arXiv subjects

A. C. C. Coolen

Publications and source records attributed to A. C. C. Coolen.

At least 19 recordsLinked to original sources

arXiv2019

Analysis of overfitting in the regularized Cox model

The Cox proportional hazards model is ubiquitous in the analysis of time-to-event data. However, when the data dimension p is comparable to the sample size $N$, maximum likelihood estimates for its regression parameters are known to be biased or break down entirely due to overfitting. This prompted the introduction of the so-called regularized Cox model. In this paper we use the replica method from statistical physics to investigate the relationship between the true and inferred regression parameters in regularized multivariate Cox regression with L2 regularization, in the regime where both p and N are large but with p/N ~ O(1). We thereby generalize a recent study from maximum likelihood to maximum a posteriori inference. We also establish a relationship between the optimal regularization parameter and p/N, allowing for straightforward overfitting corrections in time-to-event analysis.

stat.ME↗

arXiv2017

Retrieving Infinite Numbers of Patterns in a Spin-Glass Model of Immune Networks

The similarity between neural and immune networks has been known for decades, but so far we did not understand the mechanism that allows the immune system, unlike associative neural networks, to recall and execute a large number of memorized defense strategies {\em in parallel}. The explanation turns out to lie in the network topology. Neurons interact typically with a large number of other neurons, whereas interactions among lymphocytes in immune networks are very specific, and described by graphs with finite connectivity. In this paper we use replica techniques to solve a statistical mechanical immune network model with `coordinator branches' (T-cells) and `effector branches' (B-cells), and show how the finite connectivity enables the system to manage an extensive number of immune clones simultaneously, even above the percolation threshold. The system exhibits only weak ergodicity breaking, so that both multiple antigen defense and homeostasis can be accomplished.

cond-mat.dis-nn↗

arXiv2015

Practical survival analysis tools for heterogeneous cohorts and informative censoring

In heterogeneous cohorts and those where censoring by non-primary risks is informative many conventional survival analysis methods are not applicable; the proportional hazards assumption is usually violated at population level and the observed crude hazard rates are no longer estimators of what they would have been in the absence of other risks. In this paper, we develop a fully Bayesian survival analysis to determine the probabilistically optimal description of a heterogeneous cohort and we propose a novel means of recovering hazard rates and survival functions `decontaminated' of the effects of any competing risks. Most competing risks studies implicitly assume that risk correlations are induced by cohort or disease heterogeneity that is not captured by covariates. We additionally assume that proportional hazards hold at the level of individuals, for all risks, leading to a generic statistical description that allows us to decontaminate the effects of informative censoring, and from which Cox regression, frailty and random effects models, and latent class models can all be recovered as special cases. Synthetic data confirm that our approach can map a cohort's substructure, and remove heterogeneity-induced false protectivity and false aetiology effects. Application to survival data from the ULSAM cohort leads to plausible alternative explanations for previous counter-intuitive inferences to prostate cancer. The importance of managing cardiovascular disease as a comorbidity in women diagnosed with breast cancer is suggested on application to survival data from the AMORIS study.

stat.AP↗

arXiv2013

Immune networks: multi-tasking capabilities near saturation

Pattern-diluted associative networks were introduced recently as models for the immune system, with nodes representing T-lymphocytes and stored patterns representing signalling protocols between T- and B-lymphocytes. It was shown earlier that in the regime of extreme pattern dilution, a system with $N_T$ T-lymphocytes can manage a number $N_B!=!\order(N_T^δ)$ of B-lymphocytes simultaneously, with $δ!<!1$. Here we study this model in the extensive load regime $N_B!=!αN_T$, with also a high degree of pattern dilution, in agreement with immunological findings. We use graph theory and statistical mechanical analysis based on replica methods to show that in the finite-connectivity regime, where each T-lymphocyte interacts with a finite number of B-lymphocytes as $N_T\to\infty$, the T-lymphocytes can coordinate effective immune responses to an extensive number of distinct antigen invasions in parallel. As $α$ increases, the system eventually undergoes a second order transition to a phase with clonal cross-talk interference, where the system's performance degrades gracefully. Mathematically, the model is equivalent to a spin system on a finitely connected graph with many short loops, so one would expect the available analytical methods, which all assume locally tree-like graphs, to fail. Yet it turns out to be solvable. Our results are supported by numerical simulations.

cond-mat.dis-nn↗

arXiv2013

Immune networks: multi-tasking capabilities at medium load

Associative network models featuring multi-tasking properties have been introduced recently and studied in the low load regime, where the number $P$ of simultaneously retrievable patterns scales with the number $N$ of nodes as $P\sim \log N$. In addition to their relevance in artificial intelligence, these models are increasingly important in immunology, where stored patterns represent strategies to fight pathogens and nodes represent lymphocyte clones. They allow us to understand the crucial ability of the immune system to respond simultaneously to multiple distinct antigen invasions. Here we develop further the statistical mechanical analysis of such systems, by studying the medium load regime, $P \sim N^δ$ with $δ\in (0,1]$. We derive three main results. First, we reveal the nontrivial architecture of these networks: they exhibit a high degree of modularity and clustering, which is linked to their retrieval abilities. Second, by solving the model we demonstrate for $δ<1$ the existence of large regions in the phase diagram where the network can retrieve all stored patterns simultaneously. Finally, in the high load regime $δ=1$ we find that the system behaves as a spin glass, suggesting that finite-connectivity frameworks are required to achieve effective retrieval.

cond-mat.dis-nn↗

arXiv2012

Controlled Markovian dynamics of graphs: unbiased generation of random graphs with prescribed topological properties

We analyze the properties of degree-preserving Markov chains based on elementary edge switchings in undirected and directed graphs. We give exact yet simple formulas for the mobility of a graph (the number of possible moves) in terms of its adjacency matrix. This formula allows us to define acceptance probabilities for edge switchings, such that the Markov chains become controlled Glauber-type detailed balance processes, designed to evolve to any required invariant measure (representing the asymptotic frequencies with which the allowed graphs are visited during the process).

cond-mat.dis-nn↗

arXiv2011

Unbiased degree-preserving randomisation of directed binary networks

Randomising networks using a naive `accept-all' edge-swap algorithm is generally biased. Building on recent results for nondirected graphs, we construct an ergodic detailed balance Markov chain with non-trivial acceptance probabilities for directed graphs, which converges to a strictly uniform measure and is based on edge swaps that conserve all in- and out-degrees. The acceptance probabilities can also be generalized to define Markov chains that target any alternative desired measure on the space of directed graphs, in order to generate graphs with more sophisticated topological features. This is demonstrated by defining a process tailored to the production of directed graphs with specified degree-degree correlation functions. The theory is implemented numerically and tested on synthetic and biological network examples.

q-bio.QM↗

arXiv2011

What you see is not what you get: how sampling affects macroscopic features of biological networks

We use mathematical methods from the theory of tailored random graphs to study systematically the effects of sampling on topological features of large biological signalling networks. Our aim in doing so is to increase our quantitative understanding of the relation between true biological networks and the imperfect and often biased samples of these networks that are reported in public data repositories and used by biomedical scientists. We derive exact explicit formulae for degree distributions and degree correlation kernels of sampled networks, in terms of the degree distributions and degree correlation kernels of the underlying true network, for a broad family of sampling protocols that include (un-)biased node and/or link undersampling as well as (un-)biased link oversampling. Our predictions are in excellent agreement with numerical simulations.

q-bio.QM↗

arXiv2011

Tailored graph ensembles as proxies or null models for real networks II: results on directed graphs

We generate new mathematical tools with which to quantify the macroscopic topological structure of large directed networks. This is achieved via a statistical mechanical analysis of constrained maximum entropy ensembles of directed random graphs with prescribed joint distributions for in- and outdegrees and prescribed degree-degree correlation functions. We calculate exact and explicit formulae for the leading orders in the system size of the Shannon entropies and complexities of these ensembles, and for information-theoretic distances. The results are applied to data on gene regulation networks.

q-bio.QM↗

arXiv2009

Generating functional analysis of complex formation and dissociation in large protein interaction networks

We analyze large systems of interacting proteins, using techniques from the non-equilibrium statistical mechanics of disordered many-particle systems. Apart from protein production and removal, the most relevant microscopic processes in the proteome are complex formation and dissociation, and the microscopic degrees of freedom are the evolving concentrations of unbound proteins (in multiple post-translational states) and of protein complexes. Here we only include dimer-complexes, for mathematical simplicity, and we draw the network that describes which proteins are reaction partners from an ensemble of random graphs with an arbitrary degree distribution. We show how generating functional analysis methods can be used successfully to derive closed equations for dynamical order parameters, representing an exact macroscopic description of the complex formation and dissociation dynamics in the infinite system limit. We end this paper with a discussion of the possible routes towards solving the nontrivial order parameter equations, either exactly (in specific limits) or approximately.

q-bio.MN↗

arXiv2009

Parallel dynamics of disordered Ising spin systems on finitely connected directed random graphs with arbitrary degree distributions

We study the stochastic parallel dynamics of Ising spin systems defined on finitely connected directed random graphs with arbitrary degree distributions, using generating functional analysis. For fully asymmetric graphs the dynamics of the system can be completely solved, due to the asymptotic absence of loops. For arbitrary graph symmetry, we solve the dynamics exactly for the first few time steps, and we construct approximate stationary solutions.

cond-mat.dis-nn↗

arXiv2009

Tailored graph ensembles as proxies or null models for real networks I: tools for quantifying structure

We study the tailoring of structured random graph ensembles to real networks, with the objective of generating precise and practical mathematical tools for quantifying and comparing network topologies macroscopically, beyond the level of degree statistics. Our family of ensembles can produce graphs with any prescribed degree distribution and any degree-degree correlation function, its control parameters can be calculated fully analytically, and as a result we can calculate (asymptotically) formulae for entropies and complexities, and for information-theoretic distances between networks, expressed directly and explicitly in terms of their measured degree distribution and degree correlations.

cond-mat.dis-nn↗

arXiv2009

Constrained Markovian dynamics of random graphs

We introduce a statistical mechanics formalism for the study of constrained graph evolution as a Markovian stochastic process, in analogy with that available for spin systems, deriving its basic properties and highlighting the role of the `mobility' (the number of allowed moves for any given graph). As an application of the general theory we analyze the properties of degree-preserving Markov chains based on elementary edge switchings. We give an exact yet simple formula for the mobility in terms of the graph's adjacency matrix and its spectrum. This formula allows us to define acceptance probabilities for edge switchings, such that the Markov chains become controlled Glauber-type detailed balance processes, designed to evolve to any required invariant measure (representing the asymptotic frequencies with which the allowed graphs are visited during the process). As a corollary we also derive a condition in terms of simple degree statistics, sufficient to guarantee that, in the limit where the number of nodes diverges, even for state-independent acceptance probabilities of proposed moves the invariant measure of the process will be uniform. We test our theory on synthetic graphs and on realistic larger graphs as studied in cellular biology.

cond-mat.dis-nn↗

arXiv2009

Dynamical replica analysis of processes on finitely connected random graphs II: Dynamics in the Griffiths phase of the diluted Ising ferromagnet

We study the Glauber dynamics of Ising spin models with random bonds, on finitely connected random graphs. We generalize a recent dynamical replica theory with which to predict the evolution of the joint spin-field distribution, to include random graphs with arbitrary degree distributions. The theory is applied to Ising ferromagnets on randomly diluted Bethe lattices, where we study the evolution of the magnetization and the internal energy. It predicts a prominent slowing down of the flow in the Griffiths phase, it suggests a further dynamical transition at lower temperatures within the Griffiths phase, and it is verified quantitatively by the results of Monte Carlo simulations.

cond-mat.dis-nn↗

arXiv2008

Market response to external events and interventions in spherical minority games

We solve the dynamics of large spherical Minority Games (MG) in the presence of non-negligible time dependent external contributions to the overall market bid. The latter represent the actions of market regulators, or other major natural or political events that impact on the market. In contrast to non-spherical MGs, the spherical formulation allows one to derive closed dynamical order parameter equations in explicit form and work out the market's response to such events fully analytically. We focus on a comparison between the response to stationary versus oscillating market interventions, and reveal profound and partially unexpected differences in terms of transition lines and the volatility.

q-fin.TR↗

arXiv2008

Spin models on random graphs with controlled topologies beyond degree constraints

We study Ising spin models on finitely connected random interaction graphs which are drawn from an ensemble in which not only the degree distribution $p(k)$ can be chosen arbitrarily, but which allows for further fine-tuning of the topology via preferential attachment of edges on the basis of an arbitrary function Q(k,k') of the degrees of the vertices involved. We solve these models using finite connectivity equilibrium replica theory, within the replica symmetric ansatz. In our ensemble of graphs, phase diagrams of the spin system are found to depend no longer only on the chosen degree distribution, but also on the choice made for Q(k,k'). The increased ability to control interaction topology in solvable models beyond prescribing only the degree distribution of the interaction graph enables a more accurate modeling of real-world interacting particle systems by spin systems on suitably defined random graphs.

cond-mat.dis-nn↗

arXiv2008

A solvable model of the genesis of amino-acid sequences via coupled dynamics of folding and slow genetic variation

We study the coupled dynamics of primary and secondary structure formation (i.e. slow genetic sequence selection and fast folding) in the context of a solvable microscopic model that includes both short-range steric forces and and long-range polarity-driven forces. Our solution is based on the diagonalization of replicated transfer matrices, and leads in the thermodynamic limit to explicit predictions regarding phase transitions and phase diagrams at genetic equilibrium. The predicted phenomenology allows for natural physical interpretations, and finds satisfactory support in numerical simulations.

q-bio.BM↗

arXiv2007

Dynamical replica analysis of processes on finitely connected random graphs I: vertex covering

We study the stochastic dynamics of Ising spin models with random bonds, interacting on finitely connected Poissonnian random graphs. We use the dynamical replica method to derive closed dynamical equations for the joint spin-field probability distribution, and solve these within the replica symmetry ansatz. Although the theory is developed in a general setting, with a view to future applications in various other fields, in this paper we apply it mainly to the dynamics of the Glauber algorithm (extended with cooling schedules) when running on the so-called vertex cover optimization problem. Our theoretical predictions are tested against both Monte Carlo simulations and known results from equilibrium studies. In contrast to previous dynamical analyses based on deriving closed equations for only a small numbers of scalar order parameters, the agreement between theory and experiment in the present study is nearly perfect.

cond-mat.dis-nn↗