arXiv subjects

Wasiur R. KhudaBukhsh

Publications and source records attributed to Wasiur R. KhudaBukhsh.

32 records · Page 2Linked to original sources

arXiv2022

Motif-based mean-field approximation of interacting particles on clustered networks

Interacting particles on graphs are routinely used to study magnetic behaviour in physics, disease spread in epidemiology, and opinion dynamics in social sciences. The literature on mean-field approximations of such systems for large graphs is limited to cluster-free graphs for which standard approximations based on degrees and pairs are often reasonably accurate. Here, we propose a motif-based mean-field approximation that considers higher-order subgraph structures in large clustered graphs. Numerically, our equations agree with stochastic simulations where existing methods fail.

physics.soc-ph↗

arXiv2022

Dynamic Survival Analysis for non-Markovian Epidemic Models

We present a new method for analyzing stochastic epidemic models under minimal assumptions. The method, dubbed DSA, is based on a simple yet powerful observation, namely that population-level mean-field trajectories described by a system of PDE may also approximate individual-level times of infection and recovery. This idea gives rise to a certain non-Markovian agent-based model and provides an agent-level likelihood function for a random sample of infection and/or recovery times. Extensive numerical analyses on both synthetic and real epidemic data from the FMD in the United Kingdom and the COVID-19 in India show good accuracy and confirm method's versatility in likelihood-based parameter estimation. The accompanying software package gives prospective users a practical tool for modeling, analyzing and interpreting epidemic data with the help of the DSA approach.

q-bio.PE↗

arXiv2021

Functional Central Limit Theorem For Susceptible-Infected Process On Configuration Model Graphs

We study a stochastic compartmental susceptible-infected (SI) epidemic process on a configuration model random graph with a given degree distribution over a finite time interval $[0,T],$ for some $ T>0$. In this setting, we split the population of graph nodes into two compartments, namely, $S$ and $I$, denoting the susceptible and infected nodes, respectively. In addition to the sizes of these two compartments, we study counts of $SI$-edges (those connecting a susceptible and an infected node) and $SS$-edges (those connecting two susceptible nodes). We describe the dynamical process in terms of these counts and present a functional central limit theorem (FCLT) for them, a scaling limit of the dynamical process as $n$, the number of nodes in the random graph, grows to infinity. To be precise, we show that these counts, when appropriately scaled, converge weakly to a continuous Gaussian vector martingale process the usual Skorohod space of real 3-dimensional vector-valued \cadlag\, functions on $[0,T]$ endowed with the Skorohod topology. We assume certain technical requirements for this purpose. We discuss applications of our FCLT in percolation theory (from a non-equilibrium statistical mechanics point of view), and in computer science in the context of spread of computer viruses. We also provide simulation results for some common degree distributions.

math.PR↗

arXiv2021

A Machine Learning Model for Nowcasting Epidemic Incidence

Due to delay in reporting, the daily national and statewide COVID-19 incidence counts are often unreliable and need to be estimated from recent data. This process is known in economics as nowcasting. We describe in this paper a simple random forest statistical model for nowcasting the COVID - 19 daily new infection counts based on historic data along with a set of simple covariates, such as the currently reported infection counts, day of the week, and time since first reporting. We apply the model to adjust the daily infection counts in Ohio, and show that the predictions from this simple data-driven method compare favorably both in quality and computational burden to those obtained from the state-of-the-art hierarchical Bayesian model employing a complex statistical algorithm.

q-bio.QM↗

arXiv2020

Incorporating age and delay into models for biophysical systems

In many biological systems, chemical reactions or changes in a physical state are assumed to occur instantaneously. For describing the dynamics of those systems, Markov models that require exponentially distributed inter-event times have been used widely. However, some biophysical processes such as gene transcription and translation are known to have a significant gap between the initiation and the completion of the processes, which renders the usual assumption of exponential distribution untenable. In this paper, we consider relaxing this assumption by incorporating age-dependent random time delays into the system dynamics. We do so by constructing a measure-valued Markov process on a more abstract state space, which allows us to keep track of the "ages" of molecules participating in a chemical reaction. We study the large-volume limit of such age-structured systems. We show that, when appropriately scaled, the stochastic system can be approximated by a system of Partial Differential Equations (PDEs) in the large-volume limit, as opposed to Ordinary Differential Equations (ODEs) in the classical theory. We show how the limiting PDE system can be used for the purpose of further model reductions and for devising efficient simulation algorithms. In order to describe the ideas, we use a simple transcription process as a running example. We, however, note that the methods developed in this paper apply to a wide class of biophysical systems.

q-bio.PE↗

arXiv2019

Survival Dynamical Systems for the Population-level Analysis of Epidemics

Motivated by the classical Susceptible-Infected-Recovered (SIR) epidemic models proposed by Kermack and Mckendrick, we consider a class of stochastic compartmental dynamical systems with a notion of partial ordering among the compartments. We call such systems unidirectional Mass Transfer Models (MTMs). We show that there is a natural way of interpreting a uni-directional MTM as a Survival Dynamical System (SDS) that is described in terms of survival functions instead of population counts. This SDS interpretation allows us to employ tools from survival analysis to address various issues with data collection and statistical inference of unidirectional MTMs. In particular, we propose and numerically validate a statistical inference procedure based on SDS-likelihoods. We use the SIR model as a running example throughout the paper to illustrate the ideas.

q-bio.PE↗

arXiv2018

A Comprehensive Analysis of Swarming-based Live Streaming to Leverage Client Heterogeneity

Due to missing IP multicast support on an Internet scale, over-the-top media streams are delivered with the help of overlays as used by content delivery networks and their peer-to-peer (P2P) extensions. In this context, mesh/pull-based swarming plays an important role either as pure streaming approach or in combination with tree/push mechanisms. However, the impact of realistic client populations with heterogeneous resources is not yet fully understood. In this technical report, we contribute to closing this gap by mathematically analysing the most basic scheduling mechanisms latest deadline first (LDF) and earliest deadline first (EDF) in a continuous time Markov chain framework and combining them into a simple, yet powerful, mixed strategy to leverage inherent differences in client resources. The main contributions are twofold: (1) a mathematical framework for swarming on random graphs is proposed with a focus on LDF and EDF strategies in heterogeneous scenarios; (2) a mixed strategy, named SchedMix, is proposed that leverages peer heterogeneity. The proposed strategy, SchedMix is shown to outperform the other two strategies using different abstractions: a mean-field theoretic analysis of buffer probabilities, simulations of a stochastic model on random graphs, and a full-stack implementation of a P2P streaming system.

cs.NI↗

arXiv2018

Bounds on the spectral radius of real-valued non-negative Kernels on measurable spaces

In this short technical note, we extend a recently published result [Liao2017] on the Perron root (or the spectral radius) of non-negative matrices to real-valued non-negative kernels on an arbitrary measurable space $(\mathrm{E}, \mathcal{E})$. To be precise, for any real-valued non-negative kernel $K : \mathrm{E}\times \mathcal{E} \rightarrow \mathbb{R}$, we prove that the spectral radius $ρ(K)$ of $K$ satisfies $$ \inf_{x \in \mathrm{E} } \frac{ \mathcal{R} K \cdotp L (x) }{ \mathcal{R} L (x) } \le ρ(K) \le \sup_{x \in \mathrm{E} } \frac{ \mathcal{R} K\cdotp L (x) }{ \mathcal{R} L (x) }, $$ where $L$ is an arbitrary Kernel on $(\mathrm{E}, \mathcal{E})$, which is integrable with respect to the left eigenmeasure of $K$ and satisfies $ \mathcal{R} L (x) >0 $ for all $x \in \mathrm{E}$, and the operator $\mathcal{R}$ is defined by $\mathcal{R}L (x) :=\int_{\mathrm{E}} L(x, \mathrm{d}y) $.

math.PR↗

arXiv2018

Approximate lumpability for Markovian agent-based models using local symmetries

We study a Markovian agent-based model (MABM) in this paper. Each agent is endowed with a local state that changes over time as the agent interacts with its neighbours. The neighbourhood structure is given by a graph. In a recent paper [Simon et al. 2011], the authors used the automorphisms of the underlying graph to generate a lumpable partition of the joint state space ensuring Markovianness of the lumped process for binary dynamics. However, many large random graphs tend to become asymmetric rendering the automorphism-based lumping approach ineffective as a tool of model reduction. In order to mitigate this problem, we propose a lumping method based on a notion of local symmetry, which compares only local neighbourhoods of vertices. Since local symmetry only ensures approximate lumpability, we quantify the approximation error by means of Kullback-Leibler divergence rate between the original Markov chain and a lifted Markov chain. We prove the approximation error decreases monotonically. The connections to fibrations of graphs are also discussed.

math.PR↗

arXiv2017

Collaborative Uploading in Heterogeneous Networks: Optimal and Adaptive Strategies

Collaborative uploading describes a type of crowdsourcing scenario in networked environments where a device utilizes multiple paths over neighboring devices to upload content to a centralized processing entity such as a cloud service. Intermediate devices may aggregate and preprocess this data stream. Such scenarios arise in the composition and aggregation of information, e.g., from smartphones or sensors. We use a queuing theoretic description of the collaborative uploading scenario, capturing the ability to split data into chunks that are then transmitted over multiple paths, and finally merged at the destination. We analyze replication and allocation strategies that control the mapping of data to paths and provide closed-form expressions that pinpoint the optimal strategy given a description of the paths' service distributions. Finally, we provide an online path-aware adaptation of the allocation strategy that uses statistical inference to sequentially minimize the expected waiting time for the uploaded data. Numerical results show the effectiveness of the adaptive approach compared to the proportional allocation and a variant of the join-the-shortest-queue allocation, especially for bursty path conditions.

cs.PF↗

arXiv2017

Quasi-steady-state approximations derived from the stochastic model of enzyme kinetics

In this paper we derive several quasi steady-state approximations (QSSAs) to the stochastic reaction network describing the Michaelis-Menten enzyme kinetics. We show how the different assumptions about chemical species abundance and reaction rates lead to the standard QSSA (sQSSA), the total QSSA (tQSSA), and the reverse QSSA (rQSSA) approximations. These three QSSAs have been widely studied in the literature in deterministic ordinary differential equation (ODE) settings and several sets of conditions for their validity have been proposed. By using multiscaling techniques introduced in Kang (and Kurtz 2013) and Ball et al. (2006) we show that these conditions for deterministic QSSAs largely agree with the ones for QSSAs in the large volume limits of the underlying stochastic enzyme kinetic network.

q-bio.MN↗

arXiv2017

Inverse Reinforcement Learning in Swarm Systems

Inverse reinforcement learning (IRL) has become a useful tool for learning behavioral models from demonstration data. However, IRL remains mostly unexplored for multi-agent systems. In this paper, we show how the principle of IRL can be extended to homogeneous large-scale problems, inspired by the collective swarming behavior of natural systems. In particular, we make the following contributions to the field: 1) We introduce the swarMDP framework, a sub-class of decentralized partially observable Markov decision processes endowed with a swarm characterization. 2) Exploiting the inherent homogeneity of this framework, we reduce the resulting multi-agent IRL problem to a single-agent one by proving that the agent-specific value functions in this model coincide. 3) To solve the corresponding control problem, we propose a novel heterogeneous learning scheme that is particularly tailored to the swarm setting. Results on two example systems demonstrate that our framework is able to produce meaningful local reward models from which we can replicate the observed global system dynamics.

stat.ML↗

arXiv2017

Optimizing Stochastic Scheduling in Fork-Join Queueing Models: Bounds and Applications

Fork-Join (FJ) queueing models capture the dynamics of system parallelization under synchronization constraints, for example, for applications such as MapReduce, multipath transmission and RAID systems. Arriving jobs are first split into tasks and mapped to servers for execution, such that a job can only leave the system when all of its tasks are executed. In this paper, we provide computable stochastic bounds for the waiting and response time distributions for heterogeneous FJ systems under general parallelization benefit. Our main contribution is a generalized mathematical framework for probabilistic server scheduling strategies that are essentially characterized by a probability distribution over the number of utilized servers, and the optimization thereof. We highlight the trade-off between the scaling benefit due to parallelization and the FJ inherent synchronization penalty. Further, we provide optimal scheduling strategies for arbitrary scaling regimes that map to different levels of parallelization benefit. One notable insight obtained from our results is that different applications with varying parallelization benefits result in different optimal strategies. Finally, we complement our analytical results by applying them to various applications showing the optimality of the proposed scheduling strategies.

cs.PF↗

arXiv2016

A Generalized Performance Evaluation Framework for Parallel Systems with Output Synchronization

Frameworks, such as MapReduce and Hadoop are abundant nowadays. They seek to reap benefits of parallelization, albeit subject to a synchronization constraint at the output. Fork-Join (FJ) queuing models are used to analyze such systems. Arriving jobs are split into tasks each of which is mapped to exactly one server. A job leaves the system when all of its tasks are executed. As a metric of performance, we consider waiting times for both work-conserving and non-work conserving server systems under a mathematical set-up general enough to take into account possible phase-type behavior of the servers, and as suggested by recent evidences, bursty arrivals. To this end, we present a Markov-additive process framework for an FJ system and provide computable bounds on tail probabilities of steady-state waiting times, for both types of servers separately. We apply our results to three scenarios, namely, non-renewal (Markov-modulated) arrivals, servers showing phase-type behavior, and Markov-modulated arrivals and services. We compare our bounds against estimates obtained through simulations and also provide a theoretical conceptualization of provisions in FJ systems. Finally, we calibrate our model with real data traces, and illustrate how our bounds can be used to devise provisions.

cs.PF↗