A Sequential Importance Sampling Algorithm for Generating Random Graphs with Prescribed Degrees

Abstract Random graphs with given degrees are a natural next step in complexity beyond the Erdős–Rényi model, yet the degree constraint greatly complicates simulation and estimation. We use an extension of a combinatorial characterization due to Erdős and Gallai to develop a sequential algorithm for generating a random labeled graph with a given degree sequence. The algorithm is easy to implement and allows for surprisingly efficient sequential importance sampling. The resulting probabilities are easily computed on the fly, allowing the user to reweight estimators appropriately, in contrast to some ad hoc approaches that generate graphs with the desired degrees but with completely unknown probabilities. Applications are given, including simulating an ecological network and estimating the number of graphs with a given degree sequence.

[1]  P. Prescott,et al.  Monte Carlo Methods , 1964, Computational Statistical Physics.

[2]  Duncan J. Watts,et al.  Collective dynamics of ‘small-world’ networks , 1998, Nature.

[3]  R. Taylor Switchings Constrained to 2-Connectivity in Simple Graphs , 1982 .

[4]  Albert,et al.  Emergence of scaling in random networks , 1999, Science.

[5]  N. J. A. Sloane,et al.  The On-Line Encyclopedia of Integer Sequences , 2003, Electron. J. Comb..

[6]  Allan Sly,et al.  Random graphs with a given degree sequence , 2010, 1005.1136.

[7]  Amitabha Tripathi,et al.  A note on a theorem of Erdös & Gallai , 2003, Discret. Math..

[8]  Brendan D. McKay,et al.  Asymptotic Enumeration by Degree Sequence of Graphs of High Degree , 1990, Eur. J. Comb..

[9]  A. Owen,et al.  Safe and Effective Importance Sampling , 2000 .

[10]  Rémi Bardenet,et al.  Monte Carlo Methods , 2013, Encyclopedia of Social Network Analysis and Mining. 2nd Ed..

[11]  Bruce A. Reed,et al.  The Size of the Giant Component of a Random Graph with a Given Degree Sequence , 1998, Combinatorics, Probability and Computing.

[12]  S. Lauritzen Extremal Families and Systems of Sufficient Statistics , 1988 .

[13]  P. Diaconis,et al.  Algebraic algorithms for sampling from conditional distributions , 1998 .

[14]  Matthieu Latapy,et al.  Fast generation of random connected graphs with prescribed degrees , 2005, ArXiv.

[15]  Jun S. Liu,et al.  Monte Carlo strategies in scientific computing , 2001 .

[16]  J. H. Kima Sandwiching random graphs : universality between random graph models , 2002 .

[17]  Martina Morris,et al.  A statnet Tutorial. , 2008, Journal of statistical software.

[18]  N. Wormald,et al.  Models of the , 2010 .

[19]  F. Chung,et al.  The average distances in random graphs with given expected degrees , 2002, Proceedings of the National Academy of Sciences of the United States of America.

[20]  Eric Vigoda,et al.  Negative Examples for Sequential Importance Sampling of Binary Contingency Tables , 2006, ESA.

[21]  Jun S. Liu,et al.  Sequential Imputations and Bayesian Missing Data Problems , 1994 .

[22]  Christos Gkantsidis,et al.  The Markov Chain Simulation Method for Generating Connected Power Law Random Graphs , 2003, ALENEX.

[23]  S. Hakimi On Realizability of a Set of Integers as Degrees of the Vertices of a Linear Graph. I , 1962 .

[24]  R. Stanley What Is Enumerative Combinatorics , 1986 .

[25]  Persi Diaconis,et al.  Examples comparing importance sampling and the Metropolis algorithm , 2006 .

[26]  Emden R. Gansner,et al.  Graphviz and Dynagraph – Static and Dynamic Graph Drawing Tools , 2003 .

[27]  M. Newman,et al.  Random graphs with arbitrary degree distributions and their applications. , 2000, Physical review. E, Statistical, nonlinear, and soft matter physics.

[28]  Nicholas C. Wormald,et al.  Random Star Processes , 2000, Combinatorics, Probability and Computing.

[29]  S. Shen-Orr,et al.  Networks Network Motifs : Simple Building Blocks of Complex , 2002 .

[30]  Alan M. Frieze,et al.  A general model of web graphs , 2003, Random Struct. Algorithms.

[31]  Brendan D. McKay,et al.  Asymptotic enumeration by degree sequence of graphs with degreeso(n1/2) , 1991, Comb..

[32]  Tim Hesterberg,et al.  Monte Carlo Strategies in Scientific Computing , 2002, Technometrics.

[33]  T. Snijders Enumeration and simulation methods for 0–1 matrices with given marginals , 1991 .

[34]  I. T. Jolliffe,et al.  Springer series in statistics , 1986 .

[35]  Nando de Freitas,et al.  An Introduction to Sequential Monte Carlo Methods , 2001, Sequential Monte Carlo Methods in Practice.

[36]  Gottfried Tinhofer,et al.  Generating graphs uniformly at random , 1990 .

[37]  Nicholas C. Wormald,et al.  Random Graph Processes with Degree Restrictions , 1992, Combinatorics, Probability and Computing.

[38]  Patrick J. Wolfe,et al.  Inference for graphs and networks: Extending classical tools to modern data , 2009, 0906.4980.

[39]  Ronald L. Wasserstein,et al.  Monte Carlo: Concepts, Algorithms, and Applications , 1997 .

[40]  I. G. MacDonald,et al.  Symmetric functions and Hall polynomials , 1979 .

[41]  F. Chung,et al.  Connected Components in Random Graphs with Given Expected Degree Sequences , 2002 .

[42]  Claude Berge,et al.  Graphs and Hypergraphs , 2021, Clustering.

[43]  Béla Bollobás,et al.  The degree sequence of a scale‐free random graph process , 2001, Random Struct. Algorithms.

[44]  Alexander I. Barvinok,et al.  The number of graphs and a random graph with a given degree sequence , 2010, Random Struct. Algorithms.

[45]  Freda Kemp,et al.  An Introduction to Sequential Monte Carlo Methods , 2003 .

[46]  Carolyn J. Anderson,et al.  A p* primer: logit models for social networks , 1999, Soc. Networks.

[47]  Yuguo Chen,et al.  Conditional Inference on Tables With Structural Zeros , 2007 .

[48]  M. Newman,et al.  Statistical mechanics of networks. , 2004, Physical review. E, Statistical, nonlinear, and soft matter physics.

[49]  R. Ulanowicz,et al.  The Seasonal Dynamics of The Chesapeake Bay Ecosystem , 1989 .

[50]  J. Blanchet Efficient importance sampling for binary contingency tables , 2009, 0908.0999.

[51]  Bruce A. Reed,et al.  A Critical Point for Random Graphs with a Given Degree Sequence , 1995, Random Struct. Algorithms.

[52]  Richard M. Wilson,et al.  A course in combinatorics , 1992 .

[53]  Fan Chung Graham,et al.  Random evolution in massive graphs , 2001, Proceedings 2001 IEEE International Conference on Cluster Computing.

[54]  S. A. Choudum A simple proof of the Erdos-Gallai theorem on graph sequences , 1986, Bulletin of the Australian Mathematical Society.

[55]  Mark S Handcock,et al.  networksis: A Package to Simulate Bipartite Graphs with Fixed Marginals Through Sequential Importance Sampling. , 2008, Journal of statistical software.

[56]  Nicholas C. Wormald,et al.  Generating Random Regular Graphs Quickly , 1999, Combinatorics, Probability and Computing.

[57]  Dirk P. Kroese,et al.  The Cross Entropy Method: A Unified Approach To Combinatorial Optimization, Monte-carlo Simulation (Information Science and Statistics) , 2004 .

[58]  N. Mahadev,et al.  Threshold graphs and related topics , 1995 .

[59]  P. Pattison,et al.  New Specifications for Exponential Random Graph Models , 2006 .

[60]  Mark Jerrum,et al.  Fast Uniform Generation of Regular Graphs , 1990, Theor. Comput. Sci..

[61]  David Strauss On a general class of models for interaction , 1986 .

[62]  Shelby J. Haberman,et al.  Maximum Likelihood Estimates in Exponential Response Models , 1977 .

[63]  Martin E. Dyer,et al.  Sampling regular graphs and a peer-to-peer network , 2005, SODA '05.

[64]  Tom A. B. Snijders,et al.  Markov Chain Monte Carlo Estimation of Exponential Random Graph Models , 2002, J. Soc. Struct..

[65]  Brendan D. McKay,et al.  Uniform Generation of Random Regular Graphs of Moderate Degree , 1990, J. Algorithms.

[66]  Jun S. Liu,et al.  Sequential Monte Carlo methods for dynamic systems , 1997 .

[67]  R. Milo,et al.  Subgraphs in random networks. , 2003, Physical review. E, Statistical, nonlinear, and soft matter physics.

[68]  Amin Saberi,et al.  A Sequential Algorithm for Generating Random Graphs , 2007, Algorithmica.

[69]  S. Shen-Orr,et al.  Network motifs: simple building blocks of complex networks. , 2002, Science.

[70]  Yuguo Chen,et al.  Sequential Monte Carlo Methods for Statistical Analysis of Tables , 2005 .

[71]  Peng Wang,et al.  Recent developments in exponential random graph (p*) models for social networks , 2007, Soc. Networks.

[72]  Nicholas C. Wormald,et al.  Generating Random Regular Graphs , 1984, J. Algorithms.

[73]  Oliver D. King Comment on "Subgraphs in random networks". , 2004, Physical review. E, Statistical, nonlinear, and soft matter physics.

[74]  P. Holland,et al.  An Exponential Family of Probability Distributions for Directed Graphs , 1981 .

[75]  Stephen E. Fienberg,et al.  Testing Statistical Hypotheses , 2005 .

[76]  Van H. Vu,et al.  Generating Random Regular Graphs , 2003, STOC '03.

[77]  E. B. Andersen,et al.  Information Science and Statistics , 1986 .

[78]  P. Diaconis,et al.  Rectangular Arrays with Fixed Margins , 1995 .

[79]  Amitabha Tripathi,et al.  A note on a theorem of Erd˝ os & Gallai , 2003 .

[80]  Brian Cloteaux,et al.  Measuring the effectiveness of the s-metric to produce better network models , 2008, 2008 Winter Simulation Conference.

[81]  I. Goulden,et al.  Combinatorial Enumeration , 2004 .

[82]  Alex Gamburd,et al.  Poisson–Dirichlet distribution for random Belyi surfaces , 2006 .

[83]  Dirk P. Kroese,et al.  The Cross-Entropy Method , 2011, Information Science and Statistics.

[84]  Béla Bollobás,et al.  A Probabilistic Proof of an Asymptotic Formula for the Number of Labelled Regular Graphs , 1980, Eur. J. Comb..

[85]  R. Arratia,et al.  How likely is an i.i.d. degree sequence to be graphical , 2005, math/0504096.

[86]  Mark E. J. Newman,et al.  The Structure and Function of Complex Networks , 2003, SIAM Rev..

[87]  Fan Chung Graham,et al.  A Random Graph Model for Power Law Graphs , 2001, Exp. Math..

[88]  A. Martin-Löf,et al.  Generating Simple Random Graphs with Prescribed Degree Distribution , 2006, 1509.06985.

[89]  N. Wormald Models of random regular graphs , 2010 .

[90]  Persi Diaconis,et al.  Building random objects sequentially: from characterization to algorithm , 2006 .

[91]  Edward A. Bender,et al.  The Asymptotic Number of Labeled Graphs with Given Degree Sequences , 1978, J. Comb. Theory A.

[92]  S. Sullivant,et al.  Sequential importance sampling for multiway tables , 2006, math/0605615.