Topological properties and fractal analysis of a recurrence network constructed from fractional Brownian motions

Many studies have shown that we can gain additional information on time series by investigating their accompanying complex networks. In this work, we investigate the fundamental topological and fractal properties of recurrence networks constructed from fractional Brownian motions (FBMs). First, our results indicate that the constructed recurrence networks have exponential degree distributions; the average degree exponent 〈λ〉 increases first and then decreases with the increase of Hurst index H of the associated FBMs; the relationship between H and 〈λ〉 can be represented by a cubic polynomial function. We next focus on the motif rank distribution of recurrence networks, so that we can better understand networks at the local structure level. We find the interesting superfamily phenomenon, i.e., the recurrence networks with the same motif rank pattern being grouped into two superfamilies. Last, we numerically analyze the fractal and multifractal properties of recurrence networks. We find that the average fractal dimension 〈dB〉 of recurrence networks decreases with the Hurst index H of the associated FBMs, and their dependence approximately satisfies the linear formula 〈dB〉≈2-H, which means that the fractal dimension of the associated recurrence network is close to that of the graph of the FBM. Moreover, our numerical results of multifractal analysis show that the multifractality exists in these recurrence networks, and the multifractality of these networks becomes stronger at first and then weaker when the Hurst index of the associated time series becomes larger from 0.4 to 0.95. In particular, the recurrence network with the Hurst index H=0.5 possesses the strongest multifractality. In addition, the dependence relationships of the average information dimension 〈D(1)〉 and the average correlation dimension 〈D(2)〉 on the Hurst index H can also be fitted well with linear functions. Our results strongly suggest that the recurrence network inherits the basic characteristic and the fractal nature of the associated FBM series.

A linear programming approach for estimating the structure of a sparse linear genetic network from transcript profiling data

Background: A genetic network can be represented as a directed graph in which a node corresponds to a gene and a directed edge specifies the direction of influence of one gene on another. The reconstruction of such networks from transcript profiling data remains an important yet challenging endeavor. A transcript profile specifies the abundances of many genes in a biological sample of interest. Prevailing strategies for learning the structure of a genetic network from high-dimensional transcript profiling data assume sparsity and linearity. Many methods consider relatively small directed graphs, inferring graphs with up to a few hundred nodes. This work examines large undirected graphs representations of genetic networks, graphs with many thousands of nodes where an undirected edge between two nodes does not indicate the direction of influence, and the problem of estimating the structure of such a sparse linear genetic network (SLGN) from transcript profiling data. Results: The structure learning task is cast as a sparse linear regression problem which is then posed as a LASSO (l1-constrained fitting) problem and solved finally by formulating a Linear Program (LP). A bound on the Generalization Error of this approach is given in terms of the Leave-One-Out Error. The accuracy and utility of LP-SLGNs is assessed quantitatively and qualitatively using simulated and real data. The Dialogue for Reverse Engineering Assessments and Methods (DREAM) initiative provides gold standard data sets and evaluation metrics that enable and facilitate the comparison of algorithms for deducing the structure of networks. The structures of LP-SLGNs estimated from the INSILICO1, INSILICO2 and INSILICO3 simulated DREAM2 data sets are comparable to those proposed by the first and/or second ranked teams in the DREAM2 competition. The structures of LP-SLGNs estimated from two published Saccharomyces cerevisae cell cycle transcript profiling data sets capture known regulatory associations. In each S. cerevisiae LP-SLGN, the number of nodes with a particular degree follows an approximate power law suggesting that its degree distributions is similar to that observed in real-world networks. Inspection of these LP-SLGNs suggests biological hypotheses amenable to experimental verification. Conclusion: A statistically robust and computationally efficient LP-based method for estimating the topology of a large sparse undirected graph from high-dimensional data yields representations of genetic networks that are biologically plausible and useful abstractions of the structures of real genetic networks. Analysis of the statistical and topological properties of learned LP-SLGNs may have practical value; for example, genes with high random walk betweenness, a measure of the centrality of a node in a graph, are good candidates for intervention studies and hence integrated computational – experimental investigations designed to infer more realistic and sophisticated probabilistic directed graphical model representations of genetic networks. The LP-based solutions of the sparse linear regression problem described here may provide a method for learning the structure of transcription factor networks from transcript profiling and transcription factor binding motif data.

Composition operators on vector-valued BMOA and related function spaces

A composition operator is a linear operator between spaces of analytic or harmonic functions on the unit disk, which precomposes a function with a fixed self-map of the disk. A fundamental problem is to relate properties of a composition operator to the function-theoretic properties of the self-map. During the recent decades these operators have been very actively studied in connection with various function spaces. The study of composition operators lies in the intersection of two central fields of mathematical analysis; function theory and operator theory. This thesis consists of four research articles and an overview. In the first three articles the weak compactness of composition operators is studied on certain vector-valued function spaces. A vector-valued function takes its values in some complex Banach space. In the first and third article sufficient conditions are given for a composition operator to be weakly compact on different versions of vector-valued BMOA spaces. In the second article characterizations are given for the weak compactness of a composition operator on harmonic Hardy spaces and spaces of Cauchy transforms, provided the functions take values in a reflexive Banach space. Composition operators are also considered on certain weak versions of the above function spaces. In addition, the relationship of different vector-valued function spaces is analyzed. In the fourth article weighted composition operators are studied on the scalar-valued BMOA space and its subspace VMOA. A weighted composition operator is obtained by first applying a composition operator and then a pointwise multiplier. A complete characterization is given for the boundedness and compactness of a weighted composition operator on BMOA and VMOA. Moreover, the essential norm of a weighted composition operator on VMOA is estimated. These results generalize many previously known results about composition operators and pointwise multipliers on these spaces.

A Team of Continuous-Action Learning Automata for Noise-Tolerant Learning of Half-Spaces

Learning automata are adaptive decision making devices that are found useful in a variety of machine learning and pattern recognition applications. Although most learning automata methods deal with the case of finitely many actions for the automaton, there are also models of continuous-action-set learning automata (CALA). A team of such CALA can be useful in stochastic optimization problems where one has access only to noise-corrupted values of the objective function. In this paper, we present a novel formulation for noise-tolerant learning of linear classifiers using a CALA team. We consider the general case of nonuniform noise, where the probability that the class label of an example is wrong may be a function of the feature vector of the example. The objective is to learn the underlying separating hyperplane given only such noisy examples. We present an algorithm employing a team of CALA and prove, under some conditions on the class conditional densities, that the algorithm achieves noise-tolerant learning as long as the probability of wrong label for any example is less than 0.5. We also present some empirical results to illustrate the effectiveness of the algorithm.

Bond-order wave phase, spin solitons, and thermodynamics of a frustrated linear spin-1/2 Heisenberg antiferromagnet

The linear spin-1/2 Heisenberg antiferromagnet with exchanges J(1) and J(2) between first and second neighbors has a bond-order wave (BOW) phase that starts at the fluid-dimer transition at J(2)/J(1)=0.2411 and is particularly simple at J(2)/J(1)=1/2. The BOW phase has a doubly degenerate singlet ground state, broken inversion symmetry, and a finite-energy gap E-m to the lowest-triplet state. The interval 0.4 < J(2)/J(1) < 1.0 has large E-m and small finite-size corrections. Exact solutions are presented up to N = 28 spins with either periodic or open boundary conditions and for thermodynamics up to N = 18. The elementary excitations of the BOW phase with large E-m are topological spin-1/2 solitons that separate BOWs with opposite phase in a regular array of spins. The molar spin susceptibility chi(M)(T) is exponentially small for T << E-m and increases nearly linearly with T to a broad maximum. J(1) and J(2) spin chains approximate the magnetic properties of the BOW phase of Hubbard-type models and provide a starting point for modeling alkali-tetracyanoquinodimethane salts.

A systolic evaluator for linear, quadratic, and cubic expressions

High-speed evaluation of a large number of linear, quadratic, and cubic expressions is very important for the modeling and real-time display of objects in computer graphics. Using VLSI techniques, chips called pixel planes have actually been built by H. Fuchs and his group to evaluate linear expressions. In this paper, we describe a topological variant of Fuchs' pixel planes which can evaluate linear, quadratic, cubic, and higher-order polynomials. In our design, we make use of local interconnections only, i.e., interconnections between neighboring processing cells. This leads to the concept of tiling the processing cells for VLSI implementation.

On the relation between rotation increments in different tangent spaces

In computational mechanics, finite rotations are often represented by rotation vectors. Rotation vector increments corresponding to different tangent: spaces are generally related by a linear operator, known as the tangential transformation T. In this note, we derive the higher order terms that are usually left out in linear relation. The exact nonlinear relation is also presented. Errors via the linearized T are numerically estimated. While the concept of T arises out of the nonlinear characteristics of the rotation manifold, it has been derived via tensor analysis in the context of computational mechanics (Cardona and Geradin, 1988). We investigate the operator T from a Lie group perspective, which provides a better insight and a 1-1 correspondence between approaches based on tensor analysis and the standard matrix Lie group theory. (C) 2010 Elsevier Ltd. All rights reserved.

Quenching across quantum critical points: Role of topological patterns

We introduce a one-dimensional version of the Kitaev model consisting of spins on a two-legged ladder and characterized by Z(2) invariants on the plaquettes of the ladder. We map the model to a fermionic system and identify the topological sectors associated with different Z2 patterns in terms of fermion occupation numbers. Within these different sectors, we investigate the effect of a linear quench across a quantum critical point. We study the dominant behavior of the system by employing a Landau-Zener-type analysis of the effective Hamiltonian in the low-energy subspace for which the effective quenching can sometimes be non-linear. We show that the quenching leads to a residual energy which scales as a power of the quenching rate, and that the power depends on the topological sectors and their symmetry properties in a non-trivial way. This behavior is consistent with the general theory of quantum quenching, but with the correlation length exponent nu being different in different sectors. Copyright (C) EPLA, 2010

State estimation in power systems using linear model infinity norm-based trust region approach

State estimation is one of the most important functions in an energy control centre. An computationally efficient state estimator which is free from numerical instability/ill-conditioning is essential for security assessment of electric power grid. Whereas approaches to successfully overcome the numerical ill-conditioning issues have been proposed, an efficient algorithm for addressing the convergence issues in the presence of topological errors is yet to be evolved. Trust region (TR) methods have been successfully employed to overcome the divergence problem to certain extent. In this study, case studies are presented where the conventional algorithms including the existing TR methods would fail to converge. A linearised model-based TR method for successfully overcoming the convergence issues is proposed. On the computational front, unlike the existing TR methods for state estimation which employ quadratic models, the proposed linear model-based estimator is computationally efficient because the model minimiser can be computed in a single step. The model minimiser at each step is computed by minimising the linearised model in the presence of TR and measurement mismatch constraints. The infinity norm is used to define the geometry of the TR. Measurement mismatch constraints are employed to improve the accuracy. The proposed algorithm is compared with the quadratic model-based TR algorithm with case studies on the IEEE 30-bus system, 205-bus and 514-bus equivalent systems of part of Indian grid.

On a Degenerate Parabolic Problem in Holder Spaces

In this paper, we study some degenerate parabolic equation with Cauchy-Dirichlet boundary conditions. This problem is considered in little Holder spaces. The optimal regularity of the solution v is obtained and is specified in terms of those of the second member when some conditions upon the Holder exponent with respect to the degeneracy are satisfied. The proofs mainly use the sum theory of linear operators with or without density of domains and the results of smoothness obtained in the study of some abstract linear differential equations of elliptic type.

Projections in a normed linear space and a generalization of the pseudo-inverse

The concept of a "projection function" in a finite-dimensional real or complex normed linear space H (the function P_M which carries every element into the closest element of a given subspace M) is set forth and examined.

If dim M = dim H - 1, then P_M is linear. If P_N is linear for all k-dimensional subspaces N, where 1 ≤ k < dim M, then P_M is linear.

The projective bound Q, defined to be the supremum of the operator norm of P_M for all subspaces, is in the range 1 ≤ Q < 2, and these limits are the best possible. For norms with Q = 1, P_M is always linear, and a characterization of those norms is given.

If H also has an inner product (defined independently of the norm), so that a dual norm can be defined, then when P_M is linear its adjoint P_M^H is the projection on (kernel P_M)^⊥ by the dual norm. The projective bounds of a norm and its dual are equal.

The notion of a pseudo-inverse F⁺ of a linear transformation F is extended to non-Euclidean norms. The distance from F to the set of linear transformations G of lower rank (in the sense of the operator norm ∥F - G∥) is c/∥F⁺∥, where c = 1 if the range of F fills its space, and 1 ≤ c < Q otherwise. The norms on both domain and range spaces have Q = 1 if and only if (F⁺)⁺ = F for every F. This condition is also sufficient to prove that we have (F⁺)^H = (F^H)⁺, where the latter pseudo-inverse is taken using dual norms.

In all results, the real and complex cases are handled in a completely parallel fashion.

Locally convex Riesz spaces and Archimedean quotient spaces

A Riesz space with a Hausdorff, locally convex topology determined by Riesz seminorms is called a locally convex Riesz space. A sequence {x_n} in a locally convex Riesz space L is said to converge locally to x ϵ L if for some topologically bounded set B and every real r ˃ 0 there exists N (r) and n ≥ N (r) implies x – x_n ϵ r^b. Local Cauchy sequences are defined analogously, and L is said to be locally complete if every local Cauchy sequence converges locally. Then L is locally complete if and only if every monotone local Cauchy sequence has a least upper bound. This is a somewhat more general form of the completeness criterion for Riesz – normed Riesz spaces given by Luxemburg and Zaanen. Locally complete, bound, locally convex Riesz spaces are barrelled. If the space is metrizable, local completeness and topological completeness are equivalent.

Two measures of the non-archimedean character of a non-archimedean Riesz space L are the smallest ideal A_o (L) such that quotient space is Archimedean and the ideal I (L) = { x ϵ L: for some 0 ≤ v ϵ L, n |x| ≤ v for n = 1, 2, …}. In general A_o (L) ᴝ I (L). If L is itself a quotient space, a necessary and sufficient condition that A_o (L) = I (L) is given. There is an example where A_o (L) ≠ I (L).

A necessary and sufficient condition that a Riesz space L have every quotient space Archimedean is that for every 0 ≤ u, v ϵ L there exist u₁ = sup (inf (n v, u): n = 1, 2, …), and real numbers m₁ and m₂ such that m₁ u₁ ≥ v₁ and m₂ v₁ ≥ u₁. If, in addition, L is Dedekind σ – complete, then L may be represented as the space of all functions which vanish off finite subsets of some non-empty set.

Convergence Properties and Fixed Points of Two General Iterative Schemes with Composed Maps in Banach Spaces with Applications to Guaranteed Global Stability

This paper investigates the boundedness and convergence properties of two general iterative processes which involve sequences of self-mappings on either complete metric or Banach spaces. The sequences of self-mappings considered in the first iterative scheme are constructed by linear combinations of a set of self-mappings, each of them being a weighted version of a certain primary self-mapping on the same space. The sequences of self-mappings of the second iterative scheme are powers of an iteration-dependent scaled version of the primary self-mapping. Some applications are also given to the important problem of global stability of a class of extended nonlinear polytopic-type parameterizations of certain dynamic systems.

Projective Limit Random Probabilities on Polish Spaces

A pivotal problem in Bayesian nonparametrics is the construction of prior distributions on the space M(V) of probability measures on a given domain V. In principle, such distributions on the infinite-dimensional space M(V) can be constructed from their finite-dimensional marginals---the most prominent example being the construction of the Dirichlet process from finite-dimensional Dirichlet distributions. This approach is both intuitive and applicable to the construction of arbitrary distributions on M(V), but also hamstrung by a number of technical difficulties. We show how these difficulties can be resolved if the domain V is a Polish topological space, and give a representation theorem directly applicable to the construction of any probability distribution on M(V) whose first moment measure is well-defined. The proof draws on a projective limit theorem of Bochner, and on properties of set functions on Polish spaces to establish countable additivity of the resulting random probabilities.

Reinforcement learning with reference tracking control in continuous state spaces

The contribution described in this paper is an algorithm for learning nonlinear, reference tracking, control policies given no prior knowledge of the dynamical system and limited interaction with the system through the learning process. Concepts from the field of reinforcement learning, Bayesian statistics and classical control have been brought together in the formulation of this algorithm which can be viewed as a form of indirect self tuning regulator. On the task of reference tracking using a simulated inverted pendulum it was shown to yield generally improved performance on the best controller derived from the standard linear quadratic method using only 30 s of total interaction with the system. Finally, the algorithm was shown to work on the simulated double pendulum proving its ability to solve nontrivial control tasks. © 2011 IEEE.