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Negative correlation properties
in graphs or: How I learned to stop
   looking for the edge e among
spanning trees already containing f
     and instead look among all
           spanning trees.

               Alejandro Erickson

            Master’s thesis work while at the
      Department of Combinatorics and Optimization
                 University of Waterloo


                  April 11, 2010
Outline
  Outline

  Kirchhoff’s law and Rayliegh monotonicity
     Kirchhoff’s Law
     Rayleigh monotonicity

  The combinatorics!
    Example
    Previous work

  Rayleigh condition for other stuff
     Forest Rayleigh is equivalent to negative correlation
     Evidence for forest Rayleigh property
     Current work
     Series Parallel graphs and 2-sums
Kirchhoff’s law


  Electrical network of resistors, each with conductance
  yg .
  a        e
                      e has resistance re ,
                      conductance ye = r1  e




                b
  Kirchhoff’s law gives a formula for the conductance
  between nodes a and b.
Model the network as a graph G (shocking!) and let T
be the generating polynomial for spanning trees of G .

  T (G ) =           +                   +               +
       +              +                +                  +
       =     ye yf yh +       ye yf yg +         ye yg yh +   yf yg yh
       +     ye yh yi +       yf yg yi +         ye yf yi +   yg yh yi

                          a      e

                                     i   g
                          f

                                 h           b
Let G /ab be G with nodes a and b identified.
Kirchhoff’s Law

                          T                 T (G )
                 ab
                                           T (G /ab)
                      =                =
                          T(   )

                          a    e

                                   i       g
                          f

                               h           b
Rayleigh monotonicity
  Lord Rayleigh (1842-1919)
  observed that increasing
  the conductance of any
  edge should not decrease
  the effective conductance
  of the whole network.
                    T (G )
          ab
                   T (G /ab)
               =

    ab is non-decreasing
  in the direction
  of every variable ye .
  For any edge e, we have
           ∂
              ab ≥ 0
          ∂ye
Three bits of notation:
   T g denotes evaluation at yg = 0. T g = T (G  g ).
   Tg denotes partial derivative w.r.t yg . Tg = T (G /g ).
   Add an edge, G       G + f where f = ab.




  1
      old G
Three bits of notation:
   T g denotes evaluation at yg = 0. T g = T (G  g ).
   Tg denotes partial derivative w.r.t yg . Tg = T (G /g ).
   Add an edge, G       G + f where f = ab.
Now, Kirchhoff’s law is1

                               T (G )     Tf
                     ab
                              T (G /ab)   Tf
                          =             =

and the Rayleigh property is that

                    Tef Tf − T f Tef
                                     ≥0
                          (Tf )2

for each distinct pair of edges e and f and positive yg s

  1
      old G
Forget all that stuff about electrical networks.
Selecting trees
  Notice that
      yg Tg are the spanning tress containing g
      T g generates those ones not containing g .
Selecting trees
  Notice that
      yg Tg are the spanning tress containing g
      T g generates those ones not containing g .
  We select a spanning tree X with probability
  proportional to g ∈X yg , with positive yg s.
Selecting trees
  Notice that
      yg Tg are the spanning tress containing g
      T g generates those ones not containing g .
  We select a spanning tree X with probability
  proportional to g ∈X yg , with positive yg s.
  The chances our tree contains e are
                           ye Te
                            T
Selecting trees
  Notice that
      yg Tg are the spanning tress containing g
      T g generates those ones not containing g .
  We select a spanning tree X with probability
  proportional to g ∈X yg , with positive yg s.
  The chances our tree contains e are
                            ye Te
                             T

  If we restrict ourselves to trees already containing f ,
  then the chances our tree contains e are
                           ye yf Tef
                            yf Tf
Equivalent conditions

  Obvious but important:
  T consists of those terms not containing g and those
  containing g . That is

                      T = T g + yg Tg
Equivalent conditions

  Obvious but important:
  T consists of those terms not containing g and those
  containing g . That is

                      T = T g + yg Tg


  Back to the Rayleigh condition
                (Te            )Tf − (          T ) Tef
              =(Tef + yf Tef   )Tf − ( T f + yf Tf ) Tef
   (Rayleigh) =(Tef            )Tf − (         T f ) Tef ≥ 0
So what!?!

  We showed that

             Te Tf − TTef = Tef Tf − T f Tef ≥ 0
  The missing piece
                   Te Tf − TTef ≥ 0 if and only if
            ye yf (Te Tf − TTef ) ≥ 0 if and only if
                            ye Te   ye yf Tef
                                  ≥
                             T        yf Tf

  So the chances of selecting a spanning tree with e are
  not increased by choosing among those already
  containing f !
Time for an example
                          a     e

                                    i   g
                          f

                                h       b




     T =    +      +     +     +        +   +     +
    Te =    +      +     +     +
    Tf =    +      +     +     +
    Tef =   +      +
    and ye yf (Te Tf − TTef ) = ye yg yh × yf yg yh =   ×
Where is the proof?


      The classical proof using electrical networks is
      printed in Grimmett’s book.
      The most often cited proof is due to Brooks Smith
      Stone and Tutte (1940).
      A stronger property was shown by Choe and
      Wagner (2006).
      A combinatorical (bijective) proof is given by
      Cibulka, Hladky, LaCroix and Wagner (2008).
  So if this stuff has been done over at least four times,
  what’s all the fuss?
Mathematicians love variations!




  Let’s replace T by the spanning forests, F .
  This was proposed in print in the early 90s.
  Considerable evidence has been published but, as of
  yet, no proof that

                        Fe Ff − FFef ≥ 0

  for positive yg s and pair of distint edges e and f .
A “weaker” version
  Special case of Rayeligh, Fe Ff − FFef
      Set each yg to 1.
      ie, choose spanning forest uniformly at random.

  Special case ≡ Rayleigh
  (independently: Cocks and E., 2008)
  All graphs are forest Rayleigh iff
  all graphs satisfy the special case.
  proof idea: Suppose a graph is not Rayleigh, then
  Fe Ff − FFef < 0 for certain yg s. Replace edges by
  certain disjoint paths to create a graph that is not
  negatively correlated.
Evidence for the conjecture

  – Small graphs
  are negatively correlated
  (Grimmett, Winkler, 2004).
  – Two-sums
  of Rayleigh graphs
  are Rayleigh (Wagner,
  Semple, Welsh 2008)
    Smaller graphs are
  Rayleigh (E., Wagner, 2008)

  Series parallel graphs are
  Rayleigh (E., Wagner, 2008)
SOS conjecture (Wagner)

  The spanning forest Rayleigh difference,

                 ∆F {e f } = Fe Ff − FFef

  is a sum of monomials times squares of polynomials,

                 ∆F {e f } =       yS A(S)2
                               S
SOS conjecture (Wagner)

  The spanning forest Rayleigh difference,

                   ∆F {e f } = Fe Ff − FFef

  is a sum of monomials times squares of polynomials,

                   ∆F {e f } =       yS A(S)2
                                 S


  The Rayleigh property, Fe Ff − FFef ≥ 0 for positive yg s,
  follows immediately.
  One major hangup: the signs of the terms in A(S) are
  unknown.
S-sets and A-sets
                 ∆F {e f } =       yS A(S)2
                               S

     An S-set is a set of edges S so that S ∪ {e f } is
     contained in a cycle.
     The A-sets of S are those spanning forests A so that
     A ∪ {e f } contains a unique cycle which contains S.
S-sets and A-sets
                 ∆F {e f } =       yS A(S)2
                               S

     An S-set is a set of edges S so that S ∪ {e f } is
     contained in a cycle.
     The A-sets of S are those spanning forests A so that
     A ∪ {e f } contains a unique cycle which contains S.




          e                             f
S-sets and A-sets
                 ∆F {e f } =       yS A(S)2
                               S

     An S-set is a set of edges S so that S ∪ {e f } is
     contained in a cycle.
     The A-sets of S are those spanning forests A so that
     A ∪ {e f } contains a unique cycle which contains S.




          e                             f
S-sets and A-sets
                 ∆F {e f } =       yS A(S)2
                               S

     An S-set is a set of edges S so that S ∪ {e f } is
     contained in a cycle.
     The A-sets of S are those spanning forests A so that
     A ∪ {e f } contains a unique cycle which contains S.




          e                             f
S-sets and A-sets
                 ∆F {e f } =       yS A(S)2
                               S

     An S-set is a set of edges S so that S ∪ {e f } is
     contained in a cycle.
     The A-sets of S are those spanning forests A so that
     A ∪ {e f } contains a unique cycle which contains S.




          e                             f
Given an S-set, S with S ∪ {e f } contained in a cycle C ,

               A(S) =       c(S e f C )yA−S
                        A

There they are! The signs c(S e f C ). And there are
MANY of them.
Testing on small graphs

  Wagner had some guesses for the signs and we tested

                       yS A(S)2 = Fe Ff − FFef
                   S

  in Maple, for graphs up to 7 vertices.
  He also found signs that worked for the
  cube and Möbius ladder on 8 vertices.
  Necessary conditions
  Next, we “show” the SOS-conjecture
  should hold for two sums and that
  it does hold for series parallel graphs.
Series parallel graphs and 2-sums
      My presentation         The details
Suppose G = H ⊕g K and let C be a cycle of G . Then
either C is contained in H − g or K − g or
C = CH ∪ CK − g for cycles through g in H and K .
Suppose G = H ⊕g K and let C be a cycle of G . Then
either C is contained in H − g or K − g or
C = CH ∪ CK − g for cycles through g in H and K .
Facts about 2 sums and ∆F {e f } = Fe Ff − FFef
    If e ∈ H and f ∈ K , then
    ∆F (G ){e f } := ∆F (H){e g }∆F (K ){f g }
    If e f ∈ H, then ∆F (G ){e f } = F (K )2 ∆F (H){e f }
The Rayleigh difference factors over the factors of the
2-sum.
How does the SOS-form factor?
                               yS A(S)2
                           S

  is all about the cycles of G , through e and f
  If e ∈ H and f ∈ K , these cycles come from
  C = CH ∪ CK − g .

          ∆F (G ){e f } := ∆F (H){e g }∆F (K ){f g }

  In the same way, A-sets of G come from A-sets of H
  and K , so the SOS-form factors.

  H        e                              K
                    g                f
How does the SOS-form factor?
  Show           yS A(S)2 = F (K )2 ∆F (H){e f } = F (K )2        ySH AH (SH )2
         S                                                   SH


  If e f ∈ H, we sum over
      S-sets in H not containing g .
             careful that A-sets of H and forests of K do not
             form extra cycles in G .




             f

   e                      g
How does the SOS-form factor?
  Show           yS A(S)2 = F (K )2 ∆F (H){e f } = F (K )2        ySH AH (SH )2
         S                                                   SH


  If e f ∈ H, we sum over
      S-sets in H not containing g .
             careful that A-sets of H and forests of K do not
             form extra cycles in G .




             f

   e                      g
How does the SOS-form factor?
  Show            yS A(S)2 = F (K )2 ∆F (H){e f } = F (K )2        ySH AH (SH )2
          S                                                   SH


  If e f ∈ H, we sum over
      S-sets in H not containing g .
              careful that A-sets of H and forests of K do not
              form extra cycles in G .
       S-sets containing g in H and edges of K .
              snag! The forests we use from K need to make a
              unique cycle with g and satisfy another SOS form.
              f

   e                         g



  (K g − Kg )Kg =        Q   yQ B(Q)2 ?
Series parallel graphs.
  ∆-SOS
            ∆F {e f } = Fe Ff − FFef =          yS A(S)2
                                            S


  Φ-SOS
            ΦF {g } = (F g − Fg )Fg =       yQ B(Q)2
                                        Q


  If K is series parallel then it is Φ-SOS.
  Hope for 2-sum
  K is ∆-SOS by inductive hypothesis. Can we show that
  if K is ∆-SOS, then it is Φ-SOS?
  This reduces to yet a third “SOS” form (see paper).
Summary
     Goal: Prove
                   ∆F {e f } = Fe Ff − FFef ≥ 0
     Method: Prove
                   Fe Ff − FFef =       yS A(S)2
                                    S
     Next step: Prove
            ΦF {g } = (F g − Fg )Fg =        yQ B(Q)2
                                         Q

 Many thanks to David Wagner and my classmates
 from Waterloo for their ideas and encouragements.

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Negative correlation properties for graphs

  • 1.
  • 2. Negative correlation properties in graphs or: How I learned to stop looking for the edge e among spanning trees already containing f and instead look among all spanning trees. Alejandro Erickson Master’s thesis work while at the Department of Combinatorics and Optimization University of Waterloo April 11, 2010
  • 3. Outline Outline Kirchhoff’s law and Rayliegh monotonicity Kirchhoff’s Law Rayleigh monotonicity The combinatorics! Example Previous work Rayleigh condition for other stuff Forest Rayleigh is equivalent to negative correlation Evidence for forest Rayleigh property Current work Series Parallel graphs and 2-sums
  • 4. Kirchhoff’s law Electrical network of resistors, each with conductance yg . a e e has resistance re , conductance ye = r1 e b Kirchhoff’s law gives a formula for the conductance between nodes a and b.
  • 5. Model the network as a graph G (shocking!) and let T be the generating polynomial for spanning trees of G . T (G ) = + + + + + + + = ye yf yh + ye yf yg + ye yg yh + yf yg yh + ye yh yi + yf yg yi + ye yf yi + yg yh yi a e i g f h b
  • 6. Let G /ab be G with nodes a and b identified. Kirchhoff’s Law T T (G ) ab T (G /ab) = = T( ) a e i g f h b
  • 7. Rayleigh monotonicity Lord Rayleigh (1842-1919) observed that increasing the conductance of any edge should not decrease the effective conductance of the whole network. T (G ) ab T (G /ab) = ab is non-decreasing in the direction of every variable ye . For any edge e, we have ∂ ab ≥ 0 ∂ye
  • 8. Three bits of notation: T g denotes evaluation at yg = 0. T g = T (G g ). Tg denotes partial derivative w.r.t yg . Tg = T (G /g ). Add an edge, G G + f where f = ab. 1 old G
  • 9. Three bits of notation: T g denotes evaluation at yg = 0. T g = T (G g ). Tg denotes partial derivative w.r.t yg . Tg = T (G /g ). Add an edge, G G + f where f = ab. Now, Kirchhoff’s law is1 T (G ) Tf ab T (G /ab) Tf = = and the Rayleigh property is that Tef Tf − T f Tef ≥0 (Tf )2 for each distinct pair of edges e and f and positive yg s 1 old G
  • 10. Forget all that stuff about electrical networks.
  • 11. Selecting trees Notice that yg Tg are the spanning tress containing g T g generates those ones not containing g .
  • 12. Selecting trees Notice that yg Tg are the spanning tress containing g T g generates those ones not containing g . We select a spanning tree X with probability proportional to g ∈X yg , with positive yg s.
  • 13. Selecting trees Notice that yg Tg are the spanning tress containing g T g generates those ones not containing g . We select a spanning tree X with probability proportional to g ∈X yg , with positive yg s. The chances our tree contains e are ye Te T
  • 14. Selecting trees Notice that yg Tg are the spanning tress containing g T g generates those ones not containing g . We select a spanning tree X with probability proportional to g ∈X yg , with positive yg s. The chances our tree contains e are ye Te T If we restrict ourselves to trees already containing f , then the chances our tree contains e are ye yf Tef yf Tf
  • 15. Equivalent conditions Obvious but important: T consists of those terms not containing g and those containing g . That is T = T g + yg Tg
  • 16. Equivalent conditions Obvious but important: T consists of those terms not containing g and those containing g . That is T = T g + yg Tg Back to the Rayleigh condition (Te )Tf − ( T ) Tef =(Tef + yf Tef )Tf − ( T f + yf Tf ) Tef (Rayleigh) =(Tef )Tf − ( T f ) Tef ≥ 0
  • 17. So what!?! We showed that Te Tf − TTef = Tef Tf − T f Tef ≥ 0 The missing piece Te Tf − TTef ≥ 0 if and only if ye yf (Te Tf − TTef ) ≥ 0 if and only if ye Te ye yf Tef ≥ T yf Tf So the chances of selecting a spanning tree with e are not increased by choosing among those already containing f !
  • 18. Time for an example a e i g f h b T = + + + + + + + Te = + + + + Tf = + + + + Tef = + + and ye yf (Te Tf − TTef ) = ye yg yh × yf yg yh = ×
  • 19. Where is the proof? The classical proof using electrical networks is printed in Grimmett’s book. The most often cited proof is due to Brooks Smith Stone and Tutte (1940). A stronger property was shown by Choe and Wagner (2006). A combinatorical (bijective) proof is given by Cibulka, Hladky, LaCroix and Wagner (2008). So if this stuff has been done over at least four times, what’s all the fuss?
  • 20. Mathematicians love variations! Let’s replace T by the spanning forests, F . This was proposed in print in the early 90s. Considerable evidence has been published but, as of yet, no proof that Fe Ff − FFef ≥ 0 for positive yg s and pair of distint edges e and f .
  • 21. A “weaker” version Special case of Rayeligh, Fe Ff − FFef Set each yg to 1. ie, choose spanning forest uniformly at random. Special case ≡ Rayleigh (independently: Cocks and E., 2008) All graphs are forest Rayleigh iff all graphs satisfy the special case. proof idea: Suppose a graph is not Rayleigh, then Fe Ff − FFef < 0 for certain yg s. Replace edges by certain disjoint paths to create a graph that is not negatively correlated.
  • 22. Evidence for the conjecture – Small graphs are negatively correlated (Grimmett, Winkler, 2004). – Two-sums of Rayleigh graphs are Rayleigh (Wagner, Semple, Welsh 2008) Smaller graphs are Rayleigh (E., Wagner, 2008) Series parallel graphs are Rayleigh (E., Wagner, 2008)
  • 23. SOS conjecture (Wagner) The spanning forest Rayleigh difference, ∆F {e f } = Fe Ff − FFef is a sum of monomials times squares of polynomials, ∆F {e f } = yS A(S)2 S
  • 24. SOS conjecture (Wagner) The spanning forest Rayleigh difference, ∆F {e f } = Fe Ff − FFef is a sum of monomials times squares of polynomials, ∆F {e f } = yS A(S)2 S The Rayleigh property, Fe Ff − FFef ≥ 0 for positive yg s, follows immediately. One major hangup: the signs of the terms in A(S) are unknown.
  • 25. S-sets and A-sets ∆F {e f } = yS A(S)2 S An S-set is a set of edges S so that S ∪ {e f } is contained in a cycle. The A-sets of S are those spanning forests A so that A ∪ {e f } contains a unique cycle which contains S.
  • 26. S-sets and A-sets ∆F {e f } = yS A(S)2 S An S-set is a set of edges S so that S ∪ {e f } is contained in a cycle. The A-sets of S are those spanning forests A so that A ∪ {e f } contains a unique cycle which contains S. e f
  • 27. S-sets and A-sets ∆F {e f } = yS A(S)2 S An S-set is a set of edges S so that S ∪ {e f } is contained in a cycle. The A-sets of S are those spanning forests A so that A ∪ {e f } contains a unique cycle which contains S. e f
  • 28. S-sets and A-sets ∆F {e f } = yS A(S)2 S An S-set is a set of edges S so that S ∪ {e f } is contained in a cycle. The A-sets of S are those spanning forests A so that A ∪ {e f } contains a unique cycle which contains S. e f
  • 29. S-sets and A-sets ∆F {e f } = yS A(S)2 S An S-set is a set of edges S so that S ∪ {e f } is contained in a cycle. The A-sets of S are those spanning forests A so that A ∪ {e f } contains a unique cycle which contains S. e f
  • 30. Given an S-set, S with S ∪ {e f } contained in a cycle C , A(S) = c(S e f C )yA−S A There they are! The signs c(S e f C ). And there are MANY of them.
  • 31. Testing on small graphs Wagner had some guesses for the signs and we tested yS A(S)2 = Fe Ff − FFef S in Maple, for graphs up to 7 vertices. He also found signs that worked for the cube and Möbius ladder on 8 vertices. Necessary conditions Next, we “show” the SOS-conjecture should hold for two sums and that it does hold for series parallel graphs.
  • 32. Series parallel graphs and 2-sums My presentation The details
  • 33. Suppose G = H ⊕g K and let C be a cycle of G . Then either C is contained in H − g or K − g or C = CH ∪ CK − g for cycles through g in H and K .
  • 34. Suppose G = H ⊕g K and let C be a cycle of G . Then either C is contained in H − g or K − g or C = CH ∪ CK − g for cycles through g in H and K . Facts about 2 sums and ∆F {e f } = Fe Ff − FFef If e ∈ H and f ∈ K , then ∆F (G ){e f } := ∆F (H){e g }∆F (K ){f g } If e f ∈ H, then ∆F (G ){e f } = F (K )2 ∆F (H){e f } The Rayleigh difference factors over the factors of the 2-sum.
  • 35. How does the SOS-form factor? yS A(S)2 S is all about the cycles of G , through e and f If e ∈ H and f ∈ K , these cycles come from C = CH ∪ CK − g . ∆F (G ){e f } := ∆F (H){e g }∆F (K ){f g } In the same way, A-sets of G come from A-sets of H and K , so the SOS-form factors. H e K g f
  • 36. How does the SOS-form factor? Show yS A(S)2 = F (K )2 ∆F (H){e f } = F (K )2 ySH AH (SH )2 S SH If e f ∈ H, we sum over S-sets in H not containing g . careful that A-sets of H and forests of K do not form extra cycles in G . f e g
  • 37. How does the SOS-form factor? Show yS A(S)2 = F (K )2 ∆F (H){e f } = F (K )2 ySH AH (SH )2 S SH If e f ∈ H, we sum over S-sets in H not containing g . careful that A-sets of H and forests of K do not form extra cycles in G . f e g
  • 38. How does the SOS-form factor? Show yS A(S)2 = F (K )2 ∆F (H){e f } = F (K )2 ySH AH (SH )2 S SH If e f ∈ H, we sum over S-sets in H not containing g . careful that A-sets of H and forests of K do not form extra cycles in G . S-sets containing g in H and edges of K . snag! The forests we use from K need to make a unique cycle with g and satisfy another SOS form. f e g (K g − Kg )Kg = Q yQ B(Q)2 ?
  • 39. Series parallel graphs. ∆-SOS ∆F {e f } = Fe Ff − FFef = yS A(S)2 S Φ-SOS ΦF {g } = (F g − Fg )Fg = yQ B(Q)2 Q If K is series parallel then it is Φ-SOS. Hope for 2-sum K is ∆-SOS by inductive hypothesis. Can we show that if K is ∆-SOS, then it is Φ-SOS? This reduces to yet a third “SOS” form (see paper).
  • 40. Summary Goal: Prove ∆F {e f } = Fe Ff − FFef ≥ 0 Method: Prove Fe Ff − FFef = yS A(S)2 S Next step: Prove ΦF {g } = (F g − Fg )Fg = yQ B(Q)2 Q Many thanks to David Wagner and my classmates from Waterloo for their ideas and encouragements.