Multi-scale Modularity in Complex Networks

We focus on the detection of communities in multi-scale networks, namely networks made of different levels of organization and in which modules exist at different scales. It is first shown that methods based on modularity are not appropriate to uncover modules in empirical networks, mainly because modularity optimization has an intrinsic bias towards partitions having a characteristic number of modules which might not be compatible with the modular organization of the system. We argue for the use of more flexible quality functions incorporating a resolution parameter that allows us to reveal the natural scales of the system. Different types of multi-resolution quality functions are described and unified by looking at the partitioning problem from a dynamical viewpoint. Finally, significant values of the resolution parameter are selected by using complementary measures of robustness of the uncovered partitions. The methods are illustrated on a benchmark and an empirical network.Comment: 8 pages, 3 figure

PT-Scotch: A tool for efficient parallel graph ordering

The parallel ordering of large graphs is a difficult problem, because on the one hand minimum degree algorithms do not parallelize well, and on the other hand the obtainment of high quality orderings with the nested dissection algorithm requires efficient graph bipartitioning heuristics, the best sequential implementations of which are also hard to parallelize. This paper presents a set of algorithms, implemented in the PT-Scotch software package, which allows one to order large graphs in parallel, yielding orderings the quality of which is only slightly worse than the one of state-of-the-art sequential algorithms. Our implementation uses the classical nested dissection approach but relies on several novel features to solve the parallel graph bipartitioning problem. Thanks to these improvements, PT-Scotch produces consistently better orderings than ParMeTiS on large numbers of processors

Community detection for correlation matrices

A challenging problem in the study of complex systems is that of resolving, without prior information, the emergent, mesoscopic organization determined by groups of units whose dynamical activity is more strongly correlated internally than with the rest of the system. The existing techniques to filter correlations are not explicitly oriented towards identifying such modules and can suffer from an unavoidable information loss. A promising alternative is that of employing community detection techniques developed in network theory. Unfortunately, this approach has focused predominantly on replacing network data with correlation matrices, a procedure that tends to be intrinsically biased due to its inconsistency with the null hypotheses underlying the existing algorithms. Here we introduce, via a consistent redefinition of null models based on random matrix theory, the appropriate correlation-based counterparts of the most popular community detection techniques. Our methods can filter out both unit-specific noise and system-wide dependencies, and the resulting communities are internally correlated and mutually anti-correlated. We also implement multiresolution and multifrequency approaches revealing hierarchically nested sub-communities with `hard' cores and `soft' peripheries. We apply our techniques to several financial time series and identify mesoscopic groups of stocks which are irreducible to a standard, sectorial taxonomy, detect `soft stocks' that alternate between communities, and discuss implications for portfolio optimization and risk management.Comment: Final version, accepted for publication on PR

Multidimensional Constrained Global Optimization in Domains with Computable Boundaries

Multidimensional constrained global optimization problem with objective function under Lipschitz condition and constraints generating a feasible domain with computable boundaries is considered. For solving this problem the dimensionality reduction approach on the base of the nested optimization scheme is used. This scheme reduces initial multidimensional problem to a family of one-dimensional subproblems and allows applying univariate methods for the execution of multidimensional optimization. Sequential and parallel modifications of well-known information-statistical methods of Lipschitz optimization are proposed for solving the univariate subproblems arising inside the nested scheme in the case of domains with computable boundaries. A comparison with classical penalty function method being traditional means of taking into account the constraints is carried out. The results of experiments demonstrate a significant advantage of the methods proposed over the penalty function method

Static Pricing Problems under Mixed Multinomial Logit Demand

Price differentiation is a common strategy for many transport operators. In this paper, we study a static multiproduct price optimization problem with demand given by a continuous mixed multinomial logit model. To solve this new problem, we design an efficient iterative optimization algorithm that asymptotically converges to the optimal solution. To this end, a linear optimization (LO) problem is formulated, based on the trust-region approach, to find a "good" feasible solution and approximate the problem from below. Another LO problem is designed using piecewise linear relaxations to approximate the optimization problem from above. Then, we develop a new branching method to tighten the optimality gap. Numerical experiments show the effectiveness of our method on a published, non-trivial, parking choice model

Structural Quantification of Entanglement

We introduce an approach which allows a detailed structural and quantitative analysis of multipartite entanglement. The sets of states with different structures are convex and nested. Hence, they can be distinguished from each other using appropriate measurable witnesses. We derive equations for the construction of optimal witnesses and discuss general properties arising from our approach. As an example, we formulate witnesses for a 4-cluster state and perform a full quantitative analysis of the entanglement structure in the presence of noise and losses. The strength of the method in multimode continuous variable systems is also demonstrated by considering a dephased GHZ-type state.Comment: 12 pages, 1 table and 3 figure