TY - JOUR

T1 - Distinguishing subsampled power laws from other heavy-tailed distributions

AU - Sormunen, Silja

AU - Leskelä, Lasse

AU - Saramäki, Jari

N1 - Publisher Copyright: © 2024 American Physical Society.

PY - 2024/5/8

Y1 - 2024/5/8

N2 - Distinguishing power-law distributions from other heavy-tailed distributions is challenging, and this task is often further complicated by subsampling effects. In this work, we evaluate the performance of two commonly used methods for detecting power-law distributions - the maximum likelihood method of Clauset et al. and the extreme value method of Voitalov et al. - in distinguishing subsampled power laws from two other heavy-tailed distributions, the lognormal and the stretched exponential distributions. We focus on a random subsampling method commonly applied in network science and biological sciences. In this subsampling scheme, we are ultimately interested in the frequency distribution of elements with a certain number of constituent parts - for example, species with k individuals or nodes with k connections - and each part is selected to the subsample with an equal probability. We investigate how well the results obtained from low-subsampling-depth subsamples generalize to the original distribution. Our results show that the power-law exponent of the original distribution can be estimated fairly accurately from subsamples, but classifying the distribution correctly is more challenging. The maximum likelihood method falsely rejects the power-law hypothesis for a large fraction of subsamples from power-law distributions. While the extreme value method correctly recognizes subsampled power-law distributions with all tested subsampling depths, its capacity to distinguish power laws from the heavy-tailed alternatives is limited. However, these false positives tend to result not from the subsampling itself but from the estimators' inability to classify the original sample correctly. In fact, we show that the extreme value method can sometimes be expected to perform better on subsamples than on the original samples from the lognormal and the stretched exponential distributions, while the contrary is true for the main tests included in the maximum likelihood method.

AB - Distinguishing power-law distributions from other heavy-tailed distributions is challenging, and this task is often further complicated by subsampling effects. In this work, we evaluate the performance of two commonly used methods for detecting power-law distributions - the maximum likelihood method of Clauset et al. and the extreme value method of Voitalov et al. - in distinguishing subsampled power laws from two other heavy-tailed distributions, the lognormal and the stretched exponential distributions. We focus on a random subsampling method commonly applied in network science and biological sciences. In this subsampling scheme, we are ultimately interested in the frequency distribution of elements with a certain number of constituent parts - for example, species with k individuals or nodes with k connections - and each part is selected to the subsample with an equal probability. We investigate how well the results obtained from low-subsampling-depth subsamples generalize to the original distribution. Our results show that the power-law exponent of the original distribution can be estimated fairly accurately from subsamples, but classifying the distribution correctly is more challenging. The maximum likelihood method falsely rejects the power-law hypothesis for a large fraction of subsamples from power-law distributions. While the extreme value method correctly recognizes subsampled power-law distributions with all tested subsampling depths, its capacity to distinguish power laws from the heavy-tailed alternatives is limited. However, these false positives tend to result not from the subsampling itself but from the estimators' inability to classify the original sample correctly. In fact, we show that the extreme value method can sometimes be expected to perform better on subsamples than on the original samples from the lognormal and the stretched exponential distributions, while the contrary is true for the main tests included in the maximum likelihood method.

UR - http://www.scopus.com/inward/record.url?scp=85192859165&partnerID=8YFLogxK

U2 - 10.1103/PhysRevE.109.054308

DO - 10.1103/PhysRevE.109.054308

M3 - Article

AN - SCOPUS:85192859165

SN - 2470-0045

VL - 109

SP - 1

EP - 13

JO - Physical Review E

JF - Physical Review E

IS - 5

M1 - 054308

ER -