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Victor M. Preciado

Publications and source records attributed to Victor M. Preciado.

At least 73 records · Page 4Linked to original sources
arXiv2015

Optimal resource allocation for competitive spreading processes on bilayer networks

This paper studies the SI1SI2S spreading model of two competing behaviors over a bilayer network. We address the problem of determining resource allocation strategies which design a spreading network so as to ensure the extinction of a selected process. Our discussion begins by extending the SI1SI2S model to edge-dependent infection and node-dependent recovery parameters with generalized graph topologies, which builds upon prior work that studies the homogeneous case. We then find conditions under which the mean-field approximation of a chosen epidemic process stabilizes to extinction exponentially quickly. Leveraging this result, we formulate and solve an optimal resource allocation problem in which we minimize the expenditure necessary to force a chosen epidemic process to become extinct as quickly as possible. In the case that the budget is not sufficient to ensure extinction of the desired process, we instead minimize a useful heuristic. We explore the efficacy of our methods by comparing simulations of the stochastic process to the mean-field model, and find that the mean-field methods developed work well for the optimal cost networks designed, but suffer from inaccuracy in other situations.

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arXiv2015

Stability of Markov regenerative switched linear systems

In this paper, we give a necessary and sufficient condition for mean stability of switched linear systems having a Markov regenerative process as its switching signal. This class of switched linear systems, which we call Markov regenerative switched linear systems, contains Markov jump linear systems and semi-Markov jump linear systems as special cases. We show that a Markov regenerative switched linear system is $m$th mean stable if and only if a particular matrix is Schur stable, under the assumption that either $m$ is even or the system is positive.

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arXiv2015

Stability of Spreading Processes over Time-Varying Large-Scale Networks

In this paper, we analyze the dynamics of spreading processes taking place over time-varying networks. A common approach to model time-varying networks is via Markovian random graph processes. This modeling approach presents the following limitation: Markovian random graphs can only replicate switching patterns with exponential inter-switching times, while in real applications these times are usually far from exponential. In this paper, we introduce a flexible and tractable extended family of processes able to replicate, with arbitrary accuracy, any distribution of inter-switching times. We then study the stability of spreading processes in this extended family. We first show that a direct analysis based on Itô's formula provides stability conditions in terms of the eigenvalues of a matrix whose size grows exponentially with the number of edges. To overcome this limitation, we derive alternative stability conditions involving the eigenvalues of a matrix whose size grows linearly with the number of nodes. Based on our results, we also show that heuristics based on aggregated static networks approximate the epidemic threshold more accurately as the number of nodes grows, or the temporal volatility of the random graph process is reduced. Finally, we illustrate our findings via numerical simulations.

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arXiv2015

Interior Point Method for Dynamic Constrained Optimization in Continuous Time

This paper considers a class of convex optimization problems where both, the objective function and the constraints, have a continuously varying dependence on time. Our goal is to develop an algorithm to track the optimal solution as it continuously changes over time inside or on the boundary of the dynamic feasible set. We develop an interior point method that asymptotically succeeds in tracking this optimal point in nonstationary settings. The method utilizes a time varying constraint slack and a prediction-correction structure that relies on time derivatives of functions and constraints and Newton steps in the spatial domain. Error free tracking is guaranteed under customary assumptions on the optimization problems and time differentiability of objective and constraints. The effectiveness of the method is illustrated in a problem that involves multiple agents tracking multiple targets.

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arXiv2015

Optimal Design of Networks of Positive Linear Systems under Stochastic Uncertainty

In this paper, we study networks of positive linear systems subject to time-invariant and random uncertainties. We present linear matrix inequalities for checking the stability of the whole network around the origin with prescribed probability and decay rate. Based on this condition, we then give an efficient method, based on geometric programming, to find the optimal parameters of the probability distribution describing the uncertainty. We illustrate our results by analyzing the stability of a viral spreading process in the presence of random uncertainties.

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arXiv2015

Spreading Processes over Socio-Technical Networks with Phase-Type Transmissions

Most theoretical tools available for the analysis of spreading processes over networks assume exponentially distributed transmission and recovery times. In practice, the empirical distribution of transmission times for many real spreading processes, such as the spread of web content through the Internet, are far from exponential. To bridge this gap between theory and practice, we propose a methodology to model and analyze spreading processes with arbitrary transmission times using phase-type distributions. Phase-type distributions are a family of distributions that is dense in the set of positive-valued distributions and can be used to approximate any given distributions. To illustrate our methodology, we focus on a popular model of spreading over networks: the susceptible-infected-susceptible (SIS) networked model. In the standard version of this model, individuals informed about a piece of information transmit this piece to its neighbors at an exponential rate. In this paper, we extend this model to the case of transmission rates following a phase-type distribution. Using this extended model, we analyze the dynamics of the spread based on a vectorial representations of phase-type distributions. We illustrate our results by analyzing spreading processes over networks with transmission and recovery rates following a Weibull distribution.

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arXiv2015

Cost-Optimal Switching Protection Strategy in Adaptive Networks

In this paper, we study a model of network adaptation mechanism to control spreading processes over switching contact networks, called adaptive susceptible-infected-susceptible model. The edges in the network model are randomly removed or added depending on the risk of spread through them. By analyzing the joint evolution of the spreading dynamics "in the network" and the structural dynamics "of the network", we derive conditions on the adaptation law to control the dynamics of the spread in the resulting switching network. In contrast with the results in the literature, we allow the initial topology of the network to be an arbitrary graph. Furthermore, assuming there is a cost associated to switching edges in the network, we propose an optimization framework to find the cost-optimal network adaptation law, i.e., the cost-optimal edge switching probabilities. Under certain conditions on the switching costs, we show that the optimal adaptation law can be found using convex optimization. We illustrate our results with numerical simulations.

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arXiv2015

Optimal Design of Switched Networks of Positive Linear Systems via Geometric Programming

In this paper, we propose an optimization framework to design a network of positive linear systems whose structure switches according to a Markov process. The optimization framework herein proposed allows the network designer to optimize the coupling elements of a directed network, as well as the dynamics of the nodes in order to maximize the stabilization rate of the network and/or the disturbance rejection against an exogenous input. The cost of implementing a particular network is modeled using posynomial cost functions, which allow for a wide variety of modeling options. In this context, we show that the cost-optimal network design can be efficiently found using geometric programming in polynomial time. We illustrate our results with a practical problem in network epidemiology, namely, the cost-optimal stabilization of the spread of a disease over a time-varying contact network.

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arXiv2015

A general class of spreading processes with non-Markovian dynamics

In this paper we propose a general class of models for spreading processes we call the $SI^*V^*$ model. Unlike many works that consider a fixed number of compartmental states, we allow an arbitrary number of states on arbitrary graphs with heterogeneous parameters for all nodes and edges. As a result, this generalizes an extremely large number of models studied in the literature including the MSEIV, MSEIR, MSEIS, SEIV, SEIR, SEIS, SIV, SIRS, SIR, and SIS models. Furthermore, we show how the $SI^*V^*$ model allows us to model non-Poisson spreading processes letting us capture much more complicated dynamics than existing works such as information spreading through social networks or the delayed incubation period of a disease like Ebola. This is in contrast to the overwhelming majority of works in the literature that only consider spreading processes that can be captured by a Markov process. After developing the stochastic model, we analyze its deterministic mean-field approximation and provide conditions for when the disease-free equilibrium is stable. Simulations illustrate our results.

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arXiv2015

State feedback control of Markov jump linear systems with hidden-Markov mode observation

In this paper, we study state-feedback control of Markov jump linear systems with partial information. In particular, we assume that the controller can only access the mode signals according to a hidden-Markov observation process. Our formulation generalizes various relevant cases previously studied in the literature on Markov jump linear systems, such as the cases with perfect information, no information, and cluster observations of the mode signals. In this context, we propose a Linear Matrix Inequalities (LMI) formulation to design feedback control laws for (stochastic) stabilization, $H_2$, and $H_\infty$ control of discrete-time Markov jump linear systems under hidden-Markovian observations of the mode signals. We conclude by illustrating our results with some numerical examples.

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arXiv2015

Deterministic Bounding Systems for Stochastic Compartmental Spreading Processes

This paper studies a novel approach for approximating the behavior of compartmental spreading processes. In contrast to prior work, the methods developed describe a dynamics which bound the exact moment dynamics, without explicitly requiring a priori knowledge of non-negative (or non-positive) covariance between pairs of system variables. Moreover, we provide systems which provide both upper- and lower- bounds on the process moments. We then show that when system variables are shown to be non-negatively (or non-positively) correlated for all time in the system's evolution, we may leverage the knowledge to create better approximating systems. We then apply the technique to several previously studied compartmental spreading processes, and compare the bounding systems' performance to the standard approximations studied in prior literature.

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arXiv2015

Disease spread over randomly switched large-scale networks

In this paper we study disease spread over a randomly switched network, which is modeled by a stochastic switched differential equation based on the so called $N$-intertwined model for disease spread over static networks. Assuming that all the edges of the network are independently switched, we present sufficient conditions for the convergence of infection probability to zero. Though the stability theory for switched linear systems can naively derive a necessary and sufficient condition for the convergence, the condition cannot be used for large-scale networks because, for a network with $n$ agents, it requires computing the maximum real eigenvalue of a matrix of size exponential in $n$. On the other hand, our conditions that are based also on the spectral theory of random matrices can be checked by computing the maximum real eigenvalue of a matrix of size exactly $n$.

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arXiv2014

Data-Driven Allocation of Vaccines for Controlling Epidemic Outbreaks

We propose a mathematical framework, based on conic geometric programming, to control a susceptible-infected-susceptible viral spreading process taking place in a directed contact network with unknown contact rates. We assume that we have access to time series data describing the evolution of the spreading process observed by a collection of sensor nodes over a finite time interval. We propose a data-driven robust convex optimization framework to find the optimal allocation of protection resources (e.g., vaccines and/or antidotes) to eradicate the viral spread at the fastest possible rate. In contrast to current network identification heuristics, in which a single network is identified to explain the observed data, we use available data to define an uncertainty set containing all networks that are coherent with empirical observations. Our characterization of this uncertainty set of networks is tractable in the context of conic geometric programming, recently proposed by Chandrasekaran and Shah, which allows us to efficiently find the optimal allocation of resources to control the worst-case spread that can take place in the uncertainty set of networks. We illustrate our approach in a transportation network from which we collect partial data about the dynamics of a hypothetical epidemic outbreak over a finite period of time.

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arXiv2014

Detection and Isolation of Failures in Directed Networks of LTI Systems

We propose a methodology to detect and isolate link failures in a weighted and directed network of identical multi-input multi-output LTI systems when only the output responses of a subset of nodes are available. Our method is based on the observation of jump discontinuities in the output derivatives, which can be explicitly related to the occurrence of link failures. The order of the derivative at which the jump is observed is given by $r(d+1)$, where $r$ is the relative degree of each system's transfer matrix, and $d$ denotes the distance from the location of the failure to the observation point. We then propose detection and isolation strategies based on this relation. Furthermore, we propose an efficient algorithm for sensor placement to detect and isolate any possible link failure using a small number of sensors. Available results from the theory of sub-modular set functions provide us with performance guarantees that bound the size of the chosen sensor set within a logarithmic factor of the smallest feasible set of sensors. These results are illustrated through elaborative examples and supplemented by computer experiments.

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arXiv2014

Failure Detection and Isolation in Integrator Networks

Detection and isolation of link failures under the Laplacian consensus dynamics have been the focus of our previous study. Our results relate the failure of links in the network to jump discontinuities in the derivatives of the output responses of the nodes and exploit that relation to propose failure detection and isolation (FDI) techniques, accordingly. In this work, we extend the results to general linear networked dynamics. In particular, we show that with additional niceties of the integrator networks and the enhanced proofs, we are able to incorporate both unidirectional and bidirectional link failures. At the next step, we extend the available FDI techniques to accommodate the cases of bidirectional link failures and undirected topologies. Computer experiments with large networks and both directed and undirected topologies provide interesting insights as to the role of directionality, as well as the scalability of the proposed FDI techniques with the network size.

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arXiv2014

Detection and Isolation of Failures in Linear Multi-Agent Networks

In this paper the focus is on the relationship between the occurrence of failures in a (directed or undirected) network of linear single integrator agents and the presence of jump discontinuities in the derivatives of the network output. Based on this relationship, an algorithm for sensor placement is proposed, which enables the designer to detect and isolate any link failures across the network, based on the jump discontinuities observed by the sensor nodes. These results are explained through elaborative examples and computer experiments.

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arXiv2014

Robust Topology Identification and Control of LTI Networks

This paper reports a robust scheme for topology identification and control of networks running on linear dynamics. In the proposed method, the unknown network is enforced to asymptotically follow a reference dynamics using the combination of Lyapunov based adaptive feedback input and sliding mode control. The adaptive part controls the dynamics by learning the network structure, while the sliding mode part rejects the input uncertainty. Simulation studies are presented in several scenarios (detection of link failure, tracking time varying topology, achieving dynamic synchronization) to give support to theoretical findings.

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