Performing random walks in networks is a fundamental primitive that has found applications in many areas of computer science, including distributed computing. In this article, we focus on the problem of sampling random walks efficiently in a distributed network and its applications. Given bandwidth constraints, the goal is to minimize the number of rounds required to obtain random walk samples. All previous algorithms that compute a random walk sample of length ℓ as a subroutine always do so naively, that is, in O(ℓ) rounds.

The main contribution of this article is a fast distributed algorithm for performing random walks. We present a sublinear time distributed algorithm for performing random walks whose time complexity is sublinear in the length of the walk. Our algorithm performs a random walk of length ℓ in Õ(√ℓD) rounds (Õ hides polylog n factors where n is the number of nodes in the network) with high probability on an undirected network, where D is the diameter of the network. For small diameter graphs, this is a significant improvement over the naive O(ℓ) bound.

Furthermore, our algorithm is optimal within a poly-logarithmic factor as there exists a matching lower bound [Nanongkai et al. 2011]. We further extend our algorithms to efficiently perform k independent random walks in Õ(√kℓD + k) rounds. We also show that our algorithm can be applied to speedup the more general Metropolis-Hastings sampling. Our random-walk algorithms can be used to speed up distributed algorithms in applications that use random walks as a subroutine. We present two main applications.

First, we give a fast distributed algorithm for computing a random spanning tree (RST) in an arbitrary (undirected unweighted) network which runs in Õ(√mD) rounds with high probability (m is the number of edges). Our second application is a fast decentralized algorithm for estimating mixing time and related parameters of the underlying network. Our algorithm is fully decentralized and can serve as a building block in the design of topologically-aware networks.

## Another publication from the same category: Machine Learning and Data Science

### Regularization of the Kernel Matrix via Covariance Matrix Shrinkage Estimation

The kernel trick concept, formulated as an inner product in a feature space, facilitates powerful extensions to many well-known algorithms. While the kernel matrix involves inner products in the feature space, the sample covariance matrix of the data requires outer products. Therefore, their spectral properties are tightly connected. This allows us to examine the kernel matrix through the sample covariance matrix in the feature space and vice versa. The use of kernels often involves a large number of features, compared to the number of observations. In this scenario, the sample covariance matrix is not well-conditioned nor is it necessarily invertible, mandating a solution to the problem of estimating high-dimensional covariance matrices under small sample size conditions. We tackle this problem through the use of a shrinkage estimator that offers a compromise between the sample covariance matrix and a well-conditioned matrix (also known as the "target") with the aim of minimizing the mean-squared error (MSE). We propose a distribution-free kernel matrix regularization approach that is tuned directly from the kernel matrix, avoiding the need to address the feature space explicitly. Numerical simulations demonstrate that the proposed regularization is effective in classification tasks.

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