Branch-and-Price for Prescriptive Contagion Analytics

Predictive contagion models are ubiquitous in epidemiology, social sciences, engineering, and management. This paper formulates a prescriptive contagion analytics model where a decision-maker allocates shared resources across multiple segments of a population, each governed by continuous-time dynamics. We define four real-world problems under this umbrella: vaccine distribution, vaccination centers deployment, content promotion, and congestion mitigation. These problems feature a large-scale mixed-integer non-convex optimization structure with constraints governed by ordinary differential equations, combining the challenges of discrete optimization, non-linear optimization, and continuous-time system dynamics. This paper develops a branch-and-price methodology for prescriptive contagion analytics based on: (i) a set partitioning reformulation; (ii) a column generation decomposition; (iii) a state-clustering algorithm for discrete-decision continuous-state dynamic programming; and (iv) a tri-partite branching scheme to circumvent non-linearities. Extensive experiments show that the algorithm scales to very large and otherwise-intractable instances, outperforming state-of-the-art benchmarks. Our methodology provides practical benefits in contagion systems; in particular, it can increase the effectiveness of a vaccination campaign by an estimated 12-70%, resulting in 7,000 to 12,000 extra saved lives over a three-month horizon mirroring the COVID-19 pandemic. We provide an open-source implementation of the methodology in an online repository to enable replication

Correlated velocity models as a fundamental unit of animal movement : synthesis and applications

Background: Continuous time movement models resolve many of the problems with scaling, sampling, and interpretation that affect discrete movement models. They can, however, be challenging to estimate, have been presented in inconsistent ways, and are not widely used. Methods: We review the literature on integrated Ornstein-Uhlenbeck velocity models and propose four fundamental correlated velocity movement models (CVM's): random, advective, rotational, and rotational-advective. The models are defined in terms of biologically meaningful speeds and time scales of autocorrelation. We summarize several approaches to estimating the models, and apply these tools for the higher order task of behavioral partitioning via change point analysis. Results: An array of simulation illustrate the precision and accuracy of the estimation tools. An analysis of a swimming track of a bowhead whale (Balaena mysticetus) illustrates their robustness to irregular and sparse sampling and identifies switches between slower and faster, and directed vs. random movements. An analysis of a short flight of a lesser kestrel (Falco naumanni) identifies exact moments when switches occur between loopy, thermal soaring and directed flapping or gliding flights. Conclusions: We provide tools to estimate parameters and perform change point analyses in continuous time movement models as an R package (smoove). These resources, together with the synthesis, should facilitate the wider application and development of correlated velocity models among movement ecologists.Peer reviewe

Jump-Diffusion Approximation of Stochastic Reaction Dynamics: Error bounds and Algorithms

Biochemical reactions can happen on different time scales and also the abundance of species in these reactions can be very different from each other. Classical approaches, such as deterministic or stochastic approach, fail to account for or to exploit this multi-scale nature, respectively. In this paper, we propose a jump-diffusion approximation for multi-scale Markov jump processes that couples the two modeling approaches. An error bound of the proposed approximation is derived and used to partition the reactions into fast and slow sets, where the fast set is simulated by a stochastic differential equation and the slow set is modeled by a discrete chain. The error bound leads to a very efficient dynamic partitioning algorithm which has been implemented for several multi-scale reaction systems. The gain in computational efficiency is illustrated by a realistically sized model of a signal transduction cascade coupled to a gene expression dynamics.Comment: 32 pages, 7 figure

Disparity and Optical Flow Partitioning Using Extended Potts Priors

This paper addresses the problems of disparity and optical flow partitioning based on the brightness invariance assumption. We investigate new variational approaches to these problems with Potts priors and possibly box constraints. For the optical flow partitioning, our model includes vector-valued data and an adapted Potts regularizer. Using the notation of asymptotically level stable functions we prove the existence of global minimizers of our functionals. We propose a modified alternating direction method of minimizers. This iterative algorithm requires the computation of global minimizers of classical univariate Potts problems which can be done efficiently by dynamic programming. We prove that the algorithm converges both for the constrained and unconstrained problems. Numerical examples demonstrate the very good performance of our partitioning method

BSP-fields: An Exact Representation of Polygonal Objects by Differentiable Scalar Fields Based on Binary Space Partitioning

The problem considered in this work is to find a dimension independent algorithm for the generation of signed scalar fields exactly representing polygonal objects and satisfying the following requirements: the defining real function takes zero value exactly at the polygonal object boundary; no extra zero-value isosurfaces should be generated; C1 continuity of the function in the entire domain. The proposed algorithms are based on the binary space partitioning (BSP) of the object by the planes passing through the polygonal faces and are independent of the object genus, the number of disjoint components, and holes in the initial polygonal mesh. Several extensions to the basic algorithm are proposed to satisfy the selected optimization criteria. The generated BSP-fields allow for applying techniques of the function-based modeling to already existing legacy objects from CAD and computer animation areas, which is illustrated by several examples