arXiv subjects

Mauricio Barahona

Publications and source records attributed to Mauricio Barahona.

At least 37 records · Page 2Linked to original sources

arXiv2024

Single-mode emission by phase-delayed coupling between nano-lasers

Near-field coupling between nanolasers enables collective high-power lasing but leads to complex spectral reshaping and multimode operation, limiting the emission brightness, spatial coherence and temporal stability. Many lasing architectures have been proposed to circumvent this limitation, based on symmetries, topology, or interference. We show that a much simpler and robust method exploiting phase-delayed coupling, where light exchanged by the lasers carries a phase, can enable stable single-mode operation. Phase-delayed coupling changes the modal amplification: for pump powers close to the anyonic parity-time (PT) symmetric exceptional point, a high phase delay completely separates the mode thresholds, leading to single mode operation. This is shown by stability analysis with nonlinear coupled mode theory and stochastic differential equations for two coupled nanolasers and confirmed by realistic semi-analytical treatment of a dimer of lasing nanospheres. Finally, we extend the mode control to large arrays of nanolasers, featuring lowered thresholds and higher power. Our work promises a novel solution to engineer bright and stable single-mode lasing from nanolaser arrays with important applications in photonic chips for communication and lidars.

physics.optics↗

arXiv2024

Mode visualisation and control of complex lasers using neural networks

Understanding the behaviour of complex laser systems is an outstanding challenge, especially in the presence of nonlinear interactions between modes. Hidden features, such as the gain distributions and spatial localisation of lasing modes, often cannot be revealed experimentally, yet they are crucial to determining the laser action. Here, we introduce a lasing spectroscopy method that can visualise the gain profiles of the modes in complex lasers using an artificial neural network. The spatial gain distributions of different lasing modes in a disorderly coupled microring array are reconstructed without prior knowledge of the laser topology. We further extend the neural network to a tandem neural network that can control the laser emission by matching the modal gain/loss profile to selectively enhance the targeted modes. This mode visualisation method offers a new approach to extracting hidden spatial mode features from photonic structures, which could improve our understanding and control of complex photonic systems.

physics.optics↗

arXiv2024

Patterns of co-occurrent skills in UK job adverts

A job usually involves the application of several complementary or synergistic skills to perform its required tasks. Such relationships are implicitly recognised by employers in the skills they demand when recruiting new employees. Here we construct a skills network based on their co-occurrence in a national level data set of 65 million job postings from the UK spanning 2016 to 2022. We then apply multiscale graph-based community detection to obtain data-driven skill clusters at different levels of resolution that reveal a modular structure across scales. Skill clusters display diverse levels of demand and occupy varying roles within the skills network: some have broad reach across the network (high closeness centrality) while others have higher levels of within-cluster containment, yet with high interconnection across clusters and no skill silos. The skill clusters also display varying levels of semantic similarity, highlighting the difference between co-occurrence in adverts and intrinsic thematic consistency. Clear geographic variation is evident in the demand for each skill cluster across the UK, broadly reflecting the industrial characteristics of each region, e.g., London appears as an outlier as an international hub for finance, education and business. Comparison of data from 2016 and 2022 reveals employers are demanding a broader range of skills over time, with more adverts featuring skills spanning different clusters. We also show that our data-driven clusters differ from expert-authored categorisations of skills, indicating that important relationships between skills are not captured by expert assessment alone.

cs.SI↗

arXiv2024

Hyperspectral unmixing for Raman spectroscopy via physics-constrained autoencoders

Raman spectroscopy is widely used across scientific domains to characterize the chemical composition of samples in a non-destructive, label-free manner. Many applications entail the unmixing of signals from mixtures of molecular species to identify the individual components present and their proportions, yet conventional methods for chemometrics often struggle with complex mixture scenarios encountered in practice. Here, we develop hyperspectral unmixing algorithms based on autoencoder neural networks, and we systematically validate them using both synthetic and experimental benchmark datasets created in-house. Our results demonstrate that unmixing autoencoders provide improved accuracy, robustness and efficiency compared to standard unmixing methods. We also showcase the applicability of autoencoders to complex biological settings by showing improved biochemical characterization of volumetric Raman imaging data from a monocytic cell.

cs.LG↗

arXiv2023

Kernel-based independence tests for causal structure learning on functional data

Measurements of systems taken along a continuous functional dimension, such as time or space, are ubiquitous in many fields, from the physical and biological sciences to economics and engineering.Such measurements can be viewed as realisations of an underlying smooth process sampled over the continuum. However, traditional methods for independence testing and causal learning are not directly applicable to such data, as they do not take into account the dependence along the functional dimension. By using specifically designed kernels, we introduce statistical tests for bivariate, joint, and conditional independence for functional variables. Our method not only extends the applicability to functional data of the HSIC and its d-variate version (d-HSIC), but also allows us to introduce a test for conditional independence by defining a novel statistic for the CPT based on the HSCIC, with optimised regularisation strength estimated through an evaluation rejection rate. Our empirical results of the size and power of these tests on synthetic functional data show good performance, and we then exemplify their application to several constraint- and regression-based causal structure learning problems, including both synthetic examples and real socio-economic data.

stat.ME↗

arXiv2023

Interaction Measures, Partition Lattices and Kernel Tests for High-Order Interactions

Models that rely solely on pairwise relationships often fail to capture the complete statistical structure of the complex multivariate data found in diverse domains, such as socio-economic, ecological, or biomedical systems. Non-trivial dependencies between groups of more than two variables can play a significant role in the analysis and modelling of such systems, yet extracting such high-order interactions from data remains challenging. Here, we introduce a hierarchy of $d$-order ($d \geq 2$) interaction measures, increasingly inclusive of possible factorisations of the joint probability distribution, and define non-parametric, kernel-based tests to establish systematically the statistical significance of $d$-order interactions. We also establish mathematical links with lattice theory, which elucidate the derivation of the interaction measures and their composite permutation tests; clarify the connection of simplicial complexes with kernel matrix centring; and provide a means to enhance computational efficiency. We illustrate our results numerically with validations on synthetic data, and through an application to neuroimaging data.

stat.ML↗

arXiv2023

Kernel-based Joint Independence Tests for Multivariate Stationary and Non-stationary Time Series

Multivariate time series data that capture the temporal evolution of interconnected systems are ubiquitous in diverse areas. Understanding the complex relationships and potential dependencies among co-observed variables is crucial for the accurate statistical modelling and analysis of such systems. Here, we introduce kernel-based statistical tests of joint independence in multivariate time series by extending the $d$-variable Hilbert-Schmidt independence criterion (dHSIC) to encompass both stationary and non-stationary processes, thus allowing broader real-world applications. By leveraging resampling techniques tailored for both single- and multiple-realisation time series, we show how the method robustly uncovers significant higher-order dependencies in synthetic examples, including frequency mixing data and logic gates, as well as real-world climate, neuroscience, and socioeconomic data. Our method adds to the mathematical toolbox for the analysis of multivariate time series and can aid in uncovering high-order interactions in data.

stat.ME↗

arXiv2023

Deep incremental learning models for financial temporal tabular datasets with distribution shifts

We present a robust deep incremental learning framework for regression tasks on financial temporal tabular datasets which is built upon the incremental use of commonly available tabular and time series prediction models to adapt to distributional shifts typical of financial datasets. The framework uses a simple basic building block (decision trees) to build self-similar models of any required complexity to deliver robust performance under adverse situations such as regime changes, fat-tailed distributions, and low signal-to-noise ratios. As a detailed study, we demonstrate our scheme using XGBoost models trained on the Numerai dataset and show that a two layer deep ensemble of XGBoost models over different model snapshots delivers high quality predictions under different market regimes. We also show that the performance of XGBoost models with different number of boosting rounds in three scenarios (small, standard and large) is monotonically increasing with respect to model size and converges towards the generalisation upper bound. We also evaluate the robustness of the model under variability of different hyperparameters, such as model complexity and data sampling settings. Our model has low hardware requirements as no specialised neural architectures are used and each base model can be independently trained in parallel.

cs.LG↗

arXiv2023

Online learning techniques for prediction of temporal tabular datasets with regime changes

The application of deep learning to non-stationary temporal datasets can lead to overfitted models that underperform under regime changes. In this work, we propose a modular machine learning pipeline for ranking predictions on temporal panel datasets which is robust under regime changes. The modularity of the pipeline allows the use of different models, including Gradient Boosting Decision Trees (GBDTs) and Neural Networks, with and without feature engineering. We evaluate our framework on financial data for stock portfolio prediction, and find that GBDT models with dropout display high performance, robustness and generalisability with reduced complexity and computational cost. We then demonstrate how online learning techniques, which require no retraining of models, can be used post-prediction to enhance the results. First, we show that dynamic feature projection improves robustness by reducing drawdown in regime changes. Second, we demonstrate that dynamical model ensembling based on selection of models with good recent performance leads to improved Sharpe and Calmar ratios of out-of-sample predictions. We also evaluate the robustness of our pipeline across different data splits and random seeds with good reproducibility.

q-fin.CP↗

arXiv2023

A continuous Structural Intervention Distance to compare Causal Graphs

Understanding and adequately assessing the difference between a true and a learnt causal graphs is crucial for causal inference under interventions. As an extension to the graph-based structural Hamming distance and structural intervention distance, we propose a novel continuous-measured metric that considers the underlying data in addition to the graph structure for its calculation of the difference between a true and a learnt causal graph. The distance is based on embedding intervention distributions over each pair of nodes as conditional mean embeddings into reproducing kernel Hilbert spaces and estimating their difference by the maximum (conditional) mean discrepancy. We show theoretical results which we validate with numerical experiments on synthetic data.

stat.ML↗

arXiv2023

RamanSPy: An open-source Python package for integrative Raman spectroscopy data analysis

Raman spectroscopy is a non-destructive and label-free chemical analysis technique, which plays a key role in the analysis and discovery cycle of various branches of science. Nonetheless, progress in Raman spectroscopic analysis is still impeded by the lack of software, methodological and data standardisation, and the ensuing fragmentation and lack of reproducibility of analysis workflows thereof. To address these issues, we introduce RamanSPy, an open-source Python package for Raman spectroscopic research and analysis. RamanSPy provides a comprehensive library of ready-to-use tools for spectroscopic analysis, which streamlines day-to-day tasks, integrative analyses, as well as novel research and algorithmic development. RamanSPy is modular and open source, not tied to a particular technology or data format, and can be readily interfaced with the burgeoning ecosystem for data science, statistical analysis and machine learning in Python.

cond-mat.mtrl-sci↗

arXiv2023

Feature Engineering Methods on Multivariate Time-Series Data for Financial Data Science Competitions

This paper is a work in progress. We are looking for collaborators to provide us financial datasets in Equity/Futures market to conduct more bench-marking studies. The authors have papers employing similar methods applied on the Numerai dataset, which is freely available but obfuscated. We apply different feature engineering methods for time-series to US market price data. The predictive power of models are tested against Numerai-Signals targets.

q-fin.ST↗

arXiv2022

BART-based inference for Poisson processes

The effectiveness of Bayesian Additive Regression Trees (BART) has been demonstrated in a variety of contexts including non-parametric regression and classification. A BART scheme for estimating the intensity of inhomogeneous Poisson processes is introduced. Poisson intensity estimation is a vital task in various applications including medical imaging, astrophysics and network traffic analysis. The new approach enables full posterior inference of the intensity in a non-parametric regression setting. The performance of the novel scheme is demonstrated through simulation studies on synthetic and real datasets up to five dimensions, and the new scheme is compared with alternative approaches.

math.ST↗

arXiv2022

Finding positively invariant sets and proving exponential stability of limit cycles using Sum-of-Squares decompositions

The dynamics of many systems from physics, economics, chemistry, and biology can be modelled through polynomial functions. In this paper, we provide a computational means to find positively invariant sets of polynomial dynamical systems by using semidefinite programming to solve sum-of-squares (SOS) programmes. With the emergence of SOS programmes, it is possible to efficiently search for Lyapunov functions that guarantee stability of polynomial systems. Yet, SOS computations often fail to find functions, such that the conditions hold in the entire state space. We show here that restricting the SOS optimisation to specific domains enables us to obtain positively invariant sets, thus facilitating the analysis of the dynamics by considering separately each positively invariant set. In addition, we go beyond classical Lyapunov stability analysis and use SOS decompositions to computationally implement sufficient positivity conditions that guarantee existence, uniqueness, and exponential stability of a limit cycle. Importantly, this approach is applicable to systems of any dimension and, thus, goes beyond classical methods that are restricted to two-dimensional phase space. We illustrate our different results with applications to classical systems, such as the van der Pol oscillator, the Fitzhugh-Nagumo neuronal equation, and the Lorenz system.

math.DS↗

arXiv2022

ICE-NODE: Integration of Clinical Embeddings with Neural Ordinary Differential Equations

Early diagnosis of disease can lead to improved health outcomes, including higher survival rates and lower treatment costs. With the massive amount of information available in electronic health records (EHRs), there is great potential to use machine learning (ML) methods to model disease progression aimed at early prediction of disease onset and other outcomes. In this work, we employ recent innovations in neural ODEs combined with rich semantic embeddings of clinical codes to harness the full temporal information of EHRs. We propose ICE-NODE (Integration of Clinical Embeddings with Neural Ordinary Differential Equations), an architecture that temporally integrates embeddings of clinical codes and neural ODEs to learn and predict patient trajectories in EHRs. We apply our method to the publicly available MIMIC-III and MIMIC-IV datasets, and we find improved prediction results compared to state-of-the-art methods, specifically for clinical codes that are not frequently observed in EHRs. We also show that ICE-NODE is more competent at predicting certain medical conditions, like acute renal failure, pulmonary heart disease and birth-related problems, where the full temporal information could provide important information. Furthermore, ICE-NODE is also able to produce patient risk trajectories over time that can be exploited for further detailed predictions of disease evolution.

cs.LG↗

arXiv2022

Prediction of protein allosteric signalling pathways and functional residues through paths of optimised propensity

Allostery commonly refers to the mechanism that regulates protein activity through the binding of a molecule at a different, usually distal, site from the orthosteric site. The omnipresence of allosteric regulation in nature and its potential for drug design and screening render the study of allostery invaluable. Nevertheless, challenges remain as few computational methods are available to effectively predict allosteric sites, identify signalling pathways involved in allostery, or to aid with the design of suitable molecules targeting such sites. Recently, bond-to-bond propensity analysis has been shown successful at identifying allosteric sites for a large and diverse group of proteins from knowledge of the orthosteric sites and its ligands alone by using network analysis applied to energy-weighted atomistic protein graphs. To address the identification of signalling pathways, we propose here a method to compute and score paths of optimised propensity that link the orthosteric site with the identified allosteric sites, and identifies crucial residues that contribute to those paths. We showcase the approach with three well-studied allosteric proteins: h-Ras, caspase-1, and 3-phosphoinositide-dependent kinase-1 (PDK1). Key residues in both orthosteric and allosteric sites were identified and showed agreement with experimental results, and pivotal signalling residues along the pathway were also revealed, thus providing alternative targets for drug design. By using the computed path scores, we were also able to differentiate the activity of different allosteric modulators.

q-bio.BM↗

arXiv2022

Relative, local and global dimension in complex networks

Dimension is a fundamental property of objects and the space in which they are embedded. Yet ideal notions of dimension, as in Euclidean spaces, do not always translate to physical spaces, which can be constrained by boundaries and distorted by inhomogeneities, or to intrinsically discrete systems such as networks. To take into account locality, finiteness and discreteness, dynamical processes can be used to probe the space geometry and define its dimension. Here we show that each point in space can be assigned a relative dimension with respect to the source of a diffusive process, a concept that provides a scale-dependent definition for local and global dimension also applicable to networks. To showcase its application to physical systems, we demonstrate that the local dimension of structural protein graphs correlates with structural flexibility, and the relative dimension with respect to the active site uncovers regions involved in allosteric communication. In simple models of epidemics on networks, the relative dimension is predictive of the spreading capability of nodes, and identifies scales at which the graph structure is predictive of infectivity. We further apply our dimension measures to neuronal networks, economic trade, social networks, ocean flows, and to the comparison of random graphs.

physics.soc-ph↗

arXiv2022

Sensitivity and spectral control of network lasers

Recently, random lasing in complex networks has shown efficient lasing over more than 50 localised modes, promoted by multiple scattering over the underlying graph. If controlled, these network lasers can lead to fast-switching multifunctional light sources with synthesised spectrum. Here, we observe both in experiment and theory high sensitivity of the network laser to the spatial shape of the pump profile, with mode intensity variation of up to 280% for a non-homogeneous 7% pump decrease. We solve the nonlinear equations within the steady state ab-initio laser theory (SALT) approximation over a graph and we show selective lasing of around 90% of the top modes, effectively programming the spectrum of the lasing networks. In our experiments with polymer networks, this high sensitivity enables control of the lasing spectrum through non-uniform pump patterns. We propose the underlying complexity of the network modes as the key element behind efficient spectral control opening the way for the development of optical devices with wide impact for on-chip photonics for communication, sensing and computation.

physics.optics↗