Mathematical study of complex networks : brain, internet, and power grid

The dissertation is concerned with the mathematical study of various network problems. First, three real-world networks are considered: (i) the human brain network (ii) communication networks, (iii) electric power networks. Although these networks perform very different tasks, they share similar mathematical foundations. The high-level goal is to analyze and/or synthesis each of these systems from a “control and optimization” point of view. After studying these three real-world networks, two abstract network problems are also explored, which are motivated by power systems. The first one is “flow optimization over a flow network” and the second one is “nonlinear optimization over a generalized weighted graph”. The results derived in this dissertation are summarized below.

Brain Networks: Neuroimaging data reveals the coordinated activity of spatially distinct brain regions, which may be represented mathematically as a network of nodes (brain regions) and links (interdependencies). To obtain the brain connectivity network, the graphs associated with the correlation matrix and the inverse covariance matrix—describing marginal and conditional dependencies between brain regions—have been proposed in the literature. A question arises as to whether any of these graphs provides useful information about the brain connectivity. Due to the electrical properties of the brain, this problem will be investigated in the context of electrical circuits. First, we consider an electric circuit model and show that the inverse covariance matrix of the node voltages reveals the topology of the circuit. Second, we study the problem of finding the topology of the circuit based on only measurement. In this case, by assuming that the circuit is hidden inside a black box and only the nodal signals are available for measurement, the aim is to find the topology of the circuit when a limited number of samples are available. For this purpose, we deploy the graphical lasso technique to estimate a sparse inverse covariance matrix. It is shown that the graphical lasso may find most of the circuit topology if the exact covariance matrix is well-conditioned. However, it may fail to work well when this matrix is ill-conditioned. To deal with ill-conditioned matrices, we propose a small modification to the graphical lasso algorithm and demonstrate its performance. Finally, the technique developed in this work will be applied to the resting-state fMRI data of a number of healthy subjects.

Communication Networks: Congestion control techniques aim to adjust the transmission rates of competing users in the Internet in such a way that the network resources are shared efficiently. Despite the progress in the analysis and synthesis of the Internet congestion control, almost all existing fluid models of congestion control assume that every link in the path of a flow observes the original source rate. To address this issue, a more accurate model is derived in this work for the behavior of the network under an arbitrary congestion controller, which takes into account of the effect of buffering (queueing) on data flows. Using this model, it is proved that the well-known Internet congestion control algorithms may no longer be stable for the common pricing schemes, unless a sufficient condition is satisfied. It is also shown that these algorithms are guaranteed to be stable if a new pricing mechanism is used.

Electrical Power Networks: Optimal power flow (OPF) has been one of the most studied problems for power systems since its introduction by Carpentier in 1962. This problem is concerned with finding an optimal operating point of a power network minimizing the total power generation cost subject to network and physical constraints. It is well known that OPF is computationally hard to solve due to the nonlinear interrelation among the optimization variables. The objective is to identify a large class of networks over which every OPF problem can be solved in polynomial time. To this end, a convex relaxation is proposed, which solves the OPF problem exactly for every radial network and every meshed network with a sufficient number of phase shifters, provided power over-delivery is allowed. The concept of “power over-delivery” is equivalent to relaxing the power balance equations to inequality constraints.

Flow Networks: In this part of the dissertation, the minimum-cost flow problem over an arbitrary flow network is considered. In this problem, each node is associated with some possibly unknown injection, each line has two unknown flows at its ends related to each other via a nonlinear function, and all injections and flows need to satisfy certain box constraints. This problem, named generalized network flow (GNF), is highly non-convex due to its nonlinear equality constraints. Under the assumption of monotonicity and convexity of the flow and cost functions, a convex relaxation is proposed, which always finds the optimal injections. A primary application of this work is in the OPF problem. The results of this work on GNF prove that the relaxation on power balance equations (i.e., load over-delivery) is not needed in practice under a very mild angle assumption.

Generalized Weighted Graphs: Motivated by power optimizations, this part aims to find a global optimization technique for a nonlinear optimization defined over a generalized weighted graph. Every edge of this type of graph is associated with a weight set corresponding to the known parameters of the optimization (e.g., the coefficients). The motivation behind this problem is to investigate how the (hidden) structure of a given real/complex valued optimization makes the problem easy to solve, and indeed the generalized weighted graph is introduced to capture the structure of an optimization. Various sufficient conditions are derived, which relate the polynomial-time solvability of different classes of optimization problems to weak properties of the generalized weighted graph such as its topology and the sign definiteness of its weight sets. As an application, it is proved that a broad class of real and complex optimizations over power networks are polynomial-time solvable due to the passivity of transmission lines and transformers.

Harnessing the complexity of gene expression data from cancer: from single gene to structural pathway methods

High-dimensional gene expression data provide a rich source of information because they capture the expression level of genes in dynamic states that reflect the biological functioning of a cell. For this reason, such data are suitable to reveal systems related properties inside a cell, e.g., in order to elucidate molecular mechanisms of complex diseases like breast or prostate cancer. However, this is not only strongly dependent on the sample size and the correlation structure of a data set, but also on the statistical hypotheses tested. Many different approaches have been developed over the years to analyze gene expression data to (I) identify changes in single genes, (II) identify changes in gene sets or pathways, and (III) identify changes in the correlation structure in pathways. In this paper, we review statistical methods for all three types of approaches, including subtypes, in the context of cancer data and provide links to software implementations and tools and address also the general problem of multiple hypotheses testing. Further, we provide recommendations for the selection of such analysis methods.

Guiding functional connectivity estimation by structural connectivity in MEG: an application to discrimination of mild cognitive impaired conditions

Whole brain resting state connectivity is a promising biomarker that might help to obtain an early diagnosis in many neurological diseases, such as dementia. Inferring resting-state connectivity is often based on correlations, which are sensitive to indirect connections, leading to an inaccurate representation of the real backbone of the network. The precision matrix is a better representation for whole brain connectivity, as it considers only direct connections. The network structure can be estimated using the graphical lasso (GL), which achieves sparsity through l1-regularization on the precision matrix. In this paper, we propose a structural connectivity adaptive version of the GL, where weaker anatomical connections are represented as stronger penalties on the corre- sponding functional connections. We applied beamformer source reconstruction to the resting state MEG record- ings of 81 subjects, where 29 were healthy controls, 22 were single-domain amnestic Mild Cognitive Impaired (MCI), and 30 were multiple-domain amnestic MCI. An atlas-based anatomical parcellation of 66 regions was ob- tained for each subject, and time series were assigned to each of the regions. The fiber densities between the re- gions, obtained with deterministic tractography from diffusion-weighted MRI, were used to define the anatomical connectivity. Precision matrices were obtained with the region specific time series in five different frequency bands. We compared our method with the traditional GL and a functional adaptive version of the GL, in terms of log-likelihood and classification accuracies between the three groups. We conclude that introduc- ing an anatomical prior improves the expressivity of the model and, in most cases, leads to a better classification between groups.

A graphical notation for modelling events in business processes

Using complex event rules for capturing dependencies between business processes is an emerging trend in enterprise information systems. In previous work we have identified a set of requirements for event extensions for business process modeling languages. This paper introduces a graphical language for modeling composite events in business processes, namely BEMN, that fulfills all these requirements. These include event conjunction, disjunction and inhibition as well as cardinality of events whose graphical expression can be factored into flow-oriented process modeling and event rule modeling. Formal semantics for the language are provided.

A framework for mathematics graphical tasks : The influence of the graphic element on student sense making

Graphical tasks have become a prominent aspect of mathematics assessment. From a conceptual stance, the purpose of this study was to better understand the composition of graphical tasks commonly used to assess students’ mathematics understandings. Through an iterative design, the investigation described the sense making of 11–12-year-olds as they decoded mathematics tasks which contained a graphic. An ongoing analysis of two phases of data collection was undertaken as we analysed the extent to which various elements of text, graphics, and symbols influenced student sense making. Specifically, the study outlined the changed behaviour (and performance) of the participants as they solved graphical tasks that had been modified with respect to these elements. We propose a theoretical framework for understanding the composition of a graphical task and identify three specific elements which are dependently and independently related to each other, namely: the graphic; the text; and the symbols. Results indicated that although changes to the graphical tasks were minimal, a change in student success and understanding was most evident when the graphic element was modified. Implications include the need for test designers to carefully consider the graphics embedded within mathematics tasks since the elements within graphical tasks greatly influence student understanding.

Usability and security of gaze-based graphical grid passwords

We present and analyze several gaze-based graphical password schemes based on recall and cued-recall of grid points; eye-trackers are used to record user's gazes, which can prevent shoulder-surfing and may be suitable for users with disabilities. Our 22-subject study observes that success rate and entry time for the grid-based schemes we consider are comparable to other gaze-based graphical password schemes. We propose the first password security metrics suitable for analysis of graphical grid passwords and provide an in-depth security analysis of user-generated passwords from our study, observing that, on several metrics, user-generated graphical grid passwords are substantially weaker than uniformly random passwords, despite our attempts at designing schemes to improve quality of user-generated passwords.

Discovery and replication of gene influences on brain structure using LASSO regression

We implemented least absolute shrinkage and selection operator (LASSO) regression to evaluate gene effects in genome-wide association studies (GWAS) of brain images, using an MRI-derived temporal lobe volume measure from 729 subjects scanned as part of the Alzheimer's Disease Neuroimaging Initiative (ADNI). Sparse groups of SNPs in individual genes were selected by LASSO, which identifies efficient sets of variants influencing the data. These SNPs were considered jointly when assessing their association with neuroimaging measures. We discovered 22 genes that passed genome-wide significance for influencing temporal lobe volume. This was a substantially greater number of significant genes compared to those found with standard, univariate GWAS. These top genes are all expressed in the brain and include genes previously related to brain function or neuropsychiatric disorders such as MACROD2, SORCS2, GRIN2B, MAGI2, NPAS3, CLSTN2, GABRG3, NRXN3, PRKAG2, GAS7, RBFOX1, ADARB2, CHD4, and CDH13. The top genes we identified with this method also displayed significant and widespread post hoc effects on voxelwise, tensor-based morphometry (TBM) maps of the temporal lobes. The most significantly associated gene was an autism susceptibility gene known as MACROD2.We were able to successfully replicate the effect of the MACROD2 gene in an independent cohort of 564 young, Australian healthy adult twins and siblings scanned with MRI (mean age: 23.8±2.2 SD years). Our approach powerfully complements univariate techniques in detecting influences of genes on the living brain.

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.

Graphical method to include temperature variation of activation energy in Hall data analysis

A graphical method is presented for Hall data analysis, including the temperature variation of activation energy due to screening. This method removes the discrepancies noted in the analysis of recently reported Hall data on Si(In).

Velocity and acceleration analysis of complex mechanisms by graphical iteration

A simple graphical method is presented for velocity and acceleration analysis of complex mechanisms possessing low or high degree of complexity. The method is iterative in character and generally yields the solution within a few iterations. Several examples have been worked out to illustrate the method.

Computing the Stochastic Complexity of Simple Probabilistic Graphical Models

Minimum Description Length (MDL) is an information-theoretic principle that can be used for model selection and other statistical inference tasks. There are various ways to use the principle in practice. One theoretically valid way is to use the normalized maximum likelihood (NML) criterion. Due to computational difficulties, this approach has not been used very often. This thesis presents efficient floating-point algorithms that make it possible to compute the NML for multinomial, Naive Bayes and Bayesian forest models. None of the presented algorithms rely on asymptotic analysis and with the first two model classes we also discuss how to compute exact rational number solutions.

Graphical simulation of Petri Nets

An interactive graphics package for modeling with Petri Nets has been implemented. It uses the VT-11 graphics terminal supported on the PDP-11/35 computer to draw, execute, analyze, edit and redraw a Petri Net. Each of the above mentioned tasks can be performed by selecting appropriate items from a menu displayed on the screen. Petri Nets with a reasonably large number of nodes can be created and analyzed using this package. The number of nodes supported may be increased by making simple changes in the program. Being interactive, the program seeks information from the user after displaying appropriate messages on the terminal. After completing the Petri Net, it may be executed step by step and the changes in the number of tokens may be observed on the screen, at each place. Some properties of Petri Nets like safety, boundedness, conservation and redundancy can be checked using this package. This package can be used very effectively for modeling asynchronous (concurrent) systems with Petri Nets and simulating the model by “graphical execution.”

Autoregressive spectral array for graphical display of EEG data

A graphical display of the frequency content of background,electroencephalogram (EEG) activity is obtained by calculating the spectral estimates using autocorrelation autoregressive method and the classical Fourier transform method, Display of spectral content of consecutive data segments is made using hidden-line suppression technique so as to get a spectral array, The autoregressive spectral array (ASA) is found to be sensitive to baseline drift, Following baseline correction the autoregressive technique is found to be superior to the Fourier method of compressed spectral array (CSA) in detecting the transitions in the frequencies of the signal. The smoothed ASA gives a better picture of transitions and changes in the background activity, The ASA can be made to adapt to specific changes of dominant frequencies while eliminating unnecessary peaks in the spectrum. The utility,of the ASA for background EEG analysis is discussed,

Graphical method to determine the parameters of the two-parameter fracture model for concrete

To evaluate the parameters in the two-parameter fracture model, i.e. the critical stress intensity factor and critical crack tip opening displacement for the fracture of plain concrete in Mode 1 for the given test configuration and geometry, considerable computational effort is necessary. A simple graphical method has been proposed using normalized fracture parameters for the three-point bend (3PB) notched specimen and the double-edged notched (DEN) specimen. A similar graphical method is proposed to compute the maximum load carrying capacity of a specimen, using the critical fracture parameters both for 3PB and DEN configurations.