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  • [MUSIC]

  • My pleasure to introduce to you professor Remco van der Hofstad.

  • Actually I met Ramco in Brasil.

  • That's how we met first time.

  • But I heard about many of his great work.

  • Ramco is professor of probability at Eindhoven University.

  • He's doing a lot of work in the stochastic networks.

  • And you'll hear something today.

  • Ramco won many beautiful prizes.

  • Among other, Prix Henri Poincare, 2003, and Rolo Davidson in 2007.

  • He's also the director of EURANDOM, but

  • today he will be talking about structure of complex networks.

  • Small worth and scale-free random graphs.

  • Ramco, please. >> Thank you very much, and thank you for

  • the kind introduction.

  • So I'm a probabilist, working from the math department.

  • I'm interacting as well with engineers with various different backgrounds.

  • I'll be giving a talk that hopefully is at a relatively high level.

  • If there's anything that I'm saying that is unclear to you,

  • do ask because I'm giving this talk for you guys, and not for myself.

  • I'm supposed to know what I'm talking about.

  • Let's see whether that's indeed true.

  • And what I'll be talking about is structures of complex networks.

  • And this is very long line of research that we've been seeing all over the world.

  • Basically starting slightly before 2000, and

  • all of the empirical observation that have been found,

  • we'll discuss some of those as well, and then all of the efforts in modeling and

  • driving consequences of the observed phenomena.

  • And that's what I'll talking about today, all right.

  • Complex networks.

  • Here are two examples, certainly the one on the left

  • is a very famous one from a paper of Balabassi and others.

  • And this is a picture about

  • the interactions that exist between proteins in a yeast cell.

  • So first of all, there is quite a few proteins as you can see.

  • And there's quite a few interactions between them as well.

  • And the interactions come in different forms.

  • It could be that two proteins together form a third protein.

  • But it could also be that certain proteins act as catalysts for

  • reactions that others are being involved in.

  • So the edges here can really signify lots of different biological interactions.

  • And you can imagine that producing a picture like this

  • is an enormous amount of work in biology, because you've gotta figure out what all

  • of the different reactions are that are taking place in one of these yeast cells.

  • And one of the things we see is that it's a fairly complex picture, and

  • that's my very informal definition of what a complex network is.

  • It consists of many entities and

  • their many connections between them and it's pretty complex.

  • I don't think that there's any better definition of what a complex network is,

  • even though lots of people are using this terminology.

  • Now on the right, we see an artistic impression for

  • what the Internet Topology looks like in 2001.

  • I don't think that the artistic pictures are going to be changing a lot over time.

  • But again what you see is that, like here, we're on the outskirt,

  • you have things that are very loosely connected to the inside.

  • Which the inside being sort of a very highly connected bit,

  • sometimes called the core, certainly in Internet.

  • You see something very similar here.

  • Here, the connections are so dense that you can't even visualize them.

  • Whereas on the outskirts here, you see lots routers,

  • as we're talking about Internet here, that are only connected through one or

  • two links to the rest of the network.

  • Now, these networks come from completely different backgrounds.

  • And you can imagine that there's many more backgrounds to be observed.

  • Social networks, acquaintances, but also sexual relations, collaborations, etc.

  • Information networks, technological networks and biological networks.

  • So these networks come from various different backgrounds, so

  • it's actually quiet surprising that they share something.

  • And that's actually was one of the most profound empirical observations.

  • And many of these networks have things in common.

  • And that of course raises the question of whether these things that they

  • have in common are typical in such networks,

  • whether almost all of those networks have those properties, or

  • whether it is something very special, and if it's something very special,

  • what are the underlying principles that actually give rise to these properties?

  • So these are very broad questions in science.

  • I'm a humble mathematician, so we can certainly not answer all of those

  • questions for all of these different disciplines at the same time, but

  • it's just to indicate that network science is a very interdisciplinary field in which

  • lots of different communites look at their networks in their own different ways and

  • give rise to very interesting questions that are on the interplay with

  • mathematics.

  • And mathematicians can really say something sensible here and

  • we help these petitioners from different fields in answering their questions

  • All right, so very basic.

  • What are we talking about when we're talking about a network?

  • Well, in general, we're just talking about graphs, and

  • graphs consist of entities that are connected to one another.

  • So the entities are called vertices.

  • Sometimes nodes or sites, depending on the precise fuel that you're talking about.

  • And then you have connections between them.

  • And these are called edges, sometimes bonds, and

  • there's probably many more names for them.

  • And you should really think of these edges as being the building blocks of

  • the network.

  • They really indicate which vertices are interacting with which other vertex.

  • And you can think of an edge as being the building block of relational data.

  • Really think of an edge as indicating that there is some relation,

  • whatever the relation means, between the two vertices on the sides of the edge.

  • So that's what we are talking about here.

  • Now there's a lot of confusion about Internet and the World Wide Web, and

  • many people treat these two words as being exchangeable.

  • But they're really not.

  • They're really very different.

  • So when we're talking about the Internet,

  • we're really talking about the physical Internet.

  • So this means that there are routers, and

  • these routers are connected to one another by physical cables.

  • And that actually allows us to send emails, but

  • also to do our searches on the World Wide Web.

  • So that's what the Internet is.

  • Something physical, and therefore it's large, but it's not humongously large.

  • When we're talking about the World Wide Web, we're talking about something

  • which is much bigger because the vertices in the World Wide Web, or web pages, and

  • you connect two vertices with one another when there's a hyperlink between the two.

  • Now, we can build as many web pages as we wish, and there's

  • the estimates of how many web pages there are, are ranging in the trillions.

  • So this is a virtual object.

  • And it's much larger than the Internet as a physical system.

  • All right, but they're both manmade.

  • Now, what are some of the properties?

  • Well, if you think about the Internet, it's very large, it's chaotic.

  • Again, this word of a complex network, it's fairly complex.

  • Yet it's fairly homogeneous.

  • And there are studies about that.

  • So for example, if you look at the amount of connectivity,

  • let's say, within a continent.

  • And how many hops do you need in order to send the message between two sources

  • within a continent.

  • You don't really get a much different result compared to

  • the same question in the entire network.

  • So that's what I mean with it's fairly homogeneous.

  • Of course, it's also not quite homogeneous in the sense that

  • the routers that are there, some and certainly the cables that are there.

  • Some, of course, transport much more information than others.

  • So in that sense, it's not homogeneous at all.

  • It is connected by default because if the Internet would not be connected you would

  • not be able to communicate on it.

  • Now for the world wide web it's directed,

  • that makes a difference, it's much larger than the Internet by itself.

  • It's extremely hard to measure.

  • Just how the hell are we going to find, for example,

  • a uniform web page out of the collection of all web pages.

  • Well, even Google does not know all the web pages that are there.

  • The estimates are that Google probably knows about 50%,

  • maybe 60% of the web pages.

  • And the rest, it doesn't know.

  • I'll just give you an example of a part that probably not many people know about,

  • the dark web is an example.

  • And there's good reasons why people wanna keep the dark web dark, right?

  • So it doesn't wanna have Google accessing it.

  • So it's very difficult to measure.

  • There's no reason why it should be connected, and it isn't.

  • So it really is a completely different world between the two

  • networks, that are playing such a profound role in our lives.

  • So here's a very simplistic picture of what the web looks like.

  • So there is something called the strongly connected component.

  • So this consists of all the vertices for

  • which you can travel both ways between pairs of vertices.

  • Then there's all the stuff from which you can go to the strongly connected component

  • but not back.

  • There's all the stuff that you can reach from the strongly connected component.

  • But you cannot go back, and then there's all sorts of stuff in between.

  • So this is very simplistic sort of cartoon picture of what

  • the world wide web looks like.

  • And this is due to.

  • This is already quite a bit older,

  • which is also why these numbers are not that humongously large.

  • All right, so

  • I was already talking about the common features that these networks have.

  • And what are those?

  • Well the first is what physicists are calling the scale free property.

  • So scale free basically means that there's no typical scale.

  • Let's look at two different statistics which really are very different.

  • So if I look at the height of people in the Netherlands,

  • then this is pretty well concentrated.

  • So men on average are, I think, 185 in centimeters in the Netherlands.

  • I have no idea how much that is in feet and inches.

  • And if you add, let's say,

  • 20 centimeters on either side, you have the majority of people.

  • Now there are people who are quite a bit taller like up to 210 and so on, but

  • that it's really rare.

  • If you would add 40 centimeters you basically have everybody.

  • So you could say that 180 or 185 is the typical height of a Dutch man.

  • Now on the other hand if you look at incomes that's a completely different

  • order of magnitude.

  • So I've understood that the model income in the Netherlands is 35,000 Euro.

  • That's $45,000 US.

  • But you have tons of people who actually earn ten times as much.

  • Have some people who earn 100 times as much.

  • You have few people who actually earn 1000 times as much.

  • That would be like having a Dutch man who is 180 meters tall.

  • Right, so you can immediately feel that there is two different sets of data.

  • That are just not combinable, that are completely different.

  • So you have the normal world where actually normal approximations work

  • pretty well.

  • And then you have another world where you see heavy tilt behavior.

  • You see values that are much larger than you would expect.

  • Now, that's the kind of property that we see also for the degrees in networks.

  • We see huge amount of variability.

  • Even though the average degree may be something like three or four or ten.

  • It could be that the maximum degree is 10,000 or even 100,000,

  • orders of magnitude larger.

  • Now physicists are saying that this is related to

  • power law in the degree distribution.

  • There's a lot of debate about this.

  • There is also a recent paper about Claussette and

  • one of his students that actually debates that this is true.

  • So, there it is, this is very interesting discussion, which,

  • which probably is going to have all sorts of effects.

  • But nobody argues the fact that you have huge amount of variability in

  • the degree distributions as they are.

  • So, this is the Internet movie database.

  • It's a network at the time that we were.

  • Investigating it, it had size roughly a million.

  • And what you see is that there's there are individuals who have degree ten

  • to the power of five.

  • So that's pretty humongous.

  • And here we're talking about the Internet.

  • This picture looks much smoother,

  • that's because some sort of binning has taken place here.

  • That is consistent with it being a parallel.

  • This is a picture by Krioukov from Northeastern University.

  • And again here you see lots of variability.

  • The majority, because it's in log-log scale this picture, as you can see,

  • the majority of vertices is actually here.

  • Let's say 90% is here.

  • As is here 90% of the data is here.

  • But then on the right here you have very rare

  • individuals in this case actors that have a humongous degree.

  • And here you have on the right, very rare routers that have a humongous degree.

  • So that's what is called scale free.

  • It's not entirely obvious why it's called scale free.

  • You could say that it's called scale free because there is a parallel.

  • But you could also somehow more inefficiently argue that,

  • actually, if you were to somehow group vertices together in blocks of five.

  • Then actually the degree distribution wouldn't change all that much,

  • at least this part wouldn't.

  • So there's also some sort of self-similarity or scale free-ness there.

  • Now we are plotting this in a log-log scale, and

  • that actually means that a straight line is very telling, for example, like here.

  • And a straight line is related to what is called a parallel,

  • meaning that the proportional vertices of degree k actually scales like an inverse

  • power of k.

  • And that actually means that, of course, this drops down to zero.

  • But it drops down relatively slowly.

  • And it actually means that you are bound to see very large values.

  • You should be thinking about the largest value in such a network corresponding to

  • a size, that is a network size to a positive power.

  • 1/12-1, so that's actually pretty large.

  • Here is more unofficial but

  • math-y explanation of why you see a straight line.

  • Let's look at my degree sequence of the graph.

  • These nks is the the number of elements in my network

  • that have degree k, that have precisely k friends.

  • And if we were to have a relation like this,

  • then taking the log Which actually is precisely what a loglog plot does.

  • Taking a log means that we actually get a constant term that does not depend on k,

  • and then there is a linear term in log k.

  • So there's a linear relation between the log of Nk,

  • at least an asymptotic linear relation between the log of Nk and the log of k.

  • And that actually is precisely what we see here,

  • a linear relation between the log of pk, Nk and the log of the degree involved.

  • So power loss mean straight lines on a loglog plot.

  • All right, and that's what is being observed in many of these networks.

  • So the pictures that I'm drawing, just two examples.

  • But you actually have way more examples that look very, very similar.

  • So that's the first property that many of these networks seem to have in common.

  • The second thing is that almost all these networks turn out to be small worlds.

  • And again this is something that is not quite well defined but

  • it sort of means that the distances in searching network

  • even though the network is humongous, millions.

  • The distances within the network are not very large.

  • So that means that if I were to pick

  • a pair of individuals in my network soon that the network is connected.

  • And if I would look at the number of edges in the shortest path between

  • these individuals, I would get a number that is not very large.

  • And for social networks, this is related to six degrees of separation, it basically

  • says that the shortest paths are on average not more than seven inches, okay?

  • Now here are two examples.

  • This is distances in the strongly connected component in the world wide web.

  • This is the distance in the Internet movie

  • database of which I just showed the degree distribution in the loglog plot.

  • And what you see is that these distances indeed are not very large.

  • Here the maximum value appears to be 9.

  • Here the maximum value appears to be 7.

  • I say appears to be because it could be that there are very rare pairs here,

  • we don't really see that are creating the diameter.

  • The diameter might be much larger, right?

  • But on average, the distances are not very big.

  • So that's what is called the small-world phenomenon.

  • And as I said,

  • this is of course very closely related to six degrees of separation.

  • There is a quote where the lead actor in the movie play,

  • Six Degrees of Separation, says the following thing.

  • Everybody on this planet is separated only by six other people.

  • Six degrees of separation.

  • Between us and everybody else on this planet.

  • The president of the United States.

  • A gondolier in Venice.

  • It's not just the big names.

  • It's anyone.

  • A native in the rain forest.

  • An Eskimo.

  • I am bound to everyone on this planet by a trail of six people.

  • It's a profound thought.

  • So this quote was from a Hungarian writer and he wrote this in the beginning

  • of the 20th century, so already then people were believing this to be true.

  • But you know the world is getting smaller and smaller, so

  • this should be even more true now.

  • And if you want to understand where this originates from,

  • it actually is helpful to think in sort of social hierarchies.

  • So if I want to connect to somebody whom I don't know at all in the Netherlands,

  • how should I do that?

  • Well, there's one thing that I could do.

  • I could try to connect up to somebody very famous.

  • And if that other person can also connect up to that person that is very famous,

  • then we connect up to each other in relatively few steps.

  • So in the Netherlands, I would say take the king.

  • Well, for me, it works a little bit better to take the previous

  • queen who now no longer is queen because she abdicated.

  • But she was at the 50th birthday party of our university.

  • And there she actually shook hands with our Rector at the time whom I've shaken

  • hands to, so we're at distance two, I'm a distance two from the previous Queen.

  • So if you find somebody else who was also at distance, let's say at most three or

  • four from the Queen then I'm already there.

  • Now you might argue that maybe I'm not typical, well,

  • I would say that probably I am but nevermind.

  • But everybody in the Netherlands knows somebody who is famous, or

  • were famous, moves in higher social circles than the person him or herself.

  • It could be the director of your high school.

  • It could be director of your university.

  • It could be the mayor of your town if you happen to know this person.

  • But it could be anybody.

  • And these people tend to have a larger social network.

  • I'll get to you.

  • They have a larger social network and from them, you can again make this step up.

  • And by that you sort of move through the ranks of your social system and

  • in a few hops you can be at the top, whatever the top is.

  • I'm not saying that there's a social order here.

  • But that's basically the explanation of why distances are very short.

  • And actually we see that coming back in many of the,

  • sorta the mathematical models that we build for these networks.

  • And you can somehow move up very quickly from vertices with very low degree,

  • to vertices with very high degree in just a few steps.

  • Yes? >> Would you say with the invention of

  • Google and the Internet, now all of this.

  • My basic problem is that I find the term know to be really,

  • really subjective and. >> Yes I agree.

  • >> So now if I just Google the Queen of

  • Harlem, >> Yeah.

  • >> And that's it,

  • do I already know her?

  • >> Yeah. >> And

  • [INAUDIBLE]- >> So

  • I was implicitly using a slightly more concrete way of knowing,

  • namely having shaken hands. >> That makes it extremely concrete.

  • You either have shaken hands with a person or you have not.

  • Cuz otherwise you run into all sorts of problems which are a bit more social

  • science.

  • I mean, having a friend is not such a clear notion.

  • You might change your mind over time, and in fact, you might think somebody to be

  • a friend, whereas that person does not think you to be a friend.

  • So let's not go there.

  • But I mean, you could think about Facebook for example.

  • Then again, it's very clearly defined what it means to be a friend.

  • Even though it's perfectly obvious that our Facebook friends are not our friends

  • necessarily, right?

  • So we have to be very careful.

  • But this is a matter of definition I would say.

  • Does that answer your question?

  • Yeah, so indeed, Facebook is a very good example.

  • And Facebook, of course, is lying under scrutiny for all sorts of privacy issues.

  • But that's not what I'm going to be talking about.

  • It's a beautiful example of a network of which, well,

  • at least somebody has all the data.

  • If you're thinking about social networks,

  • actually mapping the social network is a big problem.

  • Where do you get your data from?

  • You cannot go and ask people on the street who their friends are.

  • You're very unlikely to actually be mapping a social network at all.

  • Because how likely are you going to be walking around on the streets

  • to actually find the friends of the persons that you've already asked?

  • So this is very difficult.

  • How do you do it?

  • So some people do this in a very small scale in high schools or whatever.

  • But Facebook or other virtual friendship networks

  • give you a possibility of doing it with data and the data is all there.

  • Now there has been a big study of Facebook data around 2011.

  • At the time, it contained 721 million active users.

  • That's actually pretty big.

  • Messing and doing computations with network data that is that big

  • is a nontrivial issue which is why these were computer scientists.

  • Actually, one of the big questions was how to determine what the diameter of

  • this network is.

  • Turns out to be 59, that's pretty big, much larger than 6, right?

  • It's difficult also because there are 69 billion friendship links, so

  • algorithms are being used here, clever algorithms.

  • But, of course, if you want to just know what

  • typical distances behave like, you can just take a statistics approach, right?

  • Just take pairs uniformly at random, bend them hypotenuse histogram.

  • If you have enough pairs, then you will probably be pretty close to the truth, but

  • you're not going to see these outliers, right?

  • It seems to stop here at 7.

  • Well, we now know that it actually goes all the way to 59, but you don't see that.

  • This is the plot, actually, distances are way smaller on Facebook.

  • It's on average something like 4.7 at the time that this was measured,

  • and that may be a sign of the fact that distances are indeed shrinking.

  • Also, it turns out to be relatively homogeneous.

  • If you look at the distance distribution over different parts of the network,

  • Italy, Sweden, and

  • the US were taken, then actually the plots look relatively similar to this.

  • So again, it has the same feature that the internet has, it's fairly homogenous.

  • If you look at the smaller part of it, and

  • actually it seems relatively representative of the entire thing.

  • All right, now let me give one example as to why network

  • science may actually be useful, because you may wonder about that.

  • And this is the friendship paradox.

  • This is well known, at least I know this very well.

  • If I look at my friends on, let's say, Facebook,

  • I always see that they have many more friends than I do.

  • Now that may actually mean that I'm socially not very capable,

  • that could actually very well be.

  • Let's not go there, but actually it turns out that this is in general true.

  • And this is interesting because it gives a mathematical explanation for

  • a feature that many of us have observed in the real world.

  • So, how do we go about showing this?

  • Well, first, it's actually useful to look at what the average

  • degree, the average number of friendships is of a random individual in my network.

  • So, what do I do?

  • I look at the proportion of individuals that have the Greek a multiplied by sum

  • over k, I get the expected value.

  • I can do this arithmetic and

  • you just twice the number of edges divided by the number of vertices in your network.

  • That's what it is.

  • But that's not quite sort of a random friendship.

  • So what does Wikipedia say about that?

  • Well, it's a modelling issue.

  • Basically, it says that the average number of friends that a typical friend has

  • can be modelled by choosing, uniformly at random, an edge of the graph and

  • an endpoint of that edge.

  • And again calculating the degree of the selected endpoint.

  • You should say the average degree, I'm a probablist, so the expectation, right?

  • If you do that, and if you call the degree chosen here

  • by D star which is a random variable, you can compute the expectation, and

  • it turns out to be the expected degree, same thing as here.

  • Pause a little bit,

  • something proportional to the variance of the degree divided by the expectation.

  • So unless, your in a situation where in the network everybody has the same degree,

  • then of course the two things are going to have same decision and

  • therefore the same average, unless that is the case, it will always be the case.

  • That this typical friend

  • has more friends than you do, okay, this is just a mathematical computation.

  • Now I wasn't particularly convinced by this because you know,

  • I think of myself here as being a uniform individual in this network.

  • But then if I look at one of my friends then it should be a uniform friend

  • of mine.

  • That's not what this is doing, right?

  • It's taking the uniform edge that does not have the same distribution, But it turns

  • out that you can do precisely the same computation and the answer is the same.

  • Distribution is different, but the expectation is still going up.

  • So, if I take a random individual from my network,

  • for any network irrespective of the precise topology of the network.

  • If I take a random individual, look at the expected degree that it has, and

  • compare that to the expected degree of one of its random neighbors,

  • that random neighbor on average is going to have higher degree.

  • So, your friends now have more friends than you do.

  • So, just to give an example that somehow this abstract notion and

  • the abstract setup of growth theory can actually help you

  • understand the phenomena in the real world.

  • [COUGH] Now, of course,

  • we do network science for a reason.

  • I mean we do that because we would like to look at this networks and

  • try to understand how they've originated or what are the properties or

  • in a social network, you tend to see more clustering.

  • And your friends tend to know one another a bit more than on average.

  • How do you quantify that?

  • So that's what you use network statistics for.

  • If you do empirical data, you collect lots of statistical network statistics.

  • So the average degree, for example, the degree of distribution,

  • these are all network statistics of some sort.

  • There's a filed that have been investigated as well.

  • So as I said clustering.

  • And that's just a three times the number of triangles

  • divided by the number of connected triplets.

  • And you could say that this is the proportion of wedges in your network for

  • which the people on the top of the wedge actually also know each other.

  • So if this is pretty large then actually you have lots of triangles

  • in your network.

  • That's typically what we see in social networks.

  • So if you were to compare this to any network model,

  • you can say my data is actually more clustered than I would expect on

  • the basis of whatever model you would be taking for your network.

  • That could be a useful conclusion.

  • Another thing that people have been looking at is

  • degree degree correlations or assortativity.

  • So do people with high degrees in your networks they are special

  • do they typically connect that up to people that also have a high degree or

  • rather a lower degree.

  • It's claimed that in technological networks,

  • it's typically of the second kind.

  • The high degree nodes are typically connect to low degree nodes.

  • Whereas in social networks,

  • it tends to be more assortative in the sense that the vertices with high

  • degree are connect to vertices with typically also high degree.

  • Okay, so this is distinctions in the network topology

  • that probably have a reason.

  • And one way of measuring this is using the assortativity coefficient

  • which is just the correlation between the edges,

  • between the degrees on either side of an edge So for every edge,

  • you write down what the degree of the vertex is on either of the sides and

  • you compute the correlation coefficient between that.

  • So that's what Newman proposed as the coefficient.

  • You have to be a little bit careful with this.

  • Because if you're doing correlation data, correlation studies,

  • Correlations only make sense in the world where we have finite variance.

  • But here, we're dealing with degrees, and degrees have infinite moments.

  • So we have to be very careful.

  • So we constructed some nice counter-examples that actually produce

  • rubbish results, obviously, in networks.

  • Still this Measure is used a lot.

  • And the paper has over 2,000 citations.

  • You have to be careful Alright, now another thing that a network

  • possibly allows you to do is to quantify or investigate who's important in it.

  • But then when I say important your immediate reaction should be,

  • important for what?

  • That's the whole point, right?

  • And it makes a big difference what you're important for.

  • So that actually has given rise to research

  • on what are called centrality measures, who is central in your network.

  • And there are different notions.

  • Closeness centrality basically means that you're on average close to

  • everybody in the network.

  • And you can quantify that by sum of distances between you and

  • everybody else in the network.

  • That's closeness centrality.

  • So vertices with low closeness centrality are really, in terms of graph distances,

  • very central to the network.

  • There's also something else, which is called Betweenness centrality.

  • And the people with high Betweenness centrality tend to be the people

  • who are actually connecting different communities.

  • They're also important.

  • But important in a different way, okay.

  • So, Betweenness is large for vertices that form bottlenecks.

  • If you have two communities that only share one individual then actually that

  • individual that is on the boundary between the two is going to have a very high.

  • Now the last version of a centrality measure is page rank, of course,

  • a lot of research has been devoted to this on computational issues but

  • also on interpretation issues.

  • And page rank basically measures the extent

  • to which a vertex is visited by a certain random walk.

  • But it's a random walk with restarts, so this is sometime called a bored surfer.

  • And this actually got Google started.

  • So it's not entirely clear whether this page stands for web page or it stands for

  • Larry Page, one of the founders of Google.

  • I certainly don't know the answer to that.

  • Whether Google still uses it is not entirely clear, Google does not disclose

  • what algorithms it's currently using in showing you the results of your searches.

  • But certainly, Google has had a very important impact in sort of how to do

  • searches, because it really meant a change in philosophy on how to search.

  • So previous searches were more like looking up

  • a telephone number in a telephone book.

  • Whereas Google was ordering things in terms of somehow their relative importance

  • and then based on theories.

  • It's a completely different way of searching.

  • Now, I've done searches before the Google era,

  • that may not apply to everybody here, but it was really a world of difference.

  • So when Google just started, the top few

  • items on the list were really the kind of things that you were looking for.

  • Whereas previously, you got all sorts of rubbish.

  • And you just had to look, scroll your way through all the answers

  • finding the thing that was actually relevant for you.

  • So a world of difference.

  • You see what algorithms can do for you, all right.

  • Now I'm a probablist and a mathematician.

  • And one of the things I do is think about how to model such networks.

  • Because that allows you to actually study some of the properties that we were just

  • looking at in toy models for the real world.

  • Now, we said something about two specific models.

  • These are all random graph models but

  • somehow the connections between vertices, they appear randomly.

  • Probability theory is a very good way of modeling complexity and this networks

  • are very complex, so it pretty reasonable to look at random graph models.

  • And this random graphs give rise to random connections between the vertices.

  • And you may wanna fix some parts of this network, for example,

  • the degree distribution or something else to let your random graph actually look

  • like the network model, if you're currently investigating.

  • So how to do that?

  • Now, there's two approaches here, two different modeling perspectives.

  • You can look at a network at a given time, Facebook now, and device or

  • model for that.

  • That's a static model, the network does not evolve.

  • But you can also look at dynamic models, basically trying to model how the network

  • got to where it currently is, by growth probably.

  • This networks are pretty big, okay.

  • So that's a dynamical model.

  • So I'll describe one model here, actually two, and

  • one pretty famous model preferential attachment model, also here.

  • Now, if we are modeling things with different models,

  • we are of course immediately raising the question whether the conclusions we're

  • drawing in the different models are the same.

  • It better be because if we have two ways of viewing reality and

  • they give different predictions then we don't know what to trust.

  • Now that's sometimes in physics called universality.

  • You want models with similar features to actually also behave similarly, and

  • if they don't you just don't know, which one to believe.

  • So that's an important line of research to compare properties of random graph

  • models that are being proposed to model the real world and

  • compare how they do, compare how they behave.

  • So the very simplest model that you can imagine is the graph.

  • So this is a static model, I'm not saying that it's an easy model but it's, that it

  • has easy properties I should say, but it certainly is an easy model to formulate.

  • So what do we do?

  • We start with a vertex set that it's fixed 1 up to n, and

  • then we just draw an edge between any pair of vertices with a given probability p,

  • independently of one another.

  • Now, most of my models are sparse, so you need to let p tend

  • to zero as a function of n, but that's okay, okay?

  • This has been investigated for a very long time.

  • It was introduced actually by Gilbert in 1959.

  • Erdos and

  • Renyi proposed a model that was very similar where you fix the number of edges.

  • Here we're doing it randomly, so this is sometimes called the binomial model.

  • And it was actually invented for a technique,

  • which is called the probabilistic method.

  • So suppose we want to prove something deterministic,

  • we want to count something or we wanna prove that certain graphs exist.

  • Now the easiest approach to do this is to show that, well,

  • the Erdős–Rényi graph has that property with positive probability,

  • and then there must be graphs that actually have that property as well.

  • That's a very simple example of what is called the probabilistic method.

  • And a little later we'll probably see one more.

  • It has one downside this model in the sense that it's completely egalitarian.

  • Everybody plays the same role.

  • And that's not true in the real world.

  • We see huge fluctuations in the number of connections that people make.

  • That's not going to be true in this model, so it's not a good model for

  • a skill free networks, so you have to change it.

  • And the easiest way to change the model is by,

  • just fixing the degrees to be whatever you want them to be, okay?

  • So this called the configuration model.

  • It was already introduced in the 80's, but

  • it was really popularized by Newman Stroggerson Watson in 2001.

  • Again, the same number of vertices it's a static setting.

  • And now for every.

  • Vertex, we prescribe what the degree is exactly.

  • So vertex one has five friends, vertex two has ten friends, etc, etc.

  • We know that example.

  • And sometimes we'll take these to be random variables, that's perfectly fine.

  • And of course, because of the scale free nature of many these networks, we often

  • restrict ourselves to power loss, but this basically sets the stage for the model.

  • And I haven't yet told you how the connections are taking place.

  • And I find that this always works better when visualizing this.

  • So this is an endeavor that we've been going through the network's program.

  • This is called the network's pages, and there we have some blogs and

  • articles that are meant for a broad audience interested in networks.

  • But we also have lots of demos.

  • That's the algorithm, very appropriate, that was from Eindhoven,

  • and lots of other Erdos-Renyi graph with distances,

  • configuration model, etc., just simulation tools.

  • So this is what the simulation tool looks like for the,

  • Configuration model.

  • Negative number of edges does not make sense, it's perfectly right about that.

  • All right, so what you can see here, if you look very carefully,

  • is you see here a number of little stubs coming out.

  • These are half edges, two half edges need to be paired,

  • and then they form an edge, very simple.

  • How do we do that?

  • Uniformly at random.

  • So we take a half edge and

  • we connect it to any of the other half edges that is there.

  • Pair it, remove it, repeat, okay?

  • And then something like this occurs, it's almost done, I think.

  • There you go.

  • That's a network.

  • And this is how it would be normally drawn.

  • So it does it completely uniformly at random, yes?

  • >> [INAUDIBLE] could result in two

  • verticers [INAUDIBLE] more than one edge? >> There you go.

  • Absolutely true.

  • Yes, even worse, it could result, that hasn't happened here,

  • which is pure chance, it could result in vertices being connected to themselves,

  • which is also typically not what we see in real world networks, okay?

  • We know that this is going to occur,

  • these multiple edges in the self loops, they're pretty rare.

  • So we're just going to ignore them.

  • Alternatively speaking,

  • what you could also do is say, I'm just going to draw this.

  • And if there are any multiple edges or

  • self loops, I just toss away the result, and then I do it again.

  • It could be that you have to do it very often, but theory says that you don't,

  • because the probability of simplicity is actually strictly positive.

  • That's nice.

  • And then the second nice thing is that if you were to condition on simplicity,

  • no self loops,

  • no multiple edges, actually the result is completely uniform at random.

  • That's a mathematical statement.

  • So this is a very interesting and very simple algorithm that will allow you to

  • draw a uniformed random graph with prescribed degrees, And that

  • actually is not so simple because we don't even know exactly how many there are.

  • Well, of course, when it's a network of size ten, you can just compute them, but

  • what if the network has size a million?

  • How many graphs are there of size a million where every vertex has

  • degree five?

  • Well, that's not so simple, right?

  • And then drawing one uniform at random and

  • you don't even know how many there are, that's not so simple either.

  • So this is another example of the probabilistic method.

  • With this configuration model,

  • you can actually compute asymptotically how many there are approximately.

  • >> [INAUDIBLE]

  • >> We do know it

  • approximately. >> What

  • is- >> For many,

  • >> [LAUGH]

  • >> Chapter seven, it's there.

  • >> [LAUGH]

  • >> Now, we do know it approximately, and

  • there are many ways to do it.

  • This is an example of how you can do it in a setting where the degrees are sparse.

  • But there are many other methods as well that allow you to do it when the degrees

  • are not sparse.

  • So for example, this has been started out using,

  • for regular graphs, random regular graphs where all the degrees are the same.

  • But similar methodology will work for degrees that are different.

  • So you can compute it approximately.

  • All right, so that was a demo.

  • So that's the model.

  • And this is the model in words.

  • Now you may be worrying about the fact that we're actually

  • choosing this order in one way or another.

  • Now, if you're a probabilist,

  • it turns out that this matching is completely exchangeable.

  • So the order doesn't matter.

  • The order of course does matter in the result that you're going to be getting,

  • but not in its law, not in its distribution.

  • That's actually pretty nice.

  • All right, so that's the configuration model.

  • Now I was talking about two separate aspects of complex networks,

  • namely scale free and small worlds.

  • Now here I'm fixing the degrees, so

  • I can no longer ask the question whether it's scale free.

  • It's scale free when the degrees that I put in myself are scale free.

  • And otherwise it's not, so that's not an interesting question anymore.

  • Buy you can ask the question about graph distances because there is no

  • reason whatsoever why this model would be a small world.

  • Now this is what you would get if you were

  • to put in IID degrees from a parallel distribution, and

  • then plot the occurrences of the different vertices of different degrees.

  • It looks exactly like what we see in real complex networks.

  • So that's a good sign.

  • So how about graph distances?

  • Well, it turns out that in this world,

  • there are two different domains depending on the precise degree distributions.

  • So there's one setting in which

  • we're always assuming that the average degree here is bounded, but

  • it turns out to depend on the second moment of the degrees.

  • If the second moment of the degrees is bounded, then we have one reality.

  • If the second moment of the degrees turns out to be unbounded,

  • we have another reality.

  • So when the second moment of the degrees is bounded,

  • distances grow logarithmically.

  • Now, of course, log over large number is much smaller number.

  • So you could interpret this as being a sign of the small world phenomenon.

  • But in the case where the second moment is infinite,

  • that means that there are vertices that have humongous degree that should,

  • of course, make distances shorter.

  • You would believe.

  • And indeed, that is the case,

  • then it turns out that graph distances are of the order of log log n.

  • Okay?

  • So it's either log n or it's log log n.

  • Compare this to settings that are more common to us, for

  • example you take a large torus.

  • If I want this to have n vertices,

  • then the side of the torus need to be square root of n.

  • For 2 versions, uniformly random.

  • The typical distance will be of the order square root of n.

  • Now networks are very large, so

  • the square root of something very large is still extremely large.

  • Here it's the logarithm that's much smaller.

  • So, small world, much smaller than it would be in a geometric world,

  • for example.

  • And this is a picture of that, this is a picture of log x

  • for sizes up to, let's say, the size of the world population.

  • This is a picture of log log x.

  • Now if I go and stand over here I can see that it's not a constant.

  • But you'll be hard pressed to see this, well, except for the beginning, of course,

  • where you could see something happening.

  • So for all practical purposes, log log n is a constant.

  • So small world.

  • All right, that was one model.

  • A second model is a more dynamic model.

  • It's called the preferential attachment model.

  • Now why is this interesting?

  • Well, it's interesting from a philosophical point of view.

  • Because we're seeing all of these complex networks around us.

  • And many of them empirically seem to have parallel degrees, why?

  • Well, we don't know.

  • So there's certainly demand for a mechanism that will explain,

  • let's say, from first principles, as physicists would say,

  • a very simple macroscopic rule that will immediately produce power laws.

  • That's what preferential attachment does.

  • So what does it do?

  • So this is from a paper of Albert and Barabasi,

  • which by now has almost 31,000 citations, so that's humongous.

  • So this has been an extremely influential paper,

  • even though they only did simulations.

  • And they didn't even define the model properly.

  • But, okay, it was extremely influential and

  • it also contained a very interesting idea.

  • This is the idea, suppose that you have a network that grows in time.

  • It's dynamic, so that means that at time n a vertex comes in at time n + 1.

  • A next vertex comes in etc, etc.

  • And we'll keep it very simple, we're just going to be assuming that

  • every vertex comes in with a fixed number of edges to give.

  • So it comes in, and it has 3 connections to give.

  • It gives it to vertices that are already there, how does it chose?

  • Well, it chooses in a way that is preferential to vertices that have high

  • degree.

  • In fact, it chooses it proportional to the degrees plus a constant of the vertices.

  • That's what it does here, okay?

  • So I have my nth vertex coming in, it has m edges.

  • And it gives them with probability proportional to the degree of the vertex

  • that I'm interested in, Plus a constant.

  • Now Albert and Barabasi didn't have this constant.

  • And actually the constant is very, very crucial, why?

  • Well, it turns out that this model with these very simple rules produces

  • random graphs with power law degree sequences.

  • This is a plot of what happens when m = 2.

  • This parameter = 0, so that's Albert-Barabasi model.

  • And n = 10 to the power of 6, again, a log log log plot of the degrees.

  • What you see is something which very strongly resembles a straight line.

  • And you have some stochastic fluctuations here,

  • just like in these real world networks.

  • We can prove mathematically that in this model the degree distribution satisfies

  • an asymptotic power law with an exponent that turns out to depend on all

  • the parameters of the model.

  • It's 3 + delta / m, and now you see why the delta is relevant.

  • It allows us to change this power law exponential.

  • And that's relevant because the empirical data suggests we get networks

  • with various differentials.

  • Yes?

  • >> [INAUDIBLE]

  • >> There is tons of different models.

  • There are models where this, indeed, occurs, here, it doesn't.

  • If m is greater than or equal to 2 with high probability after a long time,

  • the network will be connected.

  • So there is no phase transition like in graph or even the configuration model.

  • There are also models where somehow there's more randomness in how you

  • connect up your edges.

  • So rather than saying that you have precisely m edges you connected up

  • with this probability, you connect up to every vertex

  • with the probability that is this one we normalized.

  • And then you do see, sort of, occurrence of a giant component and

  • phase transitions and the like.

  • Does that answer your question?

  • Okay, otherwise you can ask me again, later on.

  • Now, again, we have a model now that, as for

  • the configuration model with power law degrees, produces power laws.

  • So the question is,

  • does this behave in a similar way as the configuration model with similar degrees?

  • Now physicists were saying that this is absolutely true, it has to be true.

  • But that's not mathematical proof.

  • So the rigorous result are of the following kind.

  • They're actually a bit weaker than the rigorous results for

  • the configuration model.

  • That's because this model is just inherently harder.

  • You have this nice, sort of,

  • uniform attachments probabilities in the configuration model.

  • Here, you don't really have that.

  • You really have to take the dynamics into account.

  • That just makes the model much more difficult.

  • But the results are very alike, the results in the configuration model.

  • Forget about the first theorem, look at the second theorem.

  • It says that if m is greater than or equal to 2 and tau is in between 3 and infinity,

  • that means that you have finite second moment of the degrees,

  • which is the same thing as saying that delta is strictly positive.

  • Actually, typical distances are of order log n.

  • We don't know the exact constant.

  • But it's still of the same order of magnitude as in the configuration model,

  • which we see here, so that's this case.

  • Whereas, if delta is negative, meaning that tau is in between 2 and 3,

  • graph distances grow like log log with a constant that we can compute

  • that looks a lot like the constant that we had here.

  • Except that we have a 2 here and a 4 here.

  • Distances are twice as large, roughly.

  • And the reason is very simple.

  • If I take a vertex of very big degree, I was already describing this example of

  • how you can connect up by connecting up to the queen or whatever,

  • somebody who has very high degree.

  • And if you do that, what you typically do is,

  • you start from a vertex that has very high degree, somewhere along your path.

  • And you're going to be connecting that to a vertex that has even higher degree.

  • And that you can do in the configuration model in this regime.

  • In the preferential attachment model it doesn't work that way.

  • If you have a vertex of very high degree,

  • it will not be collected directly to another vertex of much higher degree.

  • But it will be indirectly, so you need an intermediary vertex

  • in order to go from a degree to a vertex of a degree that is much higher.

  • That actually makes distances twice as large.

  • And that's precisely the effect that we see here.

  • So if you look at these results, they're certainly very similar as the ones for

  • the configuration model, and that's good news.

  • And actually there are tons of other results saying that, if you start with

  • random graph models, you see different behavior when the degrees have infinite

  • variance compared to the setting where you have finite variance.

  • Finite variance,

  • typically logarithmic distances, infinite variance typically log log distances So

  • that's the kind of universality we are after in this business.

  • Okay, there are many more models.

  • Certainly the models that I am talking about are not good.

  • Why not?

  • They have low clustering, they have very few short cycles.

  • That's not true in the real world.

  • They don't have any communities,

  • whereas we know that most complex networks do have communities.

  • And they're just too simple, we're recording nothing.

  • Just connections, right?

  • Whereas in a social network, certainly social scientists are interested in

  • all sorts of attributes, gender, age, maybe where people live, etc., etc.

  • So these models really are a caricature of reality,

  • yet we can learn something from them.

  • That's in a sense what applied math is about, learning something from models.

  • This I won't do.

  • Conclusions.

  • So I hope to have convinced you of the fact that networks

  • are an interesting example of where we can apply mathematical thought.

  • And network theory can be useful in order to interpret real-world phenomena.

  • So I was talking about centrality, for example, but

  • also the friendship paradox and you could go way further.

  • These are just examples.

  • It turns out that many of these networks,

  • certainly in the real-world, have unexpected commonality.

  • They're almost all small worlds and they seems to have high amount of

  • variability in the degree structure of the networks.

  • We can use random graph models in order to explain some of these properties, or

  • certainly study some of these properties.

  • And that immediately raises the question whether there's universality.

  • An example that we've seen is distances in two such models,

  • maybe the most popular models, behave in a very similar way,

  • qualitatively, logarithmic regimes in the same,

  • the logarithmic regimes are same and the log-log regimes are the same.

  • That's the kind of results we would like to prove, in general.

  • Now, of course I've been talking here at a relatively high level on

  • research in network science, you could say, but of course it doesn't stop here.

  • I've only looked at the topology.

  • But I haven't quite said anything about what

  • the consequences are of certain topological features.

  • And that's actually what a lot of research is focusing on.

  • So not just thinking about networks as they are and

  • their topological issues, but actually their functionality.

  • Now, one way of looking at this is that you can say that we can model

  • the complex networks using a random graph.

  • And oftentimes we can model their functionality using stochastic

  • processes on them.

  • And these stochastic processes can be anything.

  • So if you're interested in rumor spread, well,

  • you are going to have some sort of information diffusion process.

  • Which is typically modeled as stochastic process.

  • If you're interested in how information diffusion or searching things or

  • page rank or whatever, it's a very natural link to random walks.

  • So very often we're interested in the behavior of stochastic processes

  • on the network and a network is then modelled as a random graph.

  • Mathematically this is quite interesting because you have a stochastic

  • process on a random object.

  • So double randomness, how does this behave?

  • Examples, the spread of a disease, epidemic,

  • when is there going to be a pandemic.

  • Can we predict that from the basis of network topology?

  • How does information spread?

  • How do rumors spread through the network?

  • How is consensus reached within a network?

  • Is it reached?

  • That's another question.

  • How do objects synchronize on a network?

  • For example, this is an example that is very important, for example, in the brain,

  • where synchronization does take place.

  • How robust is our network to random failures,

  • either of the vertices in your network or of the edges in your network?

  • Now again you could say that is a stochastic process,

  • because links fall out by chance.

  • By chance you could say, but still.

  • How does one retrieve information, for example,

  • using page rank algorithms or the like?

  • So I believe that this is going to be a prominent example of applied math

  • that is going to keep us busy for the coming decades.

  • So inspiration, I was all ready showing the book, here's a picture.

  • The book is available as a PDF on my web page.

  • It's not the Cambridge University Press book, but

  • it is the latest version, in fact the students have been going over and going

  • over it then making the final changes that we made in the editorial process.

  • So the two texts should be identical, so you can just download it from there.

  • That's volume 1 if you can read this here.

  • There's a volume 2 that I'm currently working on,

  • but that will take some more time to finish.

  • But it can also be found on the same HTML page.

  • And I was already showing you the network pages, which is an endeavor to

  • reach a broader audience that is interested in network science.

  • If you want to contribute to this endeavor, please let me know.

  • We're very happy if you would.

  • If you just wanna have a look, then by all means go ahead.

  • Thank you very much for your attention. >> [APPLAUSE]

  • >> I have forgoten to mention in

  • the introduction that Remco is a very good speaker.

  • But by now you've figured it out I guess. >> [LAUGH]

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Remco van der Hofstad - 複雑なネットワークの構造.スケールフリーとスモールワールドランダムグラフ (Remco van der Hofstad - The Structure of Complex Networks: Scale-Free and Small-World Random Graphs)

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    Josh に公開 2021 年 01 月 14 日
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