Eigenvector-based centrality measures are among the most popular centrality measures in network science. The underlying idea is intuitive and the mathematical description is extremely simple in the framework of standard, mono-layer networks. Moreover, several efficient computational tools are available for their computation. Moving up in dimensionality, several efforts have been made in the past to describe an eigenvector-based centrality measure that generalizes Bonacich index to the case of multiplex networks. In this work, we propose a new definition of eigenvector centrality that relies on the Perron eigenvector of a multi-homogeneous map defined in terms of the tensor describing the network. We prove that existence and uniqueness of such centrality are guaranteed under very mild assumptions on the multiplex network. Extensive numerical studies are proposed to test the newly introduced centrality measure and to compare it to other existing eigenvector-based centralities.
All the centrality measures listed so far are described as @math non-negative matrices. To retrieve a proper centrality score, i.e., a non-negative real number, one has to aggregate the values appearing in the centrality vectors according to some heuristics. @cite_8 the authors propose to use weighted sums, so that the centrality of a node will be the corresponding entry of the vector @math , where @math is a vector of weights. Different choices of @math provide different rankings. If no intuition information is available concerning the importance of layers, then the (possibly) most appropriate choice is to pick @math , thus deriving
@cite_8
2963123334 2042901984 2949962875 1992250165
Numerous centrality measures have been developed to quantify the importances of nodes in time-independent networks, and many of them can be expressed as the leading eigenvector of some matrix. With the increasing availability of network data that changes in time, it is important to extend such eigenvector-based centrality measures to time-dependent networks. In this paper, we introduce a principled generalization of network centrality measures that is valid for any eigenvector-based centrality. We consider a temporal network with @math nodes as a sequence of @math layers that describe the network during different time windows, and we couple centrality matrices for the layers into a supracentrality matrix of size @math whose dominant eigenvector gives the centrality of each node @math at each time @math . We refer to this eigenvector and its components as a joint centrality, as it reflects the importances of both the node @math and the time layer @math . We also introduce the concepts of marginal and conditional... An analysis is conducted on the robustness of measures of centrality in the face of random error in the network data. We use random networks of varying sizes and densities and subject them (separately) to four kinds of random error in varying amounts. The types of error are edge deletion, node deletion, edge addition, and node addition. The results show that the accuracy of centrality measures declines smoothly and predictably with the amount of error. This suggests that, for random networks and random error, we shall be able to construct confidence intervals around centrality scores. In addition, centrality measures were highly similar in their response to error. Dense networks were the most robust in the face of all kinds of error except edge deletion. For edge deletion, sparse networks were more accurately measured. In sparse principal component analysis we are given noisy observations of a low-rank matrix of dimension @math and seek to reconstruct it under additional sparsity assumptions. In particular, we assume here each of the principal components @math has at most @math non-zero entries. We are particularly interested in the high dimensional regime wherein @math is comparable to, or even much larger than @math . In an influential paper, johnstone2004sparse introduced a simple algorithm that estimates the support of the principal vectors @math by the largest entries in the diagonal of the empirical covariance. This method can be shown to identify the correct support with high probability if @math , and to fail with high probability if @math for two constants @math . Despite a considerable amount of work over the last ten years, no practical algorithm exists with provably better support recovery guarantees. Here we analyze a covariance thresholding algorithm that was recently proposed by KrauthgamerSPCA . On the basis of numerical simulations (for the rank-one case), these authors conjectured that covariance thresholding correctly recover the support with high probability for @math (assuming @math of the same order as @math ). We prove this conjecture, and in fact establish a more general guarantee including higher-rank as well as @math much smaller than @math . Recent lower bounds berthet2013computational, ma2015sum suggest that no polynomial time algorithm can do significantly better. The key technical component of our analysis develops new bounds on the norm of kernel random matrices, in regimes that were not considered before. Identifying influential nodes that lead to faster and wider spreading in complex networks is of theoretical and practical significance. The degree centrality method is very simple but of little relevance. Global metrics such as betweenness centrality and closeness centrality can better identify influential nodes, but are incapable to be applied in large-scale networks due to the computational complexity. In order to design an effective ranking method, we proposed a semi-local centrality measure as a tradeoff between the low-relevant degree centrality and other time-consuming measures. We use the Susceptible–Infected–Recovered (SIR) model to evaluate the performance by using the spreading rate and the number of infected nodes. Simulations on four real networks show that our method can well identify influential nodes.