Partial match queries in relaxed K-dt trees

The study of partial match queries on random hierarchical multidimensional data structures dates back to Ph. Flajolet and C. Puech’s 1986 seminal paper on partial match retrieval. It was not until recently that fixed (as opposed to random) partial match queries were studied for random relaxed K-d trees, random standard K-d trees, and random 2-dimensional quad trees. Based on those results it seemed natural to classify the general form of the cost of fixed partial match queries into two families: that of either random hierarchical structures or perfectly balanced structures, as conjectured by Duch, Lau and Martínez (On the Cost of Fixed Partial Queries in K-d trees Algorithmica, 75(4):684–723, 2016). Here we show that the conjecture just mentioned does not hold by introducing relaxed K-dt trees and providing the average-case analysis for random partial match queries as well as some advances on the average-case analysis for fixed partial match queries on them. In fact this cost –for fixed partial match queries– does not follow the conjectured forms.Peer ReviewedPostprint (author's final draft

Correlation, hierarchies, and networks in financial markets

We discuss some methods to quantitatively investigate the properties of correlation matrices. Correlation matrices play an important role in portfolio optimization and in several other quantitative descriptions of asset price dynamics in financial markets. Specifically, we discuss how to define and obtain hierarchical trees, correlation based trees and networks from a correlation matrix. The hierarchical clustering and other procedures performed on the correlation matrix to detect statistically reliable aspects of the correlation matrix are seen as filtering procedures of the correlation matrix. We also discuss a method to associate a hierarchically nested factor model to a hierarchical tree obtained from a correlation matrix. The information retained in filtering procedures and its stability with respect to statistical fluctuations is quantified by using the Kullback-Leibler distance.Comment: 37 pages, 9 figures, 3 table

SenseCam image localisation using hierarchical SURF trees

The SenseCam is a wearable camera that automatically takes photos of the wearer's activities, generating thousands of images per day. Automatically organising these images for efficient search and retrieval is a challenging task, but can be simplified by providing semantic information with each photo, such as the wearer's location during capture time. We propose a method for automatically determining the wearer's location using an annotated image database, described using SURF interest point descriptors. We show that SURF out-performs SIFT in matching SenseCam images and that matching can be done efficiently using hierarchical trees of SURF descriptors. Additionally, by re-ranking the top images using bi-directional SURF matches, location matching performance is improved further

Hierarchical mutual information for the comparison of hierarchical community structures in complex networks

The quest for a quantitative characterization of community and modular structure of complex networks produced a variety of methods and algorithms to classify different networks. However, it is not clear if such methods provide consistent, robust and meaningful results when considering hierarchies as a whole. Part of the problem is the lack of a similarity measure for the comparison of hierarchical community structures. In this work we give a contribution by introducing the {\it hierarchical mutual information}, which is a generalization of the traditional mutual information, and allows to compare hierarchical partitions and hierarchical community structures. The {\it normalized} version of the hierarchical mutual information should behave analogously to the traditional normalized mutual information. Here, the correct behavior of the hierarchical mutual information is corroborated on an extensive battery of numerical experiments. The experiments are performed on artificial hierarchies, and on the hierarchical community structure of artificial and empirical networks. Furthermore, the experiments illustrate some of the practical applications of the hierarchical mutual information. Namely, the comparison of different community detection methods, and the study of the consistency, robustness and temporal evolution of the hierarchical modular structure of networks.Comment: 14 pages and 12 figure