Multidelayed random walks: Theory and application to the neolithic transition in Europe

We present a model in which particles (or individuals of a biological population) disperse with a rest time between consecutive motions (or migrations) which may take several possible values from a discrete set. Particles (or individuals) may also react (or reproduce). We derive a new equation for the effective rest time T˜ of the random walk. Application to the neolithic transition in Europe makes it possible to derive more realistic theoretical values for its wavefront speed than those following from the single-delayed framework presented previously [J. Fort and V. Méndez, Phys. Rev. Lett. 82, 867 (1999)]. The new results are consistent with the archaeological observations of this important historical process

Time-delayed fronts from biased random walks

We generalize a previous model of time-delayed reaction–diffusion fronts (Fort and Méndez 1999 Phys. Rev. Lett. 82 867) to allow for a bias in the microscopic random walk of particles or individuals. We also present a second model which takes the time order of events (diffusion and reproduction) into account. As an example, we apply them to the human invasion front across the USA in the 19th century. The corrections relative to the previous model are substantial. Our results are relevant to physical and biological systems with anisotropic fronts, including particle diffusion in disordered lattices, population invasions, the spread of epidemics, etc

On the convergence of EM-like algorithms for image segmentation using Markov random fields.

Inference of Markov random field images segmentation models is usually performed using iterative methods which adapt the well-known expectation-maximization (EM) algorithm for independent mixture models. However, some of these adaptations are ad hoc and may turn out numerically unstable. In this paper, we review three EM-like variants for Markov random field segmentation and compare their convergence properties both at the theoretical and practical levels. We specifically advocate a numerical scheme involving asynchronous voxel updating, for which general convergence results can be established. Our experiments on brain tissue classification in magnetic resonance images provide evidence that this algorithm may achieve significantly faster convergence than its competitors while yielding at least as good segmentation results.

Monte Carlo study of a kinetic lattice model with random diffusion of disorder

We report Monte Carlo results for a nonequilibrium Ising-like model in two and three dimensions. Nearest-neighbor interactions J change sign randomly with time due to competing kinetics. There follows a fast and random, i.e., spin-configuration-independent diffusion of Js, of the kind that takes place in dilute metallic alloys when magnetic ions diffuse. The system exhibits steady states of the ferromagnetic (antiferromagnetic) type when the probability p that J>0 is large (small) enough. No counterpart to the freezing phenomena found in quenched spin glasses occurs. We compare our results with existing mean-field and exact ones, and obtain information about critical behavior.

Local optima networks of hard combinatorial landscapes

Combinatorial optimization involves finding an optimal solution in a finite set of options; many everyday life problems are of this kind. However, the number of options grows exponentially with the size of the problem, such that an exhaustive search for the best solution is practically infeasible beyond a certain problem size. When efficient algorithms are not available, a practical approach to obtain an approximate solution to the problem at hand, is to start with an educated guess and gradually refine it until we have a good-enough solution. Roughly speaking, this is how local search heuristics work. These stochastic algorithms navigate the problem search space by iteratively turning the current solution into new candidate solutions, guiding the search towards better solutions. The search performance, therefore, depends on structural aspects of the search space, which in turn depend on the move operator being used to modify solutions. A common way to characterize the search space of a problem is through the study of its fitness landscape, a mathematical object comprising the space of all possible solutions, their value with respect to the optimization objective, and a relationship of neighborhood defined by the move operator. The landscape metaphor is used to explain the search dynamics as a sort of potential function. The concept is indeed similar to that of potential energy surfaces in physical chemistry. Borrowing ideas from that field, we propose to extend to combinatorial landscapes the notion of the inherent network formed by energy minima in energy landscapes. In our case, energy minima are the local optima of the combinatorial problem, and we explore several definitions for the network edges. At first, we perform an exhaustive sampling of local optima basins of attraction, and define weighted transitions between basins by accounting for all the possible ways of crossing the basins frontier via one random move. Then, we reduce the computational burden by only counting the chances of escaping a given basin via random kick moves that start at the local optimum. Finally, we approximate network edges from the search trajectory of simple search heuristics, mining the frequency and inter-arrival time with which the heuristic visits local optima. Through these methodologies, we build a weighted directed graph that provides a synthetic view of the whole landscape, and that we can characterize using the tools of complex networks science. We argue that the network characterization can advance our understanding of the structural and dynamical properties of hard combinatorial landscapes. We apply our approach to prototypical problems such as the Quadratic Assignment Problem, the NK model of rugged landscapes, and the Permutation Flow-shop Scheduling Problem. We show that some network metrics can differentiate problem classes, correlate with problem non-linearity, and predict problem hardness as measured from the performances of trajectory-based local search heuristics.

A random linear functional approach to efficiency bounds

This paper suggests a method for obtaining efficiency bounds in models containing either only infinite-dimensional parameters or both finite- and infinite-dimensional parameters (semiparametric models). The method is based on a theory of random linear functionals applied to the gradient of the log-likelihood functional and is illustrated by computing the lower bound for Cox's regression model

Random regression models to estimate genetic parameters for milk production of Guzerat cows using orthogonal Legendre polynomials

The objective of this work was to compare random regression models for the estimation of genetic parameters for Guzerat milk production, using orthogonal Legendre polynomials. Records (20,524) of test-day milk yield (TDMY) from 2,816 first-lactation Guzerat cows were used. TDMY grouped into 10-monthly classes were analyzed for additive genetic effect and for environmental and residual permanent effects (random effects), whereas the contemporary group, calving age (linear and quadratic effects) and mean lactation curve were analized as fixed effects. Trajectories for the additive genetic and permanent environmental effects were modeled by means of a covariance function employing orthogonal Legendre polynomials ranging from the second to the fifth order. Residual variances were considered in one, four, six, or ten variance classes. The best model had six residual variance classes. The heritability estimates for the TDMY records varied from 0.19 to 0.32. The random regression model that used a second-order Legendre polynomial for the additive genetic effect, and a fifth-order polynomial for the permanent environmental effect is adequate for comparison by the main employed criteria. The model with a second-order Legendre polynomial for the additive genetic effect, and that with a fourth-order for the permanent environmental effect could also be employed in these analyses.

Self-avoiding random walks and Olbers' paradox

In this paper, we prove that a self-avoiding walk of infinite length provides a structure that would resolve Olbers' paradox. That is, if the stars of a universe were distributed like the vertices of an infinite random walk with each segment length of about a parsec, then the night sky could be as dark as actually observed on the Earth. Self-avoiding random walk structure can therefore resolve the Olbers' paradox even in a static universe.

Scheduling an European basketball competition. An application of graph theory

The object of this project is to schedule a ctitious European basketball competition with many teams situated a long distances. The schedule must be fair, feasible and economical, which means that the total distance trav- eled by every team must be the minimal possible. First, we de ne the sport competition terminology and study di erent competition systems, focusing on the NBA and the Euroleague systems. Then we de ne concepts of graph theory and spherical distance that will be needed. Next we propose a com- petition system, explaining where will be allocated the teams and how will be the scheduling. Then there is a description of the programs that have been implemented, and, nally, the complete schedule is displayed, and some possible improvements are mentioned.

Scaling behavior of random knots.

Using numerical simulations we investigate how overall dimensions of random knots scale with their length. We demonstrate that when closed non-self-avoiding random trajectories are divided into groups consisting of individual knot types, then each such group shows the scaling exponent of approximately 0.588 that is typical for self-avoiding walks. However, when all generated knots are grouped together, their scaling exponent becomes equal to 0.5 (as in non-self-avoiding random walks). We explain here this apparent paradox. We introduce the notion of the equilibrium length of individual types of knots and show its correlation with the length of ideal geometric representations of knots. We also demonstrate that overall dimensions of random knots with a given chain length follow the same order as dimensions of ideal geometric representations of knots.

On balanced CSPs with high treewidth

Tractable cases of the binary CSP are mainly divided in two classes: constraint language restrictions and constraint graph restrictions. To better understand and identify the hardest binary CSPs, in this work we propose methods to increase their hardness by increasing the balance of both the constraint language and the constraint graph. The balance of a constraint is increased by maximizing the number of domain elements with the same number of occurrences. The balance of the graph is defined using the classical definition from graph the- ory. In this sense we present two graph models; a first graph model that increases the balance of a graph maximizing the number of vertices with the same degree, and a second one that additionally increases the girth of the graph, because a high girth implies a high treewidth, an important parameter for binary CSPs hardness. Our results show that our more balanced graph models and constraints result in harder instances when compared to typical random binary CSP instances, by several orders of magnitude. Also we detect, at least for sparse constraint graphs, a higher treewidth for our graph models.

An open source browser-based software tool for graph drawing and visualisation

In this research work we searched for open source libraries which supports graph drawing and visualisation and can run in a browser. Subsequent these libraries were evaluated to find out which one is the best for this task. The result was the d3.js is that library which has the greatest functionality, flexibility and customisability. Afterwards we developed an open source software tool where d3.js was included and which was written in JavaScript so that it can run browser-based.

WebGraphEd, an open source graph drawing editor for the web

WebGraphEd is an open source software for graph visualization and manipulation. It is especially designed to work for the web platform through a web browser. The web application has been written in JavaScript and compacted later, which makes it a very lightweight software. There is no need of additional software, and the only requirement is to have an HTML5 compliant browser. WebGraphEd works with scalable vector graphics (SVG), which it makes possible to create lossless graph drawings.

A note on the periodic orbits and topological entropy of graph maps

This paper deals with the relationship between the periodic orbits of continuous maps on graphs and the topological entropy of the map. We show that the topological entropy of a graph map can be approximated by the entropy of its periodic orbits.

Geometric stopping of a random walk and its applications to valuing equity-linked death benefits

We study discrete-time models in which death benefits can depend on a stock price index, the logarithm of which is modeled as a random walk. Examples of such benefit payments include put and call options, barrier options, and lookback options. Because the distribution of the curtate-future-lifetime can be approximated by a linear combination of geometric distributions, it suffices to consider curtate-future-lifetimes with a geometric distribution. In binomial and trinomial tree models, closed-form expressions for the expectations of the discounted benefit payment are obtained for a series of options. They are based on results concerning geometric stopping of a random walk, in particular also on a version of the Wiener-Hopf factorization.