Random Forests and Networks Analysis
Wilson (Proceedings of the twenty-eight annual acm symposium on the theory of computing, pp. 296–303, 1996) in the 1990s described a simple and efficient algorithm based on loop-erased random walks to sample uniform spanning trees and more generally weighted trees or forests spanning a given graph. This algorithm provides a powerful tool in analyzing structures on networks and along this line of thinking, in recent works (Avena and Gaudillière in A proof of the transfer-current theorem in absence of reversibility, in Stat. Probab. Lett. 142, 17–22 (2018); Avena and Gaudillière in J Theor Probab, 2017. https://doi.org/10.1007/s10959-017-0771-3 ; Avena et al. in Approximate and exact solutions of intertwining equations though random spanning forests, 2017. arXiv:1702.05992v1 ; Avena et al. in Intertwining wavelets or multiresolution analysis on graphs through random forests, 2017. arXiv:1707.04616 , to appear in ACHA (2018)) we focused on applications of spanning rooted forests on finite graphs. The resulting main conclusions are reviewed in this paper by collecting related theorems, algorithms, heuristics and numerical experiments. A first foundational part on determinantal structures and efficient sampling procedures is followed by four main applications: (1) a random-walk-based notion of well-distributed points in a graph, (2) a framework to describe metastable-like dynamics in finite settings by means of Markov intertwining dualities, (3) coarse graining schemes for networks and associated processes, (4) wavelets-like pyramidal algorithms for graph signals.