Search arXivSearch

arXiv · 1202.6590

Uniform random generation of large acyclic digraphs

Abstract

Directed acyclic graphs are the basic representation of the structure underlying Bayesian networks, which represent multivariate probability distributions. In many practical applications, such as the reverse engineering of gene regulatory networks, not only the estimation of model parameters but the reconstruction of the structure itself is of great interest. As well as for the assessment of different structure learning algorithms in simulation studies, a uniform sample from the space of directed acyclic graphs is required to evaluate the prevalence of certain structural features. Here we analyse how to sample acyclic digraphs uniformly at random through recursive enumeration, an approach previously thought too computationally involved. Based on complexity considerations, we discuss in particular how the enumeration directly provides an exact method, which avoids the convergence issues of the alternative Markov chain methods and is actually computationally much faster. The limiting behaviour of the distribution of acyclic digraphs then allows us to sample arbitrarily large graphs. Building on the ideas of recursive enumeration based sampling we also introduce a novel hybrid Markov chain with much faster convergence than current alternatives while still being easy to adapt to various restrictions. Finally we discuss how to include such restrictions in the combinatorial enumeration and the new hybrid Markov chain method for efficient uniform sampling of the corresponding graphs.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Jack Kuipers, Giusi Moffa. 2013-11-14. Uniform random generation of large acyclic digraphs. https://doi.org/10.1007/s11222-013-9428-y

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Delayed Acceptance Slice Sampling

Slice sampling is a well-established Markov chain Monte Carlo method for approximate sampling of target distributions which are only known up to a normalizing constant. The method is based on choosing a new state on a slice, i.e., a superlevel set of the given unnormalized target density (with respect to a reference measure). However, slice sampling algorithms usually require per step multiple evaluations of the target density, and thus can become computationally expensive. This is particularly the case for Bayesian inference with costly likelihoods. In this paper, we exploit deterministic approximations of the target density, which are relatively cheap to evaluate, and propose delayed acceptance versions of several common (hybrid) slice samplers. We show ergodicity of the resulting slice sampling methods, discuss the superiority of delayed acceptance (ideal) slice sampling over delayed acceptance Metropolis-Hastings algorithms, and illustrate the benefits of our novel approach in terms of improved computational efficiency in numerical experiments.

stat.CO

Repulsive normalizing flow mixtures for adaptive importance sampling: reliability analysis of complex systems

Accurate rare-event estimation can be computationally expensive. Classical adaptive importance sampling (IS) schemes often rely on restrictive proposal families and can struggle under multiple failure modes. We propose FAMIS, a flow-based multiple importance sampling (MIS) framework that learns a nonuniform mixture of normalizing flow proposals for rare event estimation. The method does not require presampled failure data or prior knowledge of the number, location, or geometry of the failure modes. Instead, it adaptively learns the mixture through sequential evaluations of the limit state function. To guide training toward the failure domain, FAMIS uses a smooth rare-event surrogate and a tempered target sequence. A defensive exploration mixture improves early-stage coverage, a Rao Blackwellized update adapts the mixture weights, and a Jensen-Shannon repulsion term promotes separation and diversity among the base components. The final failure probability is computed with a deterministic-mixture MIS estimator. Numerical experiments demonstrate that FAMIS accurately approximates quasi-optimal IS densities with fewer training samples and model evaluations, providing stable variance reduction across complex reliability problems.

stat.CO

Scentree: a framework for generating scenario trees for multistage stochastic programming

We present scentree, an open-source Python package for constructing a scenario fan and a scenario tree for multistage stochastic programming from historical data. It combines machine learning and multivariate time series models to obtain a scenario fan that captures inter-stage dependencies in the stochastic processes. This scenario fan is subsequently transformed into a scenario tree suitable for multistage stochastic optimization, providing a flexible and extensible framework for uncertainty modeling. A key contribution is the automation of the complete workflow, including model selection, parameter estimation, scenario fan generation, and scenario tree construction. Scentree does not rely on assumptions about the underlying data distribution, reducing the statistical expertise required to produce a scenario tree. Furthermore, it is agnostic to the specific multistage stochastic problem to be solved.

stat.CO