On Khachiyan's algorithm for the computation of minimum-volume enclosing ellipsoids

Cataloged from PDF version of article.Given A := {a(1),..., a(m)} subset of R(d) whose affine hull is R(d), we study the problems of computing an approximate rounding of the convex hull of A and an approximation to the minimum-volume enclosing ellipsoid of V. In the case of centrally symmetric sets, we first establish that Khachiyan's barycentric coordinate descent (BCD) method is exactly the polar of the deepest cut ellipsoid method using two-sided symmetric cuts. This observation gives further insight into the efficient implementation of the BCD method. We then propose a variant algorithm which computes an approximate rounding of the convex hull of,91, and which can also be used to compute an approximation to the minimum-volume enclosing ellipsoid of A.. Our algorithm is a modification of the algorithm of Kumar and Yildirim, which combines Khachiyan's BCD method with a simple initialization scheme to achieve a slightly improved polynomial complexity result, and which returns a small "core set." We establish that our algorithm computes an approximate solution to the dual optimization formulation of the minimum-volume enclosing ellipsoid problem that satisfies a more complete set of approximate optimality conditions than either of the two previous algorithms. Furthermore, this added benefit is achieved without any increase in the improved asymptotic complexity bound of the algorithm of Kumar and Yildirim or any increase in the bound on the size of the computed core set. In addition, the "dropping idea" used in our algorithm has the potential of computing smaller core sets in practice. We also discuss several possible variants of this dropping technique. (C) 2007 Elsevier B.V. All rights reserved

Multimodal nested sampling: an efficient and robust alternative to MCMC methods for astronomical data analysis

In performing a Bayesian analysis of astronomical data, two difficult problems often emerge. First, in estimating the parameters of some model for the data, the resulting posterior distribution may be multimodal or exhibit pronounced (curving) degeneracies, which can cause problems for traditional MCMC sampling methods. Second, in selecting between a set of competing models, calculation of the Bayesian evidence for each model is computationally expensive. The nested sampling method introduced by Skilling (2004), has greatly reduced the computational expense of calculating evidences and also produces posterior inferences as a by-product. This method has been applied successfully in cosmological applications by Mukherjee et al. (2006), but their implementation was efficient only for unimodal distributions without pronounced degeneracies. Shaw et al. (2007), recently introduced a clustered nested sampling method which is significantly more efficient in sampling from multimodal posteriors and also determines the expectation and variance of the final evidence from a single run of the algorithm, hence providing a further increase in efficiency. In this paper, we build on the work of Shaw et al. and present three new methods for sampling and evidence evaluation from distributions that may contain multiple modes and significant degeneracies; we also present an even more efficient technique for estimating the uncertainty on the evaluated evidence. These methods lead to a further substantial improvement in sampling efficiency and robustness, and are applied to toy problems to demonstrate the accuracy and economy of the evidence calculation and parameter estimation. Finally, we discuss the use of these methods in performing Bayesian object detection in astronomical datasets.Comment: 14 pages, 11 figures, submitted to MNRAS, some major additions to the previous version in response to the referee's comment

Uniform sampling of steady states in metabolic networks: heterogeneous scales and rounding

The uniform sampling of convex polytopes is an interesting computational problem with many applications in inference from linear constraints, but the performances of sampling algorithms can be affected by ill-conditioning. This is the case of inferring the feasible steady states in models of metabolic networks, since they can show heterogeneous time scales . In this work we focus on rounding procedures based on building an ellipsoid that closely matches the sampling space, that can be used to define an efficient hit-and-run (HR) Markov Chain Monte Carlo. In this way the uniformity of the sampling of the convex space of interest is rigorously guaranteed, at odds with non markovian methods. We analyze and compare three rounding methods in order to sample the feasible steady states of metabolic networks of three models of growing size up to genomic scale. The first is based on principal component analysis (PCA), the second on linear programming (LP) and finally we employ the lovasz ellipsoid method (LEM). Our results show that a rounding procedure is mandatory for the application of the HR in these inference problem and suggest that a combination of LEM or LP with a subsequent PCA perform the best. We finally compare the distributions of the HR with that of two heuristics based on the Artificially Centered hit-and-run (ACHR), gpSampler and optGpSampler. They show a good agreement with the results of the HR for the small network, while on genome scale models present inconsistencies.Comment: Replacement with major revision

Using an Ellipsoid Model to Track and Predict the Evolution and Propagation of Coronal Mass Ejections

We present a method for tracking and predicting the propagation and evolution of coronal mass ejections (CMEs) using the imagers on the STEREO and SOHO satellites. By empirically modeling the material between the inner core and leading edge of a CME as an expanding, outward propagating ellipsoid, we track its evolution in three-dimensional space. Though more complex empirical CME models have been developed, we examine the accuracy of this relatively simple geometric model, which incorporates relatively few physical assumptions, including i) a constant propagation angle and ii) an azimuthally symmetric structure. Testing our ellipsoid model developed herein on three separate CMEs, we find that it is an effective tool for predicting the arrival of density enhancements and the duration of each event near 1 AU. For each CME studied, the trends in the trajectory, as well as the radial and transverse expansion are studied from 0 to ~.3 AU to create predictions at 1 AU with an average accuracy of 2.9 hours.Comment: 18 pages, 11 figure