arXiv subjects

Victor M. Preciado

Publications and source records attributed to Victor M. Preciado.

At least 55 records · Page 3Linked to original sources

arXiv2018

Spread, then Target, and Advertise in Waves: Optimal Budget Allocation Across Advertising Channels

We analyze optimal strategies for the allocation of a finite budget that can be invested in different advertising channels over time with the objective of influencing social opinions in a network of individuals. In our analysis, we consider both exogenous influence mechanisms, such as advertising campaigns, as well as endogenous mechanisms of social influence, such as word-of-mouth and peer-pressure, which are modeled using diffusion dynamics. We show that for a broad family of objective functions, the optimal influence strategy at every time uses all channels at either their maximum rate or not at all, i.e., a bang-bang strategy. Furthermore, we prove that the number of switches between these extremes is bounded above by a term that is typically much smaller than the number of agents. This means that the optimal influence strategy is to exert maximum effort in waves for every channel, and then cease effort and let the effects propagate. We also show that, at the beginning of the campaign, the total cost-adjusted reach of an exogenous advertising channel determines its relative value. In contrast, as we approach our investment horizon (e.g., election day), the optimal strategy is to invest in channels able to target individuals instead of broad-reaching channels. We demonstrate that the optimal influence strategies are easily computable in several practical cases, and explicitly characterize the optimal controls for the case of linear objective functions in closed form. Finally, we see that, in the canonical example of designing an election campaign, identifying late-deciders is a critical component in the optimal design.

math.OC↗

arXiv2018

Optimal Containment of Epidemics over Temporal Activity-Driven Networks

In this paper, we study the dynamics of epidemic processes taking place in temporal and adaptive networks. Building on the activity-driven network model, we propose an adaptive model of epidemic processes, where the network topology dynamically changes due to both exogenous factors independent of the epidemic dynamics as well as endogenous preventive measures adopted by individuals in response to the state of the infection. A direct analysis of the model using Markov processes involves the spectral analysis of a transition probability matrix whose size grows exponentially with the number of nodes. To overcome this limitation, we derive an upper-bound on the decay rate of the number of infected nodes in terms of the eigenvalues of a $2 \times 2$ matrix. Using this upper bound, we propose an efficient algorithm to tune the parameters describing the endogenous preventive measures in order to contain epidemics over time. We confirm our theoretical results via numerical simulations.

cs.SI↗

arXiv2018

Analysis of Optimization Algorithms via Integral Quadratic Constraints: Nonstrongly Convex Problems

In this paper, we develop a unified framework able to certify both exponential and subexponential convergence rates for a wide range of iterative first-order optimization algorithms. To this end, we construct a family of parameter-dependent nonquadratic Lyapunov functions that can generate convergence rates in addition to proving asymptotic convergence. Using Integral Quadratic Constraints (IQCs) from robust control theory, we propose a Linear Matrix Inequality (LMI) to guide the search for the parameters of the Lyapunov function in order to establish a rate bound. Based on this result, we formulate a Semidefinite Programming (SDP) whose solution yields the best convergence rate that can be certified by the class of Lyapunov functions under consideration. We illustrate the utility of our results by analyzing the gradient method, proximal algorithms and their accelerated variants for (strongly) convex problems. We also develop the continuous-time counterpart, whereby we analyze the gradient flow and the continuous-time limit of Nesterov's accelerated method.

math.OC↗

arXiv2017

Second-Order Moment-Closure for Tighter Epidemic Thresholds

In this paper, we study the dynamics of contagious spreading processes taking place in complex contact networks. We specifically present a lower-bound on the decay rate of the number of nodes infected by a susceptible-infected-susceptible (SIS) stochastic spreading process. A precise quantification of this decay rate is crucial for designing efficient strategies to contain epidemic outbreaks. However, existing lower-bounds on the decay rate based on first-order mean-field approximations are often accompanied by a large error resulting in inefficient containment strategies. To overcome this deficiency, we derive a lower-bound based on a second-order moment-closure of the stochastic SIS processes. The proposed second-order bound is theoretically guaranteed to be tighter than existing first-order bounds. We also present various numerical simulations to illustrate how our lower-bound drastically improves the performance of existing first-order lower-bounds in practical scenarios, resulting in more efficient strategies for epidemic containment.

cs.SI↗

arXiv2017

Optimal network design for synchronization of coupled oscillators

This paper studies the problem of designing networks of nonidentical coupled oscillators in order to achieve a desired level of phase cohesiveness, defined as the maximum asymptotic phase difference across the edges of the network. In particular, we consider the following two design problems: (i) the nodal-frequency design problem, in which we tune the natural frequencies of the oscillators given the topology of the network, and (ii) the (robust) edge-weight design problem, in which we design the edge weights assuming that the natural frequencies are given (or belong to a given convex uncertainty set). For both problems, we optimize an objective function of the design variables while considering a desired level of phase cohesiveness as our design constraint. This constraint defines a convex set in the nodal-frequency design problem. In contrast, in the edge-weight design problem, the phase cohesiveness constraint yields a non-convex set, unless the underlying network is either a tree or an arbitrary graph with identical edge weights. We then propose a convex semidefinite relaxation to approximately solve the (non-convex) edge-weight design problem for general (possibly cyclic) networks with nonidentical edge weights. We illustrate the applicability of our results by analyzing several network design problems of practical interest, such as power re-dispatch in power grids, sparse network design, (robust) network design for distributed wireless analog clocks, and the detection of edges leading to the Braess' paradox in power grids.

math.OC↗

arXiv2017

Spectral Moments of Random Matrices with a Rank-One Pattern of Variances

Let $\mathbf{a}_{ij}$, $1\leq i\leq j\leq n$, be independent random variables and $\mathbf{a}_{ji}=\mathbf{a}_{ij}$, for all $i,j$. Suppose that every $\mathbf{a}_{ij}$ is bounded, has zero mean, and its variance is given by $σ_{i}σ_{j}$, for a given sequence of positive real numbers $Ψ=\{σ_{i} , i\in\mathbb{N}\}$. Hence, the matrix of variances $V_n=\left( \mbox{Var}( \mathbf{a}_{ij}) \right)_{i,j=1}^n$ has rank one for all $n$. We show that the empirical spectral distribution of the symmetric random matrix $\mathbf{A}_n(Ψ)$ $ =$ $ \left( \mathbf{a}_{ij}/\sqrt{n}\right)_{i,j=1}^n$ converges weakly (and with probability one) to a deterministic limiting spectral distribution which we fully characterize by providing closed-form expressions for its limiting spectral moments in terms of the sequence $Ψ$. Furthermore, we propose a hierarchy of semidefinite programs to compute upper and lower bound on the expected spectral norm of $\mathbf{A}_n$, for both finite $n$ and the limit $n\to\infty$.

math.PR↗

arXiv2017

Delayed Bet-Hedging Resilience Strategies Under Environmental Fluctuations

Many biological populations, such as bacterial colonies, have developed through evolution a protection mechanism, called bet-hedging, to increase their probability of survival under stressful environmental fluctutation. In this context, the concept of preadaptation refers to a common type of bet-hedging protection strategy in which a relatively small number of individuals in a population stochastically switch their phenotypes to a `dormant' metabolic state in which they increase their probability of survival against potential environmental shocks. Hence, if an environmental shock took place at some point in time, preadapted organisms would be better adapted to survive and proliferate once the shock is over. In many biological populations, the mechanisms of preadaptation and proliferation present delays whose influence in the fitness of the population are not well-understood. In this paper, we propose a rigorous mathematical framework to analyze the role of delays in both preadaptation and proliferation mechanisms in the survival of biological populations, with an emphasis on bacterial colonies. Our theoretical framework allows us to analytically quantify the average growth rate of a bet-hedging bacterial colony with stochastically delayed reactions with arbitrary precision. We verify the accuracy of the proposed method by numerical simulations and conclude that the growth rate of a bet-hedging population shows a non-trivial dependency on their preadaptation and proliferation delays. Contrary to the current belief, our results show that faster reactions do not, in general, increase the overall fitness of a biological population.

q-bio.PE↗

arXiv2017

Moment-Based Spectral Analysis of Random Graphs with Given Expected Degrees

In this paper, we analyze the limiting spectral distribution of the adjacency matrix of a random graph ensemble, proposed by Chung and Lu, in which a given expected degree sequence $\overline{w}_n^{^{T}} = (w^{(n)}_1,\ldots,w^{(n)}_n)$ is prescribed on the ensemble. Let $\mathbf{a}_{i,j} =1$ if there is an edge between the nodes $\{i,j\}$ and zero otherwise, and consider the normalized random adjacency matrix of the graph ensemble: $\mathbf{A}_n$ $=$ $ [\mathbf{a}_{i,j}/\sqrt{n}]_{i,j=1}^{n}$. The empirical spectral distribution of $\mathbf{A}_n$ denoted by $\mathbf{F}_n(\mathord{\cdot})$ is the empirical measure putting a mass $1/n$ at each of the $n$ real eigenvalues of the symmetric matrix $\mathbf{A}_n$. Under some technical conditions on the expected degree sequence, we show that with probability one, $\mathbf{F}_n(\mathord{\cdot})$ converges weakly to a deterministic distribution $F(\mathord{\cdot})$. Furthermore, we fully characterize this distribution by providing explicit expressions for the moments of $F(\mathord{\cdot})$. We apply our results to well-known degree distributions, such as power-law and exponential. The asymptotic expressions of the spectral moments in each case provide significant insights about the bulk behavior of the eigenvalue spectrum.

math.ST↗

arXiv2016

Optimal Containment of Epidemics in Temporal and Adaptive Networks

In this chapter, we focus on the problem of containing the spread of diseases taking place in both temporal and adaptive networks (i.e., networks whose structure `adapts' to the state of the disease). We specifically focus on the problem of finding the optimal allocation of containment resources (e.g., vaccines, medical personnel, traffic control resources, etc.) to eradicate epidemic outbreaks over the following three models of temporal and adaptive networks: (i) Markovian temporal networks, (ii) aggregated-Markovian temporal networks, and (iii) stochastically adaptive models. For each model, we present a rigorous and tractable mathematical framework to efficiently find the optimal distribution of control resources to eliminate the disease. In contrast with other existing results, our results are not based on heuristic control strategies, but on a disciplined analysis using tools from dynamical systems and convex optimization.

cs.SI↗

arXiv2016

Bio-Inspired Framework for Allocation of Protection Resources in Cyber-Physical Networks

In this chapter, we consider the problem of designing protection strategies to contain spreading processes in complex cyber-physical networks. We illustrate our ideas using a family of bio-motivated spreading models originally proposed in the epidemiological literature, e.g., the Susceptible-Infected-Susceptible (SIS) model. We first introduce a framework in which we are allowed to distribute two types of resources in order to contain the spread, namely, (i) preventive resources able to reduce the spreading rate, and (ii) corrective resources able to increase the recovery rate of nodes in which the resources are allocated. In practice, these resources have an associated cost that depends on either the resiliency level achieved by the preventive resource, or the restoration efficiency of the corrective resource. We present a mathematical framework, based on dynamic systems theory and convex optimization, to find the cost-optimal distribution of protection resources in a network to contain the spread. We also present two extensions to this framework in which (i) we consider generalized epidemic models, beyond the simple SIS model, and (ii) we assume uncertainties in the contact network in which the spreading is taking place. We compare these protection strategies with common heuristics previously proposed in the literature and illustrate our results with numerical simulations using the air traffic network.

cs.SI↗

arXiv2016

Katz Centrality of Markovian Temporal Networks: Analysis and Optimization

Identifying important nodes in complex networks is a fundamental problem in network analysis. Although a plethora of measures has been proposed to identify important nodes in static (i.e., time-invariant) networks, there is a lack of tools in the context of temporal networks (i.e., networks whose connectivity dynamically changes over time). The aim of this paper is to propose a system-theoretic approach for identifying important nodes in temporal networks. In this direction, we first propose a generalization of the popular Katz centrality measure to the family of Markovian temporal networks using tools from the theory of Markov jump linear systems. We then show that Katz centrality in Markovian temporal networks can be efficiently computed using linear programming. Finally, we propose a convex program for optimizing the Katz centrality of a given node by tuning the weights of the temporal network in a cost-efficient manner. Numerical simulations illustrate the effectiveness of the obtained results.

physics.soc-ph↗

arXiv2016

Controllability Gramian Spectra of Random Networks

We propose a theoretical framework to study the eigenvalue spectra of the controllability Gramian of systems with random state matrices, such as networked systems with a random graph structure. Using random matrix theory, we provide expressions for the moments of the eigenvalue distribution of the controllability Gramian. These moments can then be used to derive useful properties of the eigenvalue distribution of the Gramian (in some cases, even closed-form expressions for the distribution). We illustrate this framework by considering system matrices derived from common random graph and matrix ensembles, such as the Wigner ensemble, the Gaussian Orthogonal Ensemble (GOE), and random regular graphs. Subsequently, we illustrate how the eigenvalue distribution of the Gramian can be used to draw conclusions about the energy required to control random system.

eess.SY↗

arXiv2016

Prediction-Correction Interior-Point Method for Time-Varying Convex Optimization

In this paper, we develop an interior-point method for solving a class of convex optimization problems with time-varying objective and constraint functions. Using log-barrier penalty functions, we propose a continuous-time dynamical system for tracking the (time-varying) optimal solution with an asymptotically vanishing error. This dynamical system is composed of two terms: (i) a correction term consisting of a continuous-time version of Newton's method, and (ii) a prediction term able to track the drift of the optimal solution by taking into account the time-varying nature of the objective and constraint functions. Using appropriately chosen time-varying slack and barrier parameters, we ensure that the solution to this dynamical system globally asymptotically converges to the optimal solution at an exponential rate. We illustrate the applicability of the proposed method in two practical applications: a sparsity promoting least squares problem and a collision-free robot navigation problem.

math.OC↗

arXiv2016

Efficient Method for Computing Lower Bounds on the $p$-radius of Switched Linear Systems

This paper proposes lower bounds on a quantity called $L^p$-norm joint spectral radius, or in short, $p$-radius, of a finite set of matrices. Despite its wide range of applications to, for example, stability analysis of switched linear systems and the equilibrium analysis of switched linear economical models, algorithms for computing the $p$-radius are only available in a very limited number of particular cases. The proposed lower bounds are given as the spectral radius of an average of the given matrices weighted via Kronecker products and do not place any requirements on the set of matrices. We show that the proposed lower bounds theoretically extend and also can practically improve the existing lower bounds. A Markovian extension of the proposed lower bounds is also presented.

math.OC↗

arXiv2016

Epidemic Processes over Adaptive State-Dependent Networks

In this paper, we study the dynamics of epidemic processes taking place in adaptive networks of arbitrary topology. We focus our study on the adaptive susceptible-infected-susceptible (ASIS) model, where healthy individuals are allowed to temporarily cut edges connecting them to infected nodes in order to prevent the spread of the infection. In this paper, we derive a closed-form expression for a lower bound on the epidemic threshold of the ASIS model in arbitrary networks with heterogeneous node and edge dynamics. For networks with homogeneous node and edge dynamics, we show that the resulting \blue{lower bound} is proportional to the epidemic threshold of the standard SIS model over static networks, with a proportionality constant that depends on the adaptation rates. Furthermore, based on our results, we propose an efficient algorithm to optimally tune the adaptation rates in order to eradicate epidemic outbreaks in arbitrary networks. We confirm the tightness of the proposed lower bounds with several numerical simulations and compare our optimal adaptation rates with popular centrality measures.

cs.SI↗

arXiv2016

Accurately Predicting Functional Connectivity from Diffusion Imaging

Understanding the relationship between the dynamics of neural processes and the anatomical substrate of the brain is a central question in neuroscience. On the one hand, modern neuroimaging technologies, such as diffusion tensor imaging, can be used to construct structural graphs representing the architecture of white matter streamlines linking cortical and subcortical structures. On the other hand, temporal patterns of neural activity can be used to construct functional graphs representing temporal correlations between brain regions. Although some studies provide evidence that whole-brain functional connectivity is shaped by the underlying anatomy, the observed relationship between function and structure is weak, and the rules by which anatomy constrains brain dynamics remain elusive. In this article, we introduce a methodology to predict with high accuracy the functional connectivity of a subject at rest from his or her structural graph. Using our methodology, we are able to systematically unveil the role of structural paths in the formation of functional correlations. Furthermore, in our empirical evaluations, we observe that the eigen-modes of the predicted functional connectivity are aligned with activity patterns associated with different cognitive systems. Our work offers the potential to infer properties of brain dynamics in clinical or developmental populations with low tolerance for functional neuroimaging.

q-bio.NC↗

arXiv2016

Self-Triggered Time-Varying Convex Optimization

In this paper, we propose a self-triggered algorithm to solve a class of convex optimization problems with time-varying objective functions. It is known that the trajectory of the optimal solution can be asymptotically tracked by a continuous-time state update law. Unfortunately, implementing this requires continuous evaluation of the gradient and the inverse Hessian of the objective function which is not amenable to digital implementation. Alternatively, we draw inspiration from self-triggered control to propose a strategy that autonomously adapts the times at which it makes computations about the objective function, yielding a piece-wise affine state update law. The algorithm does so by predicting the temporal evolution of the gradient using known upper bounds on higher order derivatives of the objective function. Our proposed method guarantees convergence to arbitrarily small neighborhood of the optimal trajectory in finite time and without incurring Zeno behavior. We illustrate our framework with numerical simulations.

math.OC↗

arXiv2016

Dynamic Analysis of Bet-Hedging Strategies as a Protection Mechanism against Environmental Fluctuations

In order to increase their robustness against environmental fluctuations, many biological populations have developed bet-hedging mechanisms in which the population `bets' against the presence of prolonged favorable environmental conditions by having a few individual behaving as if they sensed a threatening or stressful environment. As a result, the population (as a whole) increases its chances of surviving environmental fluctuations in the long term, while sacrificing short-term performance. In this paper, we propose a theoretical framework, based on Markov jump linear systems, to model and evaluate the performance of bet-hedging strategies in the presence of stochastic fluctuations. We illustrate our results using numerical simulations.

q-bio.PE↗