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The present article explores the application of randomized control techniques in empirical asset pricing and performance evaluation. It introduces geometric random walks, a class of Markov chain Monte Carlo methods, to construct flexible…

Portfolio Management · Quantitative Finance 2024-03-04 Cyril Bachelard , Apostolos Chalkis , Vissarion Fisikopoulos , Elias Tsigaridas

This work studies a fully distributed algorithm for computing the PageRank vector, which is inspired by the Matching Pursuit and features: 1) a fully distributed implementation 2) convergence in expectation with exponential rate 3) low…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-10-23 Liang Dai , Nikolaos M. Freris

We study the computational complexity of locally estimating a node's PageRank centrality in a directed graph $G$. For any node $t$, its PageRank centrality $\pi(t)$ is defined as the probability that a random walk in $G$, starting from a…

Data Structures and Algorithms · Computer Science 2026-01-21 Mikkel Thorup , Hanzhi Wang , Zhewei Wei , Mingji Yang

Random walks are a fundamental tool for analyzing realistic complex networked systems and implementing randomized algorithms to solve diverse problems such as searching and sampling. For many real applications, their actual effect and…

Social and Information Networks · Computer Science 2018-03-09 Yuan Lin , Zhongzhi Zhang

We analyze the distribution of PageRank on a directed configuration model and show that as the size of the graph grows to infinity it can be closely approximated by the PageRank of the root node of an appropriately constructed tree. This…

Probability · Mathematics 2014-08-18 Ningyuan Chen , Nelly Litvak , Mariana Olvera-Cravioto

The purpose of the research is to find a centrality measure that can be used in place of PageRank and to find out the conditions where we can use it in place of PageRank. After analysis and comparison of graphs with a large number of nodes…

Social and Information Networks · Computer Science 2022-01-24 Suvarna Saumya Chandrashekhar , Mashrin Srivastava , B. Jaganathan , Pankaj Shukla

Hypergraph has been selected as a powerful candidate for characterizing higher-order networks and has received increasing attention in recent years. In this article, we study random walks with resetting on hypergraph by utilizing spectral…

Social and Information Networks · Computer Science 2025-05-08 Fei Ma , Xincheng Hu , Haobin Shi , Wei Pan , Ping Wang

Graph centrality measures use the structure of a network to quantify central or "important" nodes, with applications in web search, social media analysis, and graphical data mining generally. Traditional centrality measures such as the well…

Social and Information Networks · Computer Science 2021-01-20 Liang Lyu , Brandon Fain , Kamesh Munagala , Kangning Wang

We investigate the problem of enforcing a desired centrality measure in complex networks, while still keeping the original pattern of the network. Specifically, by representing the network as a graph with suitable nodes and weighted edges,…

Physics and Society · Physics 2025-03-13 Stefano Cipolla , Fabio Durastante , Beatrice Meini

We investigate how the topology of attributed graphs influences the distribution of node attributes. This work offers a novel perspective by treating topology and attributes as structurally distinct but interacting components. We introduce…

Machine Learning · Computer Science 2026-02-03 Amirreza Shiralinasab Langari , Leila Yeganeh , Kim Khoa Nguyen

Rankings are central to decision-making in fields ranging from education to online platforms, yet classical deterministic methods such as the Borda count method or Copeland-type pairwise methods ignore uncertainty due to sampling noise or…

Methodology · Statistics 2026-05-20 Shunpu Zhang

Evaluating performance across optimization algorithms on many problems presents a complex challenge due to the diversity of numerical scales involved. Traditional data processing methods, such as hypothesis testing and Bayesian inference,…

Optimization and Control · Mathematics 2024-09-10 Yunpeng Jinng , Qunfeng Liu

Katz centrality is a popular network centrality measure. It takes a (weighted) count of all walks starting at each node, with an additional damping factor of $\alpha$ that tunes the influence of walks as lengths increase. We introduce a…

Physics and Society · Physics 2022-10-13 Hunter Rehm , Mona Matar , Puck Rombach , Lauren McIntyre

In this paper we present new improvement ideas of the original PageRank algorithm. The first idea is to introduce an evaluation of the statistical reliability of the ranking score of each node based on the local graph property and the…

Information Retrieval · Computer Science 2012-02-14 Dohy Hong

Personalized PageRank (PPR) is a traditional measure for node proximity on large graphs. For a pair of nodes $s$ and $t$, the PPR value $\pi_s(t)$ equals the probability that an $\alpha$-discounted random walk from $s$ terminates at $t$ and…

Data Structures and Algorithms · Computer Science 2024-03-21 Mingji Yang , Hanzhi Wang , Zhewei Wei , Sibo Wang , Ji-Rong Wen

The recently introduced concept of dynamic communicability is a valuable tool for ranking the importance of nodes in a temporal network. Two metrics, broadcast score and receive score, were introduced to measure the centrality of a node…

Physics and Society · Physics 2016-09-29 Ewan Colman , Nathaniel Charlton

In a former paper we simplified the proof of a theorem on personalized random walk that is fundamental to graph nodes clustering and generalized it to bipartite graphs for a specific case where the proobability of random jump was…

Social and Information Networks · Computer Science 2017-02-14 Mieczysław A. Kłopotek , Sławomir T. Wierzchom , Robert A. Kłopotek , Elżbieta A. Kłopotek

After the phenomenal success of the PageRank algorithm, many researchers have extended the PageRank approach to ranking graphs with richer structures beside the simple linkage structure. In some scenarios we have to deal with…

Numerical Analysis · Mathematics 2018-11-15 Gianna M. Del Corso , Francesco Romani

We study the effect of random scattering in quantum walks on a finite graph and compare it with the effect of repeated measurements. To this end, a constructive approach is employed by introducing a localized and a delocalized basis for the…

Quantum Physics · Physics 2024-09-30 Klaus Ziegler

We study the statistical properties of various directed networks using ranking of their nodes based on the dominant vectors of the Google matrix known as PageRank and CheiRank. On average PageRank orders nodes proportionally to a number of…

Information Retrieval · Computer Science 2012-06-19 Leonardo Ermann , Alexei D. Chepelianskii , Dima L. Shepelyansky
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