arXiv subjects

Luca Zanetti

Publications and source records attributed to Luca Zanetti.

16 recordsLinked to original sources

arXiv2026

Matrix concentration inequalities for time-inhomogeneous Markov chains

We establish Chernoff-type bounds for the largest eigenvalue of sums of Hermitian random matrices generated by a time-inhomogeneous Markov chain. Our primary regime assumes a compact state space and contractivity of each Markov kernel in Wasserstein distance, i.e., positive Ollivier-Ricci curvature. This assumption is convenient to verify in inhomogeneous settings and is satisfied by several chains of practical interest, such as stochastic gradient descent on strongly convex smooth objectives. We also develop analogous bounds for noncompact state spaces under a notion of spectral gap for inhomogeneous chains introduced by Saloff-Coste and Zuniga. Finally, we illustrate the utility of our results through an analysis of the Elo rating system, a popular method for ranking players in sports analytics, under a dynamic version of the Bradley-Terry-Luce model.

math.PR↗

arXiv2025

An Improved and Generalised Analysis for Spectral Clustering

We revisit the theoretical performances of Spectral Clustering, a classical algorithm for graph partitioning that relies on the eigenvectors of a matrix representation of the graph. Informally, we show that Spectral Clustering works well as long as the smallest eigenvalues appear in groups well separated from the rest of the matrix representation's spectrum. This arises, for example, whenever there exists a hierarchy of clusters at different scales, a regime not captured by previous analyses. Our results are very general and can be applied beyond the traditional graph Laplacian. In particular, we study Hermitian representations of digraphs and show Spectral Clustering can recover partitions where edges between clusters are oriented mostly in the same direction. This has applications in, for example, the analysis of trophic levels in ecological networks. We demonstrate that our results accurately predict the performances of Spectral Clustering on synthetic and real-world data sets.

cs.LG↗

arXiv2025

Wireless Network Topology Inference: A Markov Chains Approach

We address the problem of inferring the topology of a wireless network using limited observational data. Specifically, we assume that we can detect when a node is transmitting, but no further information regarding the transmission is available. We propose a novel network estimation procedure grounded in the following abstract problem: estimating the parameters of a finite discrete-time Markov chain by observing, at each time step, which states are visited by multiple ``anonymous'' copies of the chain. We develop a consistent estimator that approximates the transition matrix of the chain in the operator norm, with the number of required samples scaling roughly linearly with the size of the state space. Applying this estimation procedure to wireless networks, our numerical experiments demonstrate that the proposed method accurately infers network topology across a wide range of parameters, consistently outperforming transfer entropy, particularly under conditions of high network congestion.

cs.NI↗

arXiv2025

Percolation and localisation: Sub-leading eigenvalues of the nonbacktracking matrix

The spectrum of the nonbacktracking matrix associated to a network is known to contain fundamental information regarding percolation properties of the network. Indeed, the inverse of its leading eigenvalue is often used as an estimate for the percolation threshold. However, for many networks with nonbacktracking centrality localised on a few nodes, such as networks with a core-periphery structure, this spectral approach badly underestimates the threshold. In this work, we study networks that exhibit this localisation effect by looking beyond the leading eigenvalue and searching deeper into the spectrum of the nonbacktracking matrix. We identify that, when localisation is present, the threshold often more closely aligns with the inverse of one of the sub-leading real eigenvalues: the largest real eigenvalue with a "delocalised" corresponding eigenvector. We investigate a core-periphery network model and determine, both theoretically and experimentally, a regime of parameters for which our approach closely approximates the threshold, while the estimate derived using the leading eigenvalue does not. We further present experimental results on large scale real-world networks that showcase the usefulness of our approach.

physics.soc-ph↗

arXiv2025

An iterative spectral algorithm for digraph clustering

Graph clustering is a fundamental technique in data analysis with applications in many different fields. While there is a large body of work on clustering undirected graphs, the problem of clustering directed graphs is much less understood. The analysis is more complex in the directed graph case for two reasons: the clustering must preserve directional information in the relationships between clusters, and directed graphs have non-Hermitian adjacency matrices whose properties are less conducive to traditional spectral methods. Here we consider the problem of partitioning the vertex set of a directed graph into $k\ge 2$ clusters so that edges between different clusters tend to follow the same direction. We present an iterative algorithm based on spectral methods applied to new Hermitian representations of directed graphs. Our algorithm performs favourably against the state-of-the-art, both on synthetic and real-world data sets. Additionally, it is able to identify a "meta-graph" of $k$ vertices that represents the higher-order relations between clusters in a directed graph. We showcase this capability on data sets pertaining food webs, biological neural networks, and the online card game Hearthstone.

physics.soc-ph↗

arXiv2024

Cycle-Free Polytopal Mesh Sweeping for Boltzmann Transport

We introduce a novel property of bounded Voronoi tessellations that enables cycle-free mesh sweeping algorithms. We prove that a topological sort of the dual graph of any Voronoi tessellation is feasible in any flow direction and dimension, allowing straightforward application to discontinuous Galerkin (DG) discretisations of first-order hyperbolic partial differential equations and the Boltzmann Transport Equation (BTE) without requiring flux-cycle corrections. We also present an efficient algorithm to perform the topological sort on the dual mesh nodes, ensuring a valid sweep ordering. This result expands the applicability of DG methods for transport problems on polytopal meshes by providing a robust framework for scalable, parallelised solutions. To illustrate its effectiveness, we conduct a series of computational experiments showcasing a DG scheme for BTE, demonstrating both computational efficiency and adaptability to complex geometries.

math.NA↗

arXiv2024

An Analysis of Elo Rating Systems via Markov Chains

We present a theoretical analysis of the Elo rating system, a popular method for ranking skills of players in an online setting. In particular, we study Elo under the Bradley--Terry--Luce model and, using techniques from Markov chain theory, show that Elo learns the model parameters at a rate competitive with the state of the art. We apply our results to the problem of efficient tournament design and discuss a connection with the fastest-mixing Markov chain problem.

math.PR↗

arXiv2021

Geometric Bounds on the Fastest Mixing Markov Chain

In the Fastest Mixing Markov Chain problem, we are given a graph $G = (V, E)$ and desire the discrete-time Markov chain with smallest mixing time $\tau$ subject to having equilibrium distribution uniform on $V$ and non-zero transition probabilities only across edges of the graph. It is well-known that the mixing time $\tau_\textsf{RW}$ of the lazy random walk on $G$ is characterised by the edge conductance $\Phi$ of $G$ via Cheeger's inequality: $\Phi^{-1} \lesssim \tau_\textsf{RW} \lesssim \Phi^{-2} \log |V|$. Analogously, we characterise the fastest mixing time $\tau^\star$ via a Cheeger-type inequality but for a different geometric quantity, namely the vertex conductance $\Psi$ of $G$: $\Psi^{-1} \lesssim \tau^\star \lesssim \Psi^{-2} (\log |V|)^2$. This characterisation forbids fast mixing for graphs with small vertex conductance. To bypass this fundamental barrier, we consider Markov chains on $G$ with equilibrium distribution which need not be uniform, but rather only $\varepsilon$-close to uniform in total variation. We show that it is always possible to construct such a chain with mixing time $\tau \lesssim \varepsilon^{-1} (\operatorname{diam} G)^2 \log |V|$. Finally, we discuss analogous questions for continuous-time and time-inhomogeneous chains.

math.PR↗

arXiv2020

Random walks on randomly evolving graphs

A random walk is a basic stochastic process on graphs and a key primitive in the design of distributed algorithms. One of the most important features of random walks is that, under mild conditions, they converge to a stationary distribution in time that is at most polynomial in the size of the graph. This fundamental property, however, only holds if the graph does not change over time, while on the other hand many distributed networks are inherently dynamic, and their topology is subjected to potentially drastic changes. In this work we study the mixing (i.e., converging) properties of random walks on graphs subjected to random changes over time. Specifically, we consider the edge-Markovian random graph model: for each edge slot, there is a two-state Markov chain with transition probabilities $p$ (add a non-existing edge) and $q$ (remove an existing edge). We derive several positive and negative results that depend on both the density of the graph and the speed by which the graph changes. We show that if $p$ is very small (i.e., below the connectivity threshold of Erdős-Rényi random graphs), random walks do not mix (fast). When $p$ is larger, instead, we observe the following behavior: if the graph changes slowly over time (i.e., $q$ is small), random walks enjoy strong mixing properties that are comparable to the ones possessed by random walks on static graphs; however, if the graph changes too fast (i.e., $q$ is large), only coarse mixing properties are preserved.

math.PR↗

arXiv2019

Hermitian matrices for clustering directed graphs: insights and applications

Graph clustering is a basic technique in machine learning, and has widespread applications in different domains. While spectral techniques have been successfully applied for clustering undirected graphs, the performance of spectral clustering algorithms for directed graphs (digraphs) is not in general satisfactory: these algorithms usually require symmetrising the matrix representing a digraph, and typical objective functions for undirected graph clustering do not capture cluster-structures in which the information given by the direction of the edges is crucial. To overcome these downsides, we propose a spectral clustering algorithm based on a complex-valued matrix representation of digraphs. We analyse its theoretical performance on a Stochastic Block Model for digraphs in which the cluster-structure is given not only by variations in edge densities, but also by the direction of the edges. The significance of our work is highlighted on a data set pertaining to internal migration in the United States: while previous spectral clustering algorithms for digraphs can only reveal that people are more likely to move between counties that are geographically close, our approach is able to cluster together counties with a similar socio-economical profile even when they are geographically distant, and illustrates how people tend to move from rural to more urbanised areas.

cs.LG↗

arXiv2019

Distributed Graph Clustering by Load Balancing

Graph clustering is a fundamental computational problem with a number of applications in algorithm design, machine learning, data mining, and analysis of social networks. Over the past decades, researchers have proposed a number of algorithmic design methods for graph clustering. However, most of these methods are based on complicated spectral techniques or convex optimisation, and cannot be applied directly for clustering many networks that occur in practice, whose information is often collected on different sites. Designing a simple and distributed clustering algorithm is of great interest, and has wide applications for processing big datasets. In this paper we present a simple and distributed algorithm for graph clustering: for a wide class of graphs that are characterised by a strong cluster-structure, our algorithm finishes in a poly-logarithmic number of rounds, and recovers a partition of the graph close to an optimal partition. The main component of our algorithm is an application of the random matching model of load balancing, which is a fundamental protocol in distributed computing and has been extensively studied in the past 20 years. Hence, our result highlights an intrinsic and interesting connection between graph clustering and load balancing. At a technical level, we present a purely algebraic result characterising the early behaviours of load balancing processes for graphs exhibiting a cluster-structure. We believe that this result can be further applied to analyse other gossip processes, such as rumour spreading and averaging processes.

cs.DS↗

arXiv2019

Random Walks on Dynamic Graphs: Mixing Times, HittingTimes, and Return Probabilities

We establish and generalise several bounds for various random walk quantities including the mixing time and the maximum hitting time. Unlike previous analyses, our derivations are based on rather intuitive notions of local expansion properties which allows us to capture the progress the random walk makes through $t$-step probabilities. We apply our framework to dynamically changing graphs, where the set of vertices is fixed while the set of edges changes in each round. For random walks on dynamic connected graphs for which the stationary distribution does not change over time, we show that their behaviour is in a certain sense similar to static graphs. For example, we show that the mixing and hitting times of any sequence of $d$-regular connected graphs is $O(n^2)$, generalising a well-known result for static graphs. We also provide refined bounds depending on the isoperimetric dimension of the graph, matching again known results for static graphs. Finally, we investigate properties of random walks on dynamic graphs that are not always connected: we relate their convergence to stationarity to the spectral properties of an average of transition matrices and provide some examples that demonstrate strong discrepancies between static and dynamic graphs.

math.PR↗

arXiv2018

Hermitian Laplacians and a Cheeger inequality for the Max-2-Lin problem

We study spectral approaches for the MAX-2-LIN(k) problem, in which we are given a system of $m$ linear equations of the form $x_i - x_j \equiv c_{ij}\mod k$, and required to find an assignment to the $n$ variables $\{x_i\}$ that maximises the total number of satisfied equations. We consider Hermitian Laplacians related to this problem, and prove a Cheeger inequality that relates the smallest eigenvalue of a Hermitian Laplacian to the maximum number of satisfied equations of a MAX-2-LIN(k) instance $\mathcal{I}$. We develop an $\widetilde{O}(kn^2)$ time algorithm that, for any $(1-\varepsilon)$-satisfiable instance, produces an assignment satisfying a $\left(1 - O(k)\sqrt{\varepsilon}\right)$-fraction of equations. We also present a subquadratic-time algorithm that, when the graph associated with $\mathcal{I}$ is an expander, produces an assignment satisfying a $\left(1- O(k^2)\varepsilon \right)$-fraction of the equations. Our Cheeger inequality and first algorithm can be seen as generalisations of the Cheeger inequality and algorithm for MAX-CUT developed by Trevisan.

cs.DS↗

arXiv2017

Distributed Graph Clustering and Sparsification

Graph clustering is a fundamental computational problem with a number of applications in algorithm design, machine learning, data mining, and analysis of social networks. Over the past decades, researchers have proposed a number of algorithmic design methods for graph clustering. Most of these methods, however, are based on complicated spectral techniques or convex optimisation, and cannot be directly applied for clustering many networks that occur in practice, whose information is often collected on different sites. Designing a simple and distributed clustering algorithm is of great interest, and has wide applications for processing big datasets. In this paper we present a simple and distributed algorithm for graph clustering: for a wide class of graphs that are characterised by a strong cluster-structure, our algorithm finishes in a poly-logarithmic number of rounds, and recovers a partition of the graph close to optimal. One of the main components behind our algorithm is a sampling scheme that, given a dense graph as input, produces a sparse subgraph that provably preserves the cluster-structure of the input. Compared with previous sparsification algorithms that require Laplacian solvers or involve combinatorial constructions, this component is easy to implement in a distributed way and runs fast in practice.

cs.DS↗

arXiv2017

Partitioning Well-Clustered Graphs: Spectral Clustering Works!

In this paper we study variants of the widely used spectral clustering that partitions a graph into k clusters by (1) embedding the vertices of a graph into a low-dimensional space using the bottom eigenvectors of the Laplacian matrix, and (2) grouping the embedded points into k clusters via k-means algorithms. We show that, for a wide class of graphs, spectral clustering gives a good approximation of the optimal clustering. While this approach was proposed in the early 1990s and has comprehensive applications, prior to our work similar results were known only for graphs generated from stochastic models. We also give a nearly-linear time algorithm for partitioning well-clustered graphs based on computing a matrix exponential and approximate nearest neighbor data structures.

cs.DS↗

arXiv2014

A quantum-walk-inspired adiabatic algorithm for graph isomorphism

We present a 2-local quantum algorithm for graph isomorphism GI based on an adiabatic protocol. By exploiting continuous-time quantum-walks, we are able to avoid a mere diffusion over all possible configurations and to significantly reduce the dimensionality of the visited space. Within this restricted space, the graph isomorphism problem can be translated into the search of a satisfying assignment to a 2-SAT formula without resorting to perturbation gadgets or projective techniques. We present an analysis of the execution time of the algorithm on small instances of the graph isomorphism problem and discuss the issue of an implementation of the proposed adiabatic scheme on current quantum computing hardware.

quant-ph↗