Signal propagation in Bayesian networks and its relationship with intrinsically multivariate predictive variables

A set of predictor variables is said to be intrinsically multivariate predictive (IMP) for a target variable if all properly contained subsets of the predictor set are poor predictors of the. target but the full set predicts the target with great accuracy. In a previous article, the main properties of IMP Boolean variables have been analytically described, including the introduction of the IMP score, a metric based on the coefficient of determination (CoD) as a measure of predictiveness with respect to the target variable. It was shown that the IMP score depends on four main properties: logic of connection, predictive power, covariance between predictors and marginal predictor probabilities (biases). This paper extends that work to a broader context, in an attempt to characterize properties of discrete Bayesian networks that contribute to the presence of variables (network nodes) with high IMP scores. We have found that there is a relationship between the IMP score of a node and its territory size, i.e., its position along a pathway with one source: nodes far from the source display larger IMP scores than those closer to the source, and longer pathways display larger maximum IMP scores. This appears to be a consequence of the fact that nodes with small territory have larger probability of having highly covariate predictors, which leads to smaller IMP scores. In addition, a larger number of XOR and NXOR predictive logic relationships has positive influence over the maximum IMP score found in the pathway. This work presents analytical results based on a simple structure network and an analysis involving random networks constructed by computational simulations. Finally, results from a real Bayesian network application are provided. (C) 2012 Elsevier Inc. All rights reserved.

Bagging k-dependence probabilistic networks: An alternative powerful fraud detection tool

Fraud is a global problem that has required more attention due to an accentuated expansion of modern technology and communication. When statistical techniques are used to detect fraud, whether a fraud detection model is accurate enough in order to provide correct classification of the case as a fraudulent or legitimate is a critical factor. In this context, the concept of bootstrap aggregating (bagging) arises. The basic idea is to generate multiple classifiers by obtaining the predicted values from the adjusted models to several replicated datasets and then combining them into a single predictive classification in order to improve the classification accuracy. In this paper, for the first time, we aim to present a pioneer study of the performance of the discrete and continuous k-dependence probabilistic networks within the context of bagging predictors classification. Via a large simulation study and various real datasets, we discovered that the probabilistic networks are a strong modeling option with high predictive capacity and with a high increment using the bagging procedure when compared to traditional techniques. (C) 2012 Elsevier Ltd. All rights reserved.

Complexity of inferences in polytree-shaped semi-qualitative probabilistic networks

Semi-qualitative probabilistic networks (SQPNs) merge two important graphical model formalisms: Bayesian networks and qualitative probabilistic networks. They provade a very Complexity of inferences in polytree-shaped semi-qualitative probabilistic networks and qualitative probabilistic networks. They provide a very general modeling framework by allowing the combination of numeric and qualitative assessments over a discrete domain, and can be compactly encoded by exploiting the same factorization of joint probability distributions that are behind the bayesian networks. This paper explores the computational complexity of semi-qualitative probabilistic networks, and takes the polytree-shaped networks as its main target. We show that the inference problem is coNP-Complete for binary polytrees with multiple observed nodes. We also show that interferences can be performed in time linear in the number of nodes if there is a single observed node. Because our proof is construtive, we obtain an efficient linear time algorithm for SQPNs under such assumptions. To the best of our knowledge, this is the first exact polynominal-time algorithm for SQPn. Together these results provide a clear picture of the inferential complexity in polytree-shaped SQPNs.

Detecting an abnormality in a recovery boiler using dynamic multivariate data analysis with parallel coordinate plots

Data visualization techniques are powerful in the handling and analysis of multivariate systems. One such technique known as parallel coordinates was used to support the diagnosis of an event, detected by a neural network-based monitoring system, in a boiler at a Brazilian Kraft pulp mill. Its attractiveness is the possibility of the visualization of several variables simultaneously. The diagnostic procedure was carried out step-by-step going through exploratory, explanatory, confirmatory, and communicative goals. This tool allowed the visualization of the boiler dynamics in an easier way, compared to commonly used univariate trend plots. In addition it facilitated analysis of other aspects, namely relationships among process variables, distinct modes of operation and discrepant data. The whole analysis revealed firstly that the period involving the detected event was associated with a transition between two distinct normal modes of operation, and secondly the presence of unusual changes in process variables at this time.

Disentangling social networks from spatiotemporal dynamics: the temporal structure of a dolphin society

Social networks are static illustrations of dynamic societies, within which social interactions are constantly changing. Fundamental sources of variation include ranging behaviour and temporal demographic changes. Spatiotemporal dynamics can favour or limit opportunities for individuals to interact, and then a network may not essentially represent social processes. We examined whether a social network can embed such nonsocial effects in its topology, whereby emerging modules depict spatially or temporally segregated individuals. To this end, we applied a combination of spatial, temporal and demographic analyses to a long-term study of the association patterns of Guiana dolphins, Sotalia guianensis. We found that association patterns are organized into a modular social network. Space use was unlikely to reflect these modules, since dolphins' ranging behaviour clearly overlapped. However, a temporal demographic turnover, caused by the exit/entrance of individuals (most likely emigration/immigration), defined three modules of associations occurring at different times. Although this factor could mask real social processes, we identified the temporal scale that allowed us to account for these demographic effects. By looking within this turnover period (32 months), we assessed fission-fusion dynamics of the poorly known social organization of Guiana dolphins. We highlight that spatiotemporal dynamics can strongly influence the structure of social networks. Our findings show that hypothetical social units can emerge due to the temporal opportunities for individuals to interact. Therefore, a thorough search for a satisfactory spatiotemporal scale that removes such nonsocial noise is critical when analysing a social system. (C) 2012 The Association for the Study of Animal Behaviour. Published by Elsevier Ltd. All rights reserved.

The structure and resilience of financial market networks

Financial markets can be viewed as a highly complex evolving system that is very sensitive to economic instabilities. The complex organization of the market can be represented in a suitable fashion in terms of complex networks, which can be constructed from stock prices such that each pair of stocks is connected by a weighted edge that encodes the distance between them. In this work, we propose an approach to analyze the topological and dynamic evolution of financial networks based on the stock correlation matrices. An entropy-related measurement is adopted to quantify the robustness of the evolving financial market organization. It is verified that the network topological organization suffers strong variation during financial instabilities and the networks in such periods become less robust. A statistical robust regression model is proposed to quantity the relationship between the network structure and resilience. The obtained coefficients of such model indicate that the average shortest path length is the measurement most related to network resilience coefficient. This result indicates that a collective behavior is observed between stocks during financial crisis. More specifically, stocks tend to synchronize their price evolution, leading to a high correlation between pair of stock prices, which contributes to the increase in distance between them and, consequently, decrease the network resilience. (C) 2012 American Institute of Physics. [doi:10.1063/1.3683467]

ACTIVE NETWORKS THAT MAXIMIZE THE AMOUNT OF INFORMATION TRANSMISSION

This work clarifies the relationship between network circuit (topology) and behavior (information transmission and synchronization) in active networks, e. g. neural networks. As an application, we show how to determine a network topology that is optimal for information transmission. By optimal, we mean that the network is able to transmit a large amount of information, it possesses a large number of communication channels, and it is robust under large variations of the network coupling configuration. This theoretical approach is general and does not depend on the particular dynamic of the elements forming the network, since the network topology can be determined by finding a Laplacian matrix (the matrix that describes the connections and the coupling strengths among the elements) whose eigenvalues satisfy some special conditions. To illustrate our ideas and theoretical approaches, we use neural networks of electrically connected chaotic Hindmarsh-Rose neurons.