Evaluating statistical dependencies and rank correlations in power law graphs

by Yana Volkovich (University of Twente)
joint work with: Nelly Litvak, Bert Zwart

We analyze dependencies in power law graph data (Web sample, Wikipedia sample and a preferential attachment graph) using statistical inference for multivariate regular variation. To the best of our knowledge, this is the first attempt to apply the well developed theory of regular variation to graph data. The new insights this yields are striking: the three above-mentioned data sets are shown to have a totally different dependence structure between different graph parameters, such as in-degree and PageRank. Based on the proposed methodology, we suggest a new measure for rank correlations. Unlike most known methods, this measure is especially sensitive to rank permutations for topranked nodes. Using this method, we demonstrate that the PageRank ranking is not sensitive to moderate changes in the damping factor.