Professional Documents
Culture Documents
Matthew O. Jackson
Stanford University, Santa Fe Institute, CIFAR,
www.stanford.edu\~jacksonm
Copyright 2013 The Board of Trustees of The Leland Stanford Junior University. All Rights Reserved. Figures reproduced with permission from Princeton University Press.
1.1:Introduction
WhyStudyNetworks?
Manyeconomic,political,andsocialinteractionsareshapedbythelocal structureofrelationships: tradeofgoodsandservices,mostmarketsarenotcentralized! sharingofinformation,favors,risk,... transmissionofviruses,opinions... accesstoinfoaboutjobs... choicesofbehavior,education,... politicalalliances,tradealliances Socialnetworksinfluencebehavior crime,employment,humancapital,voting,smoking, networksexhibitheterogeneity,butalsohaveenoughunderlyingstructureto model Pureinterestinsocialstructure understandsocialnetworkstructure
PrimaryQuestions:
Whatdoweknowaboutnetworkstructure? Howdonetworksform?Dothe`right networksform? Howdonetworksinfluencebehavior?(and viceversa...)
Synthesize
Manyliteraturesdealwithnetworks
Sociology Economics ComputerScience StatisticalPhysics Math(randomgraph)...
Whathavewelearned?Whatareimportant areasforfutureresearch?
ThreeAreasforResearch
Theory networkformation,dynamics,design... hownetworksinfluencebehavior coevolution? Empiricalandexperimentalwork observenetworks,patterns,influence testtheoryandidentifyregularities Methodology howtomeasureandanalyzenetworks
CentralFocus
Modelsforanalyzingandunderstanding networks:
Randomgraphmethods Strategic,gametheoretictechniques hybrids,statisticalmodels
Goals
Presumenopriorknowledge Introduceyoutoavarietyofapproachesto modelingnetworks(morebreadththandepth) Giveasenseofdifferentdisciplinestechniques andperspectives
Models
Provideinsightintowhyweseecertainphenomena: Whydosocialnetworkshaveshortaveragepathlengths? Allowforcomparativestatics: Howdoescomponentstructurechangewithdensity? Importantincontagion/diffusion/learning... Predictoutofsample: Whatwillhappenwithanewpolicy(vaccine,R&Dsubsidy, ...)? Allowforstatisticalestimation: Istheresignificantclusteringonalocallevelordiditappear atrandom?
Outline
PartI:BackgroundandFundamentals
DefinitionsandCharacteristicsofNetworks(1,2) EmpiricalBackground(3)
PartII:NetworkFormation
RandomNetworkModels(4,5) StrategicNetworkModels(6,11)
PartIII:NetworksandBehavior
DiffusionandLearning(7,8) GamesonNetworks(9)
1.2:ExamplesandChallenges
Outline
PartI:BackgroundandFundamentals
DefinitionsandCharacteristicsofNetworks(1,2) EmpiricalBackground(3)
PartII:NetworkFormation
RandomNetworkModels(4,5) StrategicNetworkModels(6,11)
PartIII:NetworksandBehavior
DiffusionandLearning(7,8) GamesonNetworks(9)
TwoExamples
Ideaofdata Viewofapplications Previewsomequestions
PUCCI
STROZZI
Strozzi
RIDOLFI TORNABUON
GUADAGNI
Guadagni
GINORI
CASTELLAN
ALBIZZI
BARBADORI MEDICI
Medici
ACCIAIUOL
Padgett and Ansells (1993) Data (from Kent 1978) Florentine Marriages, 1430s
SALVIATI
PAZZI
PUCCI
STROZZI
Strozzi .104
RIDOLFI TORNABUON
GUADAGNI
Guadagni .255
GINORI
CASTELLAN
ALBIZZI
BARBADORI MEDICI
Medici .522
ACCIAIUOL
Padgett and Ansells (1993) Data (from Kent 1978) Florentine Marriages, 1430s
SALVIATI
PAZZI
Germany
.11
.12
Spain
WhatdoWeKnow?
Networksplayroleinmanysettings
Jobcontacts,crime,risksharing,trade,politics,...
Networkpositionandstructurematters
richsociologyliterature Medicis notthewealthiestnorthestrongestpolitically, butthemostcentral
``SocialNetworkshavespecialcharacteristics
smallworlds,degreedistributions...
Embeddednessof EconomicActivity
Fewmarketsarecentralized,anonymous Specificrelationshipsmatter...
NetworksinLaborMarkets
MyersandShultz(1951) textileworkers:
62%firstjobfromcontact 23%bydirectapplication 15%byagency,ads,etc.
ReesandShultz(1970) Chicagomarket:
Typist37.3% Accountant23.5% Materialhandler73.8% Janitor65.5%,Electrician57.4%
OtherSettings
Networksandsocialinteractionsincrime: Reiss(1980,1988) 2/3ofcriminalscommitcrimeswithothers Glaeser,Sacerdote andScheinkman (1996) socialinteractionimportantinpetty crime,amongyouths,andinareaswithlessintacthouseholds NetworksandMarkets Uzzi (1996) relationspecificknowledgecriticalingarmentindustry Weisbuch,Kirman,Herreiner (2000) repeatedinteractionsinMarseillefish markets SocialInsurance Fafchamps andLund(2000) risksharinginruralPhilippines DeWeerdt (2002) Tanzania,... Diffusion HybridcornadoptionRyanandGross(1943),Griliches (1957) DrugadoptionColeman,Katz,Menzel (1966) Sociologyliterature interlockingdirectorates,aidstransmission,language,successof immigrantgroups...
TheChallenge:
Howmanynetworksonjust30nodes? Person1couldhave29possiblelinks,person2couldhave 28notcounting1,....total=435 So435possiblelinks,eachcouldeitherbepresentornot, so2x2x2...435times=2435 networks Atoms in the universe: between 2158 and 2246
1.3:DefinitionsandNotation
SimplifyingtheComplexity
Globalpatternsofnetworks degreedistributions,pathlengths... SegregationPatterns nodetypesandhomophily LocalPatterns Clustering,Transitivity,Support Positionsinnetworks Neighborhoods,Centrality,Influence...
RepresentingNetworks
N={1,,n}nodes,vertices,players gin {0,1}nn adjacencymatrix(unweighted,possiblydirected) gij =1indicatesalink,tie,oredgebetweeniandj Alternativenotation:ij in galinkbetweeniandj Network(N,g)
BasicDefinitions
Walkfromi1toiK:asequenceofnodes(i1,i2,...,iK) andsequenceoflinks(i1i2,i2i3,...,iK1iK)suchthat ik1ik in g foreachk
BasicDefinitions
Path:awalk(i1,i2,...iK)witheachnodeik distinct Cycle:awalkwherei1=iK Geodesic:ashortestpathbetweentwonodes
Paths,Walks,Cycles...
1 2 4 3 5 7 6 2 4 1 3 5 7 6
Path (and a walk) from 1 to 7: 1, 2, 3, 4, 5, 6, 7 Walk from 1 to 7 that is not a path: 1, 2, 3, 4, 5, 3, 7
1 2 4 3 5
7 6 2
1 3 4 5
7 6
CountingWalks:
g=
0 1 0 1 2 1 1 1 1 0 0 1 1 2 1 1 0 0 0 1 1 1 1 0 1 1 1 0 1 1 0 3 2 4
g2 =
CountingWalks:
g=
0 1 0 1 2 3 1 4 1 0 0 1 3 2 1 4 0 0 0 1 1 1 0 3 1 1 1 0 4 4 3 2 2 4
g3 =
Components
(N,g)isconnectedifthereisapathbetween everytwonodes Component:maximalconnectedsubgraph
(N,g)isasubsetof(N,g) (N,g)isconnected i inNand ij ingimpliesj inN andij ing
Anetworkwithfour components:
2 3 4 5 1 6 10 7 8 9
1.4:Diameter
Diameter,AveragePathLength
Howclosearenodestoeachother: Howlongdoesittaketo reachaveragenode? Howfastwillinformationspread?... Howdoesitdependonnetworkdensity?
Diameter
Diameter largestgeodesic(largestshortestpath)
ifunconnected,oflargestcomponent...
Averagepathlength (lesspronetooutliers)
Diameter:
K levels has n = 2K+1-1 nodes so, K = log2(n+1) -1 diameter is 2K
Smallaveragepathlengthanddiameter
Milgram (1967)letterexperiments median5forthe25%thatmadeit CoAuthorshipstudies Grossman(2002)Mathmean7.6,max27, Newman(2001)Physicsmean5.9,max20 Goyal etal(2004)Economicsmean9.5,max29 WWW Adamic,Pitkow (1999) mean3.1(85.4%possibleof50Mpages) Facebook Backstrom etal(2012) mean4.74(721millionusers)
Neighborhood andDegree
Neighborhood:Ni(g)={j|ij ing} (usualconventioniinoting) Degree:di =#Ni(g)
SequencesofNetworks
Linksaredenseenoughsothatnetworkis connectedalmostsurely: d(n)(1+)log(n)some>0 d(n)/n0: networkisnottoocomplete
TheoremonNetwork Structure
Ifd(n)(1+)log(n)some>0andd(n)/n 0 Thenforlargen,averagepathlengthanddiameter areapproximatelyproportionaltolog(n)/log(d) (Provenforincreasinglygeneralmodels: ErdosRenyi59 MoonandMoser1966,Bollobas 1981;ChungandLu01;Jackson08;...)
TheoremonNetwork Structure
Ifd(n)(1+)log(n)some>0andd(n)/n 0 AvgDist(n)P 1 log(n)/log(d(n)) samefordiameter
1.5:DiameterandTrees
Diameter
Boundscanbedifficult theorems arenarrow,butintuitioniseasy Letsstartwithaneasycalculation Cayley Tree:eachnodebesides leaveshasdegreed
Intuition:
1 step: Reach d nodes,
Ideas:
1 step: Reach d nodes, then d(d-1),
Ideas:
1 step: Reach d nodes, then d(d-1), then d(d-1)2,
Ideas:
1 step: Reach d nodes, then d(d-1), then d(d-1)2, d(d-1)3, ... After l steps, totals roughly d l
Movingoutl linksfromrootineachdirection reachesd+d(d1)+....d(d1)l 1nodes Thisisd((d1)l 1)/(d2)nodes:roughly(d1)l Toreachn1,needroughly(d1)l =n orl ontheorderof log(n)/log(d)
somelinksmaydoubleback
mostnodesuntilthelaststepare stillnotreached!
1.6:DiametersofRandom Graphs
TheoremonNetwork Structure
Ifd(n)(1+)log(n)some>0andd(n)/n 0 AvgDist(n)P 1 log(n)/log(d(n)) samefordiameter
Movingoutl linksfromrootineachdirection reachesd+d(d1)+....d(d1)l 1nodes Thisisd((d1)l 1)/(d2)nodesorroughly(d1)l Toreachn1,needroughly(d1)l =nor l ontheorderof log(n)/log(d)
E[d]>(1+ )log(n)
http://en.wikipedia.org/wiki/Chernoff_bound
3d)
(1 ed)n
3d)
somelinksmaydoubleback
mostnodesuntilthelaststeparestillnotreached,so mostlinksstillreachingnewnodes! Afterkstepsreachedarounddk nodesandn dk still unreached ifk<log(n)/log(d)thenn dk (much)biggerthandk somostnodesthatlinktoarestillunreached...
Ideas:
Most at maximum distance (100, 10000, 1000000, 100000000...) so average distance is actually same order as diameter
1.7:DiametersintheWorld
TheoremonNetwork Structure
Ifd(n)(1+)log(n)some>0andd(n)/n 0 Thenforlargen,averagepathlengthanddiameter areapproximatelyproportionaltolog(n)/log(d) (Provenforincreasinglygeneralmodels: ErdosRenyi59 MoonandMoser1966,Bollobas 1981;ChungandLu01;Jackson08;...)
SmallWorlds/SixDegreesof Separation
n=6.7billion(worldpopulation) d=50(friends,relatives...) log(n)/log(d)isabout6!!
Examinedataanddiameter
AddHealthdataset Schoolsvaryinaveragedegree andhomophily Doesdiametermatchlog(n)/log(d)?
GolubandJackson(2012)
4 AverageShortestPathvsLog(n)/Log(d) 3 Linear(AverageShortestPathvsLog(n)/Log(d))
ErdosNumbers
NumberoflinksincoauthorshipnetworktoErdos Had509coauthors,morethan1400papers 2004auctionofcoauthorshipwithWilliamTozier (Erdos #=4)onEBay,winnerpaid>1000$ KevinBaconsite....
Density:AverageDegree
HSFriendships(CJP09) 6.5 Romances(BMS03) 0.8 Borrowing(BCDJ12) 3.2
Coauthors(Newman01,GLM06) Bio 15.5 Econ 1.7 Math 3.9 Physics 9.3 Facebook(Marlow09) 120
1.8:DegreeDistributions
DegreeDistributions
Averagedegreetellsonlypartofthestory:
DegreeDistribution,G(n,p):
probabilitythatnodehasdlinksisbinomial [(n1)!/(d!(nd1)!)]pd (1p)nd1
Randomnetwork p=.02,50nodes
Note
manyisolatednodes severalcomponents nocomponenthasmorethanasmallfraction ofthenodes,juststartingtoseeonelarge oneemerge
RandomNetwork p=.08,50nodes
Distributionoflinkspernode: Fattails(Price1965)
Morehighandlowdegreenodesthan predictedatrandom
CitationNetworks toomanywith0citations, toomanywithhighnumbersofcitationstohave citationsdrawnatrandom ``Fattailscomparedtorandomnetwork
Log(Degree)
ScaleFreeDistributions
P(d)=cda
log(P(d))=log(c)a log(d)
RomanceNetwork
Bearman et al HS Network
-0.5
-1 Log CCDF
-1.5
Series1 Series2
-2
-2.5
-3 Log Degree
1.9:Clustering
Clustering
Whatfractionofmyfriendsarefriendsofeachother? Cli(g)=#{kj ing |k,jinNi(g)}/ #{kj |k,jinNi(g)} Averageclustering: Clavg(g)=i Cli(g)/n i k j Freq of this link?
Clustering
Whatfractionofmyfriendsarefriends? Cli(g)=#{kj ing |k,jinNi(g)}/ #{kj |k,jinNi(g)} Averageclustering:Clavg(g)=i Cli(g)/n Overallclustering: Cl(g)=i #{kj ing |k,jinNi(g)}/i #{kj |k,jinNi(g)}
DifferencesinClustering
Average tends to 1
Overall tends to 0
AverageandOverallclusteringtendto0,ifmaxdegreeis boundedandnetworkbecomeslarge: Cl(g)=i #{kj ing |k,jinNi(g)}/i #{kj |k,jinNi(g)} issimplyp Ifdegreeisbounded,thenp(n1)isbounded Sopgoesto0asngrows
ClusteringinaPoisson RandomNetwork
High?ClusteringCoefficients
Prisonfriendships
.31 (MacRae 60)vs .0134
1 2 Freq of this link?
coauthorships
.15 math(Grossman02)vs .00002, .09 biology(Newman01)vs .00001, .19 econ(Goyal etal06)vs .00002,
www
.11forweblinks(Adamic 99)vs .0002
Padgett and Ansells data 1430s Florentine marriages and business dealings
Week1Wrap
Manyrelationshipsare``networkedandunderstanding networkstructurecanhelpunderstandbehaviorand outcomes Networksarecomplex,butcanbepartlydescribedbysome characteristics degreedistributions clustering diameter... Treelikestructuresaregeneratedbyrandomlinksleadto shortpaths Manyobservedsocialnetworksaremoreclusteredthan wouldariseatrandom
Week1:ReferencesInOrderMentioned
Jackson,M.O.(2008)SocialandEconomicNetworks,PrincetonUniversityPress Padgett,J.F.,andC.K.Ansell(1993)RobustActionandtheRiseoftheMedici,14001434,AmericanJournalofSociology98:12591319. Kent,D.(1978)TheRiseoftheMedici:FactioninFlorence14261434,Oxford:OxfordUniversityPress. Elliott,M.L.,B.GolubandM.O.Jackson(2012)``FinancialNetworksandContagion,SSRNworkingpaper2175056 MyersC.A.,andG.P.Shultz(1951)TheDynamicsofaLaborMarket,NewYork:PrenticeHall. ReesAJ,ShultzGP.1970.WorkersinanUrbanLaborMarket.Chicago:Univ.ChicagoPress GranovetterM.1973.Thestrengthofweakties.Am.J.Sociol.78:1360 80 Ioannides YM,DatcherLoury L.2004.Jobinformationnetworks,neighborhoodeffectsandinequality.J.Econ.Lit.424:1056 93 ReissAJ.1980.Understandingchangesincrimerates.InIndicatorsofCrimeandCriminalJustice:QuantitativeStudies.Washington,DC: Bur.JusticeStat. ReissAJ.1988.Cooffendingandcriminalcareers.InCrimeandJustice:AReviewofResearch,Vol.10,ed.MTonry.Chicago:Univ.Chicago Press Glaeser E,Sacerdote B,Scheinkman J.1996.Crimeandsocialinteractions.Q.JEcon.111:507 48 Uzzi B.1996.Thesourcesandconsequencesofembeddedness fortheeconomicperformanceoforganizations:thenetworkeffect.Am. Sociol.Rev.61:67498 Weisbuch,G.,A.Kirman,andD.Herreiner (2000)MarketOrganization,Economica 110:411436. Fafchamps M,LundS.2003.RisksharingnetworksinruralPhilippines.J.Dev.Econ.71:261 87 DeWeerdt J.2004.Risksharingandendogenousnetworkformation.InInsuranceAgainstPoverty,ed.SDercon.Oxford:OxfordUniv.Press Ryan,B.,andN.C.Gross(1943)TheDiffusionofHybridSeedCorninTwoIowaCommunities,RuralSociology8:1524. Griliches,Z.(1957)HybridCorn:AnExplorationintheEconomicsofTechnologicalChange,Econometrica25(4):501522. Coleman,J.S.,E.Katz,andH.Menzel(1966)MedicalInnovation:ADiffusionStudy,Indianapolis,Ind.:BobbsMerrill.
Week1:ReferencesContd
Milgram,S.(1967)TheSmallWorldProblem,PsychologyToday2:6067. Grossman,J.W.(2002)TheEvolutionoftheMathematicalResearchCollaborationGraph,inProceedingsofthe33rdSoutheastern ConferenceonCombinatorics (Congressus Numerantium,Vol.158). Newman,M.E.J.(2001)Scientificcollaborationnetworks. I.NetworkconstructionandfundamentalresultsPhys.Rev.E64,016131 Goyal,S.,M.vanderLeij,andJ.L.MoragaGonzalez (2006)Economics:AnEmergingSmallWorld,JournalofPoliticalEconomy 114(2):403412. Adamic,L.A.(1999)TheSmallWorldWeb,inProceedingsoftheECDL.LectureNotesinComputerScience1696,Berlin:SpringerVerlag. Backstrom,L.,P.Boldiy,M.Rosay,.J.Ugander S.Vignay (2012)``FourDegreesofSeparationarXiv 1111.4570v3 Erdos,P.,andA.Renyi (1959)OnRandomGraphs,Publicationes Mathematicae Debrecen6:290297. (1960)OntheEvolutionofRandomGraphs,PublicationoftheMathematicalInstituteoftheHungarianAcademyofSciences5:1761. (1961)OntheStrengthofConnectednessofaRandomGraph,ActaMathamatica AcademyofSciencesofHungarica 12:261267. JW Moon,L Moser ( 1966)``Almostall(0,1)matricesareprimitive,Studia Sci.Math.Hungar, BBollobs (1981)``DiameterofRandomGraphs, Trans.Am.Math.Soc.,1981 ams.org Chung,F.,andL.Lu(2002)TheAverageDistancesinRandomGraphswithGivenExpectedDegrees,ProceedingsoftheNationalAcademyof Sciences99:1587915882. Jackson,M.O.(2008b)AverageDistance,Diameter,andClusteringinSocialNetworkswithHomophily,arXiv:0810.2603v1,inthe ProceedingsoftheWorkshopinInternetandNetworkEconomics(WINE2008),LectureNotesinComputerScience,EditedbyC. PapadimitriouandS.Zhang,SpringerVerlag,BerlinHeidelberg. Golub,B.andM.O.Jackson (2012)``NetworkStructureandtheSpeedofLearning:MeasuringHomophilyBasedonitsConsequences, AnnalsofEconomicsandStatistics 107/108JulyDec.,2012.
Week1:ReferencesContd
Currarini,S.,M.O.Jackson,andP.Pin(2010)Identifyingtherolesofracebasedchoiceandchanceinhighschoolfriendshipnetwork formation,intheProceedingsoftheNationalAcademyofSciences,107(11):4857 4861 Bearman,P.,J.Moody,andK.Stovel (2004)ChainsofAffection:TheStructureofAdolescentRomanticandSexualNetworks,Chicago, UniversityofChicago,manuscript. Banerjee,A.,A.G.Chandrasekhar, E.Duflo, M.O.Jackson(2012)``DiffusionofMicrofinance,NBERWorkingpaperw17743 Marlow,C.(2009).MaintainedRelationshipsonFacebook. mimeo PriceDJS.1965.Networksofscientificpapers.Science149:51015 Pareto,V.(1896)CoursdEconomiePolitique,Geneva:Droz Yule,G.(1925)AMathematicalTheoryofEvolutionBasedontheConclusionsofDr.J.C.Willis,F.R.S.PhilosophicalTransactionsofthe RoyalSocietyofLondonB213:2187. Zipf,G.(1949)HumanBehaviorandthePrincipleofLeastEffort,Cambridge,Mass.:AddisonWesley. Simon,H.(1955)OnaClassofSkewDistributionFunctions,Biometrika 42(34):425440. Albert,R.,H.Jeong,andA.L.Barabasi (1999)DiameteroftheWorldWideWeb,Nature401:130131. MacRae,J.(1960)DirectFactorAnalysisofSociometric Data,Sociometry 23:360371.