Compressing the Chronology of a Temporal Network with Graph Commutators.

Studies of dynamics on temporal networks often represent the network as a series of "snapshots," static networks active for short durations of time. We argue that successive snapshots can be aggregated if doing so has little effect on the overlying dynamics. We propose a method to compress network chronologies by progressively combining pairs of snapshots whose matrix commutators have the smallest dynamical effect. We apply this method to epidemic modeling on real contact tracing data and find that it allows for significant compression while remaining faithful to the epidemic dynamics.

Effective resistance against pandemics: Mobility network sparsification for high-fidelity epidemic simulations.

Network science has increasingly become central to the field of epidemiology and our ability to respond to infectious disease threats. However, many networks derived from modern datasets are not just large, but dense, with a high ratio of edges to nodes. This includes human mobility networks where most locations have a large number of links to many other locations. Simulating large-scale epidemics requires substantial computational resources and in many cases is practically infeasible. One way to reduce the computational cost of simulating epidemics on these networks is sparsification, where a representative subset of edges is selected based on some measure of their importance. We test several sparsification strategies, ranging from naive thresholding to random sampling of edges, on mobility data from the U.S. Following recent work in computer science, we find that the most accurate approach uses the effective resistances of edges, which prioritizes edges that are the only efficient way to travel between their endpoints. The resulting sparse network preserves many aspects of the behavior of an SIR model, including both global quantities, like the epidemic size, and local details of stochastic events, including the probability each node becomes infected and its distribution of arrival times. This holds even when the sparse network preserves fewer than 10% of the edges of the original network. In addition to its practical utility, this method helps illuminate which links of a weighted, undirected network are most important to disease spread.

Belief propagation for permutations, rankings, and partial orders.

Many datasets give partial information about an ordering or ranking by indicating which team won a game, which item a user prefers, or who infected whom. We define a continuous spin system whose Gibbs distribution is the posterior distribution on permutations, given a probabilistic model of these interactions. Using the cavity method, we derive a belief propagation algorithm that computes the marginal distribution of each node's position. In addition, the Bethe free energy lets us approximate the number of linear extensions of a partial order and perform model selection between competing probabilistic models, such as the Bradley-Terry-Luce model of noisy comparisons and its cousins.

The role of directionality, heterogeneity and correlations in epidemic risk and spread.

Most models of epidemic spread, including many designed specifically for COVID-19, implicitly assume mass-action contact patterns and undirected contact networks, meaning that the individuals most likely to spread the disease are also the most at risk to receive it from others. Here, we review results from the theory of random directed graphs which show that many important quantities, including the reproduction number and the epidemic size, depend sensitively on the joint distribution of in- and out-degrees ("risk" and "spread"), including their heterogeneity and the correlation between them. By considering joint distributions of various kinds, we elucidate why some types of heterogeneity cause a deviation from the standard Kermack-McKendrick analysis of SIR models, i.e., so-called mass-action models where contacts are homogeneous and random, and some do not. We also show that some structured SIR models informed by realistic complex contact patterns among types of individuals (age or activity) are simply mixtures of Poisson processes and tend not to deviate significantly from the simplest mass-action model. Finally, we point out some possible policy implications of this directed structure, both for contact tracing strategy and for interventions designed to prevent superspreading events. In particular, directed graphs have a forward and backward version of the classic "friendship paradox" -- forward edges tend to lead to individuals with high risk, while backward edges lead to individuals with high spread -- such that a combination of both forward and backward contact tracing is necessary to find superspreading events and prevent future cascades of infection.

Percolation Is Odd.

We prove a remarkable combinatorial symmetry in the number of spanning configurations in site percolation: for a large class of lattices, the number of spanning configurations with an odd or even number of occupied sites differs by ±1. In particular, this symmetry implies that the total number of spanning configurations is always odd, independent of the size or shape of the lattice. The class of lattices that share this symmetry includes the square lattice and the hypercubic lattice in any dimension, with a wide variety of boundary conditions.

Percolation thresholds and Fisher exponents in hypercubic lattices.

We use invasion percolation to compute highly accurate numerical values for bond and site percolation thresholds p_{c} on the hypercubic lattice Z^{d} for d=4,...,13. We also compute the Fisher exponent τ governing the cluster size distribution at criticality. Our results support the claim that the mean-field value τ=5/2 holds for d≥6, with logarithmic corrections to power-law scaling at d=6.

A physical model for efficient ranking in networks.

We present a physically inspired model and an efficient algorithm to infer hierarchical rankings of nodes in directed networks. It assigns real-valued ranks to nodes rather than simply ordinal ranks, and it formalizes the assumption that interactions are more likely to occur between individuals with similar ranks. It provides a natural statistical significance test for the inferred hierarchy, and it can be used to perform inference tasks such as predicting the existence or direction of edges. The ranking is obtained by solving a linear system of equations, which is sparse if the network is; thus, the resulting algorithm is extremely efficient and scalable. We illustrate these findings by analyzing real and synthetic data, including data sets from animal behavior, faculty hiring, social support networks, and sports tournaments. We show that our method often outperforms a variety of others, in both speed and accuracy, in recovering the underlying ranks and predicting edge directions.

Community detection, link prediction, and layer interdependence in multilayer networks.

Complex systems are often characterized by distinct types of interactions between the same entities. These can be described as a multilayer network where each layer represents one type of interaction. These layers may be interdependent in complicated ways, revealing different kinds of structure in the network. In this work we present a generative model, and an efficient expectation-maximization algorithm, which allows us to perform inference tasks such as community detection and link prediction in this setting. Our model assumes overlapping communities that are common between the layers, while allowing these communities to affect each layer in a different way, including arbitrary mixtures of assortative, disassortative, or directed structure. It also gives us a mathematically principled way to define the interdependence between layers, by measuring how much information about one layer helps us predict links in another layer. In particular, this allows us to bundle layers together to compress redundant information and identify small groups of layers which suffice to predict the remaining layers accurately. We illustrate these findings by analyzing synthetic data and two real multilayer networks, one representing social support relationships among villagers in South India and the other representing shared genetic substring material between genes of the malaria parasite.

Percolation thresholds in hyperbolic lattices.

We use invasion percolation to compute numerical values for bond and site percolation thresholds p_{c} (existence of an infinite cluster) and p_{u} (uniqueness of the infinite cluster) of tesselations {P,Q} of the hyperbolic plane, where Q faces meet at each vertex and each face is a P-gon. Our values are accurate to six or seven decimal places, allowing us to explore their functional dependency on P and Q and to numerically compute critical exponents. We also prove rigorous upper and lower bounds for p_{c} and p_{u} that can be used to find the scaling of both thresholds as a function of P and Q.

Accurate and scalable social recommendation using mixed-membership stochastic block models.

With increasing amounts of information available, modeling and predicting user preferences-for books or articles, for example-are becoming more important. We present a collaborative filtering model, with an associated scalable algorithm, that makes accurate predictions of users' ratings. Like previous approaches, we assume that there are groups of users and of items and that the rating a user gives an item is determined by their respective group memberships. However, we allow each user and each item to belong simultaneously to mixtures of different groups and, unlike many popular approaches such as matrix factorization, we do not assume that users in each group prefer a single group of items. In particular, we do not assume that ratings depend linearly on a measure of similarity, but allow probability distributions of ratings to depend freely on the user's and item's groups. The resulting overlapping groups and predicted ratings can be inferred with an expectation-maximization algorithm whose running time scales linearly with the number of observed ratings. Our approach enables us to predict user preferences in large datasets and is considerably more accurate than the current algorithms for such large datasets.

On the universal structure of human lexical semantics.

How universal is human conceptual structure? The way concepts are organized in the human brain may reflect distinct features of cultural, historical, and environmental background in addition to properties universal to human cognition. Semantics, or meaning expressed through language, provides indirect access to the underlying conceptual structure, but meaning is notoriously difficult to measure, let alone parameterize. Here, we provide an empirical measure of semantic proximity between concepts using cross-linguistic dictionaries to translate words to and from languages carefully selected to be representative of worldwide diversity. These translations reveal cases where a particular language uses a single "polysemous" word to express multiple concepts that another language represents using distinct words. We use the frequency of such polysemies linking two concepts as a measure of their semantic proximity and represent the pattern of these linkages by a weighted network. This network is highly structured: Certain concepts are far more prone to polysemy than others, and naturally interpretable clusters of closely related concepts emerge. Statistical analysis of the polysemies observed in a subset of the basic vocabulary shows that these structural properties are consistent across different language groups, and largely independent of geography, environment, and the presence or absence of a literary tradition. The methods developed here can be applied to any semantic domain to reveal the extent to which its conceptual structure is, similarly, a universal attribute of human cognition and language use.

Community detection in networks with unequal groups.

Recently, a phase transition has been discovered in the network community detection problem below which no algorithm can tell which nodes belong to which communities with success any better than a random guess. This result has, however, so far been limited to the case where the communities have the same size or the same average degree. Here we consider the case where the sizes or average degrees differ. This asymmetry allows us to assign nodes to communities with better-than-random success by examining their local neighborhoods. Using the cavity method, we show that this removes the detectability transition completely for networks with four groups or fewer, while for more than four groups the transition persists up to a critical amount of asymmetry but not beyond. The critical point in the latter case coincides with the point at which local information percolates, causing a global transition from a less-accurate solution to a more-accurate one.

Message-passing approach for recurrent-state epidemic models on networks.

Epidemic processes are common out-of-equilibrium phenomena of broad interdisciplinary interest. Recently, dynamic message-passing (DMP) has been proposed as an efficient algorithm for simulating epidemic models on networks, and in particular for estimating the probability that a given node will become infectious at a particular time. To date, DMP has been applied exclusively to models with one-way state changes, as opposed to models like SIS and SIRS where nodes can return to previously inhabited states. Because many real-world epidemics can exhibit such recurrent dynamics, we propose a DMP algorithm for complex, recurrent epidemic models on networks. Our approach takes correlations between neighboring nodes into account while preventing causal signals from backtracking to their immediate source, and thus avoids "echo chamber effects" where a pair of adjacent nodes each amplify the probability that the other is infectious. We demonstrate that this approach well approximates results obtained from Monte Carlo simulation and that its accuracy is often superior to the pair approximation (which also takes second-order correlations into account). Moreover, our approach is more computationally efficient than the pair approximation, especially for complex epidemic models: the number of variables in our DMP approach grows as 2mk where m is the number of edges and k is the number of states, as opposed to mk^{2} for the pair approximation. We suspect that the resulting reduction in computational effort, as well as the conceptual simplicity of DMP, will make it a useful tool in epidemic modeling, especially for high-dimensional inference tasks.

Scalable detection of statistically significant communities and hierarchies, using message passing for modularity.

Modularity is a popular measure of community structure. However, maximizing the modularity can lead to many competing partitions, with almost the same modularity, that are poorly correlated with each other. It can also produce illusory ''communities'' in random graphs where none exist. We address this problem by using the modularity as a Hamiltonian at finite temperature and using an efficient belief propagation algorithm to obtain the consensus of many partitions with high modularity, rather than looking for a single partition that maximizes it. We show analytically and numerically that the proposed algorithm works all of the way down to the detectability transition in networks generated by the stochastic block model. It also performs well on real-world networks, revealing large communities in some networks where previous work has claimed no communities exist. Finally we show that by applying our algorithm recursively, subdividing communities until no statistically significant subcommunities can be found, we can detect hierarchical structure in real-world networks more efficiently than previous methods.

Phase transitions in semisupervised clustering of sparse networks.

Predicting labels of nodes in a network, such as community memberships or demographic variables, is an important problem with applications in social and biological networks. A recently discovered phase transition puts fundamental limits on the accuracy of these predictions if we have access only to the network topology. However, if we know the correct labels of some fraction α of the nodes, we can do better. We study the phase diagram of this semisupervised learning problem for networks generated by the stochastic block model. We use the cavity method and the associated belief propagation algorithm to study what accuracy can be achieved as a function of α. For k=2 groups, we find that the detectability transition disappears for any α>0, in agreement with previous work. For larger k where a hard but detectable regime exists, we find that the easy/hard transition (the point at which efficient algorithms can do better than chance) becomes a line of transitions where the accuracy jumps discontinuously at a critical value of α. This line ends in a critical point with a second-order transition, beyond which the accuracy is a continuous function of α. We demonstrate qualitatively similar transitions in two real-world networks.

Message-passing approach for threshold models of behavior in networks.

We study a simple model of how social behaviors, like trends and opinions, propagate in networks where individuals adopt the trend when they are informed by threshold T neighbors who are adopters. Using a dynamic message-passing algorithm, we develop a tractable and computationally efficient method that provides complete time evolution of each individual's probability of adopting the trend or of the frequency of adopters and nonadopters in any arbitrary networks. We validate the method by comparing it with Monte Carlo-based agent simulation in real and synthetic networks and provide an exact analytic scheme for large random networks, where simulation results match well. Our approach is general enough to incorporate non-Markovian processes and to include heterogeneous thresholds and thus can be applied to explore rich sets of complex heterogeneous agent-based models.

Model selection for degree-corrected block models.

The proliferation of models for networks raises challenging problems of model selection: the data are sparse and globally dependent, and models are typically high-dimensional and have large numbers of latent variables. Together, these issues mean that the usual model-selection criteria do not work properly for networks. We illustrate these challenges, and show one way to resolve them, by considering the key network-analysis problem of dividing a graph into communities or blocks of nodes with homogeneous patterns of links to the rest of the network. The standard tool for undertaking this is the stochastic block model, under which the probability of a link between two nodes is a function solely of the blocks to which they belong. This imposes a homogeneous degree distribution within each block; this can be unrealistic, so degree-corrected block models add a parameter for each node, modulating its overall degree. The choice between ordinary and degree-corrected block models matters because they make very different inferences about communities. We present the first principled and tractable approach to model selection between standard and degree-corrected block models, based on new large-graph asymptotics for the distribution of log-likelihood ratios under the stochastic block model, finding substantial departures from classical results for sparse graphs. We also develop linear-time approximations for log-likelihoods under both the stochastic block model and the degree-corrected model, using belief propagation. Applications to simulated and real networks show excellent agreement with our approximations. Our results thus both solve the practical problem of deciding on degree correction and point to a general approach to model selection in network analysis.

Spectral redemption in clustering sparse networks.

Spectral algorithms are classic approaches to clustering and community detection in networks. However, for sparse networks the standard versions of these algorithms are suboptimal, in some cases completely failing to detect communities even when other algorithms such as belief propagation can do so. Here, we present a class of spectral algorithms based on a nonbacktracking walk on the directed edges of the graph. The spectrum of this operator is much better-behaved than that of the adjacency matrix or other commonly used matrices, maintaining a strong separation between the bulk eigenvalues and the eigenvalues relevant to community structure even in the sparse case. We show that our algorithm is optimal for graphs generated by the stochastic block model, detecting communities all of the way down to the theoretical limit. We also show the spectrum of the nonbacktracking operator for some real-world networks, illustrating its advantages over traditional spectral clustering.

Continuum percolation thresholds in two dimensions.

A wide variety of methods have been used to compute percolation thresholds. In lattice percolation, the most powerful of these methods consists of microcanonical simulations using the union-find algorithm to efficiently determine the connected clusters, and (in two dimensions) using exact values from conformal field theory for the probability, at the phase transition, that various kinds of wrapping clusters exist on the torus. We apply this approach to percolation in continuum models, finding overlaps between objects with real-valued positions and orientations. In particular, we find precise values of the percolation transition for disks, squares, rotated squares, and rotated sticks in two dimensions and confirm that these transitions behave as conformal field theory predicts. The running time and memory use of our algorithm are essentially linear as a function of the number of objects at criticality.