arXiv subjects

George Michailidis

Publications and source records attributed to George Michailidis.

At least 91 records · Page 5Linked to original sources

arXiv2016

Optimality of Fast Matching Algorithms for Random Networks with Applications to Structural Controllability

Network control refers to a very large and diverse set of problems including controllability of linear time-invariant dynamical systems, where the objective is to select an appropriate input to steer the network to a desired state. There are many notions of controllability, one of them being structural controllability, which is intimately connected to finding maximum matchings on the underlying network topology. In this work, we study fast, scalable algorithms for finding maximum matchings for a large class of random networks. First, we illustrate that degree distribution random networks are realistic models for real networks in terms of structural controllability. Subsequently, we analyze a popular, fast and practical heuristic due to Karp and Sipser as well as a simplification of it. For both heuristics, we establish asymptotic optimality and provide results concerning the asymptotic size of maximum matchings for an extensive class of random networks.

cs.DS↗

arXiv2016

Analysis of multiview legislative networks with structured matrix factorization: Does Twitter influence translate to the real world?

The rise of social media platforms has fundamentally altered the public discourse by providing easy to use and ubiquitous forums for the exchange of ideas and opinions. Elected officials often use such platforms for communication with the broader public to disseminate information and engage with their constituencies and other public officials. In this work, we investigate whether Twitter conversations between legislators reveal their real-world position and influence by analyzing multiple Twitter networks that feature different types of link relations between the Members of Parliament (MPs) in the United Kingdom and an identical data set for politicians within Ireland. We develop and apply a matrix factorization technique that allows the analyst to emphasize nodes with contextual local network structures by specifying network statistics that guide the factorization solution. Leveraging only link relation data, we find that important politicians in Twitter networks are associated with real-world leadership positions, and that rankings from the proposed method are correlated with the number of future media headlines.

cs.SI↗

arXiv2016

AMON: An Open Source Architecture for Online Monitoring, Statistical Analysis and Forensics of Multi-gigabit Streams

The Internet, as a global system of interconnected networks, carries an extensive array of information resources and services. Key requirements include good quality-of-service and protection of the infrastructure from nefarious activity (e.g. distributed denial of service--DDoS--attacks). Network monitoring is essential to network engineering, capacity planning and prevention / mitigation of threats. We develop an open source architecture, AMON (All-packet MONitor), for online monitoring and analysis of multi-gigabit network streams. It leverages the high-performance packet monitor PF RING and is readily deployable on commodity hardware. AMON examines all packets, partitions traffic into sub-streams by using rapid hashing and computes certain real-time data products. The resulting data structures provide views of the intensity and connectivity structure of network traffic at the time-scale of routing. The proposed integrated framework includes modules for the identification of heavy-hitters as well as for visualization and statistical detection at the time-of-onset of high impact events such as DDoS. This allows operators to quickly visualize and diagnose attacks, and limit offline and time consuming post-mortem analysis. We demonstrate our system in the context of real-world attack incidents, and validate it against state-of-the-art alternatives. AMON has been deployed and is currently processing 10Gbps+ live Internet traffic at Merit Network. It is extensible and allows the addition of further statistical and filtering modules for real-time forensics.

cs.NI↗

arXiv2016

Penalized Maximum Likelihood Estimation of Multi-layered Gaussian Graphical Models

Analyzing multi-layered graphical models provides insight into understanding the conditional relationships among nodes within layers after adjusting for and quantifying the effects of nodes from other layers. We obtain the penalized maximum likelihood estimator for Gaussian multi-layered graphical models, based on a computational approach involving screening of variables, iterative estimation of the directed edges between layers and undirected edges within layers and a final refitting and stability selection step that provides improved performance in finite sample settings. We establish the consistency of the estimator in a high-dimensional setting. To obtain this result, we develop a strategy that leverages the biconvexity of the likelihood function to ensure convergence of the developed iterative algorithm to a stationary point, as well as careful uniform error control of the estimates over iterations. The performance of the maximum likelihood estimator is illustrated on synthetic data.

stat.ME↗

arXiv2015

Change-Point Estimation in High-Dimensional Markov Random Field Models

This paper investigates a change-point estimation problem in the context of high-dimensional Markov Random Field models. Change-points represent a key feature in many dynamically evolving network structures. The change-point estimate is obtained by maximizing a profile penalized pseudo-likelihood function under a sparsity assumption. We also derive a tight bound for the estimate, up to a logarithmic factor, even in settings where the number of possible edges in the network far exceeds the sample size. The performance of the proposed estimator is evaluated on synthetic data sets and is also used to explore voting patterns in the US Senate in the 1979-2012 period.

stat.ME↗

arXiv2015

Estimating heterogeneous graphical models for discrete data with an application to roll call voting

We consider the problem of jointly estimating a collection of graphical models for discrete data, corresponding to several categories that share some common structure. An example for such a setting is voting records of legislators on different issues, such as defense, energy, and healthcare. We develop a Markov graphical model to characterize the heterogeneous dependence structures arising from such data. The model is fitted via a joint estimation method that preserves the underlying common graph structure, but also allows for differences between the networks. The method employs a group penalty that targets the common zero interaction effects across all the networks. We apply the method to describe the internal networks of the U.S. Senate on several important issues. Our analysis reveals individual structure for each issue, distinct from the underlying well-known bipartisan structure common to all categories which we are able to extract separately. We also establish consistency of the proposed method both for parameter estimation and model selection, and evaluate its numerical performance on a number of simulated examples.

stat.AP↗

arXiv2015

Regularized estimation in sparse high-dimensional time series models

Many scientific and economic problems involve the analysis of high-dimensional time series datasets. However, theoretical studies in high-dimensional statistics to date rely primarily on the assumption of independent and identically distributed (i.i.d.) samples. In this work, we focus on stable Gaussian processes and investigate the theoretical properties of $\ell _1$-regularized estimates in two important statistical problems in the context of high-dimensional time series: (a) stochastic regression with serially correlated errors and (b) transition matrix estimation in vector autoregressive (VAR) models. We derive nonasymptotic upper bounds on the estimation errors of the regularized estimates and establish that consistent estimation under high-dimensional scaling is possible via $\ell_1$-regularization for a large class of stable processes under sparsity constraints. A key technical contribution of the work is to introduce a measure of stability for stationary processes using their spectral properties that provides insight into the effect of dependence on the accuracy of the regularized estimates. With this proposed stability measure, we establish some useful deviation bounds for dependent data, which can be used to study several important regularized estimates in a time series setting.

math.ST↗

arXiv2014

Hashing Pursuit for Online Identification of Heavy-Hitters in High-Speed Network Streams

Distributed Denial of Service (DDoS) attacks have become more prominent recently, both in frequency of occurrence, as well as magnitude. Such attacks render key Internet resources unavailable and disrupt its normal operation. It is therefore of paramount importance to quickly identify malicious Internet activity. The DDoS threat model includes characteristics such as: (i) heavy-hitters that transmit large volumes of traffic towards "victims", (ii) persistent-hitters that send traffic, not necessarily large, to specific destinations to be used as attack facilitators, (iii) host and port scanning for compiling lists of un-secure servers to be used as attack amplifiers, etc. This conglomeration of problems motivates the development of space/time efficient summaries of data traffic streams that can be used to identify heavy-hitters associated with the above attack vectors. This paper presents a hashing-based framework and fast algorithms that take into account the large-dimensionality of the incoming network stream and can be employed to quickly identify the culprits. The algorithms and data structures proposed provide a synopsis of the network stream that is not taxing to fast-memory, and can be efficiently implemented in hardware due to simple bit-wise operations. The methods are evaluated using real-world Internet data from a large academic network.

cs.CR↗

arXiv2014

Measuring Influence in Twitter Ecosystems using a Counting Process Modeling Framework

Data extracted from social media platforms, such as Twitter, are both large in scale and complex in nature, since they contain both unstructured text, as well as structured data, such as time stamps and interactions between users. A key question for such platforms is to determine influential users, in the sense that they generate interactions between members of the platform. Common measures used both in the academic literature and by companies that provide analytics services are variants of the popular web-search PageRank algorithm applied to networks that capture connections between users. In this work, we develop a modeling framework using multivariate interacting counting processes to capture the detailed actions that users undertake on such platforms, namely posting original content, reposting and/or mentioning other users' postings. Based on the proposed model, we also derive a novel influence measure. We discuss estimation of the model parameters through maximum likelihood and establish their asymptotic properties. The proposed model and the accompanying influence measure are illustrated on a data set covering a five year period of the Twitter actions of the members of the US Senate, as well as mainstream news organizations and media personalities.

cs.SI↗

arXiv2014

Unsplittable Load Balancing in a Network of Charging Stations Under QoS Guarantees

The operation of the power grid is becoming more stressed, due to the addition of new large loads represented by Electric Vehicles (EVs) and a more intermittent supply due to the incorporation of renewable sources. As a consequence, the coordination and control of projected EV demand in a network of fast charging stations becomes a critical and challenging problem. In this paper, we introduce a game theoretic based decentralized control mechanism to alleviate negative impacts from the EV demand. The proposed mechanism takes into consideration the non-uniform spatial distribution of EVs that induces uneven power demand at each charging facility, and aims to: (i) avoid straining grid resources by offering price incentives so that customers accept being routed to less busy stations, (ii) maximize total revenue by serving more customers with the same amount of grid resources, and (iii) provide charging service to customers with a certain level of Quality-of-Service (QoS), the latter defined as the long term customer blocking probability. We examine three scenarios of increased complexity that gradually approximate real world settings. The obtained results show that the proposed framework leads to substantial performance improvements in terms of the aforementioned goals, when compared to current state of affairs.

math.OC↗

arXiv2014

Electric Power Allocation in a Network of Fast Charging Stations

In order to increase the penetration of electric vehicles, a network of fast charging stations that can provide drivers with a certain level of quality of service (QoS) is needed. However, given the strain that such a network can exert on the power grid, and the mobility of loads represented by electric vehicles, operating it efficiently is a challenging problem. In this paper, we examine a network of charging stations equipped with an energy storage device and propose a scheme that allocates power to them from the grid, as well as routes customers. We examine three scenarios, gradually increasing their complexity. In the first one, all stations have identical charging capabilities and energy storage devices, draw constant power from the grid and no routing decisions of customers are considered. It represents the current state of affairs and serves as a baseline for evaluating the performance of the proposed scheme. In the second scenario, power to the stations is allocated in an optimal manner from the grid and in addition a certain percentage of customers can be routed to nearby stations. In the final scenario, optimal allocation of both power from the grid and customers to stations is considered. The three scenarios are evaluated using real traffic traces corresponding to weekday rush hour from a large metropolitan area in the US. The results indicate that the proposed scheme offers substantial improvements of performance compared to the current mode of operation; namely, more customers can be served with the same amount of power, thus enabling the station operators to increase their profitability. Further, the scheme provides guarantees to customers in terms of the probability of being blocked by the closest charging station. Overall, the paper addresses key issues related to the efficient operation of a network of charging stations.

math.OC↗

arXiv2014

M-estimation in multistage sampling procedures

Multi-stage (designed) procedures, obtained by splitting the sampling budget suitably across stages, and designing the sampling at a particular stage based on information about the parameter obtained from previous stages, are often advantageous from the perspective of precise inference. We develop a generic framework for M-estimation in a multistage setting and apply empirical process techniques to develop limit theorems that describe the large sample behavior of the resulting M-estimates. Applications to change-point estimation, inverse isotonic regression, classification and mode estimation are provided: it is typically seen that the multistage procedure accentuates the efficiency of the M-estimates by accelerating the rate of convergence, relative to one-stage procedures. The step-by-step process induces dependence across stages and complicates the analysis in such problems, which we address through careful conditioning arguments.

stat.ME↗

arXiv2013

Fast Approximation Algorithms for Near-optimal Large-scale Network Monitoring

We study the problem of optimal traffic prediction and monitoring in large-scale networks. Our goal is to determine which subset of K links to monitor in order to "best" predict the traffic on the remaining links in the network. We consider several optimality criteria. This can be formulated as a combinatorial optimization problem, belonging to the family of subset selection problems. Similar NP-hard problems arise in statistics, machine learning and signal processing. Some include subset selection for regression, variable selection, and sparse approximation. Exact solutions are computationally prohibitive. We present both new heuristics as well as new efficient algorithms implementing the classical greedy heuristic - commonly used to tackle such combinatorial problems. Our approach exploits connections to principal component analysis (PCA), and yields new types of performance lower bounds which do not require submodularity of the objective functions. We show that an ensemble method applied to our new randomized heuristic algorithm, often outperforms the classical greedy heuristic in practice. We evaluate our algorithms under several large-scale networks, including real life networks.

cs.DS↗

arXiv2013

Efficient Approximation Algorithms for Optimal Large-scale Network Monitoring

The growing amount of applications that generate vast amount of data in short time scales render the problem of partial monitoring, coupled with prediction, a rather fundamental one. We study the aforementioned canonical problem under the context of large-scale monitoring of communication networks. We consider the problem of selecting the "best" subset of links so as to optimally predict the quantity of interest at the remaining ones. This is a well know NP-hard problem, and algorithms seeking the exact solution are prohibitively expensive. We present a number of approximation algorithms that: 1) their computational complexity gains a significant improvement over existing greedy algorithms; 2) exploit the geometry of principal component analysis, which also helps us establish theoretical bounds on the prediction error; 3) are amenable for randomized implementation and execution in parallel or distributed fashion, a process that often yields the exact solution. The new algorithms are demonstrated and evaluated using real-world network data.

cs.DS↗

arXiv2013

Inferring Regulatory Networks by Combining Perturbation Screens and Steady State Gene Expression Profiles

Reconstructing transcriptional regulatory networks is an important task in functional genomics. Data obtained from experiments that perturb genes by knockouts or RNA interference contain useful information for addressing this reconstruction problem. However, such data can be limited in size and/or are expensive to acquire. On the other hand, observational data of the organism in steady state (e.g. wild-type) are more readily available, but their informational content is inadequate for the task at hand. We develop a computational approach to appropriately utilize both data sources for estimating a regulatory network. The proposed approach is based on a three-step algorithm to estimate the underlying directed but cyclic network, that uses as input both perturbation screens and steady state gene expression data. In the first step, the algorithm determines causal orderings of the genes that are consistent with the perturbation data, by combining an exhaustive search method with a fast heuristic that in turn couples a Monte Carlo technique with a fast search algorithm. In the second step, for each obtained causal ordering, a regulatory network is estimated using a penalized likelihood based method, while in the third step a consensus network is constructed from the highest scored ones. Extensive computational experiments show that the algorithm performs well in reconstructing the underlying network and clearly outperforms competing approaches that rely only on a single data source. Further, it is established that the algorithm produces a consistent estimate of the regulatory network.

stat.ML↗

arXiv2013

Network Granger Causality with Inherent Grouping Structure

The problem of estimating high-dimensional network models arises naturally in the analysis of many physical, biological and socio-economic systems. Examples include stock price fluctuations in financial markets and gene regulatory networks representing effects of regulators (transcription factors) on regulated genes in genetics. We aim to learn the structure of the network over time employing the framework of Granger causal models under the assumptions of sparsity of its edges and inherent grouping structure among its nodes. We introduce a thresholded variant of the Group Lasso estimator for discovering Granger causal interactions among the nodes of the network. Asymptotic results on the consistency of the new estimation procedure are developed. The performance of the proposed methodology is assessed through an extensive set of simulation studies and comparisons with existing techniques.

stat.ME↗

arXiv2013

A State-Space Approach for Optimal Traffic Monitoring via Network Flow Sampling

The robustness and integrity of IP networks require efficient tools for traffic monitoring and analysis, which scale well with traffic volume and network size. We address the problem of optimal large-scale flow monitoring of computer networks under resource constraints. We propose a stochastic optimization framework where traffic measurements are done by exploiting the spatial (across network links) and temporal relationship of traffic flows. Specifically, given the network topology, the state-space characterization of network flows and sampling constraints at each monitoring station, we seek an optimal packet sampling strategy that yields the best traffic volume estimation for all flows of the network. The optimal sampling design is the result of a concave minimization problem; then, Kalman filtering is employed to yield a sequence of traffic estimates for each network flow. We evaluate our algorithm using real-world Internet2 data.

eess.SY↗

arXiv2013

Structural and Functional Discovery in Dynamic Networks with Non-negative Matrix Factorization

Time series of graphs are increasingly prevalent in modern data and pose unique challenges to visual exploration and pattern extraction. This paper describes the development and application of matrix factorizations for exploration and time-varying community detection in time-evolving graph sequences. The matrix factorization model allows the user to home in on and display interesting, underlying structure and its evolution over time. The methods are scalable to weighted networks with a large number of time points or nodes, and can accommodate sudden changes to graph topology. Our techniques are demonstrated with several dynamic graph series from both synthetic and real world data, including citation and trade networks. These examples illustrate how users can steer the techniques and combine them with existing methods to discover and display meaningful patterns in sizable graphs over many time points.

cs.SI↗