Using Ramsey theory to measure unavoidable spurious correlations in Big Data
Combinatorics
2018-03-06 v2
Abstract
Given a dataset we quantify how many patterns must always exist in the dataset. Formally this is done through the lens of Ramsey theory of graphs, and a quantitative bound known as Goodman's theorem. Combining statistical tools with Ramsey theory of graphs gives a nuanced understanding of how far away a dataset is from random, and what qualifies as a meaningful pattern. This method is applied to a dataset of repeated voters in the 1984 US congress, to quantify how homogeneous a subset of congressional voters is. We also measure how transitive a subset of voters is. Statistical Ramsey theory is also used with global economic trading data to provide evidence that global markets are quite transitive.
Cite
@article{arxiv.1712.09471,
title = {Using Ramsey theory to measure unavoidable spurious correlations in Big Data},
author = {Micheal Pawliuk and Michael Alexander Waddell},
journal= {arXiv preprint arXiv:1712.09471},
year = {2018}
}
Comments
21 pages