Levi graphs and concurrence graphs as tools to evaluate designs

R. A. Bailey

[email protected]

The Norman Biggs Lecture, May 2012

1/35 What makes a good for experiments?

I have v treatments that I want to compare. I have b blocks. Each block has space for k treatments (not necessarily distinct).

How should I choose a block design?

2/35 Two designs with v = 5, b = 7, k = 3: which is better?

Conventions: columns are blocks; order of treatments within each block is irrelevant; order of blocks is irrelevant.

1 1 1 1 2 2 2 1 1 1 1 2 2 2 2 3 3 4 3 3 4 1 3 3 4 3 3 4 3 4 5 5 4 5 5 2 4 5 5 4 5 5

binary non-binary

A design is binary if no treatment occurs more than once in any block.

3/35 Two designs with v = 15, b = 7, k = 3: which is better?

1 1 2 3 4 5 6 1 1 1 1 1 1 1 2 4 5 6 10 11 12 2 4 6 8 10 12 14 3 7 8 9 13 14 15 3 5 7 9 11 13 15

replications differ by ≤ 1 queen-bee design

The replication of a treatment is its number of occurrences.

A design is a queen-bee design if there is a treatment that occurs in every block.

4/35 Two designs with v = 7, b = 7, k = 3: which is better?

1 2 3 4 5 6 7 1 2 3 4 5 6 7 2 3 4 5 6 7 1 2 3 4 5 6 7 1 4 5 6 7 1 2 3 3 4 5 6 7 1 2

balanced (2-design) non-balanced

A binary design is balanced if every pair of distinct treaments occurs together in the same number of blocks.

5/35 If ω is an experimental unit, put

f (ω) = treatment on ω g(ω) = block containing ω.

For i = 1, . . . , v and j = 1, . . . , b, let

nij = |{ω : f (ω) = i and g(ω) = j}|

= number of experimental units in block j which have treatment i.

The v × b matrix N has entries nij.

Experimental units and

There are bk experimental units.

6/35 For i = 1, . . . , v and j = 1, . . . , b, let

nij = |{ω : f (ω) = i and g(ω) = j}|

= number of experimental units in block j which have treatment i.

The v × b incidence matrix N has entries nij.

Experimental units and incidence matrix

There are bk experimental units. If ω is an experimental unit, put

f (ω) = treatment on ω g(ω) = block containing ω.

6/35 The v × b incidence matrix N has entries nij.

Experimental units and incidence matrix

There are bk experimental units. If ω is an experimental unit, put

f (ω) = treatment on ω g(ω) = block containing ω.

For i = 1, . . . , v and j = 1, . . . , b, let

nij = |{ω : f (ω) = i and g(ω) = j}|

= number of experimental units in block j which have treatment i.

6/35 Experimental units and incidence matrix

There are bk experimental units. If ω is an experimental unit, put

f (ω) = treatment on ω g(ω) = block containing ω.

For i = 1, . . . , v and j = 1, . . . , b, let

nij = |{ω : f (ω) = i and g(ω) = j}|

= number of experimental units in block j which have treatment i.

The v × b incidence matrix N has entries nij.

6/35 I one vertex for each treatment, I one vertex for each block, I one edge for each experimental unit, with edge ω joining vertex f (ω) to vertex g(ω).

It is a , with nij edges between treatment-vertex i and block-vertex j.

Levi graph

The Levi graph G˜ of a block design ∆ has

7/35 I one vertex for each block, I one edge for each experimental unit, with edge ω joining vertex f (ω) to vertex g(ω).

It is a bipartite graph, with nij edges between treatment-vertex i and block-vertex j.

Levi graph

The Levi graph G˜ of a block design ∆ has

I one vertex for each treatment,

7/35 I one edge for each experimental unit, with edge ω joining vertex f (ω) to vertex g(ω).

It is a bipartite graph, with nij edges between treatment-vertex i and block-vertex j.

Levi graph

The Levi graph G˜ of a block design ∆ has

I one vertex for each treatment, I one vertex for each block,

7/35 It is a bipartite graph, with nij edges between treatment-vertex i and block-vertex j.

Levi graph

The Levi graph G˜ of a block design ∆ has

I one vertex for each treatment, I one vertex for each block, I one edge for each experimental unit, with edge ω joining vertex f (ω) to vertex g(ω).

7/35 It is a bipartite graph, with nij edges between treatment-vertex i and block-vertex j.

Levi graph

The Levi graph G˜ of a block design ∆ has

I one vertex for each treatment, I one vertex for each block, I one edge for each experimental unit, with edge ω joining vertex f (ω) to vertex g(ω).

7/35 Levi graph

The Levi graph G˜ of a block design ∆ has

I one vertex for each treatment, I one vertex for each block, I one edge for each experimental unit, with edge ω joining vertex f (ω) to vertex g(ω).

It is a bipartite graph, with nij edges between treatment-vertex i and block-vertex j.

7/35 ¨¨HH ¨¨ HH ¨¨ HH HH ¨¨ H ¨ HH ¨¨ H¨

4

x    1x2 x

3x

Example 1: v = 4, b = k = 3

1 2 1 3 3 2 4 4 2

8/35 ¨¨HH ¨¨ HH ¨¨ HH HH ¨¨ H ¨ HH ¨¨ H¨

Example 1: v = 4, b = k = 3

1 2 1 3 3 2 4 4 2

4

x    1x2 x

3x

8/35 HH HH HH ¨¨ ¨ ¨¨ ¨

Example 1: v = 4, b = k = 3

1 2 1 3 3 2 4 4 2

4 ¨¨ ¨¨ x ¨¨ HH   H1 2 HxH x H 3x

8/35 Example 1: v = 4, b = k = 3

1 2 1 3 3 2 4 4 2

4 ¨¨HH ¨¨ x HH ¨¨ HH HH ¨¨  H1 2¨ HxH ¨¨ x H¨ 3x

8/35 Example 1: v = 4, b = k = 3

1 2 1 3 3 2 4 4 2

4 ¨¨HH ¨¨ x HH ¨¨ HH HH ¨¨  H1 2¨ HxH ¨¨ x H¨ 3x

8/35 5 8 1 x  @ @ x@ x @  2 x 4  @ @ x@ @ 

x63 x 7 x

Example 2: v = 8, b = 4, k = 3

1 2 3 4 2 3 4 1 5 6 7 8

9/35 Example 2: v = 8, b = 4, k = 3

1 2 3 4 2 3 4 1 5 6 7 8

5 8 1 x  @ @ x@ x @  2 x 4  @ @ x@ @ 

x63 x 7 x 9/35 I one vertex for each treatment, I one edge for each unordered pair α, ω, with α 6= ω, g(α) = g(ω) and f (α) 6= f (ω): this edge joins vertices f (α) and f (ω).

There are no loops. If i 6= j then the number of edges between vertices i and j is

b λij = ∑ nisnjs; s=1

this is called the concurrence of i and j, and is the (i, j)-entry of Λ = NN>.

Concurrence graph

The concurrence graph G of a block design ∆ has

10/35 I one edge for each unordered pair α, ω, with α 6= ω, g(α) = g(ω) and f (α) 6= f (ω): this edge joins vertices f (α) and f (ω).

There are no loops. If i 6= j then the number of edges between vertices i and j is

b λij = ∑ nisnjs; s=1

this is called the concurrence of i and j, and is the (i, j)-entry of Λ = NN>.

Concurrence graph

The concurrence graph G of a block design ∆ has

I one vertex for each treatment,

10/35 There are no loops. If i 6= j then the number of edges between vertices i and j is

b λij = ∑ nisnjs; s=1

this is called the concurrence of i and j, and is the (i, j)-entry of Λ = NN>.

Concurrence graph

The concurrence graph G of a block design ∆ has

I one vertex for each treatment, I one edge for each unordered pair α, ω, with α 6= ω, g(α) = g(ω) and f (α) 6= f (ω): this edge joins vertices f (α) and f (ω).

10/35 There are no loops. If i 6= j then the number of edges between vertices i and j is

b λij = ∑ nisnjs; s=1

this is called the concurrence of i and j, and is the (i, j)-entry of Λ = NN>.

Concurrence graph

The concurrence graph G of a block design ∆ has

I one vertex for each treatment, I one edge for each unordered pair α, ω, with α 6= ω, g(α) = g(ω) and f (α) 6= f (ω): this edge joins vertices f (α) and f (ω).

10/35 If i 6= j then the number of edges between vertices i and j is

b λij = ∑ nisnjs; s=1

this is called the concurrence of i and j, and is the (i, j)-entry of Λ = NN>.

Concurrence graph

The concurrence graph G of a block design ∆ has

I one vertex for each treatment, I one edge for each unordered pair α, ω, with α 6= ω, g(α) = g(ω) and f (α) 6= f (ω): this edge joins vertices f (α) and f (ω).

There are no loops.

10/35 this is called the concurrence of i and j, and is the (i, j)-entry of Λ = NN>.

Concurrence graph

The concurrence graph G of a block design ∆ has

I one vertex for each treatment, I one edge for each unordered pair α, ω, with α 6= ω, g(α) = g(ω) and f (α) 6= f (ω): this edge joins vertices f (α) and f (ω).

There are no loops. If i 6= j then the number of edges between vertices i and j is

b λij = ∑ nisnjs; s=1

10/35 Concurrence graph

The concurrence graph G of a block design ∆ has

I one vertex for each treatment, I one edge for each unordered pair α, ω, with α 6= ω, g(α) = g(ω) and f (α) 6= f (ω): this edge joins vertices f (α) and f (ω).

There are no loops. If i 6= j then the number of edges between vertices i and j is

b λij = ∑ nisnjs; s=1

this is called the concurrence of i and j, and is the (i, j)-entry of Λ = NN>.

10/35 can recover design may have more symmetry more vertices more edges if k = 2 more edges if k ≥ 4

4 1 2 ¨H ¨ H @ ¨¨ x HH x@ x ¨¨ HH @ H ¨  HH ¨¨ @ 1Hx¨2 x @ HH¨¨ @ 3x 3x 4x

Levi graph concurrence graph

Example 1: v = 4, b = k = 3

1 2 1 3 3 2 4 4 2

11/35 can recover design may have more symmetry more vertices more edges if k = 2 more edges if k ≥ 4

Example 1: v = 4, b = k = 3

1 2 1 3 3 2 4 4 2

4 1 2 ¨H ¨ H @ ¨¨ x HH x@ x ¨¨ HH @ H ¨  HH ¨¨ @ 1Hx¨2 x @ HH¨¨ @ 3x 3x 4x

Levi graph concurrence graph

11/35 more vertices more edges if k = 2 more edges if k ≥ 4

Example 1: v = 4, b = k = 3

1 2 1 3 3 2 4 4 2

4 1 2 ¨H ¨ H @ ¨¨ x HH x@ x ¨¨ HH @ H ¨  HH ¨¨ @ 1Hx¨2 x @ HH¨¨ @ 3x 3x 4x

Levi graph concurrence graph can recover design may have more symmetry

11/35 more edges if k = 2 more edges if k ≥ 4

Example 1: v = 4, b = k = 3

1 2 1 3 3 2 4 4 2

4 1 2 ¨H ¨ H @ ¨¨ x HH x@ x ¨¨ HH @ H ¨  HH ¨¨ @ 1Hx¨2 x @ HH¨¨ @ 3x 3x 4x

Levi graph concurrence graph can recover design may have more symmetry more vertices

11/35 Example 1: v = 4, b = k = 3

1 2 1 3 3 2 4 4 2

4 1 2 ¨H ¨ H @ ¨¨ x HH x@ x ¨¨ HH @ H ¨  HH ¨¨ @ 1Hx¨2 x @ HH¨¨ @ 3x 3x 4x

Levi graph concurrence graph can recover design may have more symmetry more vertices more edges if k = 2 more edges if k ≥ 4 11/35 5 5 8 1 x ¡A  x @ @ 1¡ A 2 x@ x @ ¡ A  2 ¨¨ HH ¨ x x H x 8HH ¨¨ 6 xH ¨ x 4  A ¡ @ @ 4 3 x@ @ xA ¡ x  A¡

x63 x 7 7x x Levi graph concurrence graph

Example 2: v = 8, b = 4, k = 3

1 2 3 4 2 3 4 1 5 6 7 8

12/35 Example 2: v = 8, b = 4, k = 3

1 2 3 4 2 3 4 1 5 6 7 8

5 5 8 1 x ¡A  x @ @ 1¡ A 2 x@ x @ ¡ A  2 ¨¨ HH ¨ x x H x 8HH ¨¨ 6 xH ¨ x 4  A ¡ @ @ 4 3 x@ @ xA ¡ x  A¡

x63 x 7 7x x Levi graph concurrence graph

12/35 Example 3: v = 15, b = 7, k = 3

1 1 2 3 4 5 6 1 1 1 1 1 1 1 2 4 5 6 10 11 12 2 4 6 8 10 12 14 3 7 8 9 13 14 15 3 5 7 9 11 13 15

8 9 13 7 8 11 7 10 D ¤ bb 4 "" bb 5 "" D ¤ b" b" J x x @ x" b x x" b x 6 xJ D ¤ x@ 11 " b " b QQ J D ¤  x T  x x Q J D ¤  x 10 1 T  2 14 5 ````Q  12 x x x x ``Q JD ¤ ` T3 x Q``` x  T  J Q ``  4 1x 13  xT  J Q 12 9 x J QQ x T  6 3 14 x x x @ J T x@ J x 15x 2x 15x

13/35 I if i 6= j then Lij = −(number of edges between i and j) = −λij; I Lii = valency of i = ∑ λij. j6=i

I L˜ ii = valency of i ( k if i is a block = replication ri of i if i is a treatment I if i 6= j then Lij = −(number of edges between i and j)  0 if i and j are both treatments  = 0 if i and j are both blocks  −nij if i is a treatment and j is a block, or vice versa.

The Laplacian matrix L˜ of the Levi graph G˜ is a (v + b) × (v + b) matrix with (i, j)-entry as follows:

Laplacian matrices

The Laplacian matrix L of the concurrence graph G is a v × v matrix with (i, j)-entry as follows:

14/35 I L˜ ii = valency of i ( k if i is a block = replication ri of i if i is a treatment I if i 6= j then Lij = −(number of edges between i and j)  0 if i and j are both treatments  = 0 if i and j are both blocks  −nij if i is a treatment and j is a block, or vice versa.

I Lii = valency of i = ∑ λij. j6=i The Laplacian matrix L˜ of the Levi graph G˜ is a (v + b) × (v + b) matrix with (i, j)-entry as follows:

Laplacian matrices

The Laplacian matrix L of the concurrence graph G is a v × v matrix with (i, j)-entry as follows: I if i 6= j then Lij = −(number of edges between i and j) = −λij;

14/35 I L˜ ii = valency of i ( k if i is a block = replication ri of i if i is a treatment I if i 6= j then Lij = −(number of edges between i and j)  0 if i and j are both treatments  = 0 if i and j are both blocks  −nij if i is a treatment and j is a block, or vice versa.

The Laplacian matrix L˜ of the Levi graph G˜ is a (v + b) × (v + b) matrix with (i, j)-entry as follows:

Laplacian matrices

The Laplacian matrix L of the concurrence graph G is a v × v matrix with (i, j)-entry as follows: I if i 6= j then Lij = −(number of edges between i and j) = −λij; I Lii = valency of i = ∑ λij. j6=i

14/35 I L˜ ii = valency of i ( k if i is a block = replication ri of i if i is a treatment I if i 6= j then Lij = −(number of edges between i and j)  0 if i and j are both treatments  = 0 if i and j are both blocks  −nij if i is a treatment and j is a block, or vice versa.

The Laplacian matrix L˜ of the Levi graph G˜ is a (v + b) × (v + b) matrix with (i, j)-entry as follows:

Laplacian matrices

The Laplacian matrix L of the concurrence graph G is a v × v matrix with (i, j)-entry as follows: I if i 6= j then Lij = −(number of edges between i and j) = −λij; I Lii = valency of i = ∑ λij. j6=i

14/35 I L˜ ii = valency of i ( k if i is a block = replication ri of i if i is a treatment I if i 6= j then Lij = −(number of edges between i and j)  0 if i and j are both treatments  = 0 if i and j are both blocks  −nij if i is a treatment and j is a block, or vice versa.

Laplacian matrices

The Laplacian matrix L of the concurrence graph G is a v × v matrix with (i, j)-entry as follows: I if i 6= j then Lij = −(number of edges between i and j) = −λij; I Lii = valency of i = ∑ λij. j6=i The Laplacian matrix L˜ of the Levi graph G˜ is a (v + b) × (v + b) matrix with (i, j)-entry as follows:

14/35 I if i 6= j then Lij = −(number of edges between i and j)  0 if i and j are both treatments  = 0 if i and j are both blocks  −nij if i is a treatment and j is a block, or vice versa.

Laplacian matrices

The Laplacian matrix L of the concurrence graph G is a v × v matrix with (i, j)-entry as follows: I if i 6= j then Lij = −(number of edges between i and j) = −λij; I Lii = valency of i = ∑ λij. j6=i The Laplacian matrix L˜ of the Levi graph G˜ is a (v + b) × (v + b) matrix with (i, j)-entry as follows: I L˜ ii = valency of i ( k if i is a block = replication ri of i if i is a treatment

14/35 Laplacian matrices

The Laplacian matrix L of the concurrence graph G is a v × v matrix with (i, j)-entry as follows: I if i 6= j then Lij = −(number of edges between i and j) = −λij; I Lii = valency of i = ∑ λij. j6=i The Laplacian matrix L˜ of the Levi graph G˜ is a (v + b) × (v + b) matrix with (i, j)-entry as follows: I L˜ ii = valency of i ( k if i is a block = replication ri of i if i is a treatment I if i 6= j then Lij = −(number of edges between i and j)  0 if i and j are both treatments  = 0 if i and j are both blocks  −nij if i is a treatment and j is a block, or vice versa. 14/35 Theorem The following are equivalent. 1. 0 is a simple eigenvalue of L; 2. G is a connected graph; 3. G˜ is a connected graph; 4. 0 is a simple eigenvalue of L;˜ 5. the design ∆ is connected in the sense that all differences between treatments can be estimated.

From now on, assume connectivity. Call the remaining eigenvalues non-trivial. They are all non-negative.

Connectivity

All row-sums of L and of L˜ are zero, so both matrices have 0 as eigenvalue on the appropriate all-1 vector.

15/35 From now on, assume connectivity. Call the remaining eigenvalues non-trivial. They are all non-negative.

Connectivity

All row-sums of L and of L˜ are zero, so both matrices have 0 as eigenvalue on the appropriate all-1 vector.

Theorem The following are equivalent. 1. 0 is a simple eigenvalue of L; 2. G is a connected graph; 3. G˜ is a connected graph; 4. 0 is a simple eigenvalue of L;˜ 5. the design ∆ is connected in the sense that all differences between treatments can be estimated.

15/35 Call the remaining eigenvalues non-trivial. They are all non-negative.

Connectivity

All row-sums of L and of L˜ are zero, so both matrices have 0 as eigenvalue on the appropriate all-1 vector.

Theorem The following are equivalent. 1. 0 is a simple eigenvalue of L; 2. G is a connected graph; 3. G˜ is a connected graph; 4. 0 is a simple eigenvalue of L;˜ 5. the design ∆ is connected in the sense that all differences between treatments can be estimated.

From now on, assume connectivity.

15/35 Connectivity

All row-sums of L and of L˜ are zero, so both matrices have 0 as eigenvalue on the appropriate all-1 vector.

Theorem The following are equivalent. 1. 0 is a simple eigenvalue of L; 2. G is a connected graph; 3. G˜ is a connected graph; 4. 0 is a simple eigenvalue of L;˜ 5. the design ∆ is connected in the sense that all differences between treatments can be estimated.

From now on, assume connectivity. Call the remaining eigenvalues non-trivial.

They are all non-negative. 15/35 The Moore–Penrose generalized inverse L˜ − of L˜ is defined similarly.

Generalized inverse

Under the assumption of connectivity, the Moore–Penrose generalized inverse L− of L is defined by

−  1  1 1 L− = L + J − J , v v v v

where Jv is the v × v all-1 matrix. 1 (The matrix J is the orthogonal projector onto the null space v v of L.)

16/35 Generalized inverse

Under the assumption of connectivity, the Moore–Penrose generalized inverse L− of L is defined by

−  1  1 1 L− = L + J − J , v v v v

where Jv is the v × v all-1 matrix. 1 (The matrix J is the orthogonal projector onto the null space v v of L.)

The Moore–Penrose generalized inverse L˜ − of L˜ is defined similarly.

16/35 If experimental unit ω has treatment i and is in block m (f (ω) = i and g(ω) = m), then we assume that

Yω = τi + βm + random noise.

We want to estimate contrasts ∑i xiτi with ∑i xi = 0.

In particular, we want to estimate all the simple differences τi − τj.

Put Vij = variance of the best linear unbiased estimator for τi − τj.

We want all the Vij to be small.

Estimation and variance

We measure the response Yω on each experimenal unit ω.

17/35 We want to estimate contrasts ∑i xiτi with ∑i xi = 0.

In particular, we want to estimate all the simple differences τi − τj.

Put Vij = variance of the best linear unbiased estimator for τi − τj.

We want all the Vij to be small.

Estimation and variance

We measure the response Yω on each experimenal unit ω.

If experimental unit ω has treatment i and is in block m (f (ω) = i and g(ω) = m), then we assume that

Yω = τi + βm + random noise.

17/35 In particular, we want to estimate all the simple differences τi − τj.

Put Vij = variance of the best linear unbiased estimator for τi − τj.

We want all the Vij to be small.

Estimation and variance

We measure the response Yω on each experimenal unit ω.

If experimental unit ω has treatment i and is in block m (f (ω) = i and g(ω) = m), then we assume that

Yω = τi + βm + random noise.

We want to estimate contrasts ∑i xiτi with ∑i xi = 0.

17/35 Estimation and variance

We measure the response Yω on each experimenal unit ω.

If experimental unit ω has treatment i and is in block m (f (ω) = i and g(ω) = m), then we assume that

Yω = τi + βm + random noise.

We want to estimate contrasts ∑i xiτi with ∑i xi = 0.

In particular, we want to estimate all the simple differences τi − τj.

Put Vij = variance of the best linear unbiased estimator for τi − τj.

We want all the Vij to be small.

17/35 How do we calculate variance?

Theorem Assume that all the noise is independent, with variance σ2. If ∑i xi = 0, then the variance of the best linear unbiased estimator of ∑i xiτi is equal to (x>L−x)kσ2. In particular, the variance of the best linear unbiased estimator of the simple difference τi − τj is

 − − − 2 Vij = Lii + Ljj − 2Lij kσ .

18/35 . . . Or we can use the Levi graph

Theorem The variance of the best linear unbiased estimator of the simple difference τi − τj is   ˜ − ˜ − ˜ − 2 Vij = Lii + Ljj − 2Lij σ .

19/35 Electrical networks

We can consider the concurrence graph G as an electrical network with a 1-ohm resistance in each edge. Connect a 1-volt battery between vertices i and j. Current flows in the network, according to these rules. 1. Ohm’s Law: In every edge, voltage drop = current × resistance = current. 2. Kirchhoff’s Voltage Law: The total voltage drop from one vertex to any other vertex is the same no matter which path we take from one to the other. 3. Kirchhoff’s Current Law: At every vertex which is not connected to the battery, the total current coming in is equal to the total current going out. Find the total current I from i to j, then use Ohm’s Law to define the effective resistance Rij between i and j as 1/I. 20/35 So 2 Vij = Rij × kσ .

Effective resistances are easy to calculate without matrix inversion if the graph is sparse.

Electrical networks: variance

Theorem The effective resistance Rij between vertices i and j in G is

 − − − Rij = Lii + Ljj − 2Lij .

21/35 Effective resistances are easy to calculate without matrix inversion if the graph is sparse.

Electrical networks: variance

Theorem The effective resistance Rij between vertices i and j in G is

 − − − Rij = Lii + Ljj − 2Lij .

So 2 Vij = Rij × kσ .

21/35 Electrical networks: variance

Theorem The effective resistance Rij between vertices i and j in G is

 − − − Rij = Lii + Ljj − 2Lij .

So 2 Vij = Rij × kσ .

Effective resistances are easy to calculate without matrix inversion if the graph is sparse.

21/35 5 ~ 5 >

- [20]- [30] - [47] V = 5 10 17 47

5 } >10 2 } >19

[10] [28] I = 36

5 10 14 7 > } > } 47 5 R =  -14 -7 36 [0] [14] ~ 7 > 7

Example calculation: v = 12, b = 6, k = 3

T  vT  T  T  T  T T  T  vT  vvv T  T  T  T  T  T  T  T T  vT  vT  T  T  T  T  T  T  T  T T  vv T  vv T  T  T  T 22/35 v V = 47

I = 36

47 R = 36

Example calculation: v = 12, b = 6, k = 3

T  vT 5  ~T 5 > T  T - [20] - T[30] - [47] T 5  10 T 17  vT  vvv T  5T} > T} >19 T  10 2 T  T  T  [10] T T[28]  vT  vT 5  T 10 14  T 7 > T} > T}  T  T  5 T -14  -7 T [0] T [14] vv T  vv ~ T > 7 T  7 T  T 22/35 v Example calculation: v = 12, b = 6, k = 3

T  vT 5  ~T 5 > T  T - [20] - T[30] - [47] V = T 5  10 T 17  47 vT  vvv T  5T} > T} >19 T  10 2 T  T  T  [10] T T[28] I = 36  vT  vT 5  T 10 14  T 7 > T} > T}  T  T 47 5 R =   T -14  -7 T 36 [0] T [14] vv T  vv ~ T > 7 T  7 T  T 22/35 v . . . Or we can use the Levi graph

If i and j are treatment vertices in the Levi graph G˜ and R˜ ij is the effective resistance between them in G˜ then

2 Vij = R˜ ij × σ .

23/35 23 V = 23 I = 8 R = 8

- 3 R  3 3 ? 63 3 [0] [15] R 5 5 R 5 -  8 [23]

Example 2 yet again: v = 8, b = 4, k = 3

1 2 3 4 2 3 4 1 5 6 7 8

5 5 8 1 x ¡A  x @ @ 1¡ A 2 x@ x @ ¡ A  2 ¨¨ HH ¨ x x H x 8HH ¨¨ 6 xxH ¨ 4  A ¡ @ @ 4 3 x@ @ xA ¡ x  A¡

xx 63 7 7x x Levi graph concurrence graph

24/35 23 V = 23 I = 8 R = 8

3 3 3 3 3 [0] [15] R 5 5 R 5 -  8 [23]

Example 2 yet again: v = 8, b = 4, k = 3

1 2 3 4 2 3 4 1 5 6 7 8

5 5 8 1 - x ¡A  x @ R@ 1¡ A 2 x@  x @ ¡ A 2 ¨¨ HH  ¨ H ?x 8H x x ¨ 6 6 H ¨ xxH ¨ 4  A ¡ @ @ 4 3 x@ @ xA ¡ x  A¡

xx 63 7 7x x Levi graph concurrence graph

24/35 23 V = 23 I = 8 R = 8

R 5 5 R 5 -  8 [23]

Example 2 yet again: v = 8, b = 4, k = 3

1 2 3 4 2 3 4 1 5 6 7 8

5 5 8 1 - x ¡A  x @ 3 R@ 1¡ A 2 x@  3 x 3 @ ¡ A 2 ¨¨ HH  ¨ H ?x 8H x x ¨ 6 63 3 H ¨ [ ] xxH ¨ 4 0 [15] A ¡ @ @ 4 3 x@ @ xA ¡ x  A¡

xx 63 7 7x x Levi graph concurrence graph

24/35 23 V = 23 I = 8 R = 8

R 8 [23]

Example 2 yet again: v = 8, b = 4, k = 3

1 2 3 4 2 3 4 1 5 6 7 8

5 5 8 1 - x ¡A  x @ 3 R@ 1¡ A 2 x@  3 x 3 @ ¡ A 2 ¨¨ HH  ¨ H ?x 8H x x ¨ 6 63 3 H ¨ [ ] xxH ¨ 4 0 [15] A ¡ R@ 5 5 @ 4 3 x@ -5  @ xA ¡ x  A¡

xx 63 7 7x x Levi graph concurrence graph

24/35 23 V = 23 I = 8 R = 8

Example 2 yet again: v = 8, b = 4, k = 3

1 2 3 4 2 3 4 1 5 6 7 8

5 5 8 1 - x ¡A  x @ 3 R@ 1¡ A 2 x@  3 x 3 @ ¡ A 2 ¨¨ HH  ¨ H ?x 8H x x ¨ 6 63 3 H ¨ [ ] xxH ¨ 4 0 [15] A ¡ R@ 5 5 R@ 4 3 x@ -5  8 @ xA ¡ x  [23] A¡

xx 63 7 7x x Levi graph concurrence graph

24/35 Example 2 yet again: v = 8, b = 4, k = 3

1 2 3 4 23 V = 23 I = 8 R = 2 3 4 1 8 5 6 7 8

5 5 8 1 - x ¡A  x @ 3 R@ 1¡ A 2 x@  3 x 3 @ ¡ A 2 ¨¨ HH  ¨ H ?x 8H x x ¨ 6 63 3 H ¨ [ ] xxH ¨ 4 0 [15] A ¡ R@ 5 5 R@ 4 3 x@ -5  8 @ xA ¡ x  [23] A¡

xx 63 7 7x x Levi graph concurrence graph

24/35 . . . but actually false. There are many counter-examples. It is not even true that the largest resistance corresponds to the largest distance in the graph.

Resistance increases with distance?

This is obviously true . . .

25/35 There are many counter-examples. It is not even true that the largest resistance corresponds to the largest distance in the graph.

Resistance increases with distance?

This is obviously true . . .

. . . but actually false.

25/35 It is not even true that the largest resistance corresponds to the largest distance in the graph.

Resistance increases with distance?

This is obviously true . . .

. . . but actually false. There are many counter-examples.

25/35 Resistance increases with distance?

This is obviously true . . .

. . . but actually false. There are many counter-examples. It is not even true that the largest resistance corresponds to the largest distance in the graph.

25/35 The graph G is distance-regular if A1Ad is a linear combination of Ad−1, Ad and Ad+1 for all d.

Theorem (Biggs) If G is distance-regular then pairwise resistance is an increasing function of distance.

Distance-regular graphs

Suppose that the concurrence graph G is simple (no multiple edges). Let Ad be the v × v matrix whose (i, j)-entry is equal to ( 1 if the distance from i to j in G is d 0 otherwise

26/35 Theorem (Biggs) If G is distance-regular then pairwise resistance is an increasing function of distance.

Distance-regular graphs

Suppose that the concurrence graph G is simple (no multiple edges). Let Ad be the v × v matrix whose (i, j)-entry is equal to ( 1 if the distance from i to j in G is d 0 otherwise

The graph G is distance-regular if A1Ad is a linear combination of Ad−1, Ad and Ad+1 for all d.

26/35 Distance-regular graphs

Suppose that the concurrence graph G is simple (no multiple edges). Let Ad be the v × v matrix whose (i, j)-entry is equal to ( 1 if the distance from i to j in G is d 0 otherwise

The graph G is distance-regular if A1Ad is a linear combination of Ad−1, Ad and Ad+1 for all d.

Theorem (Biggs) If G is distance-regular then pairwise resistance is an increasing function of distance.

26/35 Theorem If the block design is partially balanced with respect to an amorphic association scheme, then pairwise resistance Rij is a monotonic decreasing function of concurrence λij.

Anything else nice?

Theorem If the concurrence graph G is regular (in particular, if the block design is binary and all treatments have the same replication), and the Laplacian matrix L has precisely two non-trivial eigenvalues, then pairwise resistance Rij is a decreasing linear function of concurrence λij.

27/35 Anything else nice?

Theorem If the concurrence graph G is regular (in particular, if the block design is binary and all treatments have the same replication), and the Laplacian matrix L has precisely two non-trivial eigenvalues, then pairwise resistance Rij is a decreasing linear function of concurrence λij.

Theorem If the block design is partially balanced with respect to an amorphic association scheme, then pairwise resistance Rij is a monotonic decreasing function of concurrence λij.

27/35 Put V¯ = average value of the Vij. Then

2kσ2 Tr(L−) 1 V¯ = = 2kσ2 × , v − 1 harmonic mean of θ1,..., θv−1

where θ1,..., θv−1 are the nontrivial eigenvalues of L.

Average pairwise variance

The variance of the best linear unbiased estimator of the simple difference τi − τj is

 − − − 2 Vij = Lii + Ljj − 2Lij kσ .

28/35 Average pairwise variance

The variance of the best linear unbiased estimator of the simple difference τi − τj is

 − − − 2 Vij = Lii + Ljj − 2Lij kσ .

Put V¯ = average value of the Vij. Then

2kσ2 Tr(L−) 1 V¯ = = 2kσ2 × , v − 1 harmonic mean of θ1,..., θv−1

where θ1,..., θv−1 are the nontrivial eigenvalues of L.

28/35 —equivalently, it maximizes the geometric mean of the non-trivial eigenvalues of the Laplacian matrix L;

—equivalently, it maximizes the minimum non-trivial eigenvalue θ1 of the Laplacian matrix L:

—equivalently, it maximizes the harmonic mean of the non-trivial eigenvalues of the Laplacian matrix L; I D-optimal if it minimizes the volume of the confidence ellipsoid for (τ1,..., τv);

> − > I E-optimal if minimizes the largest value of x L x/x x;

Optimality

The design is called

I A-optimal if it minimizes the average of the variances Vij;

over all block designs with block size k and the given v and b.

29/35 —equivalently, it maximizes the minimum non-trivial eigenvalue θ1 of the Laplacian matrix L:

—equivalently, it maximizes the harmonic mean of the non-trivial eigenvalues of the Laplacian matrix L;

—equivalently, it maximizes the geometric mean of the non-trivial eigenvalues of the Laplacian matrix L; > − > I E-optimal if minimizes the largest value of x L x/x x;

Optimality

The design is called

I A-optimal if it minimizes the average of the variances Vij;

I D-optimal if it minimizes the volume of the confidence ellipsoid for (τ1,..., τv);

over all block designs with block size k and the given v and b.

29/35 —equivalently, it maximizes the harmonic mean of the non-trivial eigenvalues of the Laplacian matrix L;

—equivalently, it maximizes the geometric mean of the non-trivial eigenvalues of the Laplacian matrix L;

—equivalently, it maximizes the minimum non-trivial eigenvalue θ1 of the Laplacian matrix L:

Optimality

The design is called

I A-optimal if it minimizes the average of the variances Vij;

I D-optimal if it minimizes the volume of the confidence ellipsoid for (τ1,..., τv);

> − > I E-optimal if minimizes the largest value of x L x/x x;

over all block designs with block size k and the given v and b.

29/35 —equivalently, it maximizes the geometric mean of the non-trivial eigenvalues of the Laplacian matrix L;

—equivalently, it maximizes the minimum non-trivial eigenvalue θ1 of the Laplacian matrix L:

Optimality

The design is called

I A-optimal if it minimizes the average of the variances Vij; —equivalently, it maximizes the harmonic mean of the non-trivial eigenvalues of the Laplacian matrix L; I D-optimal if it minimizes the volume of the confidence ellipsoid for (τ1,..., τv);

> − > I E-optimal if minimizes the largest value of x L x/x x;

over all block designs with block size k and the given v and b.

29/35 —equivalently, it maximizes the minimum non-trivial eigenvalue θ1 of the Laplacian matrix L:

Optimality

The design is called

I A-optimal if it minimizes the average of the variances Vij; —equivalently, it maximizes the harmonic mean of the non-trivial eigenvalues of the Laplacian matrix L; I D-optimal if it minimizes the volume of the confidence ellipsoid for (τ1,..., τv); —equivalently, it maximizes the geometric mean of the non-trivial eigenvalues of the Laplacian matrix L; > − > I E-optimal if minimizes the largest value of x L x/x x;

over all block designs with block size k and the given v and b.

29/35 Optimality

The design is called

I A-optimal if it minimizes the average of the variances Vij; —equivalently, it maximizes the harmonic mean of the non-trivial eigenvalues of the Laplacian matrix L; I D-optimal if it minimizes the volume of the confidence ellipsoid for (τ1,..., τv); —equivalently, it maximizes the geometric mean of the non-trivial eigenvalues of the Laplacian matrix L; > − > I E-optimal if minimizes the largest value of x L x/x x; —equivalently, it maximizes the minimum non-trivial eigenvalue θ1 of the Laplacian matrix L: over all block designs with block size k and the given v and b.

29/35 Cheng (1981), after Gaffke (1978), after Kirchhoff (1847):

product of non-trivial eigenvalues of L = v × number of spanning trees.

So a design is D-optimal if and only if its concurrence graph G has the maximal number of spanning trees.

This is easy to calculate by hand when the graph is sparse.

D-optimality: spanning trees

A spanning tree for the graph is a collection of edges of the graph which form a tree (connected graph with no cycles) and which include every vertex.

30/35 This is easy to calculate by hand when the graph is sparse.

D-optimality: spanning trees

A spanning tree for the graph is a collection of edges of the graph which form a tree (connected graph with no cycles) and which include every vertex.

Cheng (1981), after Gaffke (1978), after Kirchhoff (1847):

product of non-trivial eigenvalues of L = v × number of spanning trees.

So a design is D-optimal if and only if its concurrence graph G has the maximal number of spanning trees.

30/35 D-optimality: spanning trees

A spanning tree for the graph is a collection of edges of the graph which form a tree (connected graph with no cycles) and which include every vertex.

Cheng (1981), after Gaffke (1978), after Kirchhoff (1847):

product of non-trivial eigenvalues of L = v × number of spanning trees.

So a design is D-optimal if and only if its concurrence graph G has the maximal number of spanning trees.

This is easy to calculate by hand when the graph is sparse.

30/35 So a block design is D-optimal if and only if its Levi graph maximizes the number of spanning trees.

If v > b it is easier to count spanning trees in the Levi graph than in the concurrence graph.

What about the Levi graph?

Theorem (Gaffke) Let G and G˜ be the concurrence graph and Levi graph for a connected incomplete-block design for v treatments in b blocks of size k. Then the number of spanning trees for G˜ is equal to kb−v+1 times the number of spanning trees for G.

31/35 If v > b it is easier to count spanning trees in the Levi graph than in the concurrence graph.

What about the Levi graph?

Theorem (Gaffke) Let G and G˜ be the concurrence graph and Levi graph for a connected incomplete-block design for v treatments in b blocks of size k. Then the number of spanning trees for G˜ is equal to kb−v+1 times the number of spanning trees for G.

So a block design is D-optimal if and only if its Levi graph maximizes the number of spanning trees.

31/35 What about the Levi graph?

Theorem (Gaffke) Let G and G˜ be the concurrence graph and Levi graph for a connected incomplete-block design for v treatments in b blocks of size k. Then the number of spanning trees for G˜ is equal to kb−v+1 times the number of spanning trees for G.

So a block design is D-optimal if and only if its Levi graph maximizes the number of spanning trees.

If v > b it is easier to count spanning trees in the Levi graph than in the concurrence graph.

31/35 8 spanning trees 216 spanning trees

Example 2 one last time: v = 8, b = 4, k = 3

1 2 3 4 2 3 4 1 5 6 7 8

5 5 8 1 x ¡A  x @ @ 1¡ A 2 x@ x @ ¡ A  2 ¨¨ HH ¨ x x H x 8HH ¨¨ 6 xH ¨ x 4  A ¡ @ @ 4 3 x@ @ xA ¡ x  A¡

x63 x 7 7x x Levi graph concurrence graph

32/35 216 spanning trees

Example 2 one last time: v = 8, b = 4, k = 3

1 2 3 4 2 3 4 1 5 6 7 8

5 5 8 1 x ¡A  x @ @ 1¡ A 2 x@ x @ ¡ A  2 ¨¨ HH ¨ x x H x 8HH ¨¨ 6 xH ¨ x 4  A ¡ @ @ 4 3 x@ @ xA ¡ x  A¡

x63 x 7 7x x Levi graph concurrence graph 8 spanning trees

32/35 Example 2 one last time: v = 8, b = 4, k = 3

1 2 3 4 2 3 4 1 5 6 7 8

5 5 8 1 x ¡A  x @ @ 1¡ A 2 x@ x @ ¡ A  2 ¨¨ HH ¨ x x H x 8HH ¨¨ 6 xH ¨ x 4  A ¡ @ @ 4 3 x@ @ xA ¡ x  A¡

x63 x 7 7x x Levi graph concurrence graph 8 spanning trees 216 spanning trees

32/35 Lemma Let G have an edge-cutset of size c (set of c edges whose removal disconnects the graph) whose removal separates the graph into components of sizes m and n. Then  1 1  θ ≤ c + . 1 m n

If c is small but m and n are both large, then θ1 is small.

There is a similar result for vertex-cutsets.

E-optimality: the cutset lemma

A design is E-optimal if it maximizes the smallest non-trivial eigenvalue θ1 of the Laplacian L of the concurrence graph G.

33/35 If c is small but m and n are both large, then θ1 is small.

There is a similar result for vertex-cutsets.

E-optimality: the cutset lemma

A design is E-optimal if it maximizes the smallest non-trivial eigenvalue θ1 of the Laplacian L of the concurrence graph G. Lemma Let G have an edge-cutset of size c (set of c edges whose removal disconnects the graph) whose removal separates the graph into components of sizes m and n. Then  1 1  θ ≤ c + . 1 m n

33/35 There is a similar result for vertex-cutsets.

E-optimality: the cutset lemma

A design is E-optimal if it maximizes the smallest non-trivial eigenvalue θ1 of the Laplacian L of the concurrence graph G. Lemma Let G have an edge-cutset of size c (set of c edges whose removal disconnects the graph) whose removal separates the graph into components of sizes m and n. Then  1 1  θ ≤ c + . 1 m n

If c is small but m and n are both large, then θ1 is small.

33/35 E-optimality: the cutset lemma

A design is E-optimal if it maximizes the smallest non-trivial eigenvalue θ1 of the Laplacian L of the concurrence graph G. Lemma Let G have an edge-cutset of size c (set of c edges whose removal disconnects the graph) whose removal separates the graph into components of sizes m and n. Then  1 1  θ ≤ c + . 1 m n

If c is small but m and n are both large, then θ1 is small.

There is a similar result for vertex-cutsets.

33/35 D ¤ bb "" bb "" J xD ¤ x @ b" b" @ x" b x x" b x Q xJ D ¤ x " b " b Q J D ¤  x x x Q  x TT  `` J D ¤ x x x x ``Q`  T Q`JD` ¤ ` x  QJ ``` x TT  Q `  x  xJ Q T  Q   J Q xx TT  x x x @ J T x@ J x x x x 1 1  θ ≤ 2 + θ ≥ 1 1 5 10 1

The only E-optimal designs are the queen-bee designs.

E-optimality when v = 2b + 1 and k = 3

The Levi graph has 3b + 1 vertices and 3b edges, so it is a tree.

34/35 1 1  θ ≤ 2 + θ ≥ 1 1 5 10 1

The only E-optimal designs are the queen-bee designs.

E-optimality when v = 2b + 1 and k = 3

The Levi graph has 3b + 1 vertices and 3b edges, so it is a tree.

D ¤ bb "" bb "" J xD ¤ x @ b" b" @ x" b x x" b x Q xJ D ¤ x " b " b Q J D ¤  x x x Q  x TT  `` J D ¤ x x x x ```Q  T `Q JD  ¤`` x  QJ ``` x TT  Q `  x  xJ Q T  Q   J Q xx TT  x x x @ J T x@ J x x x x

34/35 The only E-optimal designs are the queen-bee designs.

E-optimality when v = 2b + 1 and k = 3

The Levi graph has 3b + 1 vertices and 3b edges, so it is a tree.

D ¤ bb "" bb "" J xD ¤ x @ b" b" @ x" b x x" b x Q xJ D ¤ x " b " b Q J D ¤  x x x Q  x TT  `` J D ¤ x x x x ```Q  T `Q JD  ¤`` x  QJ ``` x TT  Q `  x  xJ Q T  Q   J Q xx TT  x x x @ J T x@ J x x x x 1 1  θ ≤ 2 + θ ≥ 1 1 5 10 1

34/35 E-optimality when v = 2b + 1 and k = 3

The Levi graph has 3b + 1 vertices and 3b edges, so it is a tree.

D ¤ bb "" bb "" J xD ¤ x @ b" b" @ x" b x x" b x Q xJ D ¤ x " b " b Q J D ¤  x x x Q  x TT  `` J D ¤ x x x x ```Q  T `Q JD  ¤`` x  QJ ``` x TT  Q `  x  xJ Q T  Q   J Q xx TT  x x x @ J T x@ J x x x x 1 1  θ ≤ 2 + θ ≥ 1 1 5 10 1

The only E-optimal designs are the queen-bee designs.

34/35 For general block designs, we do not know if we can use the Levi graph to investigate E-optimality.

Can we use the Levi graph to find E-optimal designs?

For binary designs with equal replication, θ1(L) is a monotonic increasing function of θ1(L˜).

35/35 Can we use the Levi graph to find E-optimal designs?

For binary designs with equal replication, θ1(L) is a monotonic increasing function of θ1(L˜).

For general block designs, we do not know if we can use the Levi graph to investigate E-optimality.

35/35