A Nonparametric Bayesian Approach to Copula Estimation

We propose a novel Dirichlet-based P\'olya tree (D-P tree) prior on the copula and based on the D-P tree prior, a nonparametric Bayesian inference procedure. Through theoretical analysis and simulations, we are able to show that the flexibility of the D-P tree prior ensures its consistency in copula estimation, thus able to detect more subtle and complex copula structures than earlier nonparametric Bayesian models, such as a Gaussian copula mixture. Further, the continuity of the imposed D-P tree prior leads to a more favorable smoothing effect in copula estimation over classic frequentist methods, especially with small sets of observations. We also apply our method to the copula prediction between the S\&P 500 index and the IBM stock prices during the 2007-08 financial crisis, finding that D-P tree-based methods enjoy strong robustness and flexibility over classic methods under such irregular market behaviors

A Framework for Globally Optimizing Mixed-Integer Signomial Programs

Mixed-integer signomial optimization problems have broad applicability in engineering. Extending the Global Mixed-Integer Quadratic Optimizer, GloMIQO (Misener, Floudas in J. Glob. Optim., 2012. doi:10.1007/s10898-012-9874-7), this manuscript documents a computational framework for deterministically addressing mixed-integer signomial optimization problems to ε-global optimality. This framework generalizes the GloMIQO strategies of (1) reformulating user input, (2) detecting special mathematical structure, and (3) globally optimizing the mixed-integer nonconvex program. Novel contributions of this paper include: flattening an expression tree towards term-based data structures; introducing additional nonconvex terms to interlink expressions; integrating a dynamic implementation of the reformulation-linearization technique into the branch-and-cut tree; designing term-based underestimators that specialize relaxation strategies according to variable bounds in the current tree node. Computational results are presented along with comparison of the computational framework to several state-of-the-art solvers. © 2013 Springer Science+Business Media New York

Parallel Algorithms for Geometric Graph Problems

We give algorithms for geometric graph problems in the modern parallel models inspired by MapReduce. For example, for the Minimum Spanning Tree (MST) problem over a set of points in the two-dimensional space, our algorithm computes a $(1+\epsilon)$-approximate MST. Our algorithms work in a constant number of rounds of communication, while using total space and communication proportional to the size of the data (linear space and near linear time algorithms). In contrast, for general graphs, achieving the same result for MST (or even connectivity) remains a challenging open problem, despite drawing significant attention in recent years. We develop a general algorithmic framework that, besides MST, also applies to Earth-Mover Distance (EMD) and the transportation cost problem. Our algorithmic framework has implications beyond the MapReduce model. For example it yields a new algorithm for computing EMD cost in the plane in near-linear time, $n^{1+o_\epsilon(1)}$. We note that while recently Sharathkumar and Agarwal developed a near-linear time algorithm for $(1+\epsilon)$-approximating EMD, our algorithm is fundamentally different, and, for example, also solves the transportation (cost) problem, raised as an open question in their work. Furthermore, our algorithm immediately gives a $(1+\epsilon)$-approximation algorithm with $n^{\delta}$ space in the streaming-with-sorting model with $1/\delta^{O(1)}$ passes. As such, it is tempting to conjecture that the parallel models may also constitute a concrete playground in the quest for efficient algorithms for EMD (and other similar problems) in the vanilla streaming model, a well-known open problem

Building and Tracking Hierarchical Geographical & Temporal Partitions for Image Collection Management on Mobile Devices

International audienceUsage of mobile devices (phones, digital cameras) raises the need for organizing large personal image collections. In accordance with studies on user needs, we propose a statistical criterion and an associated optimization technique, relying on geo-temporal image metadata, for building and tracking a hierarchical structure on the image collection. In a mixture model framework, particularities of the application and typical data sets are taken into account in the design of the scheme (incrementality, ability to cope with non-Gaussian data, with both small and large samples). Results are reported on real data sets

On a Simple Hedonic Game with Graph-Restricted Communication

International audienceWe study a hedonic game for which the feasible coalitions are prescribed by a graph representing the agents' social relations. A group of agents can form a feasible coalition if and only if their corresponding vertices can be spanned with a star. This requirement guarantees that agents are connected, close to each other, and one central agent can coordinate the actions of the group. In our game everyone strives to join the largest feasible coalition. We study the existence and computational complexity of both Nash stable and core stable partitions. Then, we provide tight or asymptotically tight bounds on their quality, with respect to both the price of anarchy and stability, under two natural social functions, namely, the number of agents who are not in a singleton coalition, and the number of coalitions. We also derive refined bounds for games in which the social graph is restricted to be claw-free. Finally, we investigate the complexity of computing socially optimal partitions as well as extreme Nash stable ones

BOOL-AN: A method for comparative sequence analysis and phylogenetic reconstruction

A novel discrete mathematical approach is proposed as an additional tool for molecular systematics which does not require prior statistical assumptions concerning the evolutionary process. The method is based on algorithms generating mathematical representations directly from DNA/RNA or protein sequences, followed by the output of numerical (scalar or vector) and visual characteristics (graphs). The binary encoded sequence information is transformed into a compact analytical form, called the Iterative Canonical Form (or ICF) of Boolean functions, which can then be used as a generalized molecular descriptor. The method provides raw vector data for calculating different distance matrices, which in turn can be analyzed by neighbor-joining or UPGMA to derive a phylogenetic tree, or by principal coordinates analysis to get an ordination scattergram. The new method and the associated software for inferring phylogenetic trees are called the Boolean analysis or BOOL-AN

Climate Change and Game Theory

This survey paper examines the problem of achieving global cooperation to reduce greenhouse gas emissions. Contributions to this problem are reviewed from non-cooperative game theory, cooperative game theory, and implementation theory. Solutions to games where players have a continuous choice about how much to pollute, games where players make decisions about treaty participation, and games where players make decisions about treaty ratification, are examined. The implications of linking cooperation on climate change with cooperation on other issues, such as trade, is examined. Cooperative and non-cooperative approaches to coalition formation are investigated in order to examine the behaviour of coalitions cooperating on climate change. One way to achieve cooperation is to design a game, known as a mechanism, whose equilibrium corresponds to an optimal outcome. This paper examines some mechanisms that are based on conditional commitments, and could lead to substantial cooperation.Climate change negotiations, game theory, implementation theory, coalition formation, subgame perfect equilibrium, Environmental Economics and Policy,

System software for the finite element machine

The Finite Element Machine is an experimental parallel computer developed at Langley Research Center to investigate the application of concurrent processing to structural engineering analysis. This report describes system-level software which has been developed to facilitate use of the machine by applications researchers. The overall software design is outlined, and several important parallel processing issues are discussed in detail, including processor management, communication, synchronization, and input/output. Based on experience using the system, the hardware architecture and software design are critiqued, and areas for further work are suggested