Statistical mechanics of multiedge networks

Statistical physics of exchangeable sparse simple networks, multiplex networks, and simplicial complexes

Exchangeability is a desired statistical property of network ensembles requiring their invariance upon relabeling of the nodes. However, combining sparsity of network ensembles with exchangeability is challenging. Here we propose a statistical physics framework and a Metropolis-Hastings algorithm defining exchangeable sparse network ensembles. The model generates networks with heterogeneous degree distributions by enforcing only global constraints while existing (nonexchangeable) exponential random graphs enforce an extensive number of local constraints. This very general theoretical framework to describe exchangeable networks is here first formulated for uncorrelated simple networks and then it is extended to treat simple networks with degree correlations, directed networks, bipartite networks, and generalized network structures including multiplex networks and simplicial complexes. In particular here we formulate and treat both uncorrelated and correlated exchangeable ensembles of simplicial complexes using statistical mechanics approaches.

Field theory for recurrent mobility

Understanding human mobility is crucial for applications such as forecasting epidemic spreading, planning transport infrastructure and urbanism in general. While, traditionally, mobility information has been collected via surveys, the pervasive adoption of mobile technologies has brought a wealth of (real time) data. The easy access to this information opens the door to study theoretical questions so far unexplored. In this work, we show for a series of worldwide cities that commuting daily flows can be mapped into a well behaved vector field, fulfilling the divergence theorem and which is, besides, irrotational. This property allows us to define a potential for the field that can become a major instrument to determine separate mobility basins and discern contiguous urban areas. We also show that empirical fluxes and potentials can be well reproduced and analytically characterized using the so-called gravity model, while other models based on intervening opportunities have serious difficulties.

Systematic methods to characterize human mobility can lead to more accurate forecasting of epidemic spreading and better urban planning. Here the authors present a methodology to analyse daily commuting data by representing it with an irrotational vector field and a corresponding scalar potential.

Grand canonical ensemble of weighted networks

The cornerstone of statistical mechanics of complex networks is the idea that the links, and not the nodes, are the effective particles of the system. Here, we formulate a mapping between weighted networks and lattice gases, making the conceptual step forward of interpreting weighted links as particles with a generalized coordinate. This leads to the definition of the grand canonical ensemble of weighted complex networks. We derive exact expressions for the partition function and thermodynamic quantities, both in the cases of global and local (i.e., node-specific) constraints on the density and mean energy of particles. We further show that, when modeling real cases of networks, the binary and weighted statistics of the ensemble can be disentangled, leading to a simplified framework for a range of practical applications.

Sparse Power-Law Network Model for Reliable Statistical Predictions Based on Sampled Data

A projective network model is a model that enables predictions to be made based on a subsample of the network data, with the predictions remaining unchanged if a larger sample is taken into consideration. An exchangeable model is a model that does not depend on the order in which nodes are sampled. Despite a large variety of non-equilibrium (growing) and equilibrium (static) sparse complex network models that are widely used in network science, how to reconcile sparseness (constant average degree) with the desired statistical properties of projectivity and exchangeability is currently an outstanding scientific problem. Here we propose a network process with hidden variables which is projective and can generate sparse power-law networks. Despite the model not being exchangeable, it can be closely related to exchangeable uncorrelated networks as indicated by its information theory characterization and its network entropy. The use of the proposed network process as a null model is here tested on real data, indicating that the model offers a promising avenue for statistical network modelling.

Peer-to-peer lending and bias in crowd decision-making

Peer-to-peer lending is hypothesized to help equalize economic opportunities for the world’s poor. We empirically investigate the “flat-world” hypothesis, the idea that globalization eventually leads to economic equality, using crowdfinancing data for over 660,000 loans in 220 nations and territories made between 2005 and 2013. Contrary to the flat-world hypothesis, we find that peer-to-peer lending networks are moving away from flatness. Furthermore, decreasing flatness is strongly associated with multiple variables: relatively stable patterns in the difference in the per capita GDP between borrowing and lending nations, ongoing migration flows from borrowing to lending nations worldwide, and the existence of a tie as a historic colonial. Our regression analysis also indicates a spatial preference in lending for geographically proximal borrowers. To estimate the robustness for these patterns for future changes, we construct a network of borrower and lending nations based on the observed data. Then, to perturb the network, we stochastically simulate policy and event shocks (e.g., erecting walls) or regulatory shocks (e.g., Brexit). The simulations project a drift towards rather than away from flatness. However, levels of flatness persist only for randomly distributed shocks. By contrast, loss of the top borrowing nations produces more flatness, not less, indicating how the welfare of the overall system is tied to a few distinctive and critical country–pair relationships.

Global multi-layer network of human mobility

Recent availability of geo-localized data capturing individual human activity together with the statistical data on international migration opened up unprecedented opportunities for a study on global mobility. In this paper, we consider it from the perspective of a multi-layer complex network, built using a combination of three datasets: Twitter, Flickr and official migration data. Those datasets provide different, but equally important insights on the global mobility - while the first two highlight short-term visits of people from one country to another, the last one - migration - shows the long-term mobility perspective, when people relocate for good. The main purpose of the paper is to emphasize importance of this multi-layer approach capturing both aspects of human mobility at the same time. On the one hand, we show that although the general properties of different layers of the global mobility network are similar, there are important quantitative differences among them. On the other hand, we demonstrate that consideration of mobility from a multi-layer perspective can reveal important global spatial patterns in a way more consistent with those observed in other available relevant sources of international connections, in comparison to the spatial structure inferred from each network layer taken separately.

The geometric nature of weights in real complex networks

The topology of many real complex networks has been conjectured to be embedded in hidden metric spaces, where distances between nodes encode their likelihood of being connected. Besides of providing a natural geometrical interpretation of their complex topologies, this hypothesis yields the recipe for sustainable Internet's routing protocols, sheds light on the hierarchical organization of biochemical pathways in cells, and allows for a rich characterization of the evolution of international trade. Here we present empirical evidence that this geometric interpretation also applies to the weighted organization of real complex networks. We introduce a very general and versatile model and use it to quantify the level of coupling between their topology, their weights and an underlying metric space. Our model accurately reproduces both their topology and their weights, and our results suggest that the formation of connections and the assignment of their magnitude are ruled by different processes.

Complex networks have been conjectured to be hidden in metric spaces, which offer geometric interpretation of networks' topologies. Here the authors extend this concept to weighted networks, providing empirical evidence on the metric natures of weights, which are shown to be reproducible by a gravity model.

Generalized network structures: The configuration model and the canonical ensemble of simplicial complexes

Simplicial complexes are generalized network structures able to encode interactions occurring between more than two nodes. Simplicial complexes describe a large variety of complex interacting systems ranging from brain networks to social and collaboration networks. Here we characterize the structure of simplicial complexes using their generalized degrees that capture fundamental properties of one, two, three, or more linked nodes. Moreover, we introduce the configuration model and the canonical ensemble of simplicial complexes, enforcing, respectively, the sequence of generalized degrees of the nodes and the sequence of the expected generalized degrees of the nodes. We evaluate the entropy of these ensembles, finding the asymptotic expression for the number of simplicial complexes in the configuration model. We provide the algorithms for the construction of simplicial complexes belonging to the configuration model and the canonical ensemble of simplicial complexes. We give an expression for the structural cutoff of simplicial complexes that for simplicial complexes of dimension d=1 reduces to the structural cutoff of simple networks. Finally, we provide a numerical analysis of the natural correlations emerging in the configuration model of simplicial complexes without structural cutoff.

Unwinding the hairball graph: Pruning algorithms for weighted complex networks

Empirical networks of weighted dyadic relations often contain "noisy" edges that alter the global characteristics of the network and obfuscate the most important structures therein. Graph pruning is the process of identifying the most significant edges according to a generative null model and extracting the subgraph consisting of those edges. Here, we focus on integer-weighted graphs commonly arising when weights count the occurrences of an "event" relating the nodes. We introduce a simple and intuitive null model related to the configuration model of network generation and derive two significance filters from it: the marginal likelihood filter (MLF) and the global likelihood filter (GLF). The former is a fast algorithm assigning a significance score to each edge based on the marginal distribution of edge weights, whereas the latter is an ensemble approach which takes into account the correlations among edges. We apply these filters to the network of air traffic volume between US airports and recover a geographically faithful representation of the graph. Furthermore, compared with thresholding based on edge weight, we show that our filters extract a larger and significantly sparser giant component.

Role of adjacency-matrix degeneracy in maximum-entropy-weighted network models

Complex network null models based on entropy maximization are becoming a powerful tool to characterize and analyze data from real systems. However, it is not easy to extract good and unbiased information from these models: A proper understanding of the nature of the underlying events represented in them is crucial. In this paper we emphasize this fact stressing how an accurate counting of configurations compatible with given constraints is fundamental to build good null models for the case of networks with integer-valued adjacency matrices constructed from an aggregation of one or multiple layers. We show how different assumptions about the elements from which the networks are built give rise to distinctively different statistics, even when considering the same observables to match those of real data. We illustrate our findings by applying the formalism to three data sets using an open-source software package accompanying the present work and demonstrate how such differences are clearly seen when measuring network observables.

Supersampling and Network Reconstruction of Urban Mobility

Understanding human mobility is of vital importance for urban planning, epidemiology, and many other fields that draw policies from the activities of humans in space. Despite the recent availability of large-scale data sets of GPS traces or mobile phone records capturing human mobility, typically only a subsample of the population of interest is represented, giving a possibly incomplete picture of the entire system under study. Methods to reliably extract mobility information from such reduced data and to assess their sampling biases are lacking. To that end, we analyzed a data set of millions of taxi movements in New York City. We first show that, once they are appropriately transformed, mobility patterns are highly stable over long time scales. Based on this observation, we develop a supersampling methodology to reliably extrapolate mobility records from a reduced sample based on an entropy maximization procedure, and we propose a number of network-based metrics to assess the accuracy of the predicted vehicle flows. Our approach provides a well founded way to exploit temporal patterns to save effort in recording mobility data, and opens the possibility to scale up data from limited records when information on the full system is required.

Correlations between weights and overlap in ensembles of weighted multiplex networks

Multiplex networks describe a large number of systems ranging from social networks to the brain. These multilayer structure encode information in their structure. This information can be extracted by measuring the correlations present in the multiplex networks structure, such as the overlap of the links in different layers. Many multiplex networks are also weighted, and the weights of the links can be strongly correlated with the structural properties of the multiplex network. For example, in multiplex network formed by the citation and collaboration networks between PRE scientists it was found that the statistical properties of citations to coauthors differ from the one of citations to noncoauthors, i.e., the weights depend on the overlap of the links. Here we present a theoretical framework for modeling multiplex weighted networks with different types of correlations between weights and overlap. To this end, we use the framework of canonical network ensembles, and the recently introduced concept of multilinks, showing that null models of a large variety of network structures can be constructed in this way. In order to provide a concrete example of how this framework apply to real data we consider a multiplex constructed from gene expression data of healthy and cancer tissues.

Weighted multiplex networks

One of the most important challenges in network science is to quantify the information encoded in complex network structures. Disentangling randomness from organizational principles is even more demanding when networks have a multiplex nature. Multiplex networks are multilayer systems of nodes that can be linked in multiple interacting and co-evolving layers. In these networks, relevant information might not be captured if the single layers were analyzed separately. Here we demonstrate that such partial analysis of layers fails to capture significant correlations between weights and topology of complex multiplex networks. To this end, we study two weighted multiplex co-authorship and citation networks involving the authors included in the American Physical Society. We show that in these networks weights are strongly correlated with multiplex structure, and provide empirical evidence in favor of the advantage of studying weighted measures of multiplex networks, such as multistrength and the inverse multiparticipation ratio. Finally, we introduce a theoretical framework based on the entropy of multiplex ensembles to quantify the information stored in multiplex networks that would remain undetected if the single layers were analyzed in isolation.

Entropy distribution and condensation in random networks with a given degree distribution

The entropy of network ensembles characterizes the amount of information encoded in the network structure and can be used to quantify network complexity and the relevance of given structural properties observed in real network datasets with respect to a random hypothesis. In many real networks the degrees of individual nodes are not fixed but change in time, while their statistical properties, such as the degree distribution, are preserved. Here we characterize the distribution of entropy of random networks with given degree sequences, where each degree sequence is drawn randomly from a given degree distribution. We show that the leading term of the entropy of scale-free network ensembles depends only on the network size and average degree and that entropy is self-averaging, meaning that its relative variance vanishes in the thermodynamic limit. We also characterize large fluctuations of entropy that are fully determined by the average degree in the network. Finally, above a certain threshold, large fluctuations of the average degree in the ensemble can lead to condensation, meaning that a single node in a network of size N can attract O(N) links.