A Low Discrepancy Sequence on Graphs
Many applications such as election forecasting, environmental monitoring, health policy, and graph based machine learning require taking expectation of functions defined on the vertices of a graph. We describe a construction of a sampling scheme analogous to the so called Leja points in complex pote...
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Published in: | The Journal of fourier analysis and applications Vol. 27; no. 5 |
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Main Authors: | , |
Format: | Journal Article |
Language: | English |
Published: |
New York
Springer US
01-10-2021
Springer Springer Nature B.V |
Subjects: | |
Online Access: | Get full text |
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Summary: | Many applications such as election forecasting, environmental monitoring, health policy, and graph based machine learning require taking expectation of functions defined on the vertices of a graph. We describe a construction of a sampling scheme analogous to the so called Leja points in complex potential theory that can be proved to give low discrepancy estimates for the approximation of the expected value by the impirical expected value based on these points. In contrast to classical potential theory where the kernel is fixed and the equilibrium distribution depends upon the kernel, we fix a probability distribution and construct a kernel (which represents the graph structure) for which the equilibrium distribution is the given probability distribution. Our estimates do not depend upon the size of the graph. |
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ISSN: | 1069-5869 1531-5851 |
DOI: | 10.1007/s00041-021-09865-8 |