Variance and covariance of distributions on graphs

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Publication:5075836

DOI10.1137/20M1361328zbMATH Open1489.05152arXiv2008.09155OpenAlexW3080801325MaRDI QIDQ5075836FDOQ5075836


Authors: Karel Devriendt, Samuel Martin-Gutierrez, Renaud Lambiotte Edit this on Wikidata


Publication date: 12 May 2022

Published in: SIAM Review (Search for Journal in Brave)

Abstract: We develop a theory to measure the variance and covariance of probability distributions defined on the nodes of a graph, which takes into account the distance between nodes. Our approach generalizes the usual (co)variance to the setting of weighted graphs and retains many of its intuitive and desired properties. Interestingly, we find that a number of famous concepts in graph theory and network science can be reinterpreted in this setting as variances and covariances of particular distributions. As a particular application, we define the maximum variance problem on graphs with respect to the effective resistance distance, and characterize the solutions to this problem both numerically and theoretically. We show how the maximum variance distribution is concentrated on the boundary of the graph, and illustrate this in the case of random geometric graphs. Our theoretical results are supported by a number of experiments on a network of mathematical concepts, where we use the variance and covariance as analytical tools to study the (co-)occurrence of concepts in scientific papers with respect to the (network) relations between these concepts.


Full work available at URL: https://arxiv.org/abs/2008.09155




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