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Sonja Petrović

Publications and source records attributed to Sonja Petrović.

At least 37 records · Page 2Linked to original sources

DERGMs: Degeneracy-restricted exponential random graph models

Exponential random graph models, or ERGMs, are a flexible and general class of models for modeling dependent data. While the early literature has shown them to be powerful in capturing many network features of interest, recent work highlights difficulties related to the models' ill behavior, such as most of the probability mass being concentrated on a very small subset of the parameter space. This behavior limits both the applicability of an ERGM as a model for real data and inference and parameter estimation via the usual Markov chain Monte Carlo algorithms. To address this problem, we propose a new exponential family of models for random graphs that build on the standard ERGM framework. Specifically, we solve the problem of computational intractability and `degenerate' model behavior by an interpretable support restriction. We introduce a new parameter based on the graph-theoretic notion of degeneracy, a measure of sparsity whose value is commonly low in real-worlds networks. The new model family is supported on the sample space of graphs with bounded degeneracy and is called degeneracy-restricted ERGMs, or DERGMs for short. Since DERGMs generalize ERGMs -- the latter is obtained from the former by setting the degeneracy parameter to be maximal -- they inherit good theoretical properties, while at the same time place their mass more uniformly over realistic graphs. The support restriction allows the use of new (and fast) Monte Carlo methods for inference, thus making the models scalable and computationally tractable. We study various theoretical properties of DERGMs and illustrate how the support restriction improves the model behavior. We also present a fast Monte Carlo algorithm for parameter estimation that avoids many issues faced by Markov Chain Monte Carlo algorithms used for inference in ERGMs.

stat.ME↗

Threaded Gröbner Bases: a Macaulay2 package

The complexity of Gröbner computations has inspired many improvements to Buchberger's algorithm over the years. Looking for further insights into the algorithm's performance, we offer a threaded implementation of classical Buchberger's algorithm in {\it Macaulay2}. The output of the main function of the package includes information about {\it lineages} of non-zero remainders that are added to the basis during the computation. This information can be used for further algorithm improvements and optimization.

math.AC↗

Algebraic statistics, tables, and networks: The Fienberg advantage

Stephen Fienberg's affinity for contingency table problems and reinterpreting models with a fresh look gave rise to a new approach for hypothesis testing of network models that are linear exponential families. We outline his vision and influence in this fundamental problem, as well as generalizations to multigraphs and hypergraphs.

stat.ME↗

What is... a Markov basis?

This short piece defines a Markov basis. The aim is to introduce the statistical concept to mathematicians.

math.ST↗

Algebraic Statistics in Practice: Applications to Networks

Algebraic statistics uses tools from algebra (especially from multilinear algebra, commutative algebra and computational algebra), geometry and combinatorics to provide insight into knotty problems in mathematical statistics. In this survey we illustrate this on three problems related to networks, namely network models for relational data, causal structure discovery and phylogenetics. For each problem we give an overview of recent results in algebraic statistics with emphasis on the statistical achievements made possible by these tools and their practical relevance for applications to other scientific disciplines.

math.ST↗

Random Monomial Ideals Macaulay2 Package

The {\tt Macaulay2} package {\tt RandomMonomialIdeals} provides users with a set of tools that allow for the systematic generation and study of random monomial ideals. It also introduces new objects, Sample and Model, to allow for streamlined handling of random objects and their statistics in {\tt Macaulay2}.

math.AC↗

Hypergraph encodings of arbitrary toric ideals

Relying on the combinatorial classification of toric ideals using their bouquet structure, we focus on toric ideals of hypergraphs and study how they relate to general toric ideals. We show that hypergraphs exhibit a surprisingly general behavior: the toric ideal associated to any general matrix can be encoded by that of a $0/1$ matrix, while preserving the essential combinatorics of the original ideal. We provide two universality results about the unboundedness of degrees of various generating sets: minimal, Graver, universal Gröbner bases, and indispensable binomials. Finally, we provide a polarization-type operation for arbitrary positively graded toric ideals, which preserves all the combinatorial signatures and the homological properties of the original toric ideal.

math.AC↗

Bouquet algebra of toric ideals

To any toric ideal $I_A$, encoded by an integer matrix $A$, we associate a matroid structure called {\em the bouquet graph} of $A$ and introduce another toric ideal called {\em the bouquet ideal} of $A$. We show how these objects capture the essential combinatorial and algebraic information about $I_A$. Passing from the toric ideal to its bouquet ideal reveals a structure that allows us to classify several cases. For example, on the one end of the spectrum, there are ideals that we call {\em stable}, for which bouquets capture the complexity of various generating sets as well as the minimal free resolution. On the other end of the spectrum lie toric ideals whose various bases (e.g., minimal generating sets, Gröbner, Graver bases) coincide. Apart from allowing for classification-type results, bouquets provide a new way to construct families of examples of toric ideals with various interesting properties, such as robustness, genericity, and unimodularity. The new bouquet framework can be used to provide a characterization of toric ideals whose Graver basis, the universal Gröbner basis, any reduced Gröbner basis and any minimal generating set coincide.

math.AC↗

The Multiple Roots Phenomenon in Maximum Likelihood Estimation for Factor Analysis

Multiple root estimation problems in statistical inference arise in many contexts in the literature. In the context of maximum likelihood estimation, the existence of multiple roots causes uncertainty in the computation of maximum likelihood estimators using hill-climbing algorithms, and consequent difficulties in the resulting statistical inference. In this paper, we study the multiple roots phenomenon in maximum likelihood estimation for factor analysis. We prove that the corresponding likelihood equations have uncountably many feasible solutions even in the simplest cases. For the case in which the observed data are two-dimensional and the unobserved factor scores are one-dimensional, we prove that the solutions to the likelihood equations form a one-dimensional real curve.

math.ST↗

Statistical models for cores decomposition of an undirected random graph

The $k$-core decomposition is a widely studied summary statistic that describes a graph's global connectivity structure. In this paper, we move beyond using $k$-core decomposition as a tool to summarize a graph and propose using $k$-core decomposition as a tool to model random graphs. We propose using the shell distribution vector, a way of summarizing the decomposition, as a sufficient statistic for a family of exponential random graph models. We study the properties and behavior of the model family, implement a Markov chain Monte Carlo algorithm for simulating graphs from the model, implement a direct sampler from the set of graphs with a given shell distribution, and explore the sampling distributions of some of the commonly used complementary statistics as good candidates for heuristic model fitting. These algorithms provide first fundamental steps necessary for solving the following problems: parameter estimation in this ERGM, extending the model to its Bayesian relative, and developing a rigorous methodology for testing goodness of fit of the model and model selection. The methods are applied to a synthetic network as well as the well-known Sampson monks dataset.

math.ST↗

On the Geometry and Extremal Properties of the Edge-Degeneracy Model

The edge-degeneracy model is an exponential random graph model that uses the graph degeneracy, a measure of the graph's connection density, and number of edges in a graph as its sufficient statistics. We show this model is relatively well-behaved by studying the statistical degeneracy of this model through the geometry of the associated polytope.

math.ST↗

Blow-up algebras, determinantal ideals, and Dedekind-Mertens-like formulas

We investigate Rees algebras and special fiber rings obtained by blowing up specialized Ferrers ideals. This class of monomial ideals includes strongly stable monomial ideals generated in degree two and edge ideals of prominent classes of graphs. We identify the equations of these blow-up algebras. They generate determinantal ideals associated to subregions of a generic symmetric matrix, which may have holes. Exhibiting Gröbner bases for these ideals and using methods from Gorenstein liaison theory, we show that these determinantal rings are normal Cohen-Macaulay domains that are Koszul, that the initial ideals correspond to vertex decomposable simplicial complexes, and we determine their Hilbert functions and Castelnuovo-Mumford regularities. As a consequence, we find explicit minimal reductions for all Ferrers and many specialized Ferrers ideals, as well as their reduction numbers. These results can be viewed as extensions of the classical Dedekind-Mertens formula for the content of the product of two polynomials.

math.AC↗

A survey of discrete methods in (algebraic) statistics for networks

Sampling algorithms, hypergraph degree sequences, and polytopes play a crucial role in statistical analysis of network data. This article offers a brief overview of open problems in this area of discrete mathematics from the point of view of a particular family of statistical models for networks called exponential random graph models. The problems and underlying constructions are also related to well-known concepts in commutative algebra and graph-theoretic concepts in computer science. We outline a few lines of recent work that highlight the natural connection between these fields and unify them into some open problems. While these problems are often relevant in discrete mathematics in their own right, the emphasis here is on statistical relevance with the hope that these lines of research do not remain disjoint. Suggested specific open problems and general research questions should advance algebraic statistics theory as well as applied statistical tools for rigorous statistical analysis of networks.

cs.DM↗

Random Sampling in Computational Algebra: Helly Numbers and Violator Spaces

This paper transfers a randomized algorithm, originally used in geometric optimization, to computational problems in commutative algebra. We show that Clarkson's sampling algorithm can be applied to two problems in computational algebra: solving large-scale polynomial systems and finding small generating sets of graded ideals. The cornerstone of our work is showing that the theory of violator spaces of Gärtner et al.\ applies to polynomial ideal problems. To show this, one utilizes a Helly-type result for algebraic varieties. The resulting algorithms have expected runtime linear in the number of input polynomials, making the ideas interesting for handling systems with very large numbers of polynomials, but whose rank in the vector space of polynomials is small (e.g., when the number of variables and degree is constant).

cs.DM↗

$β$ models for random hypergraphs with a given degree sequence

We introduce the beta model for random hypergraphs in order to represent the occurrence of multi-way interactions among agents in a social network. This model builds upon and generalizes the well-studied beta model for random graphs, which instead only considers pairwise interactions. We provide two algorithms for fitting the model parameters, IPS (iterative proportional scaling) and fixed point algorithm, prove that both algorithms converge if maximum likelihood estimator (MLE) exists, and provide algorithmic and geometric ways of dealing the issue of MLE existence.

math.ST↗

Goodness-of-fit for log-linear network models: Dynamic Markov bases using hypergraphs

Social networks and other large sparse data sets pose significant challenges for statistical inference, as many standard statistical methods for testing model fit are not applicable in such settings. Algebraic statistics offers a theoretically justified approach to goodness-of-fit testing that relies on the theory of Markov bases and is intimately connected with the geometry of the model as described by its fibers. Most current practices require the computation of the entire basis, which is infeasible in many practical settings. We present a dynamic approach to explore the fiber of a model, which bypasses this issue, and is based on the combinatorics of hypergraphs arising from the toric algebra structure of log-linear models. We demonstrate the approach on the Holland-Leinhardt $p_1$ model for random directed graphs that allows for reciprocated edges.

stat.ME↗

Fibers of multi-way contingency tables given conditionals: relation to marginals, cell bounds and Markov bases

A reference set, or a fiber, of a contingency table is the space of all realizations of the table under a given set of constraints such as marginal totals. Understanding the geometry of this space is a key problem in algebraic statistics, important for conducting exact conditional inference, calculating cell bounds, imputing missing cell values, and assessing the risk of disclosure of sensitive information. Motivated primarily by disclosure limitation problems where constraints can come from summary statistics other than the margins, in this paper we study the space $\mathcal{F_T}$ of all possible multi-way contingency tables for a given sample size and set of observed conditional frequencies. We show that this space can be decomposed according to different possible marginals, which, in turn, are encoded by the solution set of a linear Diophantine equation. We characterize the difference between two fibers: $\mathcal{F_T}$ and the space of tables for a given set of corresponding marginal totals. In particular, we solve a generalization of an open problem posed by Dobra et al. (2008). Our decomposition of $\mathcal{F_T}$ has two important consequences: (1) we derive new cell bounds, some including connections to Directed Acyclic Graphs, and (2) we describe a structure for the Markov bases for the space $\mathcal{F_T}$ that leads to a simplified calculation of Markov bases in this particular setting.

math.ST↗