A Sequential Importance Sampling Algorithm for Generating Random Graphs with Prescribed Degrees

Joseph K. Blitzstein, Persi Diaconis

Internet Mathematics · 2011 · 295 citations · 67 references

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TL;DR

Random graphs with prescribed degrees extend beyond the Erdős–Rényi model, but the degree constraint makes simulation and estimation challenging. This work seeks to create a sequential algorithm that generates random labeled graphs with a specified degree sequence. The algorithm builds on an extension of Erdős and Gallai’s combinatorial characterization to enable efficient sequential importance sampling. The resulting method is straightforward to implement, computes probabilities on the fly for proper reweighting, and is demonstrated on ecological network simulation and counting graphs with a given degree sequence.

Abstract

Random graphs with given degrees are a natural next step in complexity beyond the Erdős–Rényi model, yet the degree constraint greatly complicates simulation and estimation. We use an extension of a combinatorial characterization due to Erdős and Gallai to develop a sequential algorithm for generating a random labeled graph with a given degree sequence. The algorithm is easy to implement and allows for surprisingly efficient sequential importance sampling. The resulting probabilities are easily computed on the fly, allowing the user to reweight estimators appropriately, in contrast to some ad hoc approaches that generate graphs with the desired degrees but with completely unknown probabilities. Applications are given, including simulating an ecological network and estimating the number of graphs with a given degree sequence.

References

67