arXiv subjects

Yulia R. Gel

Publications and source records attributed to Yulia R. Gel.

32 records · Page 2Linked to original sources

arXiv2021

Smart Vectorizations for Single and Multiparameter Persistence

The machinery of topological data analysis becomes increasingly popular in a broad range of machine learning tasks, ranging from anomaly detection and manifold learning to graph classification. Persistent homology is one of the key approaches here, allowing us to systematically assess the evolution of various hidden patterns in the data as we vary a scale parameter. The extracted patterns, or homological features, along with information on how long such features persist throughout the considered filtration of a scale parameter, convey a critical insight into salient data characteristics and data organization. In this work, we introduce two new and easily interpretable topological summaries for single and multi-parameter persistence, namely, saw functions and multi-persistence grid functions, respectively. Compared to the existing topological summaries which tend to assess the numbers of topological features and/or their lifespans at a given filtration step, our proposed saw and multi-persistence grid functions allow us to explicitly account for essential complementary information such as the numbers of births and deaths at each filtration step. These new topological summaries can be regarded as the complexity measures of the evolving subspaces determined by the filtration and are of particular utility for applications of persistent homology on graphs. We derive theoretical guarantees on the stability of the new saw and multi-persistence grid functions and illustrate their applicability for graph classification tasks.

cs.LG↗

arXiv2021

Modeling Weather-induced Home Insurance Risks with Support Vector Machine Regression

Insurance industry is one of the most vulnerable sectors to climate change. Assessment of future number of claims and incurred losses is critical for disaster preparedness and risk management. In this project, we study the effect of precipitation on a joint dynamics of weather-induced home insurance claims and losses. We discuss utility and limitations of such machine learning procedures as Support Vector Machines and Artificial Neural Networks, in forecasting future claim dynamics and evaluating associated uncertainties. We illustrate our approach by application to attribution analysis and forecasting of weather-induced home insurance claims in a middle-sized city in the Canadian Prairies.

stat.AP↗

arXiv2020

Ensemble Forecasting of the Zika Space-TimeSpread with Topological Data Analysis

As per the records of theWorld Health Organization, the first formally reported incidence of Zika virus occurred in Brazil in May 2015. The disease then rapidly spread to other countries in Americas and East Asia, affecting more than 1,000,000 people. Zika virus is primarily transmitted through bites of infected mosquitoes of the species Aedes (Aedes aegypti and Aedes albopictus). The abundance of mosquitoes and, as a result, the prevalence of Zika virus infections are common in areas which have high precipitation, high temperature, and high population density.Nonlinear spatio-temporal dependency of such data and lack of historical public health records make prediction of the virus spread particularly challenging. In this article, we enhance Zika forecasting by introducing the concepts of topological data analysis and, specifically, persistent homology of atmospheric variables, into the virus spread modeling. The topological summaries allow for capturing higher order dependencies among atmospheric variables that otherwise might be unassessable via conventional spatio-temporal modeling approaches based on geographical proximity assessed via Euclidean distance. We introduce a new concept of cumulative Betti numbers and then integrate the cumulative Betti numbers as topological descriptors into three predictive machine learning models: random forest, generalized boosted regression, and deep neural network. Furthermore, to better quantify for various sources of uncertainties, we combine the resulting individual model forecasts into an ensemble of the Zika spread predictions using Bayesian model averaging. The proposed methodology is illustrated in application to forecasting of the Zika space-time spread in Brazil in the year 2018.

q-bio.PE↗

arXiv2020

How to Not Get Caught When You Launder Money on Blockchain?

The number of blockchain users has tremendously grown in recent years. As an unintended consequence, e-crime transactions on blockchains has been on the rise. Consequently, public blockchains have become a hotbed of research for developing AI tools to detect and trace users and transactions that are related to e-crime. We argue that following a few select strategies can make money laundering on blockchain virtually undetectable with most of the existing tools and algorithms. As a result, the effective combating of e-crime activities involving cryptocurrencies requires the development of novel analytic methodology in AI.

cs.CR↗

arXiv2020

LFGCN: Levitating over Graphs with Levy Flights

Due to high utility in many applications, from social networks to blockchain to power grids, deep learning on non-Euclidean objects such as graphs and manifolds, coined Geometric Deep Learning (GDL), continues to gain an ever increasing interest. We propose a new Lévy Flights Graph Convolutional Networks (LFGCN) method for semi-supervised learning, which casts the Lévy Flights into random walks on graphs and, as a result, allows both to accurately account for the intrinsic graph topology and to substantially improve classification performance, especially for heterogeneous graphs. Furthermore, we propose a new preferential P-DropEdge method based on the Girvan-Newman argument. That is, in contrast to uniform removing of edges as in DropEdge, following the Girvan-Newman algorithm, we detect network periphery structures using information on edge betweenness and then remove edges according to their betweenness centrality. Our experimental results on semi-supervised node classification tasks demonstrate that the LFGCN coupled with P-DropEdge accelerates the training task, increases stability and further improves predictive accuracy of learned graph topology structure. Finally, in our case studies we bring the machinery of LFGCN and other deep networks tools to analysis of power grid networks - the area where the utility of GDL remains untapped.

cs.LG↗

arXiv2019

Dissecting Ethereum Blockchain Analytics: What We Learn from Topology and Geometry of Ethereum Graph

Blockchain technology and, in particular, blockchain-based cryptocurrencies offer us information that has never been seen before in the financial world. In contrast to fiat currencies, all transactions of crypto-currencies and crypto-tokens are permanently recorded on distributed ledgers and are publicly available. As a result, this allows us to construct a transaction graph and to assess not only its organization but to glean relationships between transaction graph properties and crypto price dynamics. The ultimate goal of this paper is to facilitate our understanding on horizons and limitations of what can be learned on crypto-tokens from local topology and geometry of the Ethereum transaction network whose even global network properties remain scarcely explored. By introducing novel tools based on topological data analysis and functional data depth into Blockchain Data Analytics, we show that Ethereum network (one of the most popular blockchains for creating new crypto-tokens) can provide critical insights on price strikes of crypto-tokens that are otherwise largely inaccessible with conventional data sources and traditional analytic methods.

cs.SI↗

arXiv2019

Harnessing the power of Topological Data Analysis to detect change points in time series

We introduce a novel geometry-oriented methodology, based on the emerging tools of topological data analysis, into the change point detection framework. The key rationale is that change points are likely to be associated with changes in geometry behind the data generating process. While the applications of topological data analysis to change point detection are potentially very broad, in this paper we primarily focus on integrating topological concepts with the existing nonparametric methods for change point detection. In particular, the proposed new geometry-oriented approach aims to enhance detection accuracy of distributional regime shift locations. Our simulation studies suggest that integration of topological data analysis with some existing algorithms for change point detection leads to consistently more accurate detection results. We illustrate our new methodology in application to the two closely related environmental time series datasets -ice phenology of the Lake Baikal and the North Atlantic Oscillation indices, in a research query for a possible association between their estimated regime shift locations.

stat.ML↗

arXiv2019

ChainNet: Learning on Blockchain Graphs with Topological Features

With emergence of blockchain technologies and the associated cryptocurrencies, such as Bitcoin, understanding network dynamics behind Blockchain graphs has become a rapidly evolving research direction. Unlike other financial networks, such as stock and currency trading, blockchain based cryptocurrencies have the entire transaction graph accessible to the public (i.e., all transactions can be downloaded and analyzed). A natural question is then to ask whether the dynamics of the transaction graph impacts the price of the underlying cryptocurrency. We show that standard graph features such as degree distribution of the transaction graph may not be sufficient to capture network dynamics and its potential impact on fluctuations of Bitcoin price. In contrast, the new graph associated topological features computed using the tools of persistent homology, are found to exhibit a high utility for predicting Bitcoin price dynamics. %explain higher order interactions among the nodes in Blockchain graphs and can be used to build much more accurate price prediction models. Using the proposed persistent homology-based techniques, we offer a new elegant, easily extendable and computationally light approach for graph representation learning on Blockchain.

cs.LG↗

arXiv2019

BitcoinHeist: Topological Data Analysis for Ransomware Detection on the Bitcoin Blockchain

Proliferation of cryptocurrencies (e.g., Bitcoin) that allow pseudo-anonymous transactions, has made it easier for ransomware developers to demand ransom by encrypting sensitive user data. The recently revealed strikes of ransomware attacks have already resulted in significant economic losses and societal harm across different sectors, ranging from local governments to health care. Most modern ransomware use Bitcoin for payments. However, although Bitcoin transactions are permanently recorded and publicly available, current approaches for detecting ransomware depend only on a couple of heuristics and/or tedious information gathering steps (e.g., running ransomware to collect ransomware related Bitcoin addresses). To our knowledge, none of the previous approaches have employed advanced data analytics techniques to automatically detect ransomware related transactions and malicious Bitcoin addresses. By capitalizing on the recent advances in topological data analysis, we propose an efficient and tractable data analytics framework to automatically detect new malicious addresses in a ransomware family, given only a limited records of previous transactions. Furthermore, our proposed techniques exhibit high utility to detect the emergence of new ransomware families, that is, ransomware with no previous records of transactions. Using the existing known ransomware data sets, we show that our proposed methodology provides significant improvements in precision and recall for ransomware transaction detection, compared to existing heuristic based approaches, and can be utilized to automate ransomware detection.

cs.CR↗

arXiv2019

CRAD: Clustering with Robust Autocuts and Depth

We develop a new density-based clustering algorithm named CRAD which is based on a new neighbor searching function with a robust data depth as the dissimilarity measure. Our experiments prove that the new CRAD is highly competitive at detecting clusters with varying densities, compared with the existing algorithms such as DBSCAN, OPTICS and DBCA. Furthermore, a new effective parameter selection procedure is developed to select the optimal underlying parameter in the real-world clustering, when the ground truth is unknown. Lastly, we suggest a new clustering framework that extends CRAD from spatial data clustering to time series clustering without a-priori knowledge of the true number of clusters. The performance of CRAD is evaluated through extensive experimental studies.

stat.CO↗

arXiv2019

Snowboot: Bootstrap Methods for Network Inference

Complex networks are used to describe a broad range of disparate social systems and natural phenomena, from power grids to customer segmentation to human brain connectome. Challenges of parametric model specification and validation inspire a search for more data-driven and flexible nonparametric approaches for inference of complex networks. In this paper we discuss methodology and R implementation of two bootstrap procedures on random networks, that is, patchwork bootstrap of Thompson et al. (2016) and Gel et al. (2017) and vertex bootstrap of Snijders and Borgatti (1999). To our knowledge, the new R package snowboot is the first implementation of the vertex and patchwork bootstrap inference on networks in R. Our new package is accompanied with a detailed user's manual, and is compatible with the popular R package on network studies igraph. We evaluate the patchwork bootstrap and vertex bootstrap with extensive simulation studies and illustrate their utility in application to analysis of real world networks.

stat.CO↗

arXiv2017

Motif-based analysis of power grid robustness under attacks

Network motifs are often called the building blocks of networks. Analysis of motifs is found to be an indispensable tool for understanding local network structure, in contrast to measures based on node degree distribution and its functions that primarily address a global network topology. As a result, networks that are similar in terms of global topological properties may differ noticeably at a local level. In the context of power grids, this phenomenon of the impact of local structure has been recently documented in fragility analysis and power system classification. At the same time, most studies of power system networks still tend to focus on global topological measures of power grids, often failing to unveil hidden mechanisms behind vulnerability of real power systems and their dynamic response to malfunctions. In this paper a pilot study on motif-based analysis of power grid robustness under various types of intentional attacks is presented, with the goal of shedding light on local dynamics and vulnerability of power systems.

physics.soc-ph↗

arXiv2015

Using bootstrap for statistical inference on random graphs

In this paper, we propose new nonparametric approach to network inference that may be viewed as a fusion of block sampling procedures for temporally and spatially dependent processes with the classical network methodology. We develop estimation and uncertainty quantification procedures for network mean degree using a "patchwork" sample and nonparametric bootstrap, under the assumption of unknown degree distribution. We investigate asymptotic properties of the proposed patchwork bootstrap procedure and present cross-validation methodology for selecting an optimal patch size. We validate the new patchwork bootstrap on simulated networks with short and long tailed mean degree distributions, and revisit the Erdos collaboration data to illustrate the proposed methodology.

stat.AP↗

arXiv2010

The Impact of Levene's Test of Equality of Variances on Statistical Theory and Practice

In many applications, the underlying scientific question concerns whether the variances of $k$ samples are equal. There are a substantial number of tests for this problem. Many of them rely on the assumption of normality and are not robust to its violation. In 1960 Professor Howard Levene proposed a new approach to this problem by applying the $F$-test to the absolute deviations of the observations from their group means. Levene's approach is powerful and robust to nonnormality and became a very popular tool for checking the homogeneity of variances. This paper reviews the original method proposed by Levene and subsequent robust modifications. A modification of Levene-type tests to increase their power to detect monotonic trends in variances is discussed. This procedure is useful when one is concerned with an alternative of increasing or decreasing variability, for example, increasing volatility of stocks prices or "open or closed gramophones" in regression residual analysis. A major section of the paper is devoted to discussion of various scientific problems where Levene-type tests have been used, for example, economic anthropology, accuracy of medical measurements, volatility of the price of oil, studies of the consistency of jury awards in legal cases and the effect of hurricanes on ecological systems.

stat.ME↗