Constructing networks by filtering correlation matrices: A null model approach

Sadamori Kojaku, Naoki Masuda

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

Abstract

Network analysis has been applied to various correlation matrix data. Thresholding on the value of the pairwise correlation is probably the most straightforward and common method to create a network from a correlation matrix. However, there have been criticisms on this thresholding approach such as an inability to filter out spurious correlations, which have led to proposals of alternative methods to overcome some of the problems. We propose a method to create networks from correlation matrices based on optimization with regularization, where we lay an edge between each pair of nodes if and only if the edge is unexpected from a null model. The proposed algorithm is advantageous in that it can be combined with different types of null models. Moreover, the algorithm can select the most plausible null model from a set of candidate null models using a model selection criterion. For three economic datasets, we find that the configuration model for correlation matrices is often preferred to standard null models. For country-level product export data, the present method better predicts main products exported from countries than sample correlation matrices do.

Original languageEnglish
Article number20190578
JournalProceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
Volume475
Issue number2231
DOIs
Publication statusPublished - 2019 Nov 1
Externally publishedYes

Keywords

  • Lasso
  • Network inference
  • Principle of maximum entropy
  • Sparsity
  • Thresholding

ASJC Scopus subject areas

  • Mathematics(all)
  • Engineering(all)
  • Physics and Astronomy(all)

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