Quantifying Multivariate Graph Dependencies: Theory and Estimation for Multiplex Graphs

Fuente: arXiv
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Auteurs principaux: Skeja, Anda, Olhede, Sofia C.
Format: Preprint
Publié: 2024
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author Skeja, Anda
Olhede, Sofia C.
author_facet Skeja, Anda
Olhede, Sofia C.
contents Multiplex graphs, characterised by their layered structure, exhibit informative interdependencies within layers that are crucial for understanding complex network dynamics. Quantifying the interaction and shared information among these layers is challenging due to the non-Euclidean structure of graphs. Our paper introduces a comprehensive theory of multivariate information measures for multiplex graphs. We introduce graphon mutual information for pairs of graphs and expand this to graphon interaction information for three or more graphs, including their conditional variants. We then define graphon total correlation and graphon dual total correlation, along with their conditional forms, and introduce graphon $O-$information. We discuss and quantify the concepts of synergy and redundancy in graphs for the first time, introduce consistent nonparametric estimators for these multivariate graphon information--theoretic measures, and provide their convergence rates. We also conduct a simulation study to illustrate our theoretical findings and demonstrate the relationship between the introduced measures, multiplex graph structure, and higher--order interdependecies. Real-world applications further show the utility of our estimators in revealing shared information and dependence structures in real-world multiplex graphs. This work not only answers fundamental questions about information sharing across multiple graphs but also sets the stage for advanced pattern analysis in complex networks.
format Preprint
id arxiv_https___arxiv_org_abs_2405_14482
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Quantifying Multivariate Graph Dependencies: Theory and Estimation for Multiplex Graphs
Skeja, Anda
Olhede, Sofia C.
Statistics Theory
Information Theory
Combinatorics
Probability
Multiplex graphs, characterised by their layered structure, exhibit informative interdependencies within layers that are crucial for understanding complex network dynamics. Quantifying the interaction and shared information among these layers is challenging due to the non-Euclidean structure of graphs. Our paper introduces a comprehensive theory of multivariate information measures for multiplex graphs. We introduce graphon mutual information for pairs of graphs and expand this to graphon interaction information for three or more graphs, including their conditional variants. We then define graphon total correlation and graphon dual total correlation, along with their conditional forms, and introduce graphon $O-$information. We discuss and quantify the concepts of synergy and redundancy in graphs for the first time, introduce consistent nonparametric estimators for these multivariate graphon information--theoretic measures, and provide their convergence rates. We also conduct a simulation study to illustrate our theoretical findings and demonstrate the relationship between the introduced measures, multiplex graph structure, and higher--order interdependecies. Real-world applications further show the utility of our estimators in revealing shared information and dependence structures in real-world multiplex graphs. This work not only answers fundamental questions about information sharing across multiple graphs but also sets the stage for advanced pattern analysis in complex networks.
title Quantifying Multivariate Graph Dependencies: Theory and Estimation for Multiplex Graphs
topic Statistics Theory
Information Theory
Combinatorics
Probability
url https://arxiv.org/abs/2405.14482