Random function priors for exchangeable arrays with applications to graphs and relational data

A fundamental problem in the analysis of structured relational data like graphs, networks, databases, and matrices is to extract a summary of the common structure underlying relations between individual entities. Relational data are typically encoded in the form of arrays; invariance to the ordering of rows and columns corresponds to exchangeable arrays. Results in probability theory due to Aldous, Hoover and Kallenberg show that exchangeable arrays can be represented in terms of a random measurable function which constitutes the natural model parameter in a Bayesian model. We obtain a flexible yet simple Bayesian nonparametric model by placing a Gaussian process prior on the parameter function. Efficient inference utilises elliptical slice sampling combined with a random sparse approximation to the Gaussian process. We demonstrate applications of the model to network data and clarify its relation to models in the literature, several of which emerge as special cases.

The most persistent soft-clique in a set of sampled graphs

When searching for characteristic subpatterns in potentially noisy graph data, it appears self-evident that having multiple observations would be better than having just one. However, it turns out that the inconsistencies introduced when different graph instances have different edge sets pose a serious challenge. In this work we address this challenge for the problem of finding maximum weighted cliques. We introduce the concept of most persistent soft-clique. This is subset of vertices, that 1) is almost fully or at least densely connected, 2) occurs in all or almost all graph instances, and 3) has the maximum weight. We present a measure of clique-ness, that essentially counts the number of edge missing to make a subset of vertices into a clique. With this measure, we show that the problem of finding the most persistent soft-clique problem can be cast either as: a) a max-min two person game optimization problem, or b) a min-min soft margin optimization problem. Both formulations lead to the same solution when using a partial Lagrangian method to solve the optimization problems. By experiments on synthetic data and on real social network data we show that the proposed method is able to reliably find soft cliques in graph data, even if that is distorted by random noise or unreliable observations. Copyright 2012 by the author(s)/owner(s).

A reversible infinite HMM using normalised random measures

Copyright 2014 by the author(s). We present a nonparametric prior over reversible Markov chains. We use completely random measures, specifically gamma processes, to construct a countably infinite graph with weighted edges. By enforcing symmetry to make the edges undirected we define a prior over random walks on graphs that results in a reversible Markov chain. The resulting prior over infinite transition matrices is closely related to the hierarchical Dirichlet process but enforces reversibility. A reinforcement scheme has recently been proposed with similar properties, but the de Finetti measure is not well characterised. We take the alternative approach of explicitly constructing the mixing measure, which allows more straightforward and efficient inference at the cost of no longer having a closed form predictive distribution. We use our process to construct a reversible infinite HMM which we apply to two real datasets, one from epigenomics and one ion channel recording.

The ensemble statistics of the band-averaged energy of a random system

This paper is concerned with the response statistics of a dynamic system that has random properties. The frequency-band-averaged energy of the system is considered, and a closed form expression is derived for the relative variance of this quantity. The expression depends upon three parameters: the modal overlap factor m, a bandwidth parameter B, and a parameter α that defines the nature of the loading (for example single point forcing or rain-on-the-roof loading). The result is applicable to any single structural component or acoustic volume, and a comparison is made here with simulation results for a mass loaded plate. Good agreement is found between the simulations and the theory. © 2003 Published by Elsevier Ltd.

The ensemble statistics of the energy of a random system subjected to harmonic excitation

This paper is concerned with the ensemble statistics of the response to harmonic excitation of a single dynamic system such as a plate or an acoustic volume. Random point process theory is employed, and various statistical assumptions regarding the system natural frequencies are compared, namely: (i) Poisson natural frequency spacings, (ii) statistically independent Rayleigh natural frequency spacings, and (iii) natural frequency spacings conforming to the Gaussian orthogonal ensemble (GOE). The GOE is found to be the most realistic assumption, and simple formulae are derived for the variance of the energy of the system under either point loading or rain-on-the-roof excitation. The theoretical results are compared favourably with numerical simulations and experimental data for the case of a mass loaded plate. © 2003 Elsevier Ltd. All rights reserved.

Comparison of constructions of irregular Gallager codes

The low-density parity check codes whose performance is closest to the Shannon limit are `Gallager codes' based on irregular graphs. We compare alternative methods for constructing these graphs and present two results. First, we find a `super-Poisson' construction which gives a small improvement in empirical performance over a random construction. Second, whereas Gallager codes normally take N2 time to encode, we investigate constructions of regular and irregular Gallager codes that allow more rapid encoding and have smaller memory requirements in the encoder. We find that these `fast encoding' Gallager codes have equally good performance.