State-dependent Kernel selection for conditional sampling of graphs
File(s)jcgs_submission.pdf (2.47 MB)
Accepted version
Author(s)
Scott, James
Gandy, Axel
Type
Journal Article
Abstract
This article introduces new efficient algorithms for two problems: sampling conditional on vertex degrees in unweighted graphs, and conditional on vertex strengths in weighted graphs. The resulting conditional distributions provide the basis for exact tests on social networks and two-way contingency tables. The algorithms are able to sample conditional on the presence or absence of an arbitrary set of edges. Existing samplers based on MCMC or sequential importance sampling are generally not scalable; their efficiency can degrade in large graphs with complex patterns of known edges. MCMC methods usually require explicit computation of a Markov basis to navigate the state space; this is computationally intensive even for small graphs. Our samplers do not require a Markov basis, and are efficient both in sparse and dense settings. The key idea is to carefully select a Markov kernel on the basis of the current state of the chain. We demonstrate the utility of our methods on a real network and contingency table. Supplementary materials for this article are available online.
Date Issued
2020-05-13
Date Acceptance
2019-09-18
Citation
Journal of Computational and Graphical Statistics, 2020, 29 (4), pp.847-858
ISSN
1061-8600
Publisher
Taylor & Francis
Start Page
847
End Page
858
Journal / Book Title
Journal of Computational and Graphical Statistics
Volume
29
Issue
4
Copyright Statement
© 2020 American Statistical Association, Institute of Mathematical Statistics, and Interface Foundation of North America. This is an Accepted Manuscript of an article published by Taylor & Francis in Journal of Computational and Graphical Statistics on 16 Apr 2020, available online:https://www.tandfonline.com/doi/full/10.1080/10618600.2020.1753529
Identifier
http://arxiv.org/abs/1809.06758v1
Subjects
stat.ME
stat.ME
stat.CO
Notes
Package implementing the samplers can be found at https://github.com/jscott6/cgsampr
Publication Status
Published
Date Publish Online
2020-04-16