Cet article établit une revue non exhaustive des modèles de graphes aléatoires destinés à la modélisation de réseaux d’interaction. Il commence par le modèle d’Erdős-Rényi qui a pu être étudié en profondeur car il repose sur des hypothèses simples d’indépendance et d’homogénéité des liens, cependant trop réductrices pour les applications. L’article se concentre ensuite sur les démarches de modélisation de l’hétérogénéité et des dépendances entre les liens. Il part de modèles probabilistes reproduisant les processus de génération des réseaux réels (modèles de Barabási-Albert ou de Watts-Strogatz par exemple) et arrive à des modèles plus adaptés à la statistique. Les modèles exponentiels (ERGM ou ) permettent d’introduire des dépendances entre les liens voulus. Les modèles à variables latentes permettent de modéliser l’hétérogénéité de la population et de l’analyser.
This article nonexhaustively reviews random graph models designed to model interaction networks. It begins with the Erdős-Rényi model which could be deeply studied, as it is based on simple assumptions: independence and homogeneity of the links. However they are too simplistic for applications. The article then focuses on modeling approaches of the hetereogeneity and of the dependences between the links. It starts from probabilistic models reproducing generative processes of the real-world networks (Barabási-Albert or Watts-Strogatz models for instance) and arrives to models more suitable for statistics. Exponential models (ERGM or ) enable to introduce dependences between the desired links. Models with latent variables enable to model heterogeneity of the population and to analyze it.
Mot clés : modèles de graphes aléatoires, revue, modèle d’Erdős-Rényi, réseaux complexes
@article{JSFS_2015__156_3_56_0, author = {Channarond, Antoine}, title = {Random graph models: an overview of modeling approaches}, journal = {Journal de la soci\'et\'e fran\c{c}aise de statistique}, pages = {56--94}, publisher = {Soci\'et\'e fran\c{c}aise de statistique}, volume = {156}, number = {3}, year = {2015}, zbl = {1338.05243}, language = {en}, url = {http://archive.numdam.org/item/JSFS_2015__156_3_56_0/} }
TY - JOUR AU - Channarond, Antoine TI - Random graph models: an overview of modeling approaches JO - Journal de la société française de statistique PY - 2015 SP - 56 EP - 94 VL - 156 IS - 3 PB - Société française de statistique UR - http://archive.numdam.org/item/JSFS_2015__156_3_56_0/ LA - en ID - JSFS_2015__156_3_56_0 ER -
%0 Journal Article %A Channarond, Antoine %T Random graph models: an overview of modeling approaches %J Journal de la société française de statistique %D 2015 %P 56-94 %V 156 %N 3 %I Société française de statistique %U http://archive.numdam.org/item/JSFS_2015__156_3_56_0/ %G en %F JSFS_2015__156_3_56_0
Channarond, Antoine. Random graph models: an overview of modeling approaches. Journal de la société française de statistique, Tome 156 (2015) no. 3, pp. 56-94. http://archive.numdam.org/item/JSFS_2015__156_3_56_0/
[1] Statistical mechanics of complex networks, Reviews of modern physics, Volume 74 (2002) no. 1, pp. 47-97 | DOI | MR | Zbl
[2] Mixed membership stochastic blockmodels, The Journal of Machine Learning Research, Volume 9 (2008), pp. 1981-2014 | Zbl
[3] Stochastic blockmodel approximation of a graphon: Theory and consistent estimation, Advances in Neural Information Processing Systems (2013), pp. 692-700
[4] Community detection in random networks, arXiv preprint arXiv:1302.7099 (2013) | Zbl
[5] Two moments suffice for Poisson approximations: the Chen-Stein method, The Annals of Probability, Volume 17 (1989) no. 1, pp. 9-25 | Zbl
[6] Brownian excursions, critical random graphs and the multiplicative coalescent, The Annals of Probability (1997), pp. 812-854 | Zbl
[7] Emergence of scaling in random networks, science, Volume 286 (1999) no. 5439, pp. 509-512 | Zbl
[8] Spectral Clustering and Block Models: A Review And A New Algorithm, arXiv preprint arXiv:1508.01819 (2015) | Zbl
[9] The asymptotic number of labeled graphs with given degree sequences, Journal of Combinatorial Theory, Series A, Volume 24 (1978) no. 3, pp. 296-307 | Zbl
[10] Variational algorithms for approximate Bayesian inference, University of London (2003) (Ph. D. Thesis)
[11] Markov chain Monte Carlo for statistical inference, Center for Statistics and the Social Sciences (2001)
[12] Spatial interaction and the statistical analysis of lattice systems, Journal of the Royal Statistical Society. Series B (Methodological) (1974), pp. 192-236 | Zbl
[13] Statistical analysis of non-lattice data, The statistician (1975), pp. 179-195
[14] Poisson approximation, Clarendon press Oxford, 1992 | Zbl
[15] Detecting local network motifs, Electronic Journal of Statistics, Volume 6 (2012), pp. 908-933 | Zbl
[16] The phase transition in inhomogeneous random graphs, Random Structures & Algorithms, Volume 31 (2007) no. 1, pp. 3-122 | Zbl
[17] Regions and borders of mobile telephony in Belgium and in the Brussels metropolitan zone, Brussels Studies, Volume 42 (2010) no. 4
[18] Epidemics and random graphs, Stochastic processes in epidemic theory, Volume 86 (1990), pp. 86-89
[19] Popularity based random graph models leading to a scale-free degree sequence, Discrete Mathematics, Volume 282 (2004) no. 1, pp. 53-68 | Zbl
[20] Random graphs, Cambridge Univ Pr, 2001 | Zbl
[21] Mathematical results on scale-free random graphs, Handbook of graphs and networks, Volume 1 (2003), 34 pages
[22] Robustness and vulnerability of scale-free random graphs, Internet Mathematics, Volume 1 (2004) no. 1, pp. 1-35 | Zbl
[23] The diameter of a scale-free random graph, Combinatorica, Volume 24 (2004) no. 1, pp. 5-34 | Zbl
[24] The degree sequence of a scale-free random graph process, Random Structures & Algorithms, Volume 18 (2001) no. 3, pp. 279-290 | Zbl
[25] Network impact on persistence in a finite population dynamic diffusion model: application to an emergent seed exchange network, Journal of theoretical biology, Volume 365 (2015), pp. 365-376 | Zbl
[26] Matrix estimation by universal singular value thresholding, The Annals of Statistics, Volume 43 (2014) no. 1, pp. 177-214 | Zbl
[27] Weighted-LASSO for structured network inference from time course data, Statistical applications in genetics and molecular biology, Volume 9 (2010) no. 1 | Zbl
[28] Consistency of maximum-likelihood and variational estimators in the stochastic block model, Electronic Journal of Statistics, Volume 6 (2012), pp. 1847-1899 | Zbl
[29] Classification and estimation in the Stochastic Blockmodel based on the empirical degrees, Electronic Journal of Statistics, Volume 6 (2012), pp. 2574-2601 | Zbl
[30] Recherche de structure dans un graphe aléatoire: modèles à espace latent, Université Paris Sud-Paris XI (2013) (Ph. D. Thesis)
[31] Poisson approximation for dependent trials, The Annals of Probability (1975), pp. 534-545 | Zbl
[32] Duplication models for biological networks, Journal of Computational Biology, Volume 10 (2003) no. 5, pp. 677-687
[33] Inference in hidden Markov models, Springer Science & Business Media, 2006 | Zbl
[34] Network robustness and fragility: Percolation on random graphs, Physical review letters, Volume 85 (2000) no. 25, pp. 5468-5471 | DOI
[35] Maximum likelihood from incomplete data via the EM algorithm, Journal of the Royal Statistical Society. Series B (Methodological), Volume 39 (1977) no. 1, pp. 1-38 | Zbl
[36] Epidemics and rumours in complex networks, volume 369 of London Mathematical Society Lecture Notes, 2010 | Zbl
[37] A mixture model for random graphs, Statistics and computing, Volume 18 (2008) no. 2, pp. 173-183
[38] Random graph dynamics, 20, Cambridge university press, 2007 | Zbl
[39] De la division du travail social: étude sur l’organisation des sociétés supérieures, F. Alcan, 1893
[40] Diameters in preferential attachment models, Journal of Statistical Physics, Volume 139 (2010) no. 1, pp. 72-107 | Zbl
[41] On random graphs, I, Publicationes Mathematicae (Debrecen), Volume 6 (1959), pp. 290-297 | Zbl
[42] On the evolution of random graphs, Bull. Inst. Internat. Statist, Volume 38 (1961) no. 4, pp. 343-347 | Zbl
[43] On the strength of connectedness of a random graph, Acta Mathematica Hungarica, Volume 12 (1961) no. 1, pp. 261-267 | Zbl
[44] Solutio problematis ad geometriam situs pertinentis, Commentarii academiae scientiarum Petropolitanae, Volume 8 (1741), pp. 128-140
[45] Community detection in graphs, Physics Reports, Volume 486 (2010) no. 3, pp. 75-174
[46] Markov graphs, Journal of the american Statistical association, Volume 81 (1986) no. 395, pp. 832-842 | Zbl
[47] Modélisation de réseaux d’interactions par des graphes aléatoires, Université de Grenoble, December (2010) (Ph. D. Thesis)
[48] Random graphs, The Annals of Mathematical Statistics, Volume 30 (1959) no. 4, pp. 1141-1144 | Zbl
[49] Critical power for asymptotic connectivity in wireless networks, Stochastic analysis, control, optimization and applications, Springer, 1998, pp. 547-566 | Zbl
[50] A survey of statistical network models, Foundations and Trends® in Machine Learning, Volume 2 (2010) no. 2, pp. 129-233 | Zbl
[51] Clustering algorithms, John Wiley & Sons, Inc., 1975 | Zbl
[52] Inference in curved exponential family models for networks, Journal of Computational and Graphical Statistics, Volume 15 (2006) no. 3, pp. 565-583
[53] An exponential family of probability distributions for directed graphs, Journal of the American Statistical Association, Volume 76 (1981) no. 373, pp. 33-50 | Zbl
[54] Stochastic blockmodels: First steps, Social Networks, Volume 5 (1983) no. 2, pp. 109-137
[55] Latent space approaches to social network analysis, Journal of the American Statistical Association, Volume 97 (2002) no. 460, pp. 1090-1098 | Zbl
[56] Model-based clustering for social networks, Journal of the Royal Statistical Society: Series A (Statistics in Society), Volume 170 (2007) no. 2, pp. 301-354
[57] Tutorial on variational approximation methods, Advanced mean field methods: theory and practice (2000), pp. 129-159
[58] The birth of the giant component, Random Structures & Algorithms, Volume 4 (1993) no. 3, pp. 233-358 | Zbl
[59] Random graphs, Cambridge Univ Press, 2000 | Zbl
[60] The web as a graph: Measurements, models, and methods, Computing and combinatorics, Springer, 1999, pp. 1-17
[61] The small-world phenomenon: an algorithm perspective, Proceedings of the thirty-second annual ACM symposium on Theory of computing, ACM (2000), pp. 163-170 | Zbl
[62] Statistical analysis of network data, Springer, 2009 | Zbl
[63] Overlapping stochastic block models with application to the french political blogosphere, The Annals of Applied Statistics, Volume 5 (2011) no. 1, pp. 309-336 | Zbl
[64] Wmixnet: Software for clustering the nodes of binary and valued graphs using the stochastic block model, arXiv preprint arXiv:1402.3410 (2014)
[65] The frequency distribution of scientific productivity., Journal of Washington Academy Sciences (1926)
[66] Limits of dense graph sequences, Journal of Combinatorial Theory, Series B, Volume 96 (2006) no. 6, pp. 933-957 | Zbl
[67] Two decomposition theorems for a class of finite oriented graphs, American Journal of Mathematics (1952), pp. 701-722 | Zbl
[68] Detection of structurally homogeneous subsets in graphs, Statistics and Computing (2013), pp. 1-18 | Zbl
[69] Structural equivalence of individuals in social networks, The Journal of mathematical sociology, Volume 1 (1971) no. 1, pp. 49-80
[70] Social Distance as Metric: A Systematic Introduction to Smallest Space Analysis, EO Laumann. Bonds of Pluralism: The Form and Substance of Urban Social Networks. New York: John Wiley (1973), pp. 213-252
[71] The small world problem, Psychology today, Volume 2 (1967) no. 1, pp. 60-67
[72] Statistics of social configurations, Sociometry (1938), pp. 342-374
[73] Convergence of the groups posterior distribution in latent or stochastic block models, Bernoulli, Volume 21 (2015) no. 1, pp. 537-573 | Zbl
[74] Sociometry in relation to other social sciences, Sociometry, Volume 1 (1937) no. 1/2, pp. 206-219
[75] Modeling heterogeneity in random graphs through latent space models: a selective review, ESAIM: Proceedings and Surveys, Volume 47 (2014), pp. 55-74 | Zbl
[76] A critical point for random graphs with a given degree sequence, Random structures & algorithms, Volume 6 (1995) no. 2-3, pp. 161-180 | Zbl
[77] Network motifs: simple building blocks of complex networks, Science, Volume 298 (2002) no. 5594, pp. 824-827
[78] Dynamic bayesian networks: representation, inference and learning, University of California, Berkeley (2002) (Ph. D. Thesis)
[79] The structure and function of complex networks, SIAM review, Volume 45 (2003) no. 2, pp. 167-256 | Zbl
[80] Bayesian networks and decision graphs, Springer Science & Business Media, 2009
[81] The critical random graph, with martingales, Israel Journal of Mathematics, Volume 176 (2010) no. 1, pp. 29-41 | Zbl
[82] Estimation and prediction for stochastic blockstructures, Journal of the American Statistical Association, Volume 96 (2001) no. 455, pp. 1077-1087 | Zbl
[83] Renormalization group analysis of the small-world network model, Physics Letters A, Volume 263 (1999) no. 4, pp. 341-346 | Zbl
[84] Scaling and percolation in the small-world network model, Physical Review E, Volume 60 (1999) no. 6, pp. 7332-7342 | DOI
[85] Advanced mean field methods: Theory and practice, MIT press, 2001 | Zbl
[86] Network histograms and universality of blockmodel approximation, Proceedings of the National Academy of Sciences, Volume 111 (2014) no. 41, pp. 14722-14727
[87] Random geometric graphs, 5, Oxford University Press Oxford, 2003 | Zbl
[88] Deciphering the connectivity structure of biological networks using MixNet, BMC bioinformatics, Volume 10 (2009) no. Suppl 6 | DOI
[89] Spectral clustering and the high-dimensional Stochastic Block Model, Arxiv preprint arXiv:1007.1684 (2010) | Zbl
[90] An introduction to exponential random graph models for social networks, Social networks, Volume 29 (2007) no. 2, pp. 173-191
[91] Pseudolikelihood estimation for social networks, Journal of the American Statistical Association, Volume 85 (1990) no. 409, pp. 204-212
[92] Estimation and prediction for stochastic blockmodels for graphs with latent block structure, Journal of Classification, Volume 14 (1997) no. 1, pp. 75-100 | Zbl
[93] Markov chain Monte Carlo estimation of exponential random graph models, Journal of Social Structure, Volume 3 (2002) no. 2, pp. 1-40
[94] Statistical models for social networks, Annual Review of Sociology, Volume 37 (2011), pp. 131-153
[95] New specifications for exponential random graph models, Sociological methodology, Volume 36 (2006) no. 1, pp. 99-153
[96] A tutorial on spectral clustering, Statistics and Computing, Volume 17 (2007) no. 4, pp. 395-416
[97] Random graphs and complex networks, Available on http://www. win. tue. nl/rhofstad/NotesRGCN. pdf (2009)
[98] Graphical models, exponential families, and variational inference, Foundations and Trends® in Machine Learning, Volume 1 (2008) no. 1-2, pp. 1-305 | Zbl
[99] An introduction to random graphs, dependence graphs, and p*, Models and methods in social network analysis, Volume 27 (2005), pp. 148-161
[100] Collective dynamics of ‘small-world’networks, nature, Volume 393 (1998) no. 6684, pp. 440-442 | Zbl
[101] Lack of consistency of mean field and variational Bayes approximations for state space models, Neural Processing Letters, Volume 20 (2004) no. 3, pp. 151-170
[102] A mathematical theory of evolution, based on the conclusions of Dr. JC Willis, FRS, Philosophical Transactions of the Royal Society of London. Series B, Containing Papers of a Biological Character, Volume 213 (1925), pp. 21-87
[103] An information flow model for conflict and fission in small groups, Journal of anthropological research (1977), pp. 452-473
[104] The mean field theory in EM procedures for Markov random fields, Signal Processing, IEEE Transactions on, Volume 40 (1992) no. 10, pp. 2570-2583 | Zbl