Exchangeable random permutations with an application to Bayesian graph matching
Francesco Gaffi, Nathaniel Josephs, Lizhen Lin
TL;DR
The paper addresses graph matching under uncertainty by introducing a Bayesian framework built on exchangeable random permutations. It characterizes these permutations via their cycle structures and introduces a predictive PA-gCRP to construct priors, pairing them with a correlated SBM to align nodes across networks. Posterior inference uses a node-wise blocked Gibbs sampler, and posterior summaries are computed with perSALSO, a Cayley-distance–based estimator with a three-phase procedure. The results demonstrate accurate recovery of cycle structure and competitive edge alignment with coherent uncertainty quantification, suggesting broad applicability to permutation-valued estimation problems beyond graph matching.
Abstract
We introduce a general Bayesian framework for graph matching grounded in a new theory of exchangeable random permutations. Leveraging the cycle representation of permutations and the literature on exchangeable random partitions, we define, characterize, and study the structural and predictive properties of these probabilistic objects. A novel sequential metaphor, the position-aware generalized Chinese restaurant process, provides a constructive foundation for this theory and supports practical algorithmic design. Exchangeable random permutations offer flexible priors for a wide range of inferential problems centered on permutations. As an application, we develop a Bayesian model for graph matching that integrates a correlated stochastic block model with our novel class of priors. The cycle structure of the matching is linked to latent node partitions that explain connectivity patterns, an assumption consistent with the homogeneity requirement underlying the graph matching task itself. Posterior inference is performed through a node-wise blocked Gibbs sampler directly enabled by the proposed sequential construction. To summarize posterior uncertainty, we introduce perSALSO, an adaptation of SALSO to the permutation domain that provides principled point estimation and interpretable posterior summaries. Together, these contributions establish a unified probabilistic framework for modeling, inference, and uncertainty quantification over permutations.
