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Luis A. Nunes Amaral

Publications and source records attributed to Luis A. Nunes Amaral.

At least 19 recordsLinked to original sources

Centrality anomalies in complex networks as a result of model over-simplification

Tremendous advances have been made in our understanding of the properties and evolution of complex networks. These advances were initially driven by information-poor empirical networks and theoretical analysis of unweighted and undirected graphs. Recently, information-rich empirical data complex networks supported the development of more sophisticated models that include edge directionality and weight properties, and multiple layers. Many studies still focus on unweighted undirected description of networks, prompting an essential question: how to identify when a model is simpler than it must be? Here, we argue that the presence of centrality anomalies in complex networks is a result of model over-simplification. Specifically, we investigate the well-known anomaly in betweenness centrality for transportation networks, according to which highly connected nodes are not necessarily the most central. Using a broad class of network models with weights and spatial constraints and four large data sets of transportation networks, we show that the unweighted projection of the structure of these networks can exhibit a significant fraction of anomalous nodes compared to a random null model. However, the weighted projection of these networks, compared with an appropriated null model, significantly reduces the fraction of anomalies observed, suggesting that centrality anomalies are a symptom of model over-simplification. Because lack of information-rich data is a common challenge when dealing with complex networks and can cause anomalies that misestimate the role of nodes in the system, we argue that sufficiently sophisticated models be used when anomalies are detected.

physics.soc-ph↗

The Possible Role of Resource Requirements and Academic Career-Choice Risk on Gender Differences in Publication Rate and Impact

Many studies demonstrate that there is still a significant gender bias, especially at higher career levels, in many areas including science, technology, engineering, and mathematics (STEM). We investigated field-dependent, gender-specific effects of the selective pressures individuals experience as they pursue a career in academia within seven STEM disciplines. We built a unique database that comprises 437,787 publications authored by 4,292 faculty members at top United States research universities. Our analyses reveal that gender differences in publication rate and impact are discipline-specific. Our results also support two hypotheses. First, the widely-reported lower publication rates of female faculty are correlated with the amount of research resources typically needed in the discipline considered, and thus may be explained by the lower level of institutional support historically received by females. Second, in disciplines where pursuing an academic position incurs greater career risk, female faculty tend to have a greater fraction of higher impact publications than males. Our findings have significant, field-specific, policy implications for achieving diversity at the faculty level within the STEM disciplines.

physics.soc-ph↗

On Universality in Human Correspondence Activity

Identifying and modeling patterns of human activity has important ramifications in applications ranging from predicting disease spread to optimizing resource allocation. Because of its relevance and availability, written correspondence provides a powerful proxy for studying human activity. One school of thought is that human correspondence is driven by responses to received correspondence, a view that requires distinct response mechanism to explain e-mail and letter correspondence observations. Here, we demonstrate that, like e-mail correspondence, the letter correspondence patterns of 16 writers, performers, politicians, and scientists are well-described by the circadian cycle, task repetition and changing communication needs. We confirm the universality of these mechanisms by properly rescaling letter and e-mail correspondence statistics to reveal their underlying similarity.

physics.soc-ph↗

Functional cartography of complex metabolic networks

High-throughput techniques are leading to an explosive growth in the size of biological databases and creating the opportunity to revolutionize our understanding of life and disease. Interpretation of these data remains, however, a major scientific challenge. Here, we propose a methodology that enables us to extract and display information contained in complex networks. Specifically, we demonstrate that one can (i) find functional modules in complex networks, and (ii) classify nodes into universal roles according to their pattern of intra- and inter-module connections. The method thus yields a ``cartographic representation'' of complex networks. Metabolic networks are among the most challenging biological networks and, arguably, the ones with more potential for immediate applicability. We use our method to analyze the metabolic networks of twelve organisms from three different super-kingdoms. We find that, typically, 80% of the nodes are only connected to other nodes within their respective modules, and that nodes with different roles are affected by different evolutionary constraints and pressures. Remarkably, we find that low-degree metabolites that connect different modules are more conserved than hubs whose links are mostly within a single module.

q-bio.MN↗

Scaling Phenomena in the Growth Dynamics of Scientific Output

We analyze a set of three databases at different levels of aggregation (i) a database of approximately $10^6$ publications of 247 countries in the period between 1980--2001. (ii) A database of 508 academic institutions from European Union (EU) and 408 institutes from USA in the 11 year period between during 1991--2001. (iii) A database comprising of 2330 Flemish authors in the period 1980--2000. At all levels of aggregation we find that the mean annual growth rates of publications is independent of the number of publications of the various units involved. We also find that the standard deviation of the distribution of annual growth rates decays with the number of publications as a power law with exponent $\approx 0.3$. These findings are consistent with those of recent studies of systems such as the size of R&D funding budgets of countries, the research publication volumes of US universities, and the size of business firms.

physics.soc-ph↗

Heuristic Segmentation of a Nonstationary Time Series

Many phenomena, both natural and human-influenced, give rise to signals whose statistical properties change under time translation, i.e., are nonstationary. For some practical purposes, a nonstationary time series can be seen as a concatenation of stationary segments. Using a segmentation algorithm, it has been reported that for heart beat data and Internet traffic fluctuations--the distribution of durations of these stationary segments decays with a power law tail. A potential technical difficulty that has not been thoroughly investigated is that a nonstationary time series with a (scale-free) power law distribution of stationary segments is harder to segment than other nonstationary time series because of the wider range of possible segment sizes. Here, we investigate the validity of a heuristic segmentation algorithm recently proposed by Bernaola-Galvan et al. by systematically analyzing surrogate time series with different statistical properties. We find that if a given nonstationary time series has stationary periods whose size is distributed as a power law, the algorithm can split the time series into a set of stationary segments with the correct statistical properties. We also find that the estimated power law exponent of the distribution of stationary-segment sizes is affected by (i) the minimum segment size, and (ii) the ratio of the standard deviation of the mean values of the segments, and the standard deviation of the fluctuations within a segment. Furthermore, we determine that the performance of the algorithm is generally not affected by uncorrelated noise spikes or by weak long-range temporal correlations of the fluctuations within segments.

cond-mat.stat-mech↗

Power-law temporal auto-correlations in day-long records of human physical activity and their alteration with disease

We investigate long-duration time series of human physical activity under three different conditions: healthy individuals in (i) a constant routine protocol and (ii) in regular daily routine, and (iii) individuals diagnosed with multiple chemical sensitivities. We find that in all cases human physical activity displays power law decaying temporal auto-correlations. Moreover, we find that under regular daily routine, time correlations of physical activity are significantly different during diurnal and nocturnal periods but that no difference exists under constant routine conditions. Finally, we find significantly different auto-correlations for diurnal records of patients with multiple chemical sensitivities.

cond-mat↗

Extremum statistics in scale-free network models

We investigate the statistics of the most connected nodes in scale-free networks. For a scale-free network model with homogeneous nodes, we show by means of extensive simulations that the exponential truncation--due to the finite size of the network--of the degree distribution governs the scaling of the extreme values. We also find that the distribution of maxima obeys scaling and follows the Gumbel statistics. For a scale-free network model with heterogeneous nodes, we show that scaling no longer holds and that the truncation of the degree distribution no longer controls the maximum distribution. Moreover, we find that neither the Gumbel nor the Frechet statistics describe the data.

cond-mat.dis-nn↗

Dynamics of Sleep-Wake Transitions During Sleep

We study the dynamics of the awakening during the night for healthy subjects and find that the wake and the sleep periods exhibit completely different behavior: the durations of wake periods are characterized by a scale-free power-law distribution, while the durations of sleep periods have an exponential distribution with a characteristic time scale. We find that the characteristic time scale of sleep periods changes throughout the night. In contrast, there is no measurable variation in the power-law behavior for the durations of wake periods. We develop a stochastic model which agrees with the data and suggests that the difference in the dynamics of sleep and wake states arises from the constraints on the number of microstates in the sleep-wake system.

cond-mat.stat-mech↗

Non-Lévy Distribution of Commodity Price Fluctuations

Price fluctuations of commodities like cotton and wheat are thought to display probability distributions of returns that follow a Lévy stable distribution. Recent analysis of stocks and foreign exchange markets show that the probability distributions are not Lévy stable, a plausible result since commodity markets have quite different features than stock markets. We analyze daily returns of 29 commodities over typically 20 years and find that the distributions of returns decay as power laws with exponents $α$ which have values $α> 2$, outside the Lévy-stable domain. We also find that the amplitudes of the returns display long-range time correlations, like stocks, while the returns themselves are uncorrelated for time lags $\approx$ 2 days, much larger than for stocks ($\approx$ 4 min).

cond-mat.stat-mech↗

Truncation of power law behavior in "scale-free" network models due to information filtering

We formulate a general model for the growth of scale-free networks under filtering information conditions--that is, when the nodes can process information about only a subset of the existing nodes in the network. We find that the distribution of the number of incoming links to a node follows a universal scaling form, i.e., that it decays as a power law with an exponential truncation controlled not only by the system size but also by a feature not previously considered, the subset of the network ``accessible'' to the node. We test our model with empirical data for the World Wide Web and find agreement.

cond-mat.stat-mech↗

The Web of Human Sexual Contacts

Many ``real-world'' networks are clearly defined while most ``social'' networks are to some extent subjective. Indeed, the accuracy of empirically-determined social networks is a question of some concern because individuals may have distinct perceptions of what constitutes a social link. One unambiguous type of connection is sexual contact. Here we analyze data on the sexual behavior of a random sample of individuals, and find that the cumulative distributions of the number of sexual partners during the twelve months prior to the survey decays as a power law with similar exponents $α\approx 2.4$ for females and males. The scale-free nature of the web of human sexual contacts suggests that strategic interventions aimed at preventing the spread of sexually-transmitted diseases may be the most efficient approach.

cond-mat.stat-mech↗

Behavioral-Independent Features of Complex Heartbeat Dynamics

We test whether the complexity of cardiac interbeat interval time series is simply a consequence of the wide range of scales characterizing human behavior, especially physical activity, by analyzing data taken from healthy adult subjects under three conditions with controls: (i) a ``constant routine'' protocol where physical activity and postural changes are kept to a minimum, (ii) sympathetic blockade, and (iii) parasympathetic blockade. We find that when fluctuations in physical activity and other behavioral modifiers are minimized, a remarkable level of complexity of heartbeat dynamics remains, while for neuroautonomic blockade the multifractal complexity decreases.

cond-mat.stat-mech↗

Scale Invariance in the Nonstationarity of Physiological Signals

We introduce a segmentation algorithm to probe temporal organization of heterogeneities in human heartbeat interval time series. We find that the lengths of segments with different local values of heart rates follow a power-law distribution. This scale-invariant structure is not a simple consequence of the long-range correlations present in the data. We also find that the differences in mean heart rates between consecutive segments display a common functional form, but with different parameters for healthy individuals and for patients with heart failure. This finding may provide information into the way heart rate variability is reduced in cardiac disease.

cond-mat.stat-mech↗

Classes of behavior of small-world networks

Small-world networks are the focus of recent interest because they appear to circumvent many of the limitations of either random networks or regular lattices as frameworks for the study of interaction networks of complex systems. Here, we report an empirical study of the statistical properties of a variety of diverse real-world networks. We present evidence of the occurrence of three classes of small-world networks: (a) scale-free networks, characterized by a vertex connectivity distribution that decays as a power law; (b) broad-scale networks, characterized by a connectivity distribution that has a power-law regime followed by a sharp cut-off; (c) single-scale networks, characterized by a connectivity distribution with a fast decaying tail. Moreover, we note for the classes of broad-scale and single-scale networks that there are constraints limiting the addition of new links. Our results suggest that the nature of such constraints may be the controlling factor for the emergence of different classes of networks.

cond-mat.stat-mech↗

Ivory Tower Universities and Competitive Business Firms

There is nowadays considerable interest on ways to quantify the dynamics of research activities, in part due to recent changes in research and development (R&D) funding. Here, we seek to quantify and analyze university research activities, and compare their growth dynamics with those of business firms. Specifically, we analyze five distinct databases, the largest of which is a National Science Foundation database of the R&D expenditures for science and engineering of 719 United States (US) universities for the 17-year period 1979--1995. We find that the distribution of growth rates displays a ``universal'' form that does not depend on the size of the university or on the measure of size used, and that the width of this distribution decays with size as a power law. Our findings are quantitatively similar to those independently uncovered for business firms, and consistent with the hypothesis that the growth dynamics of complex organizations may be governed by universal mechanisms.

cond-mat.stat-mech↗

Scaling of the distribution of fluctuations of financial market indices

We study the distribution of fluctuations over a time scale $Δt$ (i.e., the returns) of the S&P 500 index by analyzing three distinct databases. Database (i) contains approximately 1 million records sampled at 1 min intervals for the 13-year period 1984-1996, database (ii) contains 8686 daily records for the 35-year period 1962-1996, and database (iii) contains 852 monthly records for the 71-year period 1926-1996. We compute the probability distributions of returns over a time scale $Δt$, where $Δt$ varies approximately over a factor of 10^4 - from 1 min up to more than 1 month. We find that the distributions for $Δt \leq$ 4 days (1560 mins) are consistent with a power-law asymptotic behavior, characterized by an exponent $α\approx 3$, well outside the stable Lévy regime $0 < α< 2$. To test the robustness of the S&P result, we perform a parallel analysis on two other financial market indices. Database (iv) contains 3560 daily records of the NIKKEI index for the 14-year period 1984-97, and database (v) contains 4649 daily records of the Hang-Seng index for the 18-year period 1980-97. We find estimates of $α$ consistent with those describing the distribution of S&P 500 daily-returns. One possible reason for the scaling of these distributions is the long persistence of the autocorrelation function of the volatility. For time scales longer than $(Δt)_{\times} \approx 4$ days, our results are consistent with slow convergence to Gaussian behavior.

cond-mat.stat-mech↗