Message passing optimization of Harmonic Influence Centrality

This paper proposes a new measure of node centrality in social networks, the Harmonic Influence Centrality, which emerges naturally in the study of social influence over networks. Using an intuitive analogy between social and electrical networks, we introduce a distributed message passing algorithm to compute the Harmonic Influence Centrality of each node. Although its design is based on theoretical results which assume the network to have no cycle, the algorithm can also be successfully applied on general graphs.Comment: 11 pages; 10 figures; to appear as a journal publicatio

Achieving mitigation and adaptation to climate change through sustainable agroforestry practices in Africa

Peer reviewedPublisher PD

Representations of stream processors using nested fixed points

We define representations of continuous functions on infinite streams of discrete values, both in the case of discrete-valued functions, and in the case of stream-valued functions. We define also an operation on the representations of two continuous functions between streams that yields a representation of their composite. In the case of discrete-valued functions, the representatives are well-founded (finite-path) trees of a certain kind. The underlying idea can be traced back to Brouwer's justification of bar-induction, or to Kreisel and Troelstra's elimination of choice-sequences. In the case of stream-valued functions, the representatives are non-wellfounded trees pieced together in a coinductive fashion from well-founded trees. The definition requires an alternating fixpoint construction of some ubiquity

Isoelastic Agents and Wealth Updates in Machine Learning Markets

Recently, prediction markets have shown considerable promise for developing flexible mechanisms for machine learning. In this paper, agents with isoelastic utilities are considered. It is shown that the costs associated with homogeneous markets of agents with isoelastic utilities produce equilibrium prices corresponding to alpha-mixtures, with a particular form of mixing component relating to each agent's wealth. We also demonstrate that wealth accumulation for logarithmic and other isoelastic agents (through payoffs on prediction of training targets) can implement both Bayesian model updates and mixture weight updates by imposing different market payoff structures. An iterative algorithm is given for market equilibrium computation. We demonstrate that inhomogeneous markets of agents with isoelastic utilities outperform state of the art aggregate classifiers such as random forests, as well as single classifiers (neural networks, decision trees) on a number of machine learning benchmarks, and show that isoelastic combination methods are generally better than their logarithmic counterparts.Comment: Appears in Proceedings of the 29th International Conference on Machine Learning (ICML 2012

The pre-Lie structure of the time-ordered exponential

The usual time-ordering operation and the corresponding time-ordered exponential play a fundamental role in physics and applied mathematics. In this work we study a new approach to the understanding of time-ordering relying on recent progress made in the context of enveloping algebras of pre-Lie algebras. Various general formulas for pre-Lie and Rota-Baxter algebras are obtained in the process. Among others, we recover the noncommutative analog of the classical Bohnenblust-Spitzer formula, and get explicit formulae for operator products of time-ordered exponentials