arXiv subjects

Allen Tannenbaum

Publications and source records attributed to Allen Tannenbaum.

At least 37 records · Page 2Linked to original sources

arXiv2018

Relaxed Schroedinger bridges and robust network routing

We consider network routing under random link failures with a desired final distribution. We provide a mathematical formulation of a relaxed transport problem where the final distribution only needs to be close to the desired one. The problem is a maximum entropy problem for path distributions with an extra terminal cost. We show that the unique solution may be obtained solving a generalized Schroedinger system. An iterative algorithm to compute the solution is provided. It contracts the Hilbert metric with contraction ratio less than 1/2 leading to extremely fast convergence.

math.OC↗

arXiv2017

Comparing Three Notions of Discrete Ricci Curvature on Biological Networks

In the present work, we study the properties of biological networks by applying analogous notions of fundamental concepts in Riemannian geometry and optimal mass transport to discrete networks described by weighted graphs. Specifically, we employ possible generalizations of the notion of Ricci curvature on Riemannian manifold to discrete spaces in order to infer certain robustness properties of the networks of interest. We compare three possible discrete notions of Ricci curvature (Olivier Ricci curvature, Bakry-Émery Ricci curvature, and Forman Ricci curvature) on some model and biological networks. While the exact relationship of each of the three definitions of curvature to one another is still not known, they do yield similar results on our biological networks of interest. These notions are initially defined on positively weighted graphs; however, Forman-Ricci curvature can also be defined on directed positively weighted networks. We will generalize this notion of directed Forman Ricci curvature on the network to a form that also considers the signs of the directions (e. g., activator and repressor in transcription networks). We call this notion the \emph{signed-control Ricci curvature}. Given real biological networks are almost always directed and possess positive and negative controls, the notion of signed-control curvature can elucidate the network-based study of these complex networks. Finally, we compare the results of these notions of Ricci curvature on networks to some known network measures, namely, betweenness centrality and clustering coefficients on graphs.

q-bio.MN↗

arXiv2017

On the Matrix Monge-Kantorovich Problem

The classical Monge-Kantorovich (MK) problem as originally posed is concerned with how best to move a pile of soil or rubble to an excavation or fill with the least amount of work relative to some cost function. When the cost is given by the square of the Euclidean distance, one can define a metric on densities called the "Wasserstein distance." In this note, we formulate a natural matrix counterpart of the MK problem for positive definite density matrices. We prove a number of results about this metric including showing that it can be formulated as a convex optimization problem, strong duality, an analogue of the Poincare-Wirtinger inequality, and a Lax-Hopf-Oleinik type result.

math.FA↗

arXiv2017

Efficient-robust routing for single commodity network flows

We study single commodity network flows with suitable robustness and efficiency specs. An original use of a maximum entropy problem for distributions on the paths of the graph turns this problem into a steering problem for Markov chains with prescribed initial and final marginals. From a computational standpoint, viewing scheduling this way is especially attractive in light of the existence of an iterative algorithm to compute the solution. The present paper builds on [13] by introducing an index of efficiency of a transportation plan and points, accordingly, to efficient-robust transport policies. In developing the theory, we establish two new invariance properties of the solution (called bridge) - an iterated bridge invariance property and the invariance of the most probable paths. These properties, which were tangentially mentioned in our previous work, are fully developed here. We also show that the distribution on paths of the optimal transport policy, which depends on a "temperature" parameter, tends to the solution of the "most economical" but possibly less robust optimal mass transport problem as the temperature goes to zero. The relevance of all of these properties for transport over networks is illustrated in an example.

math-ph↗

arXiv2017

An Efficient Algorithm for Matrix-Valued and Vector-Valued Optimal Mass Transport

We present an efficient algorithm for recent generalizations of optimal mass transport theory to matrix-valued and vector-valued densities. These generalizations lead to several applications including diffusion tensor imaging, color images processing, and multi-modality imaging. The algorithm is based on sequential quadratic programming (SQP). By approximating the Hessian of the cost and solving each iteration in an inexact manner, we are able to solve each iteration with relatively low cost while still maintaining a fast convergent rate. The core of the algorithm is solving a weighted Poisson equation, where different efficient preconditioners may be employed. We utilize incomplete Cholesky factorization, which yields an efficient and straightforward solver for our problem. Several illustrative examples are presented for both the matrix and vector-valued cases.

math.NA↗

arXiv2017

Vector-Valued Optimal Mass Transport

We introduce the problem of transporting vector-valued distributions. In this, a salient feature is that mass may flow between vectorial entries as well as across space (discrete or continuous). The theory relies on a first step taken to define an appropriate notion of optimal transport on a graph. The corresponding distance between distributions is readily computable via convex optimization and provides a suitable generalization of Wasserstein-type metrics. Building on this, we define Wasserstein-type metrics on vector-valued distributions supported on continuous spaces as well as graphs. Motivation for developing vector-valued mass transport is provided by applications such as multi-color image processing, polarimetric radar, as well as network problems where resources may be vectorial.

math.OC↗

arXiv2017

Matricial Wasserstein-1 Distance

In this note, we propose an extension of the Wasserstein 1-metric ($W_1$) for matrix probability densities, matrix-valued density measures, and an unbalanced interpretation of mass transport. The key is using duality theory, in particular, a "dual of the dual" formulation of $W_1$. This matrix analogue of the Earth Mover's Distance has several attractive features including ease of computation.

math.FA↗

arXiv2017

Interpolation of Density Matrices and Matrix-Valued Measures: The Unbalanced Case

In this note, we propose an unbalanced version of the quantum mechanical version of optimal mass transport that was based on the Lindblad equation. We formulate a natural interpolation framework between density matrices and matrix-valued measures via a quantum mechanical formulation of Fisher-Rao information and the matricial Wasserstein distance.

math.FA↗

arXiv2016

Regularization and Interpolation of Positive Matrices

We consider certain matricial analogues of optimal mass transport of positive definite matrices of equal trace. The framework is motivated by the need to devise a suitable geometry for interpolating positive definite matrices in ways that allow controlling the apparent tradeoff between "aligning up their eigenstructure" and "scaling the corresponding eigenvalues". Indeed, motivation for this work is provided by power spectral analysis of multivariate time series where, linear interpolation between matrix-valued power spectra generates push-pop artifacts. Push-pop of power distribuion is objectionable as it corresponds to unrealistic response of scatterers.

math.OC↗

arXiv2016

Matrix Optimal Mass Transport: A Quantum Mechanical Approach

In this paper, we describe a possible generalization of the Wasserstein 2-metric, originally defined on the space of scalar probability densities, to the space of Hermitian matrices with trace one, and to the space of matrix-valued probability densities. Our approach follows a computational fluid dynamical formulation of the Wasserstein-2 metric and utilizes certain results from the quantum mechanics of open systems, in particular the Lindblad equation. It allows determining the gradient flow for the quantum entropy relative to this matricial Wasserstein metric. This may have implications to some key issues in quantum information theory.

math-ph↗

arXiv2016

Interactive Image Segmentation From A Feedback Control Perspective

Image segmentation is a fundamental problem in computational vision and medical imaging. Designing a generic, automated method that works for various objects and imaging modalities is a formidable task. Instead of proposing a new specific segmentation algorithm, we present a general design principle on how to integrate user interactions from the perspective of feedback control theory. Impulsive control and Lyapunov stability analysis are employed to design and analyze an interactive segmentation system. Then stabilization conditions are derived to guide algorithm design. Finally, the effectiveness and robustness of proposed method are demonstrated.

cs.CV↗

arXiv2016

Robust transport over networks

We consider transport over a strongly connected, directed graph. The scheduling amounts to selecting transition probabilities for a discrete-time Markov evolution which is designed to be consistent with certain initial and final marginals. The random evolution is selected to be closest to a prior measure on paths in the relative entropy sense, i.e., a Schroedinger bridge between the two marginals. This is an atypical stochastic control problem where the control consists in suitably modifying the transition mechanism. The prior can incorporate cost of traversing edges or allocate equal probability to all paths of equal length connecting any two given nodes, i.e., a uniform measure on paths. This latter choice relies on the so-called Ruelle-Bowen random walk and gives rise to a scheduling that tends to utilize all paths as uniformly as the topology allows. Thus, when the Ruelle-Bowen law is taken as prior, the transportation plan tends to lessen congestion and ensure a level of robustness. We show that the Ruelle-Bowen law is itself a Schroedinger bridge albeit with a prior that is not a probability measure. The paradigm of Schroedinger bridges as a mechanism for scheduling transport on networks can be adapted to graphs that are not strongly connected as well as to weighted graphs. The latter leads to transportation plans that effect a compromise between robustness and transportation cost.

eess.SY↗

arXiv2015

A Quantitative Analysis of Localized Robustness of MYCN in Neuroblastoma

The amplification of the gene MYCN (V-myc myelocytomatosis viral-valeted oncogene, neuroblastoma derived) has been a well-documented indicator for poor prognosis in neuroblastoma, a childhood cancer. Unfortunately, there has been limited success in understanding MYCN functionality in the landscape of neuroblastoma and more importantly, given that MYCN has been deemed undruggable, the need to potentially illuminate key opportunities that indirectly target MYCN is of great interest. To this end, this work employs an emerging quantitative technique from network science, namely network curvature, to quantify the biological robustness of MYCN and its surrounding neighborhood. In particular, when amplified in Stage IV cancer, MYCN exhibits higher curvature (more robust) than those samples with under expressed MYCN levels. When examining the surrounding neighborhood, the above argument still holds for network curvature, but is lost when only analyzing differential expression - a common technique amongst oncologists and computational/molecular biologists. This finding points to the problem (and possible solution) of drug targeting in the context of complexity and indirect cell signaling affects that have often been obfuscated through traditional techniques.

q-bio.MN↗

arXiv2015

Market Fragility, Systemic Risk, and Ricci Curvature

Measuring systemic risk or fragility of financial systems is a ubiquitous task of fundamental importance in analyzing market efficiency, portfolio allocation, and containment of financial contagions. Recent attempts have shown that representing such systems as a weighted graph characterizing the complex web of interacting agents over some information flow (e.g., debt, stock returns, shareholder ownership) may provide certain keen insights. Here, we show that fragility, or the ability of system to be prone to failures in the face of random perturbations, is negatively correlated with geometric notion of Ricci curvature. The key ingredient relating fragility and curvature is entropy. As a proof of concept, we examine returns from a set of stocks comprising the S\&P 500 over a 15 year span to show that financial crashes are more robust compared to normal "business as usual" fragile market behavior - i.e., Ricci curvature is a "crash hallmark." Perhaps more importantly, this work lays the foundation of understanding of how to design systems and policy regulations in a manner that can combat financial instabilities exposed during the 2007-2008 crisis.

q-fin.RM↗

arXiv2015

Graph Curvature and the Robustness of Cancer Networks

The importance of studying properties of networks is manifest in diverse fields ranging from biology, engineering, physics, chemistry, neuroscience, and medicine. The functionality of networks with regard to performance, throughput, reliability and robustness is strongly linked to the underlying geometric and topological properties of the network and this is the focus of this paper, especially as applied to certain biological networks. The fundamental mathematical abstraction of a network as a weighted graph brings to bear the tools of graph theory--a highly developed subject of mathematical research. But more importantly, recently proposed geometric notions of curvature on very general metric measure spaces allow us to utilize a whole new set of tools and ideas that help quantify functionality and robustness of graphs. In particular, robustness is closely connected to network entropy which, in turn, is very closely related to curvature. We will see that there are a number of alternative notions of discrete curvature that are compatible with the classical Riemannian definition, each having its own advantages and disadvantages, and are relevant to networks of interest. We will concentrate on the role of curvature for certain key cancer networks in order to quantitatively indicate their apparent functional robustness relative to their normal counterparts.

q-bio.MN↗

arXiv2013

Linear models based on noisy data and the Frisch scheme

We address the problem of identifying linear relations among variables based on noisy measurements. This is, of course, a central question in problems involving "Big Data." Often a key assumption is that measurement errors in each variable are independent. This precise formulation has its roots in the work of Charles Spearman in 1904 and of Ragnar Frisch in the 1930's. Various topics such as errors-in-variables, factor analysis, and instrumental variables, all refer to alternative formulations of the problem of how to account for the anticipated way that noise enters in the data. In the present paper we begin by describing the basic theory and provide alternative modern proofs to some key results. We then go on to consider certain generalizations of the theory as well applying certain novel numerical techniques to the problem. A central role is played by the Frisch-Kalman dictum which aims at a noise contribution that allows a maximal set of simultaneous linear relations among the noise-free variables --a rank minimization problem. In the years since Frisch's original formulation, there have been several insights including trace minimization as a convenient heuristic to replace rank minimization. We discuss convex relaxations and certificates guaranteeing global optimality. A complementary point of view to the Frisch-Kalman dictum is introduced in which models lead to a min-max quadratic estimation error for the error-free variables. Points of contact between the two formalisms are discussed and various alternative regularization schemes are indicated.

eess.SY↗

arXiv2013

Matrix-valued Monge-Kantorovich Optimal Mass Transport

We formulate an optimal transport problem for matrix-valued density functions. This is pertinent in the spectral analysis of multivariable time-series. The "mass" represents energy at various frequencies whereas, in addition to a usual transportation cost across frequencies, a cost of rotation is also taken into account. We show that it is natural to seek the transportation plan in the tensor product of the spaces for the two matrix-valued marginals. In contrast to the classical Monge-Kantorovich setting, the transportation plan is no longer supported on a thin zero-measure set.

eess.SY↗

arXiv2012

Volumetric Mapping of Genus Zero Objects via Mass Preservation

In this work, we present a technique to map any genus zero solid object onto a hexahedral decomposition of a solid cube. This problem appears in many applications ranging from finite element methods to visual tracking. From this, one can then hopefully utilize the proposed technique for shape analysis, registration, as well as other related computer graphics tasks. More importantly, given that we seek to establish a one-to-one correspondence of an input volume to that of a solid cube, our algorithm can naturally generate a quality hexahedral mesh as an output. In addition, we constrain the mapping itself to be volume preserving allowing for the possibility of further mesh simplification. We demonstrate our method both qualitatively and quantitatively on various 3D solid models

cs.CG↗