arXiv subjects

Stephanie Nargang

Publications and source records attributed to Stephanie Nargang.

3 recordsLinked to original sources

arXiv2022

Strain-Minimizing Hyperbolic Network Embeddings with Landmarks

We introduce L-hydra (landmarked hyperbolic distance recovery and approximation), a method for embedding network- or distance-based data into hyperbolic space, which requires only the distance measurements to a few 'landmark nodes'. This landmark heuristic makes L-hydra applicable to large-scale graphs and improves upon previously introduced methods. As a mathematical justification, we show that a point configuration in d-dimensional hyperbolic space can be perfectly recovered (up to isometry) from distance measurements to just d+1 landmarks. We also show that L-hydra solves a two-stage strain-minimization problem, similar to our previous (unlandmarked) method 'hydra'. Testing on real network data, we show that L-hydra is an order of magnitude faster than existing hyperbolic embedding methods and scales linearly in the number of nodes. While the embedding error of L-hydra is higher than the error of existing methods, we introduce an extension, L-hydra+, which outperforms existing methods in both runtime and embedding quality.

stat.CO↗

arXiv2020

The hyperbolic geometry of financial networks

Based on data from the European banking stress tests of 2014, 2016 and the transparency exercise of 2018 we demonstrate for the first time that the latent geometry of financial networks can be well-represented by geometry of negative curvature, i.e., by hyperbolic geometry. This allows us to connect the network structure to the popularity-vs-similarity model of Papdopoulos et al., which is based on the Poincaré disc model of hyperbolic geometry. We show that the latent dimensions of `popularity' and `similarity' in this model are strongly associated to systemic importance and to geographic subdivisions of the banking system. In a longitudinal analysis over the time span from 2014 to 2018 we find that the systemic importance of individual banks has remained rather stable, while the peripheral community structure exhibits more (but still moderate) variability.

q-fin.GN↗

arXiv2019

Hydra: A method for strain-minimizing hyperbolic embedding of network- and distance-based data

We introduce hydra (hyperbolic distance recovery and approximation), a new method for embedding network- or distance-based data into hyperbolic space. We show mathematically that hydra satisfies a certain optimality guarantee: It minimizes the `hyperbolic strain' between original and embedded data points. Moreover, it recovers points exactly, when they are located on a hyperbolic submanifold of the feature space. Testing on real network data we show that the embedding quality of hydra is competitive with existing hyperbolic embedding methods, but achieved at substantially shorter computation time. An extended method, termed hydra+, outperforms existing methods in both computation time and embedding quality.

stat.CO↗