Using Ramsey Theory to Measure Unavoidable Spurious Correlations in Big Data

Abstract

Given a dataset, we quantify the size of patterns that must always exist in the dataset. This is done formally through the lens of Ramsey theory of graphs, and a quantitative bound known as Goodman’s theorem. By combining statistical tools with Ramsey theory of graphs, we give a nuanced understanding of how far away a dataset is from correlated, and what qualifies as a meaningful pattern. This method is applicable to a wide range of datasets. As examples, we analyze two very different datasets. The first is a dataset of repeated voters ( n = 435 ) in the 1984 US congress, and we quantify how homogeneous a subset of congressional voters is. We also measure how transitive a subset of voters is. Statistical Ramsey theory is also used with global economic trading data ( n = 214 ) to provide evidence that global markets are quite transitive. While these datasets are small relative to Big Data, they illustrate the new applications we are proposing. We end with specific calls to strengthen the connections between Ramsey theory and statistical methods.