Sampling Random Graphs with Specified Degree Sequences. Dutta, U., Fosdick, B. K., & Clauset, A. Journal of Computational and Graphical Statistics, December, 2024. ![Sampling Random Graphs with Specified Degree Sequences [link]](https://bibbase.org/img/filetypes/link.svg "link")
Paper doi abstract bibtex The configuration model is a standard tool for uniformly generating random graphs with a specified degree sequence, and is often used as a null model to evaluate how much of an observed network’s structure can be explained by its degree structure alone. A Markov chain Monte Carlo (MCMC) algorithm, based on a degreepreserving double-edge swap, provides an asymptotic solution to sample from the configuration model. However, accurately and efficiently detecting when this Markov chain is sufficiently close to its stationary distribution remains an unsolved problem. Here, we provide a solution to sample from the configuration model using this standard MCMC algorithm. We develop an algorithm, based on the assortativity of the sampled graphs, for estimating the gap between effectively independent MCMC states, and a computationally efficient gap-estimation heuristic derived from analyzing a corpus of 509 empirical networks. We provide a convergence detection method based on the Dickey-Fuller Generalized Least Squares test, which we show is more accurate and efficient than three alternative Markov chain convergence tests. Supplementary materials for the proposed methods can be found here.
@article{duttaSamplingRandomGraphs2024,
title = {Sampling {Random} {Graphs} with {Specified} {Degree} {Sequences}},
issn = {1061-8600, 1537-2715},
url = {https://www.tandfonline.com/doi/full/10.1080/10618600.2024.2418817},
doi = {10.1080/10618600.2024.2418817},
abstract = {The configuration model is a standard tool for uniformly generating random graphs with a specified degree sequence, and is often used as a null model to evaluate how much of an observed network’s structure can be explained by its degree structure alone. A Markov chain Monte Carlo (MCMC) algorithm, based on a degreepreserving double-edge swap, provides an asymptotic solution to sample from the configuration model. However, accurately and efficiently detecting when this Markov chain is sufficiently close to its stationary distribution remains an unsolved problem. Here, we provide a solution to sample from the configuration model using this standard MCMC algorithm. We develop an algorithm, based on the assortativity of the sampled graphs, for estimating the gap between effectively independent MCMC states, and a computationally efficient gap-estimation heuristic derived from analyzing a corpus of 509 empirical networks. We provide a convergence detection method based on the Dickey-Fuller Generalized Least Squares test, which we show is more accurate and efficient than three alternative Markov chain convergence tests. Supplementary materials for the proposed methods can be found here.},
language = {en},
urldate = {2025-02-14},
journal = {Journal of Computational and Graphical Statistics},
author = {Dutta, Upasana and Fosdick, Bailey K. and Clauset, Aaron},
month = dec,
year = {2024},
pages = {1--14},
}
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