Noise Response Data Reveal Novel Controllability Gramian for Nonlinear Network Dynamics

Control of nonlinear large-scale dynamical networks, e.g., collective behavior of agents interacting via a scale-free connection topology, is a central problem in many scientific and engineering fields. For the linear version of this problem, the so-called controllability Gramian has played an important role to quantify how effectively the dynamical states are reachable by a suitable driving input. In this paper, we first extend the notion of the controllability Gramian to nonlinear dynamics in terms of the Gibbs distribution. Next, we show that, when the networks are open to environmental noise, the newly defined Gramian is equal to the covariance matrix associated with randomly excited, but uncontrolled, dynamical state trajectories. This fact theoretically justifies a simple Monte Carlo simulation that can extract effectively controllable subdynamics in nonlinear complex networks. In addition, the result provides a novel insight into the relationship between controllability and statistical mechanics.Comment: 9 pages, 3 figures; to appear in Scientific Report

Challenges of Big Data Analysis

Big Data bring new opportunities to modern society and challenges to data scientists. On one hand, Big Data hold great promises for discovering subtle population patterns and heterogeneities that are not possible with small-scale data. On the other hand, the massive sample size and high dimensionality of Big Data introduce unique computational and statistical challenges, including scalability and storage bottleneck, noise accumulation, spurious correlation, incidental endogeneity, and measurement errors. These challenges are distinguished and require new computational and statistical paradigm. This article give overviews on the salient features of Big Data and how these features impact on paradigm change on statistical and computational methods as well as computing architectures. We also provide various new perspectives on the Big Data analysis and computation. In particular, we emphasis on the viability of the sparsest solution in high-confidence set and point out that exogeneous assumptions in most statistical methods for Big Data can not be validated due to incidental endogeneity. They can lead to wrong statistical inferences and consequently wrong scientific conclusions

Error Metrics for Learning Reliable Manifolds from Streaming Data

Spectral dimensionality reduction is frequently used to identify low-dimensional structure in high-dimensional data. However, learning manifolds, especially from the streaming data, is computationally and memory expensive. In this paper, we argue that a stable manifold can be learned using only a fraction of the stream, and the remaining stream can be mapped to the manifold in a significantly less costly manner. Identifying the transition point at which the manifold is stable is the key step. We present error metrics that allow us to identify the transition point for a given stream by quantitatively assessing the quality of a manifold learned using Isomap. We further propose an efficient mapping algorithm, called S-Isomap, that can be used to map new samples onto the stable manifold. We describe experiments on a variety of data sets that show that the proposed approach is computationally efficient without sacrificing accuracy