively during the last decades, for which a host of efficient exact and heuristic algorithms have been…

Optimization and Control · Mathematics 2026-05-05 Yang Xu , Lianmin Zhang

There are numerous randomized algorithms to generate spanning trees in a given ambient graph; several target the uniform distribution on trees (UST), while in practice the fastest and most frequently used draw random weights on the edges…

Discrete Mathematics · Computer Science 2026-04-29 Eric Babson , Moon Duchin , Annina Iseli , Pietro Poggi-Corradini , Dylan Thurston , Jamie Tucker-Foltz

We introduce a multiscale measure of network instability based on the joint use of Detrended Cross-Correlation Analysis (DCCA) and Minimum Spanning Tree (MST) filtering. The proposed metric, the Elastic Detrended Cross-Correlation Ratio…

Physics and Society · Physics 2026-02-12 Jose De Leon Miranda , Marina Dolfin , George Kapetanios , Leone Leonida

In a complete graph $K_n$ with edge weights drawn independently from a uniform distribution $U(0,1)$ (or alternatively an exponential distribution $\operatorname{Exp}(1)$), let $T_1$ be the MST (the spanning tree of minimum weight) and let…

Combinatorics · Mathematics 2019-06-05 Svante Janson , Gregory B. Sorkin

The minimum spanning tree (MST) is a combinatorial optimization problem: given a connected graph with a real weight ("cost") on each edge, find the spanning tree that minimizes the sum of the total cost of the occupied edges. We consider…

Statistical Mechanics · Physics 2010-02-26 T. S. Jackson , N. Read

In this paper, we study weakly dynamic undirected graphs, that can be used to represent some logistic networks. The goal is to deliver all the delivery points in the network. The network exists in a mostly stable environment, except for a…

Data Structures and Algorithms · Computer Science 2019-04-11 Moustafa Nakechbandi , Jean-Yves Colin , Hervé Mathieu

In a system containing a large number of interacting stochastic processes, there will typically be many non-zero correlation coefficients. This makes it difficult to either visualize the system's inter-dependencies, or identify its dominant…

Other Condensed Matter · Physics 2011-09-06 Mark McDonald , Omer Suleman , Stacy Williams , Sam Howison , Neil F. Johnson

This study introduces the Misclassification Likelihood Matrix (MLM) as a novel tool for quantifying the reliability of neural network predictions under distribution shifts. The MLM is obtained by leveraging softmax outputs and clustering…

The run time complexity of state-of-the-art inference algorithms in graph-based dependency parsing is super-linear in the number of input words (n). Recently, pruning algorithms for these models have shown to cut a large portion of the…

Computation and Language · Computer Science 2016-06-09 Effi Levi , Roi Reichart , Ari Rappoport

Minimum spanning trees (MSTs) provide a convenient representation of datasets in numerous pattern recognition activities. Moreover, they are relatively fast to compute. In this paper, we quantify the extent to which they are meaningful in…

Machine Learning · Statistics 2025-10-16 Marek Gagolewski , Anna Cena , Maciej Bartoszuk , Łukasz Brzozowski

Minimum Spanning Tree (MST) is an important graph algorithm that has wide ranging applications in the areas of computer networks, VLSI routing, wireless communications among others. Today virtually every computer is built out of multi-core…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-05-15 Suryanarayana Murthy Durbhakula

In recent years there has been a paradigm shift from the study of local task-related activation to the organization and functioning of large-scale functional and structural brain networks. However, a long-standing challenge in this…

Quantitative Methods · Quantitative Biology 2025-11-26 Sixtus Dakurah

Multiple Classifier Systems (MCSs) allow evaluation of the uncertainty of classification outcomes that is of crucial importance for safety critical applications. The uncertainty of classification is determined by a trade-off between the…

We study the noise sensitivity of the minimum spanning tree (MST) of the $n$-vertex complete graph when edges are assigned independent random weights. It is known that when the graph distance is rescaled by $n^{1/3}$ and vertices are given…

Probability · Mathematics 2024-11-20 Omer Israeli , Yuval Peled

We study the {\em verification} problem in distributed networks, stated as follows. Let $H$ be a subgraph of a network $G$ where each vertex of $G$ knows which edges incident on it are in $H$. We would like to verify whether $H$ has some…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-10-18 Atish Das Sarma , Stephan Holzer , Liah Kor , Amos Korman , Danupon Nanongkai , Gopal Pandurangan , David Peleg , Roger Wattenhofer

Most link prediction methods return estimates of the connection probability of missing edges in a graph. Such output can be used to rank the missing edges from most to least likely to be a true edge, but does not directly provide a…

Methodology · Statistics 2024-03-26 Ariane Marandon
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