ID: 1202.3473

Are we there yet? When to stop a Markov chain while generating random graphs

February 15, 2012

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Jaideep Ray, Ali Pinar, C. Seshadhri
Computer Science
Physics
Social and Information Netwo...
Data Analysis, Statistics an...
Physics and Society

Markov chains are a convenient means of generating realizations of networks, since they require little more than a procedure for rewiring edges. If a rewiring procedure exists for generating new graphs with specified statistical properties, then a Markov chain sampler can generate an ensemble of graphs with prescribed characteristics. However, successive graphs in a Markov chain cannot be used when one desires independent draws from the distribution of graphs; the realizations are correlated. Consequently, one runs a Markov chain for N iterations before accepting the realization as an independent sample. In this work, we devise two methods for calculating N. They are both based on the binary "time-series" denoting the occurrence/non-occurrence of edge (u, v) between vertices u and v in the Markov chain of graphs generated by the sampler. They differ in their underlying assumptions. We test them on the generation of graphs with a prescribed joint degree distribution. We find the N proportional |E|, where |E| is the number of edges in the graph. The two methods are compared by sampling on real, sparse graphs with 10^3 - 10^4 vertices.

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