arXiv subjects

Diego Garlaschelli

Publications and source records attributed to Diego Garlaschelli.

At least 37 records · Page 2Linked to original sources

arXiv2025

Description length of canonical and microcanonical models

The (non-)equivalence of canonical and microcanonical ensembles is a fundamental question in statistical physics, concerning whether the use of soft and hard constraints in the maximum-entropy construction leads to the same description of a system. Despite the fact that maximum-entropy models are also commonly used in statistical inference, pattern detection, and hypothesis testing, a complete understanding of the effects of ensemble non-equivalence on statistical modeling is still missing. Here, we study this problem from a rigorous model selection perspective by comparing canonical and microcanonical models via the Minimum Description Length (MDL) principle, which yields a trade-off between likelihood, measuring model accuracy, and complexity, measuring model flexibility and its potential to overfit data. We compute the Normalized Maximum Likelihood (NML) of both formulations and find that: (i) microcanonical models always achieve higher likelihood but are always more complex; (ii) the optimal model choice depends on the empirical values of the constraints -- the canonical model performs best when its fit to the observed data exceeds its uniform average fit across all realizations; (iii) in the thermodynamic limit, the difference in description length per node vanishes when ensemble equivalence holds but persists otherwise, showing that non-equivalence implies extensive differences between large canonical and microcanonical models. Finally, we compare the NML approach to Bayesian methods, showing that (iv) the choice of priors, practically irrelevant in equivalent models, becomes crucial when an extensive number of constraints is enforced, possibly leading to very different outcomes.

cond-mat.stat-mech↗

arXiv2025

Quantum generative modeling for financial time series with temporal correlations

Quantum generative adversarial networks (QGANs) have been investigated as a method for generating synthetic data with the goal of augmenting training data sets for neural networks. This is especially relevant for financial time series, since we only ever observe one realization of the process, namely the historical evolution of the market, which is further limited by data availability and the age of the market. However, for classical generative adversarial networks it has been shown that generated data may (often) not exhibit desired properties (also called stylized facts), such as matching a certain distribution or showing specific temporal correlations. Here, we investigate whether quantum correlations in quantum inspired models of QGANs can help in the generation of financial time series. We train QGANs, composed of a quantum generator and a classical discriminator, and investigate two approaches for simulating the quantum generator: a full simulation of the quantum circuits, and an approximate simulation using tensor network methods. We tested how the choice of hyperparameters, such as the circuit depth and bond dimensions, influenced the quality of the generated time series. The QGAN that we trained generate synthetic financial time series that not only match the target distribution but also exhibit the desired temporal correlations, with the quality of each property depending on the hyperparameters and simulation method.

quant-ph↗

arXiv2025

Introduction to correlation networks: Interdisciplinary approaches beyond thresholding

Many empirical networks originate from correlational data, arising in domains as diverse as psychology, neuroscience, genomics, microbiology, finance, and climate science. Specialized algorithms and theory have been developed in different application domains for working with such networks, as well as in statistics, network science, and computer science, often with limited communication between practitioners in different fields. This leaves significant room for cross-pollination across disciplines. A central challenge is that it is not always clear how to best transform correlation matrix data into networks for the application at hand, and probably the most widespread method, i.e., thresholding on the correlation value to create either unweighted or weighted networks, suffers from multiple problems. In this article, we review various methods of constructing and analyzing correlation networks, ranging from thresholding and its improvements to weighted networks, regularization, dynamic correlation networks, threshold-free approaches, comparison with null models, and more. Finally, we propose and discuss recommended practices and a variety of key open questions currently confronting this field.

physics.soc-ph↗

arXiv2025

Voter model on heterogeneous directed networks

We investigate the consensus dynamics of the voter model on large random graphs with heterogeneous and directed features, focusing in particular on networks with power-law degree distributions. By extending recent results on sparse directed graphs, we derive exact first-order asymptotics for the expected consensus time in directed configuration models with i.i.d. Pareto-distributed in- and out-degrees. For any tail exponent α>0, we derive the mean consensus time scaling depending on the network size and a pre-factor that encodes detailed structural properties of the degree sequences. We give an explicit description of the pre factor in the directed setting. This extends and sharpens previous mean-field predictions from statistical physics, providing the first explicit consensus-time formula in the directed heavy-tailed setting. Through extensive simulations, we confirm the validity of our predictions across a wide range of heterogeneity regimes, including networks with infinite variance and infinite mean degree distribution. We further explore the interplay between network topology and voter dynamics, highlighting how degree fluctuations and maximal degrees shape the consensus landscape. Complementing the asymptotic analysis, we provide numerical evidence for the emergence of Wright-Fisher diffusive behavior in both directed and undirected ensembles under suitable mixing conditions, and demonstrate the breakdown of this approximation in the in the infinite mean regime.

math.PR↗

arXiv2025

A General Solution for Network Models with Pairwise Edge Coupling

Network Models with couplings between link pairs are the simplest models for a class of networks with Higher Order interactions. In this paper we give an analytic, general solution to this family of Random Graph Models extending previous results obtained for specific interaction structures. We use the Hubbard-Stratonovich transform to show that such higher order models can be decoupled into families of effectively separable random graph models, which might be enhanced with auxiliary, possibly multi-valued, parameters identifying the thermodynamical phase of the system. Moreover, given the diagonalizability of couplings between links, we carry out the full computation of the partition functions and discuss why in some cases they can effectively reduce to the one for the Mean-Field case.

cond-mat.stat-mech↗

arXiv2024

Multi-scale reconstruction of large supply networks

The structure of the supply chain network has important implications for modelling economic systems, from growth trajectories to responses to shocks or natural disasters. However, reconstructing firm-to-firm networks from available information poses several practical and theoretical challenges: the lack of publicly available data, the complexity of meso-scale structures, and the high level of heterogeneity of firms. With this work we contribute to the literature on economic network reconstruction by proposing a novel methodology based on a recently developed multi-scale model. This approach has three main advantages over other methods: its parameters are defined to maintain statistical consistency at different scales of node aggregation, it can be applied in a multi-scale setting, and it is computationally more tractable for very large graphs. The consistency at different scales of aggregation, inherent to the model definition, is preserved for any hierarchy of coarse-grainings. The arbitrariness of the aggregation allows us to work across different scales, making it possible to estimate model parameters even when node information is inconsistent, such as when some nodes are firms while others are countries or regions. Finally, the model can be fitted at an aggregate scale with lower computational requirements, since the parameters are invariant to the grouping of nodes. We assess the advantages and limitations of this approach by testing it on two complementary datasets of Dutch firms constructed from inter-client transactions on the bank accounts of two major Dutch banking institutions. We show that the model reliably predicts important topological properties of the observed network in several scenarios of practical interest and is therefore a suitable candidate for reconstructing firm-to-firm networks at scale.

physics.soc-ph↗

arXiv2024

Network Renormalization

The renormalization group (RG) is a powerful theoretical framework developed to consistently transform the description of configurations of systems with many degrees of freedom, along with the associated model parameters and coupling constants, across different levels of resolution. It also provides a way to identify critical points of phase transitions and study the system's behaviour around them by distinguishing between relevant and irrelevant details, the latter being unnecessary to describe the emergent macroscopic properties. In traditional physical applications, the RG largely builds on the notions of homogeneity, symmetry, geometry and locality to define metric distances, scale transformations and self-similar coarse-graining schemes. More recently, various approaches have tried to extend RG concepts to the ubiquitous realm of complex networks where explicit geometric coordinates do not necessarily exist, nodes and subgraphs can have very different properties, and homogeneous lattice-like symmetries are absent. The strong heterogeneity of real-world networks significantly complicates the definition of consistent renormalization procedures. In this review, we discuss the main attempts, the most important advances, and the remaining open challenges on the road to network renormalization.

cond-mat.stat-mech↗

arXiv2024

Assessing frustration in real-world signed networks: a statistical theory of balance

According to the so-called strong version of structural balance theory, actors in signed social networks avoid establishing triads with an odd number of negative links. Generalising, the weak version of balance theory allows for nodes to be partitioned into any number of blocks with positive internal links, mutually connected by negative links. If this prescription is interpreted rigidly, i.e. without allowing for statistical noise in the observed link signs, then most real graphs will appear to require a larger number of blocks than the actual one, or even to violate both versions of the theory. This might lead to conclusions invoking even more relaxed notions of balance. Here, after rephrasing structural balance theory in statistically testable terms, we propose an inference scheme to unambiguously assess whether a real-world, signed graph is balanced. We find that the proposed statistical balance theory leads to interpretations that are quite different from those derived from the current, deterministic versions of the theory.

physics.soc-ph↗

arXiv2024

Inhomogeneous random graphs with infinite-mean fitness variables

We consider an inhomogeneous Erdős-Rényi random graph ensemble with exponentially decaying random disconnection probabilities determined by an i.i.d. field of variables with heavy tails and infinite mean associated to the vertices of the graph. This model was recently investigated in the physics literature in Garuccio et al. (2020) as a scale-invariant random graph within the context of network renormalization. From a mathematical perspective, the model fits in the class of scale-free inhomogeneous random graphs whose asymptotic geometrical features have been recently attracting interest. While for this type of graphs several results are known when the underlying vertex variables have finite mean and variance, here instead we consider the case of one-sided stable variables with necessarily infinite mean. To simplify our analysis, we assume that the variables are sampled from a Pareto distribution with parameter $α\in(0,1)$. We start by characterizing the asymptotic distributions of the typical degrees and some related observables. In particular, we show that the degree of a vertex converges in distribution, after proper scaling, to a mixed Poisson law. We then show that correlations among degrees of different vertices are asymptotically non-vanishing, but at the same time a form of asymptotic tail independence is found when looking at the behavior of the joint Laplace transform around zero. Moreover, we present some findings concerning the asymptotic density of wedges and triangles and show a cross-over for the existence of dust (i.e. disconnected vertices).

math.PR↗

arXiv2024

Spectral signatures of structural change in financial networks

The level of systemic risk in economic and financial systems is strongly determined by the structure of the underlying networks of interdependent entities that can propagate shocks and stresses. Since changes in network structure imply changes in risk levels, it is important to identify structural transitions potentially leading to system-wide crises. Methods have been proposed to assess whether a real-world network is in a (quasi-)stationary state by checking the consistency of its structural evolution with appropriate maximum-entropy ensembles of graphs. While previous analyses of this kind have focused on dyadic and triadic motifs, hence disregarding higher-order structures, here we consider closed walks of any length. Specifically, we study the ensemble properties of the spectral radius of random graph models calibrated on real-world evolving networks. Our approach is shown to work remarkably well for directed networks, both binary and weighted. As illustrative examples, we consider the Electronic Market for Interbank Deposit (e-MID), the Dutch Interbank Network (DIN) and the International Trade Network (ITN) in their evolution across the 2008 crisis. By monitoring the deviation of the spectral radius from its ensemble expectation, we find that the ITN remains in a (quasi-)equilibrium state throughout the period considered, while both the DIN and e-MID exhibit a clear out-of-equilibrium behaviour. The spectral deviation therefore captures ongoing topological changes, extending over all length scales, to provide a compact proxy of the resilience of economic and financial networks.

physics.soc-ph↗

arXiv2024

Inferring firm-level supply chain networks with realistic systemic risk from industry sector-level data

Production networks constitute the backbone of every economic system. They are inherently fragile as several recent crises clearly highlighted. Estimating the system-wide consequences of local disruptions (systemic risk) requires detailed information on the supply chain networks (SCN) at the firm-level, as systemic risk is associated with specific mesoscopic patterns. However, such information is usually not available and realistic estimates must be inferred from available sector-level data such as input-output tables and firm-level aggregate output data. Here we explore the ability of several maximum-entropy algorithms to infer realizations of SCNs characterized by a realistic level of systemic risk. We are in the unique position to test them against the actual Ecuadorian production network at the firm-level. Concretely, we compare various properties, including the Economic Systemic Risk Index, of the Ecuadorian production network with those from four inference models. We find that the most realistic systemic risk content at the firm-level is retrieved by the model that incorporates information about firm-specific input disaggregated by sector, indicating the importance of correctly accounting for firms' heterogeneous input profiles across sectors. Our results clearly demonstrate the minimal amount of empirical information at the sector level that is necessary to statistically generate synthetic SCNs that encode realistic firm-specific systemic risk.

physics.soc-ph↗

arXiv2024

Patterns of link reciprocity in directed, signed networks

Most of the analyses concerning signed networks have focused on the balance theory, hence identifying frustration with undirected, triadic motifs having an odd number of negative edges; much less attention has been paid to their directed counterparts. To fill this gap, we focus on signed, directed connections, with the aim of exploring the notion of frustration in such a context. When dealing with signed, directed edges, frustration is a multi-faceted concept, admitting different definitions at different scales: if we limit ourselves to consider cycles of length two, frustration is related to reciprocity, i.e. the tendency of edges to admit the presence of partners pointing in the opposite direction. As the reciprocity of signed networks is still poorly understood, we adopt a principled approach for its study, defining quantities and introducing models to consistently capture empirical patterns of the kind. In order to quantify the tendency of empirical networks to form either mutualistic or antagonistic cycles of length two, we extend the Exponential Random Graphs framework to binary, directed, signed networks with global and local constraints and, then, compare the empirical abundance of the aforementioned patterns with the one expected under each model. We find that the (directed extension of the) balance theory is not capable of providing a consistent explanation of the patterns characterising the directed, signed networks considered in this work. Although part of the ambiguities can be solved by adopting a coarser definition of balance, our results call for a different theory, accounting for the directionality of edges in a coherent manner. In any case, the evidence that the empirical, signed networks can be highly reciprocated leads us to recommend to explicitly account for the role played by bidirectional dyads in determining frustration at higher levels (e.g. the triadic one).

physics.soc-ph↗

arXiv2024

Interbank network reconstruction enforcing density and reciprocity

Networks of financial exposures are the key propagators of risk and distress among banks, but their empirical structure is not publicly available because of confidentiality. This limitation has triggered the development of methods of network reconstruction from partial, aggregate information. Unfortunately, even the best methods available fail in replicating the number of directed cycles, which on the other hand play a crucial role in determining graph spectra and hence the degree of network stability and systemic risk. Here we address this challenge by exploiting the hypothesis that the statistics of higher-order cycles is strongly constrained by that of the shortest ones, i.e. by the amount of dyads with reciprocated links. First, we provide a detailed analysis of link reciprocity on the e-MID dataset of Italian banks, finding that correlations between reciprocal links systematically increase with the temporal resolution, typically changing from negative to positive around a timescale of up to 50 days. Then, we propose a new network reconstruction method capable of enforcing, only from the knowledge of aggregate interbank assets and liabilities, both a desired sparsity and a desired link reciprocity. We confirm that the addition of reciprocity dramatically improves the prediction of several structural and spectral network properties, including the largest real eigenvalue and the eccentricity of the elliptical distribution of the other eigenvalues in the complex plane. These results illustrate the importance of correctly addressing the temporal resolution and the resulting level of reciprocity in the reconstruction of financial networks.

q-fin.RM↗

arXiv2024

Testing structural balance theories in heterogeneous signed networks

The abundance of data about social relationships allows the human behavior to be analyzed as any other natural phenomenon. Here we focus on balance theory, stating that social actors tend to avoid establishing cycles with an odd number of negative links. This statement, however, can be supported only after a comparison with a benchmark. Since the existing ones disregard actors' heterogeneity, we extend Exponential Random Graphs to signed networks with both global and local constraints and employ them to assess the significance of empirical unbalanced patterns. We find that the nature of balance crucially depends on the null model: while homogeneous benchmarks favor the weak balance theory, according to which only triangles with one negative link should be under-represented, heterogeneous benchmarks favor the strong balance theory, according to which also triangles with all negative links should be under-represented. Biological networks, instead, display strong frustration under any benchmark, confirming that structural balance inherently characterizes social networks.

physics.soc-ph↗

arXiv2024

Geometry-free renormalization of directed networks: scale-invariance and reciprocity

Recent research has tried to extend the concept of renormalization, which is naturally defined for geometric objects, to more general networks with arbitrary topology. The current attempts do not naturally apply to directed networks, for instance because they are based on the identification of (necessarily symmetric) inter-node distances arising from geometric embeddings or on the definition of Hermitian Laplacian operators requiring symmetric adjacency matrices in spectral approaches. Here we show that the Scale-Invariant Model, recently proposed as an approach to consistently model undirected networks at arbitrary (and possibly multi-scale) resolution levels, can be extended coherently to directed networks without the requirement of an embedding geometry or Laplacian structure. Moreover, it can account for nontrivial reciprocity, i.e. the empirically well-documented tendency of links to occur in mutual pairs more or less often than predicted by chance. After deriving the renormalization rules for networks with arbitrary reciprocity, we consider various examples. In particular we propose the first multiscale model of the international trade network with nontrivial reciprocity and an annealed model where positive reciprocity emerges spontaneously from coarse-graining. In the latter case, the renormalization process defines a group, not only a semigroup, and therefore allows to fine-grain networks to arbitrarily small scales. These results strengthen the notion that network renormalization can be defined in a much more general way than required by geometric or spectral approaches, because it needs only node-specific (metric-free) features and can coexist with the asymmetry of directed networks.

physics.soc-ph↗

arXiv2024

Linking Through Time: Memory-Enhanced Community Discovery in Temporal Networks

Temporal Networks, and more specifically, Markovian Temporal Networks, present a unique challenge regarding the community discovery task. The inherent dynamism of these systems requires an intricate understanding of memory effects and structural heterogeneity, which are often key drivers of network evolution. In this study, we address these aspects by introducing an innovative approach to community detection, centered around a novel modularity function. We focus on demonstrating the improvements our new approach brings to a fundamental aspect of community detection: the detectability threshold problem. We show that by associating memory directly with nodes' memberships and considering it in the expression of the modularity, the detectability threshold can be lowered with respect to cases where memory is not considered, thereby enhancing the quality of the communities discovered. To validate our approach, we carry out extensive numerical simulations, assessing the effectiveness of our method in a controlled setting. Furthermore, we apply our method to real-world data to underscore its practicality and robustness. This application not only demonstrates the method's effectiveness but also reveals its capacity to indirectly tackle additional challenges, such as determining the optimal time window for aggregating data in dynamic graphs. This illustrates the method's versatility in addressing complex aspects of temporal network analysis.

physics.soc-ph↗

arXiv2024

Commodity-specific triads in the Dutch inter-industry production network

Triadic motifs are the smallest building blocks of higher-order interactions in complex networks and can be detected as over-occurrences with respect to null models with only pair-wise interactions. Recently, the motif structure of production networks has attracted attention in light of its possible role in the propagation of economic shocks. However, its characterization at the level of individual commodities is still poorly understood. Here we analyze both binary and weighted triadic motifs in the Dutch inter-industry production network disaggregated at the level of 187 commodity groups, which Statistics Netherlands reconstructed from National Accounts registers, surveys and known empirical data. We introduce appropriate null models that filter out node heterogeneity and the strong effects of link reciprocity and find that, while the aggregate network that overlays all products is characterized by a multitude of triadic motifs, most single-product layers feature no significant motif, and roughly $85\%$ of the layers feature only two motifs or less. This result paves the way for identifying a simple `triadic fingerprint' of each commodity and for reconstructing most product-specific networks from partial information in a pairwise fashion by controlling for their reciprocity structure. We discuss how these results can help statistical bureaus identify fine-grained information in structural analyses of interest for policymakers.

physics.soc-ph↗

arXiv2024

Inference of dynamical gene regulatory networks from single-cell data with physics informed neural networks

One of the main goals of developmental biology is to reveal the gene regulatory networks (GRNs) underlying the robust differentiation of multipotent progenitors into precisely specified cell types. Most existing methods to infer GRNs from experimental data have limited predictive power as the inferred GRNs merely reflect gene expression similarity or correlation. Here, we demonstrate, how physics-informed neural networks (PINNs) can be used to infer the parameters of predictive, dynamical GRNs that provide mechanistic understanding of biological processes. Specifically we study GRNs that exhibit bifurcation behavior and can therefore model cell differentiation. We show that PINNs outperform regular feed-forward neural networks on the parameter inference task and analyze two relevant experimental scenarios: 1. a system with cell communication for which gene expression trajectories are available and 2. snapshot measurements of a cell population in which cell communication is absent. Our analysis will inform the design of future experiments to be analyzed with PINNs and provides a starting point to explore this powerful class of neural network models further.

q-bio.QM↗