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M. Andrecut

Publications and source records attributed to M. Andrecut.

At least 37 records · Page 2Linked to original sources

On the inherent competition between valid and spurious inductive inferences in Boolean data

Inductive inference is the process of extracting general rules from specific observations. This problem also arises in the analysis of biological networks, such as genetic regulatory networks, where the interactions are complex and the observations are incomplete. A typical task in these problems is to extract general interaction rules as combinations of Boolean covariates, that explain a measured response variable. The inductive inference process can be considered as an incompletely specified Boolean function synthesis problem. This incompleteness of the problem will also generate spurious inferences, which are a serious threat to valid inductive inference rules. Using random Boolean data as a null model, here we attempt to measure the competition between valid and spurious inductive inference rules from a given data set. We formulate two greedy search algorithms, which synthesize a given Boolean response variable in a sparse disjunct normal form, and respectively a sparse generalized algebraic normal form of the variables from the observation data, and we evaluate numerically their performance.

physics.data-an↗

Reservoir Computing on the Hypersphere

Reservoir Computing (RC) refers to a Recurrent Neural Networks (RNNs) framework, frequently used for sequence learning and time series prediction. The RC system consists of a random fixed-weight RNN (the input-hidden reservoir layer) and a classifier (the hidden-output readout layer). Here we focus on the sequence learning problem, and we explore a different approach to RC. More specifically, we remove the non-linear neural activation function, and we consider an orthogonal reservoir acting on normalized states on the unit hypersphere. Surprisingly, our numerical results show that the system's memory capacity exceeds the dimensionality of the reservoir, which is the upper bound for the typical RC approach based on Echo State Networks (ESNs). We also show how the proposed system can be applied to symmetric cryptography problems, and we include a numerical implementation.

cs.LG↗

Randomized Kernel Methods for Least-Squares Support Vector Machines

The least-squares support vector machine is a frequently used kernel method for non-linear regression and classification tasks. Here we discuss several approximation algorithms for the least-squares support vector machine classifier. The proposed methods are based on randomized block kernel matrices, and we show that they provide good accuracy and reliable scaling for multi-class classification problems with relatively large data sets. Also, we present several numerical experiments that illustrate the practical applicability of the proposed methods.

cs.LG↗

Systemic Risk, Maximum Entropy and Interbank Contagion

We discuss the systemic risk implied by the interbank exposures reconstructed with the maximum entropy method. The maximum entropy method severely underestimates the risk of interbank contagion by assuming a fully connected network, while in reality the structure of the interbank network is sparsely connected. Here, we formulate an algorithm for sparse network reconstruction, and we show numerically that it provides a more reliable estimation of the systemic risk.

q-fin.RM↗

Local Operators in Kinetic Wealth Distribution

The statistical mechanics approach to wealth distribution is based on the conservative kinetic multi-agent model for money exchange, where the local interaction rule between the agents is analogous to the elastic particle scattering process. Here, we discuss the role of a class of conservative local operators, and we show that, depending on the values of their parameters, they can be used to generate all the relevant distributions. We also show numerically that in order to generate the power-law tail an heterogeneous risk aversion model is required. By changing the parameters of these operators one can also fine tune the resulting distributions in order to provide support for the emergence of a more egalitarian wealth distribution.

q-fin.GN↗

A String-Based Public Key Cryptosystem

Traditional methods in public key cryptography are based on number theory, and suffer from problems such as dealing with very large numbers, making key creation cumbersome. Here, we propose a new public key cryptosystem based on strings only, which avoids the difficulties of the traditional number theory approach. The security mechanism for public and secret keys generation is ensured by a recursive encoding mechanism embedded in a quasi-commutative-random function, resulted from the composition of a quasi-commutative function with a pseudo-random function. In this revised version of the paper we show that the eavesdropper's problem of the proposed cryptosystem has a solution, and we give the details of the solution.

cs.CR↗

Decision Making via AHP

The Analytic Hierarchy Process (AHP) is a procedure for establishing priorities in multi-criteria decision making problems. Here we discuss the Logarithmic Least Squares (LLS) method for the AHP and group-AHP, which provides an exact and unique solution for the priority vector. Also, we show that for the group-AHP, the LLS method is equivalent with the minimization of the weighted sum of generalized Kullback-Leibler divergences, between the group-priority vector and the priority vector of each expert.

stat.ME↗

Portfolio Optimization in R

We consider the problem of finding the efficient frontier associated with the risk-return portfolio optimization model. We derive the analytical expression of the efficient frontier for a portfolio of N risky assets, and for the case when a risk-free asset is added to the model. Also, we provide an R implementation, and we discuss in detail a numerical example of a portfolio of several risky common stocks.

q-fin.PM↗

Spin Glasses and Nonlinear Constraints in Portfolio Optimization

We discuss the portfolio optimization problem with the obligatory deposits constraint. Recently it has been shown that as a consequence of this nonlinear constraint, the solution consists of an exponentially large number of optimal portfolios, completely different from each other, and extremely sensitive to any changes in the input parameters of the problem, making the concept of rational decision making questionable. Here we reformulate the problem using a quadratic obligatory deposits constraint, and we show that from the physics point of view, finding an optimal portfolio amounts to calculating the mean-field magnetizations of a random Ising model with the constraint of a constant magnetization norm. We show that the model reduces to an eigenproblem, with 2N solutions, where N is the number of assets defining the portfolio. Also, in order to illustrate our results, we present a detailed numerical example of a portfolio of several risky common stocks traded on the Nasdaq Market.

q-fin.PM↗

Stochastic Recovery Of Sparse Signals From Random Measurements

Sparse signal recovery from a small number of random measurements is a well known NP-hard to solve combinatorial optimization problem, with important applications in signal and image processing. The standard approach to the sparse signal recovery problem is based on the basis pursuit method. This approach requires the solution of a large convex optimization problem, and therefore suffers from high computational complexity. Here, we discuss a stochastic optimization method, as a low-complexity alternative to the basis pursuit approach.

physics.data-an↗

Exact Fourier Spectrum Recovery

Discrete Fourier Transform (DFT) is widely used in signal processing to analyze the frequencies in a discrete signal. However, DFT fails to recover the exact Fourier spectrum, when the signal contains frequencies that do not correspond to the sampling grid. Here, we present an exact Fourier spectrum recovery method and we provide an implementation algorithm. Also, we show numerically that the proposed method is robust to noise perturbations.

physics.data-an↗

MUSIC for Faraday Rotation Measure Synthesis

Faraday Rotation Measure (RM) synthesis requires the recovery of the Faraday Dispersion Function (FDF) from measurements restricted to limited wavelength ranges, which is an ill-conditioned deconvolution problem. Here, we propose a novel deconvolution method based on an extension of the MUltiple SIgnal Classification (MUSIC) algorithm. The complexity and speed of the method is determined by the eigen-decomposition of the covariance matrix of the observed polarizations. We show numerically that for high to moderate Signal to Noise (S/N) cases the RM-MUSIC method is able to recover the Faraday depth values of closely spaced pairs of thin RM components, even in situations where the peak response of the FDF is outside of the RM range between the two input RM components. This result is particularly important because the standard deconvolution approach based on RM-CLEAN fails systematically in such situations, due to its greedy mechanism used to extract the RM components. For low S/N situations, both the RM-MUSIC and RM-CLEAN methods provide similar results.

astro-ph.IM↗

Monte-Carlo Simulation of a Multi-Dimensional Switch-Like Model of Stem Cell Differentiation

The process controlling the diferentiation of stem, or progenitor, cells into one specific functional direction is called lineage specification. An important characteristic of this process is the multi-lineage priming, which requires the simultaneous expression of lineage-specific genes. Prior to commitment to a certain lineage, it has been observed that these genes exhibit intermediate values of their expression levels. Multi-lineage differentiation has been reported for various progenitor cells, and it has been explained through the bifurcation of a metastable state. During the differentiation process the dynamics of the core regulatory network follows a bifurcation, where the metastable state, corresponding to the progenitor cell, is destabilized and the system is forced to choose between the possible developmental alternatives. While this approach gives a reasonable interpretation of the cell fate decision process, it fails to explain the multi-lineage priming characteristic. Here, we describe a new multi-dimensional switch-like model that captures both the process of cell fate decision and the phenomenon of multi-lineage priming. We show that in the symmetrical interaction case, the system exhibits a new type of degenerate bifurcation, characterized by a critical hyperplane, containing an infinite number of critical steady states. This critical hyperplane may be interpreted as the support for the multi-lineage priming states of the progenitor. Also, the cell fate decision (the multi-stability and switching behavior) can be explained by a symmetry breaking in the parameter space of this critical hyperplane. These analytical results are confirmed by Monte-Carlo simulations of the corresponding chemical master equations.

q-bio.QM↗

Sparse Faraday Rotation Measure Synthesis

Faraday rotation measure synthesis is a method for analyzing multichannel polarized radio emissions, and it has emerged as an important tool in the study of galactic and extra-galactic magnetic fields. The method requires the recovery of the Faraday dispersion function from measurements restricted to limited wavelength ranges, which is an ill-conditioned deconvolution problem. Here, we discuss a recovery method, which assumes a sparse approximation of the Faraday dispersion function in an over-complete dictionary of functions. We discuss the general case, when both thin and thick components are included in the model, and we present the implementation of a greedy deconvolution algorithm. We illustrate the method with several numerical simulations that emphasize the effect of the covered range and sampling resolution in the Faraday depth space, and the effect of noise on the observed data.

astro-ph.CO↗

Sparse Random Approximation and Lossy Compression

We discuss a method for sparse signal approximation, which is based on the correlation of the target signal with a pseudo-random signal, and uses a modification of the greedy matching pursuit algorithm. We show that this approach provides an efficient encoding-decoding method, which can be used also for lossy compression and encryption purposes.

physics.data-an↗

Phase transition in a class of non-linear random networks

We discuss the complex dynamics of a non-linear random networks model, as a function of the connectivity k between the elements of the network. We show that this class of networks exhibit an order-chaos phase transition for a critical connectivity k = 2. Also, we show that both, pairwise correlation and complexity measures are maximized in dynamically critical networks. These results are in good agreement with the previously reported studies on random Boolean networks and random threshold networks, and show once again that critical networks provide an optimal coordination of diverse behavior.

nlin.AO↗

Computational time-reversal imaging with a small number of random and noisy measurements

Computational time reversal imaging can be used to locate the position of multiple scatterers in a known background medium. The current methods for computational time reversal imaging are based on the null subspace projection operator, obtained through the singular value decomposition of the frequency response matrix. Here, we discuss the image recovery problem from a small number of random and noisy measurements, and we show that this problem is equivalent to a randomized approximation of the null subspace of the frequency response matrix.

physics.data-an↗