Clustering Algorithms for Scale-free Networks and Applications to Cloud Resource Management

In this paper we introduce algorithms for the construction of scale-free networks and for clustering around the nerve centers, nodes with a high connectivity in a scale-free networks. We argue that such overlay networks could support self-organization in a complex system like a cloud computing infrastructure and allow the implementation of optimal resource management policies.Comment: 14 pages, 8 Figurs, Journa

Adaptive hybrid Metropolis-Hastings samplers for DSGE models

Bayesian inference for DSGE models is typically carried out by single block random walk Metropolis, involving very high computing costs. This paper combines two features, adaptive independent Metropolis-Hastings and parallelisation, to achieve large computational gains in DSGE model estimation. The history of the draws is used to continuously improve a t-copula proposal distribution, and an adaptive random walk step is inserted at predetermined intervals to escape difficult points. In linear estimation applications to a medium scale (23 parameters) and a large scale (51 parameters) DSGE model, the computing time per independent draw is reduced by 85% and 65-75% respectively. In a stylised nonlinear estimation example (13 parameters) the reduction is 80%. The sampler is also better suited to parallelisation than random walk Metropolis or blocking strategies, so that the effective computational gains, i.e. the reduction in wall-clock time per independent equivalent draw, can potentially be much larger.Markov Chain Monte Carlo (MCMC); Adaptive Metropolis-Hastings; Parallel algorithm; DSGE model; Copula

Hearing the clusters in a graph: A distributed algorithm

We propose a novel distributed algorithm to cluster graphs. The algorithm recovers the solution obtained from spectral clustering without the need for expensive eigenvalue/vector computations. We prove that, by propagating waves through the graph, a local fast Fourier transform yields the local component of every eigenvector of the Laplacian matrix, thus providing clustering information. For large graphs, the proposed algorithm is orders of magnitude faster than random walk based approaches. We prove the equivalence of the proposed algorithm to spectral clustering and derive convergence rates. We demonstrate the benefit of using this decentralized clustering algorithm for community detection in social graphs, accelerating distributed estimation in sensor networks and efficient computation of distributed multi-agent search strategies

Analysis of adaptive walks on NK fitness landscapes with different interaction schemes

Fitness landscapes are genotype to fitness mappings commonly used in evolutionary biology and computer science which are closely related to spin glass models. In this paper, we study the NK model for fitness landscapes where the interaction scheme between genes can be explicitly defined. The focus is on how this scheme influences the overall shape of the landscape. Our main tool for the analysis are adaptive walks, an idealized dynamics by which the population moves uphill in fitness and terminates at a local fitness maximum. We use three different types of walks and investigate how their length (the number of steps required to reach a local peak) and height (the fitness at the endpoint of the walk) depend on the dimensionality and structure of the landscape. We find that the distribution of local maxima over the landscape is particularly sensitive to the choice of interaction pattern. Most quantities that we measure are simply correlated to the rank of the scheme, which is equal to the number of nonzero coefficients in the expansion of the fitness landscape in terms of Walsh functions.Comment: 29 pages, 9 figure