Characteristic times of biased random walks on complex networks

Comparing random walks in graph embedding and link prediction

Random walks find extensive applications across various complex network domains, including embedding generation and link prediction. Despite the widespread utilization of random walks, the precise impact of distinct biases on embedding generation from sequence data and their subsequent effects on link prediction remain elusive. We conduct a comparative analysis of several random walk strategies, including the true self-avoiding random walk and the traditional random walk. We also analyze walks biased towards node degree and those with inverse node degree bias. Diverse adaptations of the node2vec algorithm to induce distinct exploratory behaviors were also investigated. Our empirical findings demonstrate that despite the varied behaviors inherent in these embeddings, only slight performance differences manifest in the context of link prediction. This implies the resilient recovery of network structure, regardless of the specific walk heuristic employed to traverse the network. Consequently, the results suggest that data generated from sequences governed by unknown mechanisms can be successfully reconstructed.

Fractal and first-passage properties of a class of self-similar networks

A class of self-similar networks, obtained by recursively replacing each edge of the current network with a well-designed structure (generator) and known as edge-iteration networks, has garnered considerable attention owing to its role in presenting rich network models to mimic real objects with self-similar structures. The generator dominates the structural and dynamic properties of edge-iteration networks. However, the general relationships between these networks' structural and dynamic properties and their generators remain unclear. We study the fractal and first-passage properties, such as the fractal dimension, walk dimension, resistance exponent, spectral dimension, and global mean first-passage time, which is the mean time for a walker, starting from a randomly selected node and reaching the fixed target node for the first time. We disclose the properties of the generators that dominate the fractal and first-passage properties of general edge-iteration networks. A clear relationship between the fractal and first-passage properties of the edge-iteration networks and the related properties of the generators are presented. The upper and lower bounds of these quantities are also discussed. Thus, networks can be customized to meet the requirements of fractal and dynamic properties by selecting an appropriate generator and tuning their structural parameters. The results obtained here shed light on the design and optimization of network structures.

From random walks on networks to nonlinear diffusion

Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great impact on the collective movement of the group. For this reason, many models in mathematical biology have incorporated crowding effects and managed to understand their implications. Here, we build on a previously developed framework for random walks on networks to show that in the continuum limit, the underlying stochastic process can be identified with a diffusion partial differential equation. The diffusion coefficient of the emerging equation is, in general, density dependent, and can be directly related to the transition probabilities of the random walk. Moreover, the relaxation time of the stochastic process is directly linked to the diffusion coefficient and also to the network structure, as it usually happens in the case of linear diffusion. As a specific example, we study the equivalent of a porous-medium-type equation on networks, which shows similar properties to its continuum equivalent. For this equation, self-similar solutions on a lattice and on homogeneous trees can be found, showing finite speed of propagation in contrast to commonly used linear diffusion equations. These findings also provide insights into reaction-diffusion systems with general diffusion operators, which have appeared recently in some applications.

Quantifying ethnic segregation in cities through random walks

Socioeconomic segregation has an important role in the emergence of large-scale inequalities in urban areas. Most of the available measures of spatial segregation depend on the scale and size of the system under study, or neglect large-scale spatial correlations, or rely on ad-hoc parameters, making it hard to compare different systems on equal grounds. We propose here a family of non-parametric measures for spatial distributions, based on the statistics of the trajectories of random walks on graphs associated to a spatial system. These quantities provide a consistent estimation of segregation in synthetic spatial patterns, and we use them to analyse the ethnic segregation of metropolitan areas in the US and the UK. We show that the spatial diversity of ethnic distributions, as measured through diffusion on graphs, allow us to compare the ethnic segregation of urban areas having different size, shape, or peculiar microscopic characteristics, and exhibits a strong association with socio-economic deprivation.

Socioeconomic segregation is one of the main factors behind large-scale inequalities in urban areas and its characterisation remains challenging. The authors propose a family of non-parametric measures to quantify spatial heterogeneity through diffusion, and show how this relates to segregation and deprivation

Unexpected advantages of exploitation for target searches in complex networks

Exploitation universally emerges in various decision-making contexts, e.g., animals foraging, web surfing, the evolution of scientists' research topics, and our daily lives. Despite its ubiquity, exploitation, which refers to the behavior of revisiting previous experiences, has often been considered to delay the search process of finding a target. In this paper, we investigate how exploitation affects search performance by applying a non-Markovian random walk model, where a walker randomly revisits a previously visited node using long-term memory. We analytically study two broad forms of network structures, namely, (i) clique-like networks and (ii) lollipop-like networks and find that exploitation can significantly improve search performance in lollipop-like networks, whereas it hinders target search in clique-like networks. Moreover, we numerically verify that exploitation can reduce the time needed to fully explore the underlying networks using 550 diverse real-world networks. Based on the analytic result, we define the lollipop-likeness of a network and observe a positive relationship between the advantage of exploitation and lollipop-likeness.

Biased random walkers and extreme events on the edges of complex networks

Extreme events have low occurrence probabilities and display pronounced deviation from their average behavior, such as earthquakes or power blackouts. Such extreme events occurring on the nodes of a complex network have been extensively studied earlier through the modeling framework of unbiased random walks. They reveal that the occurrence probability for extreme events on nodes of a network has a strong dependence on the nodal properties. Apart from these, a recent work has shown the independence of extreme events on edges from those occurring on nodes. Hence, in this work, we propose a more general formalism to study the properties of extreme events arising from biased random walkers on the edges of a network. This formalism is applied to biases based on a variety network centrality measures including PageRank. It is shown that with biased random walkers as the dynamics on the network, extreme event probabilities depend on the local properties of the edges. The probabilities are highly variable for some edges of the network, while they are approximately a constant for some other edges on the same network. This feature is robust with respect to different biases applied to the random walk algorithm. Further, using the results from this formalism, it is shown that a network is far more robust to extreme events occurring on edges when compared to those occurring on the nodes.

Potential-driven random walks on interconnected systems

Interconnected systems have to route information to function properly: At the lowest scale neural cells exchange electrochemical signals to communicate, while at larger scales animals and humans move between distinct spatial patches and machines exchange information via the Internet through communication protocols. Nontrivial patterns emerge from the analysis of information flows, which are not captured either by broadcasting, such as in random walks, or by geodesic routing, such as shortest paths. In fact, alternative models between those extreme protocols are still eluding us. Here we propose a class of stochastic processes, based on biased random walks, where agents are driven by a physical potential pervading the underlying network topology. By considering a generalized Coulomb dependence on the distance on destination(s), we show that it is possible to interpolate between random walk and geodesic routing in a simple and effective way. We demonstrate that it is not possible to find a one-size-fit-all solution to efficient navigation and that network heterogeneity or modularity has measurable effects. We illustrate how our framework can describe the movements of animals and humans, capturing with a stylized model some measurable features of the latter. From a methodological perspective, our potential-driven random walks open the doors to a broad spectrum of analytical tools, ranging from random-walk centralities to geometry induced by potential-driven network processes.

Random walks on complex networks with multiple resetting nodes: A renewal approach

Due to wide applications in diverse fields, random walks subject to stochastic resetting have attracted considerable attention in the last decade. In this paper, we study discrete-time random walks on complex networks with multiple resetting nodes. Using a renewal approach, we derive exact expressions of the occupation probability of the walker in each node and mean first-passage time between arbitrary two nodes. All the results can be expressed in terms of the spectral properties of the transition matrix in the absence of resetting. We demonstrate our results on circular networks, stochastic block models, and Barabási-Albert scale-free networks and find the advantage of the resetting processes to multiple resetting nodes in a global search on such networks. Finally, the distribution of resetting probabilities is optimized via a simulated annealing algorithm, so as to minimize the mean first-passage time averaged over arbitrary two distinct nodes.

Biased Random Walk With Restart on Multilayer Heterogeneous Networks for MiRNA-Disease Association Prediction

Numerous experiments have proved that microRNAs (miRNAs) could be used as diagnostic biomarkers for many complex diseases. Thus, it is conceivable that predicting the unobserved associations between miRNAs and diseases is extremely significant for the medical field. Here, based on heterogeneous networks built on the information of known miRNA-disease associations, miRNA function similarity, disease semantic similarity, and Gaussian interaction profile kernel similarity for miRNAs and diseases, we developed a computing model of biased random walk with restart on multilayer heterogeneous networks for miRNA-disease association prediction (BRWRMHMDA) through enforcing degree-based biased random walk with restart (BRWR). Assessment results reflected that an AUC of 0.8310 was gained in local leave-one-out cross-validation (LOOCV), which proved the calculation algorithm's good performance. Besides, we carried out BRWRMHMDA to prioritize candidate miRNAs for esophageal neoplasms based on HMDD v2.0. We further prioritize candidate miRNAs for breast neoplasms based on HMDD v1.0. The local LOOCV results and performance analysis of the case study all showed that the proposed model has good and stable performance.

Random walk with memory on complex networks

We study random walks on complex networks with transition probabilities which depend on the current and previously visited nodes. By using an absorbing Markov chain we derive an exact expression for the mean first passage time between pairs of nodes, for a random walk with a memory of one step. We have analyzed one particular model of random walk, where the transition probabilities depend on the number of paths to the second neighbors. The numerical experiments on paradigmatic complex networks verify the validity of the theoretical expressions, and also indicate that the flattening of the stationary occupation probability accompanies a nearly optimal random search.

SBDiEM: A new mathematical model of infectious disease dynamics

A worldwide multi-scale interplay among a plethora of factors, ranging from micro-pathogens and individual or population interactions to macro-scale environmental, socio-economic and demographic conditions, entails the development of highly sophisticated mathematical models for robust representation of the contagious disease dynamics that would lead to the improvement of current outbreak control strategies and vaccination and prevention policies. Due to the complexity of the underlying interactions, both deterministic and stochastic epidemiological models are built upon incomplete information regarding the infectious network. Hence, rigorous mathematical epidemiology models can be utilized to combat epidemic outbreaks. We introduce a new spatiotemporal approach (SBDiEM) for modeling, forecasting and nowcasting infectious dynamics, particularly in light of recent efforts to establish a global surveillance network for combating pandemics with the use of artificial intelligence. This model can be adjusted to describe past outbreaks as well as COVID-19. Our novel methodology may have important implications for national health systems, international stakeholders and policy makers.

Multifractal analysis of financial markets: a review

Multifractality is ubiquitously observed in complex natural and socioeconomic systems. Multifractal analysis provides powerful tools to understand the complex nonlinear nature of time series in diverse fields. Inspired by its striking analogy with hydrodynamic turbulence, from which the idea of multifractality originated, multifractal analysis of financial markets has bloomed, forming one of the main directions of econophysics. We review the multifractal analysis methods and multifractal models adopted in or invented for financial time series and their subtle properties, which are applicable to time series in other disciplines. We survey the cumulating evidence for the presence of multifractality in financial time series in different markets and at different time periods and discuss the sources of multifractality. The usefulness of multifractal analysis in quantifying market inefficiency, in supporting risk management and in developing other applications is presented. We finally discuss open problems and further directions of multifractal analysis.

Heterogeneous continuous-time random walks

We introduce a heterogeneous continuous-time random walk (HCTRW) model as a versatile analytical formalism for studying and modeling diffusion processes in heterogeneous structures, such as porous or disordered media, multiscale or crowded environments, weighted graphs or networks. We derive the exact form of the propagator and investigate the effects of spatiotemporal heterogeneities onto the diffusive dynamics via the spectral properties of the generalized transition matrix. In particular, we show how the distribution of first-passage times changes due to local and global heterogeneities of the medium. The HCTRW formalism offers a unified mathematical language to address various diffusion-reaction problems, with numerous applications in material sciences, physics, chemistry, biology, and social sciences.

Epidemics of random walkers in metapopulation model for complete, cycle, and star graphs

We present the metapopulation dynamic model for epidemic spreading of random walkers between subpopulations. A subpopulation is represented by a node on a graph. Each agent or individual is either susceptible (S) or infected (I). All agents move by random walk on the graph; namely, each agent randomly determines the destination of migration. The reaction-diffusion equations are presented as ordinary differential equations, not partial differential equations. To evaluate the risk of each subpopulation (node), we obtain the solutions of reaction-diffusion equations analytically and numerically for small, complete, cycle and star graphs. If a graph is homogeneous, or if every node has the same degree, then the solution never changes for any nodes. However, when a graph is heterogeneous, the infection density in equilibrium differs entirely among nodes. For example, on star graphs, the hub seems to be a supply source of disease because the infection density at the hub is much higher than that at the other nodes. On every graph, the epidemic thresholds are identical for all nodes.

Network Dynamics of Innovation Processes

We introduce a model for the emergence of innovations, in which cognitive processes are described as random walks on the network of links among ideas or concepts, and an innovation corresponds to the first visit of a node. The transition matrix of the random walk depends on the network weights, while in turn the weight of an edge is reinforced by the passage of a walker. The presence of the network naturally accounts for the mechanism of the "adjacent possible," and the model reproduces both the rate at which novelties emerge and the correlations among them observed empirically. We show this by using synthetic networks and by studying real data sets on the growth of knowledge in different scientific disciplines. Edge-reinforced random walks on complex topologies offer a new modeling framework for the dynamics of correlated novelties and are another example of coevolution of processes and networks.

Multitarget search on complex networks: A logarithmic growth of global mean random cover time

We investigate multitarget search on complex networks and derive an exact expression for the mean random cover time that quantifies the expected time a walker needs to visit multiple targets. Based on this, we recover and extend some interesting results of multitarget search on networks. Specifically, we observe the logarithmic increase of the global mean random cover time with the target number for a broad range of random search processes, including generic random walks, biased random walks, and maximal entropy random walks. We show that the logarithmic growth pattern is a universal feature of multi-target search on networks by using the annealed network approach and the Sherman-Morrison formula. Moreover, we find that for biased random walks, the global mean random cover time can be minimized, and that the corresponding optimal parameter also minimizes the global mean first passage time, pointing towards its robustness. Our findings further confirm that the logarithmic growth pattern is a universal law governing multitarget search in confined media.

Network exploration using true self-avoiding walks

We study the mean first passage time (MFPT) of true self-avoiding walks (TSAWs) on various networks as a measure of searching efficiency. From the numerical analysis, we find that the MFPT of TSAWs, τ^{TSAW}, approaches the theoretical minimum τ^{th}/N=1/2 on synthetic networks whose degree-degree correlations are positive. On the other hand, for biased random walks (BRWs) we find that the MFPT, τ^{BRW}, depends on the parameter α, which controls the degree-dependent bias. More importantly, we find that the minimum MFPT of BRWs, τ_{min}^{BRW}, always satisfies the inequality τ_{min}^{BRW}>τ^{TSAW} on any synthetic network. The inequality is also satisfied on various real networks. From these results, we show that the TSAW is one of the most efficient models, whose efficiency approaches the theoretical limit in network explorations.

Emergence of long-range correlations and bursty activity patterns in online communication

Research has suggested that the activity occurring in a variety of social, economic, and technological systems exhibits long-range fluctuations in time. Pronounced levels of rapidly occurring events are typically observed over short periods of time, followed by long periods of inactivity. Relatively few studies, however, have shed light on the degree to which inhomogeneous temporal processes can be detected at, and emerge from, different levels of analysis. Here we investigate patterns of human activity within an online forum in which communication can be assessed at three intertwined levels: the micro level of the individual users; the meso level of discussion groups and continuous sessions; and the macro level of the whole system. To uncover the relation between different levels, we conduct a number of numerical simulations of a zero-crossing model in which users' behavior is constrained by progressively richer and more realistic rules of social interaction. Results indicate that, when users are solipsistic, their bursty behavior is not sufficient for generating heavy-tailed interevent time distributions at a higher level. However, when users are socially interdependent, the power spectra and interevent time distributions of the simulated and real forums are remarkably similar at all levels of analysis. Social interaction is responsible for the aggregation of multiple bursty activities at the micro level into an emergent bursty activity pattern at a higher level. We discuss the implications of the findings for an emergentist account of burstiness in complex systems.

Mean first-passage time for maximal-entropy random walks in complex networks

We perform an in-depth study for mean first-passage time (MFPT)--a primary quantity for random walks with numerous applications--of maximal-entropy random walks (MERW) performed in complex networks. For MERW in a general network, we derive an explicit expression of MFPT in terms of the eigenvalues and eigenvectors of the adjacency matrix associated with the network. For MERW in uncorrelated networks, we also provide a theoretical formula of MFPT at the mean-field level, based on which we further evaluate the dominant scalings of MFPT to different targets for MERW in uncorrelated scale-free networks, and compare the results with those corresponding to traditional unbiased random walks (TURW). We show that the MFPT to a hub node is much lower for MERW than for TURW. However, when the destination is a node with the least degree or a uniformly chosen node, the MFPT is higher for MERW than for TURW. Since MFPT to a uniformly chosen node measures real efficiency of search in networks, our work provides insight into general searching process in complex networks.