Paper Info
Title
Simulation of bipartite or Directed graphs with prescribed degree sequences using Maximum Entropy Probabilities.
Abstract
We propose an algorithm for simulating bipartite or directed graphs with given degree sequences, motivated by the study of financial networks with partial information. Our algorithm sequentially computes certain "maximum entropy" matrices, and uses the entries of these matrices to assign probabilities to edges between nodes. We prove the correctness of the algorithm, showing that it always returns a valid graph and that it generates all valid graphs with positive probability. We illustrate the algorithm in an example of an inter-bank network.
Year
DOI
Venue
2018
10.1109/WSC.2018.8632479
WSC
Field
DocType
ISSN
Discrete mathematics,Graph,Monte Carlo method,Computer science,Matrix (mathematics),Simulation,Correctness,Bipartite graph,Financial networks,Directed graph,Principle of maximum entropy
Conference
0891-7736
ISBN
Citations 
PageRank 
978-1-5386-6570
0
0.34
References 
Authors
0
2
Name
Order
Citations
PageRank
Paul Glasserman149695.86
Enrique Lelo de Larrea200.34