We propose algorithms to approximate directed information graphs. Directed information graphs are probabilistic graphical models that depict causal dependencies between stochastic processes in a network. The proposed algorithms identify optimal and near-optimal approximations in terms of Kullback-Leibler divergence. The user-chosen sparsity trades off the quality of the approximation against visual conciseness and computational tractability. One class of approximations contains graphs with specified in-degrees. Another class additionally requires that the graph is connected. For both classes, we propose algorithms to identify the optimal approximations and also near-optimal approximations, using a novel relaxation of submodularity. We also propose algorithms to identify the r-best approximations among these classes, enabling robust decision making.
There has been much less work developing approximations for directed information graphs. In @cite_8 , an algorithm is proposed to identify the best directed spanning tree approximation for directed information graphs. In @cite_1 , several algorithms are introduced for inferring the exact topology. One of the algorithms can be also used to compute the best approximation where the only topological constraints are user-specified in-degrees. That is discussed here as Algorithm 1 in . Several works investigated sparse approximations using lasso and related penalties when processes are jointly autoregressive with Gaussian noise .
@cite_1 @cite_8
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We study the distributed maximal independent set (henceforth, MIS) problem on sparse graphs. Currently, there are known algorithms with a sublogarithmic running time for this problem on oriented trees and graphs of bounded degrees. We devise the first sublogarithmic algorithm for computing MIS on graphs of bounded arboricity. This is a large family of graphs that includes graphs of bounded degree, planar graphs, graphs of bounded genus, graphs of bounded treewidth, graphs that exclude a fixed minor, and many other graphs. We also devise efficient algorithms for coloring graphs from these families. These results are achieved by the following technique that may be of independent interest. Our algorithm starts with computing a certain graph-theoretic structure, called Nash-Williams forests-decomposition. Then this structure is used to compute the MIS or coloring. Our results demonstrate that this methodology is very powerful. Finally, we show nearly-tight lower bounds on the running time of any distributed algorithm for computing a forests-decomposition. Given an arc-weighted directed graph G = (V, A, spl lscr ) and a pair of nodes s, t, we seek to find an s-t walk of length at most B that maximizes some given function f of the set of nodes visited by the walk. The simplest case is when we seek to maximize the number of nodes visited: this is called the orienteering problem. Our main result is a quasi-polynomial time algorithm that yields an O(log OPT) approximation for this problem when f is a given submodular set function. We then extend it to the case when a node v is counted as visited only if the walk reaches v in its time window [R(v), D(v)]. We apply the algorithm to obtain several new results. First, we obtain an O(log OPT) approximation for a generalization of the orienteering problem in which the profit for visiting each node may vary arbitrarily with time. This captures the time window problem considered earlier for which, even in undirected graphs, the best approximation ratio known [Bansal, (2004)] is O(log sup 2 OPT). The second application is an O(log sup 2 k) approximation for the k-TSP problem in directed graphs (satisfying asymmetric triangle inequality). This is the first non-trivial approximation algorithm for this problem. The third application is an O(log sup 2 k) approximation (in quasi-poly time) for the group Steiner problem in undirected graphs where k is the number of groups. This improves earlier ratios (Garg, ) by a logarithmic factor and almost matches the inapproximability threshold on trees (Halperin and Krauthgamer, 2003). This connection to group Steiner trees also enables us to prove that the problem we consider is hard to approximate to a ratio better than spl Omega (log sup 1- spl epsi OPT), even in undirected graphs. Even though our algorithm runs in quasi-poly time, we believe that the implications for the approximability of several basic optimization problems are interesting. We present a distributed algorithm that constructs an O(log n)-approximate minimum spanning tree (MST) in any arbitrary network. This algorithm runs in time O(D(G) + L(G, w)) where L(G, w) is a parameter called the local shortest path diameter and D(G) is the (unweighted) diameter of the graph. Our algorithm is existentially optimal (up to polylogarithmic factors), i.e., there exist graphs which need Ω(D(G) + L(G, w)) time to compute an H-approximation to the MST for any (H , ,[1, ( log n)] ) . Our result also shows that there can be a significant time gap between exact and approximate MST computation: there exists graphs in which the running time of our approximation algorithm is exponentially faster than the time-optimal distributed algorithm that computes the MST. Finally, we show that our algorithm can be used to find an approximate MST in wireless networks and in random weighted networks in almost optimal O(D(G)) time. For some positive constant , we give a (3 2- )-approximation algorithm for the following problem: given a graph G_0=(V,E_0), find the shortest tour that visits every vertex at least once. This is a special case of the metric traveling salesman problem when the underlying metric is defined by shortest path distances in G_0. The result improves on the 3 2-approximation algorithm due to Christofides [C76] for this special case. Similar to Christofides, our algorithm finds a spanning tree whose cost is upper bounded by the optimum, then it finds the minimum cost Eulerian augmentation (or T-join) of that tree. The main difference is in the selection of the spanning tree. Except in certain cases where the solution of LP is nearly integral, we select the spanning tree randomly by sampling from a maximum entropy distribution defined by the linear programming relaxation. Despite the simplicity of the algorithm, the analysis builds on a variety of ideas such as properties of strongly Rayleigh measures from probability theory, graph theoretical results on the structure of near minimum cuts, and the integrality of the T-join polytope from polyhedral theory. Also, as a byproduct of our result, we show new properties of the near minimum cuts of any graph, which may be of independent interest.