From Social Simulation to Integrative System Design

As the recent financial crisis showed, today there is a strong need to gain "ecological perspective" of all relevant interactions in socio-economic-techno-environmental systems. For this, we suggested to set-up a network of Centers for integrative systems design, which shall be able to run all potentially relevant scenarios, identify causality chains, explore feedback and cascading effects for a number of model variants, and determine the reliability of their implications (given the validity of the underlying models). They will be able to detect possible negative side effect of policy decisions, before they occur. The Centers belonging to this network of Integrative Systems Design Centers would be focused on a particular field, but they would be part of an attempt to eventually cover all relevant areas of society and economy and integrate them within a "Living Earth Simulator". The results of all research activities of such Centers would be turned into informative input for political Decision Arenas. For example, Crisis Observatories (for financial instabilities, shortages of resources, environmental change, conflict, spreading of diseases, etc.) would be connected with such Decision Arenas for the purpose of visualization, in order to make complex interdependencies understandable to scientists, decision-makers, and the general public.Comment: 34 pages, Visioneer White Paper, see http://www.visioneer.ethz.c

Enabling controlling complex networks with local topological information

Complex networks characterize the nature of internal/external interactions in real-world systems including social, economic, biological, ecological, and technological networks. Two issues keep as obstacles to fulflling control of large-scale networks: structural controllability which describes the ability to guide a dynamical system from any initial state to any desired fnal state in fnite time, with a suitable choice of inputs; and optimal control, which is a typical control approach to minimize the cost for driving the network to a predefned state with a given number of control inputs. For large complex networks without global information of network topology, both problems remain essentially open. Here we combine graph theory and control theory for tackling the two problems in one go, using only local network topology information. For the structural controllability problem, a distributed local-game matching method is proposed, where every node plays a simple Bayesian game with local information and local interactions with adjacent nodes, ensuring a suboptimal solution at a linear complexity. Starring from any structural controllability solution, a minimizing longest control path method can efciently reach a good solution for the optimal control in large networks. Our results provide solutions for distributed complex network control and demonstrate a way to link the structural controllability and optimal control together.The work was partially supported by National Science Foundation of China (61603209), and Beijing Natural Science Foundation (4164086), and the Study of Brain-Inspired Computing System of Tsinghua University program (20151080467), and Ministry of Education, Singapore, under contracts RG28/14, MOE2014-T2-1-028 and MOE2016-T2-1-119. Part of this work is an outcome of the Future Resilient Systems project at the Singapore-ETH Centre (SEC), which is funded by the National Research Foundation of Singapore (NRF) under its Campus for Research Excellence and Technological Enterprise (CREATE) programme. (61603209 - National Science Foundation of China; 4164086 - Beijing Natural Science Foundation; 20151080467 - Study of Brain-Inspired Computing System of Tsinghua University program; RG28/14 - Ministry of Education, Singapore; MOE2014-T2-1-028 - Ministry of Education, Singapore; MOE2016-T2-1-119 - Ministry of Education, Singapore; National Research Foundation of Singapore (NRF) under Campus for Research Excellence and Technological Enterprise (CREATE) programme)Published versio

Self-Evaluation Applied Mathematics 2003-2008 University of Twente

This report contains the self-study for the research assessment of the Department of Applied Mathematics (AM) of the Faculty of Electrical Engineering, Mathematics and Computer Science (EEMCS) at the University of Twente (UT). The report provides the information for the Research Assessment Committee for Applied Mathematics, dealing with mathematical sciences at the three universities of technology in the Netherlands. It describes the state of affairs pertaining to the period 1 January 2003 to 31 December 2008

Unscented Bayesian Optimization for Safe Robot Grasping

We address the robot grasp optimization problem of unknown objects considering uncertainty in the input space. Grasping unknown objects can be achieved by using a trial and error exploration strategy. Bayesian optimization is a sample efficient optimization algorithm that is especially suitable for this setups as it actively reduces the number of trials for learning about the function to optimize. In fact, this active object exploration is the same strategy that infants do to learn optimal grasps. One problem that arises while learning grasping policies is that some configurations of grasp parameters may be very sensitive to error in the relative pose between the object and robot end-effector. We call these configurations unsafe because small errors during grasp execution may turn good grasps into bad grasps. Therefore, to reduce the risk of grasp failure, grasps should be planned in safe areas. We propose a new algorithm, Unscented Bayesian optimization that is able to perform sample efficient optimization while taking into consideration input noise to find safe optima. The contribution of Unscented Bayesian optimization is twofold as if provides a new decision process that drives exploration to safe regions and a new selection procedure that chooses the optimal in terms of its safety without extra analysis or computational cost. Both contributions are rooted on the strong theory behind the unscented transformation, a popular nonlinear approximation method. We show its advantages with respect to the classical Bayesian optimization both in synthetic problems and in realistic robot grasp simulations. The results highlights that our method achieves optimal and robust grasping policies after few trials while the selected grasps remain in safe regions.Comment: conference pape

Does money matter in inflation forecasting?.

This paper provides the most fully comprehensive evidence to date on whether or not monetary aggregates are valuable for forecasting US inflation in the early to mid 2000s. We explore a wide range of different definitions of money, including different methods of aggregation and different collections of included monetary assets. In our forecasting experiment we use two non-linear techniques, namely, recurrent neural networks and kernel recursive least squares regression - techniques that are new to macroeconomics. Recurrent neural networks operate with potentially unbounded input memory, while the kernel regression technique is a finite memory predictor. The two methodologies compete to find the best fitting US inflation forecasting models and are then compared to forecasts from a naive random walk model. The best models were non-linear autoregressive models based on kernel methods. Our findings do not provide much support for the usefulness of monetary aggregates in forecasting inflation

Research and Education in Computational Science and Engineering

Over the past two decades the field of computational science and engineering (CSE) has penetrated both basic and applied research in academia, industry, and laboratories to advance discovery, optimize systems, support decision-makers, and educate the scientific and engineering workforce. Informed by centuries of theory and experiment, CSE performs computational experiments to answer questions that neither theory nor experiment alone is equipped to answer. CSE provides scientists and engineers of all persuasions with algorithmic inventions and software systems that transcend disciplines and scales. Carried on a wave of digital technology, CSE brings the power of parallelism to bear on troves of data. Mathematics-based advanced computing has become a prevalent means of discovery and innovation in essentially all areas of science, engineering, technology, and society; and the CSE community is at the core of this transformation. However, a combination of disruptive developments---including the architectural complexity of extreme-scale computing, the data revolution that engulfs the planet, and the specialization required to follow the applications to new frontiers---is redefining the scope and reach of the CSE endeavor. This report describes the rapid expansion of CSE and the challenges to sustaining its bold advances. The report also presents strategies and directions for CSE research and education for the next decade.Comment: Major revision, to appear in SIAM Revie

Metropolis-Hastings prefetching algorithms

Prefetching is a simple and general method for single-chain parallelisation of the Metropolis-Hastings algorithm based on the idea of evaluating the posterior in parallel and ahead of time. In this paper improved Metropolis-Hastings prefetching algorithms are presented and evaluated. It is shown how to use available information to make better predictions of the future states of the chain and increase the efficiency of prefetching considerably. The optimal acceptance rate for the prefetching random walk Metropolis-Hastings algorithm is obtained for a special case and it is shown to decrease in the number of processors employed. The performance of the algorithms is illustrated using a well-known macroeconomic model. Bayesian estimation of DSGE models, linearly or nonlinearly approximated, is identified as a potential area of application for prefetching methods. The generality of the proposed method, however, suggests that it could be applied in many other contexts as well.Prefetching; Metropolis-Hastings; Parallel Computing; DSGE models; Optimal acceptance rate

Information visualization for DNA microarray data analysis: A critical review

Graphical representation may provide effective means of making sense of the complexity and sheer volume of data produced by DNA microarray experiments that monitor the expression patterns of thousands of genes simultaneously. The ability to use ldquoabstractrdquo graphical representation to draw attention to areas of interest, and more in-depth visualizations to answer focused questions, would enable biologists to move from a large amount of data to particular records they are interested in, and therefore, gain deeper insights in understanding the microarray experiment results. This paper starts by providing some background knowledge of microarray experiments, and then, explains how graphical representation can be applied in general to this problem domain, followed by exploring the role of visualization in gene expression data analysis. Having set the problem scene, the paper then examines various multivariate data visualization techniques that have been applied to microarray data analysis. These techniques are critically reviewed so that the strengths and weaknesses of each technique can be tabulated. Finally, several key problem areas as well as possible solutions to them are discussed as being a source for future work