Emily Fox. Sparse Graphs via Exchangeable Random Measures.
in
Workshop: Adaptive and Scalable Nonparametric Methods in Machine Learning
Abstract
Statistical network modeling has focused on representing the graph as a discrete structure, namely the adjacency matrix. Assuming exchangeability of this array, the Aldous-Hoover theorem informs us that the graph is necessarily either dense or empty. We instead consider representing the graph as a point process on the positive quadrant. We then propose a graph construction leveraging completely random measures (CRMs) that leads to an exchangeable point process representation of graphs ranging from dense to sparse and exhibiting power-law degree distributions. We show how these properties are simply tuned by three hyperparameters. The resulting model lends itself to an efficient MCMC scheme from which we can infer these network attributes. We demonstrate our methods on a series of real-world networks with up to hundreds of thousands of nodes and millions of edges. We also discuss some recent advances in this area and open challenges. Joint work with Francois Caron.