Identifying Nonlinear 1-Step Causal Influences in Presence of Latent Variables

We propose an approach for learning the causal structure in stochastic dynamical systems with a $1$-step functional dependency in the presence of latent variables. We propose an information-theoretic approach that allows us to recover the causal relations among the observed variables as long as the latent variables evolve without exogenous noise. We further propose an efficient learning method based on linear regression for the special sub-case when the dynamics are restricted to be linear. We validate the performance of our approach via numerical simulations

Learning Topologies of Acyclic Networks with Tree Structures

Network topology identification is known as the process of revealing the interconnections of a network where each node is representative of an atomic entity in a complex system. This procedure is an important topic in the study of dynamic networks since it has broad applications spanning different scientific fields. Furthermore, the study of tree structured networks is deemed significant since a large amount of scientific work is devoted to them and the techniques targeting trees can often be further extended to study more general structures. This dissertation considers the problem of learning the unknown structure of a network when the underlying topology is a directed tree, namely, it does not contain any cycles.The first result of this dissertation is an algorithm that consistently learns a tree structure when only a subset of the nodes is observed, given that the unobserved nodes satisfy certain degree conditions. This method makes use of an additive metric and statistics of the observed data only up to the second order. As it is shown, an additive metric can always be defined for networks with special dynamics, for example when the dynamics is linear. However, in the case of generic networks, additive metrics cannot always be defined. Thus, we derive a second result that solves the same problem, but requires the statistics of the observed data up to the third order, as well as stronger degree conditions for the unobserved nodes. Moreover, for both cases, it is shown that the same degree conditions are also necessary for a consistent reconstruction, achieving the fundamental limitations. The third result of this dissertation provides a technique to approximate a complex network via a simpler one when the assumption of linearity is exploited. The goal of this approximation is to highlight the most significant connections which could potentially reveal more information about the network. In order to show the reliability of this method, we consider high frequency financial data and show how well the businesses are clustered together according to their sector

Topology Identification under Spatially Correlated Noise

This article addresses the problem of reconstructing the topology of a network of agents interacting via linear dynamics, while being excited by exogenous stochastic sources that are possibly correlated across the agents, from time-series measurements alone. It is shown, under the assumption that the correlations are affine in nature, such network of nodal interactions is equivalent to a network with added agents, represented by nodes that are latent, where no corresponding time-series measurements are available; however, here all exogenous excitements are spatially (that is, across agents) uncorrelated. Generalizing affine correlations, it is shown that, under polynomial correlations, the latent nodes in the expanded networks can be excited by clusters of noise sources, where the clusters are uncorrelated with each other. The clusters can be replaced with a single noise source if the latent nodes are allowed to have non-linear interactions. Finally, using the sparse plus low-rank matrix decomposition of the imaginary part of the inverse power spectral density matrix (IPSDM) of the time-series data, the topology of the network is reconstructed. Under non conservative assumptions, the correlation graph is retrieved.Comment: 14 pages, 5 figure

Efficient Markov bases for Z-polytope sampling : a thesis presented in partial fulfilment of the requirements for the degree of Doctor of Philosophy in Mathematics at Massey University, Manawatū, New Zealand

Listen in Dean's List of Exceptional Theses 2022In this thesis we study the use of lattice bases for fibre sampling, with particular attention paid to applications in volume network tomography. We use a geometric interpretation of the fibre as a Z-polytope to provide insight into the connectivity properties of lattice bases. Fibre sampling is used when we are interested in fitting a statistical model to a random process that may only be observed indirectly via the underdetermined linear system y = Ax. We consider the observed data y and random variable of interest x to contain count data. The likelihood function for such models requires a summation over the fibre Fy, the set of all non-negative integer vectors x satisfying this equation for some particular y. This can be computationally infeasible when Fy is large. One approach to addressing this problem involves sampling from Fy using a Markov Chain Monte Carlo algorithm, which amounts to taking a random walk through Fy . This is facilitated by a Markov basis: a set of moves that can be used construct such a walk, which is therefore a subset of the kernel of the configuration matrix A. Algebraic algorithms for finding Markov bases based on the theory of Gröbner bases are available, but these can fail when the configuration matrix is large and the calculations become computationally infeasible. Instead, we propose constructing a sampler based on a type of lattice basis we call a column partition lattice basis, defined by a matrix U. Constructing such a basis is computationally much cheaper than constructing a Gröbner basis. It is known that lattice bases are not necessarily Markov bases. We give a condition on the matrix U that guarantees that it is a Markov basis, and show for a certain class of configuration matrices how a U matrix that is a Markov basis can be constructed. Construction of lattice bases that are Markov bases is facilitated when the configuration matrix is unimodular, or has unimodular partitions. We consider configuration matrices from volume network tomography, and give classes of traffic network that have configuration matrices with these desirable properties. If a Markov basis cannot be found, one alternative is to sample from some larger set that includes Fy . We give some larger sets that can be used, subject to certain conditions