SearcharxivSearch

arXiv · 1811.05974

Randomisation Algorithms for Large Sparse Matrices

Abstract

In many domains it is necessary to generate surrogate networks, e.g., for hypothesis testing of different properties of a network. Furthermore, generating surrogate networks typically requires that different properties of the network is preserved, e.g., edges may not be added or deleted and the edge weights may be restricted to certain intervals. In this paper we introduce a novel efficient property-preserving Markov Chain Monte Carlo method termed CycleSampler for generating surrogate networks in which (i) edge weights are constrained to an interval and node weights are preserved exactly, and (ii) edge and node weights are both constrained to intervals. These two types of constraints cover a wide variety of practical use-cases. The method is applicable to both undirected and directed graphs. We empirically demonstrate the efficiency of the CycleSampler method on real-world datasets. We provide an implementation of CycleSampler in R, with parts implemented in C.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Kai Puolamäki, Andreas Henelius, Antti Ukkonen. 2018-11-14. Randomisation Algorithms for Large Sparse Matrices. https://doi.org/10.1103/physreve.99.053311

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Quasi-Monte Carlo Beyond Hardy-Krause II: $(1 + \varepsilon)n$ Samples Suffice

Numerical integration studies how well one can estimate the integral of a function $f$ over $[0,1)^d$ using $n$ sample points. The two classical methods, Monte Carlo (MC) and quasi-Monte Carlo (QMC), have complementary strengths and weaknesses, and a fundamental question is to design an approach that combines the benefits of both. Recently, building on the transference principle in discrepancy theory, Bansal and Jiang~\cite{BJ25a} gave a randomized QMC method that bridges MC and QMC guarantees using only i.i.d.\ samples. Their method also goes beyond the classical Koksma--Hlawka inequality: it achieves integration error $\widetilde{O}_d(\sigma_{\mathsf{SO}}(f)/n)$, where the smoothed-out variation $\sigma_{\mathsf{SO}}(f)$ can be substantially smaller than the Hardy--Krause variation that governs the classical bound. However, their algorithm requires $n^2$ i.i.d.\ samples as input, and this quadratic blowup is inherent to any method based on the transference principle. In this work, we bypass the quadratic blowup: for any constant $\varepsilon > 0$, we show that $(1+\varepsilon)n$ i.i.d.\ samples suffice to both obtain the beyond-Hardy--Krause guarantee of~\cite{BJ25a}, resolving an open problem posed there, and to produce low-discrepancy point sequences. Our algorithms are variants of the online Haar-thinning method of Dwivedi, Feldheim, Gurel-Gurevich, and Ramdas~\cite{DFG+19}.

cs.DS

Single-Exponential Algorithms and a Polynomial Kernel for Strong Connectivity Augmentation

Strong Connectivity Augmentation (SCA) asks whether a directed acyclic graph can be made strongly connected by adding at most $k$ prescribed links whose total weight is within a given budget. Klinkby, Misra, and Saurabh (SODA 2021) gave an $O^*(2^{O(k\log k)})$-time algorithm and asked whether the problem admits a single-exponential parameterized algorithm and a polynomial kernel. We answer both questions affirmatively: SCA can be solved in $O^*(9^k)$ time and admits a polynomial kernel with $O(k^4)$ vertices and $O(k^{16})$ bits. For unweighted SCA, we obtain $O^*(4^k)$ time and a kernel with $O(k^3)$ vertices. Our algorithms are based on a particularly simple reduction to Strongly Connected Spanning Subgraph with two edge costs.

cs.DS