论文标题

基于撞击概率的有向图和马尔可夫连锁店的度量

A metric on directed graphs and Markov chains based on hitting probabilities

论文作者

Boyd, Zachary M., Fraiman, Nicolas, Marzuola, Jeremy L., Mucha, Peter J., Osting, Braxton, Weare, Jonathan

论文摘要

无方向图上最短的路径,通勤时间和扩散距离已被广泛用于诸如降低,链接预测和旅行计划之类的应用中。越来越多的兴趣使用从马尔可夫链和有向图中得出的数据的不对称结构,但是很少有指标专门适用于此任务。我们在任何沿着有限的马尔可夫链中,尤其是在任何源自有向图的马尔可夫链上的任何千古,有限状态,时代的马尔可夫链的状态空间中介绍了一个度量。我们的构造基于击球概率,在公制空间中,与随机步行者从一个节点转移到另一个节点时的度量空间相近。值得注意的是,我们的指标对最短和平均步行距离不敏感,因此与现有指标相比提供了新的信息。我们在度量标准中使用可能的变性来开发一个有趣的定向图的结构理论,并探索相关的商程序。我们的指标可以以$ o(n^3)$时间计算,其中$ n $是状态数,在示例中,我们在台式计算机上扩展到$ n = 10,000 $ nodes和$ \ $ \ $ \ $ \ 3800万$。在几个示例中,我们探讨了度量的性质,将其与替代方法进行比较,并证明了其在密集图,可视化,结构恢复,动力学探索和多尺度集群检测中的社区结构无力恢复的实用性。

The shortest-path, commute time, and diffusion distances on undirected graphs have been widely employed in applications such as dimensionality reduction, link prediction, and trip planning. Increasingly, there is interest in using asymmetric structure of data derived from Markov chains and directed graphs, but few metrics are specifically adapted to this task. We introduce a metric on the state space of any ergodic, finite-state, time-homogeneous Markov chain and, in particular, on any Markov chain derived from a directed graph. Our construction is based on hitting probabilities, with nearness in the metric space related to the transfer of random walkers from one node to another at stationarity. Notably, our metric is insensitive to shortest and average walk distances, thus giving new information compared to existing metrics. We use possible degeneracies in the metric to develop an interesting structural theory of directed graphs and explore a related quotienting procedure. Our metric can be computed in $O(n^3)$ time, where $n$ is the number of states, and in examples we scale up to $n=10,000$ nodes and $\approx 38M$ edges on a desktop computer. In several examples, we explore the nature of the metric, compare it to alternative methods, and demonstrate its utility for weak recovery of community structure in dense graphs, visualization, structure recovering, dynamics exploration, and multiscale cluster detection.

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