Scalable Bayesian modeling, monitoring and analysis of dynamic network flow data

Traffic flow count data in networks arise in many applications, such as automobile or aviation transportation, certain directed social network contexts, and Internet studies. Using an example of Internet browser traffic flow through site-segments of an international news website, we present Bayesian analyses of two linked classes of models which, in tandem, allow fast, scalable and interpretable Bayesian inference. We first develop flexible state-space models for streaming count data, able to adaptively characterize and quantify network dynamics efficiently in real-time. We then use these models as emulators of more structured, time-varying gravity models that allow formal dissection of network dynamics. This yields interpretable inferences on traffic flow characteristics, and on dynamics in interactions among network nodes. Bayesian monitoring theory defines a strategy for sequential model assessment and adaptation in cases when network flow data deviates from model-based predictions. Exploratory and sequential monitoring analyses of evolving traffic on a network of web site-segments in e-commerce demonstrate the utility of this coupled Bayesian emulation approach to analysis of streaming network count data.Comment: 29 pages, 16 figure

Predicting glaucomatous visual field deterioration through short multivariate time series modelling

In bio-medical domains there are many applications involving the modelling of multivariate time series (MTS) data. One area that has been largely overlooked so far is the particular type of time series where the data set consists of a large number of variables but with a small number of observations. In this paper we describe the development of a novel computational method based on genetic algorithms that bypasses the size restrictions of traditional statistical MTS methods, makes no distribution assumptions, and also locates the order and associated parameters as a whole step. We apply this method to the prediction and modelling of glaucomatous visual field deterioration

Macroeconomics modelling on UK GDP growth by neural computing

This paper presents multilayer neural networks used in UK gross domestic product estimation. These networks are trained by backpropagation and genetic algorithm based methods. Different from backpropagation guided by gradients of the performance, the genetic algorithm directly evaluates the performance of multiple sets of neural networks in parallel and then uses the analysed results to breed new networks that tend to be better suited to the problems in hand. It is shown that this guided evolution leads to globally optimal networks and more accurate results, with less adjustment of the algorithm needed

Finding Significant Fourier Coefficients: Clarifications, Simplifications, Applications and Limitations

Ideas from Fourier analysis have been used in cryptography for the last three decades. Akavia, Goldwasser and Safra unified some of these ideas to give a complete algorithm that finds significant Fourier coefficients of functions on any finite abelian group. Their algorithm stimulated a lot of interest in the cryptography community, especially in the context of `bit security'. This manuscript attempts to be a friendly and comprehensive guide to the tools and results in this field. The intended readership is cryptographers who have heard about these tools and seek an understanding of their mechanics and their usefulness and limitations. A compact overview of the algorithm is presented with emphasis on the ideas behind it. We show how these ideas can be extended to a `modulus-switching' variant of the algorithm. We survey some applications of this algorithm, and explain that several results should be taken in the right context. In particular, we point out that some of the most important bit security problems are still open. Our original contributions include: a discussion of the limitations on the usefulness of these tools; an answer to an open question about the modular inversion hidden number problem

Optimal Parameter Choices Through Self-Adjustment: Applying the 1/5-th Rule in Discrete Settings

While evolutionary algorithms are known to be very successful for a broad range of applications, the algorithm designer is often left with many algorithmic choices, for example, the size of the population, the mutation rates, and the crossover rates of the algorithm. These parameters are known to have a crucial influence on the optimization time, and thus need to be chosen carefully, a task that often requires substantial efforts. Moreover, the optimal parameters can change during the optimization process. It is therefore of great interest to design mechanisms that dynamically choose best-possible parameters. An example for such an update mechanism is the one-fifth success rule for step-size adaption in evolutionary strategies. While in continuous domains this principle is well understood also from a mathematical point of view, no comparable theory is available for problems in discrete domains. In this work we show that the one-fifth success rule can be effective also in discrete settings. We regard the $(1+(\lambda,\lambda))$~GA proposed in [Doerr/Doerr/Ebel: From black-box complexity to designing new genetic algorithms, TCS 2015]. We prove that if its population size is chosen according to the one-fifth success rule then the expected optimization time on \textsc{OneMax} is linear. This is better than what \emph{any} static population size $\lambda$ can achieve and is asymptotically optimal also among all adaptive parameter choices.Comment: This is the full version of a paper that is to appear at GECCO 201

SIMPEL: Circuit model for photonic spike processing laser neurons

We propose an equivalent circuit model for photonic spike processing laser neurons with an embedded saturable absorber---a simulation model for photonic excitable lasers (SIMPEL). We show that by mapping the laser neuron rate equations into a circuit model, SPICE analysis can be used as an efficient and accurate engine for numerical calculations, capable of generalization to a variety of different laser neuron types found in literature. The development of this model parallels the Hodgkin--Huxley model of neuron biophysics, a circuit framework which brought efficiency, modularity, and generalizability to the study of neural dynamics. We employ the model to study various signal-processing effects such as excitability with excitatory and inhibitory pulses, binary all-or-nothing response, and bistable dynamics.Comment: 16 pages, 7 figure