🤖 AI Summary
This work addresses the challenge of quantifying spatial clustering of probability distributions over graph-structured data by introducing a diffusion distance that incorporates global graph geometry. Built upon a Metropolis–Hastings Markov chain, the proposed measure characterizes the rate at which a distribution converges to uniformity to assess clustering intensity, thereby extending the classical Moran’s I statistic to a global perspective. Theoretically, the distance is linked to spectral graph theory and optimal transport, with formal stability guarantees provided. Empirical evaluations demonstrate superior statistical power over Moran’s I in synthetic benchmarks and reveal nuanced segregation patterns in the distribution of Black populations across 100 U.S. cities—patterns overlooked by traditional local indicators.
📝 Abstract
We propose a novel measure of the discrepancy between two probability distributions $f$ and $g$ on a graph - which we call the diffusion distance - that measures the rate of convergence of $f$ to $g$ under a graph-constrained Markov chain with stationary distribution $g$. As a default choice for this Markov chain, we use the Metropolis-Hastings transition matrix targeting $g$ with proposals given by a random walk on the graph. Our primary case of interest is when the second distribution $g$ is uniform, in which case the diffusion distance becomes a measure of spatial clustering in $f$. Used in this way, (Metropolis-Hastings) diffusion distance to uniformity extends Moran's $I$-type measures of spatial autocorrelation by incorporating global graph geometry rather than just local patterns. Indeed, Moran's $I$, the most well-known measure of spatial autocorrelation, can be viewed as a one-step heuristic for diffusion distance, so long as specific spatial weights are used. We establish theoretical bounds and a stability result for our measure, connecting it to graph spectra and optimal transport. We then turn our attention to outlining a statistical test for spatial clustering using diffusion distance. Under permutation null models, we derive high-probability bounds on diffusion distance underpinned by exact spectral formulas for convergence of distributions, enabling an efficient statistical test for spatial clustering on large datasets. We empirically compare diffusion distance to Moran's $I$ both as a numerical measure and as a statistical test. We show that diffusion distance exhibits higher power on synthetic data using a stochastic block model. Empirical analysis of Black population distributions for 100 U.S. cities shows that diffusion distance detects subtle differences in urban segregation patterns that Moran's $I$ does not.