Laplacian Mixture Modeling for Network Analysis and Unsupervised Learning on Graphs

Laplacian mixture models identify overlapping regions of influence in unlabeled graph and network data in a scalable and computationally efficient way, yielding useful low-dimensional representations. By combining Laplacian eigenspace and finite mixture modeling methods, they provide probabilistic or fuzzy dimensionality reductions or domain decompositions for a variety of input data types, including mixture distributions, feature vectors, and graphs or networks. Provable optimal recovery using the algorithm is analytically shown for a nontrivial class of cluster graphs. Heuristic approximations for scalable high-performance implementations are described and empirically tested. Connections to PageRank and community detection in network analysis demonstrate the wide applicability of this approach. The origins of fuzzy spectral methods, beginning with generalized heat or diffusion equations in physics, are reviewed and summarized. Comparisons to other dimensionality reduction and clustering methods for challenging unsupervised machine learning problems are also discussed.Comment: 13 figures, 35 reference

Analyzing long-term correlated stochastic processes by means of recurrence networks: Potentials and pitfalls

Long-range correlated processes are ubiquitous, ranging from climate variables to financial time series. One paradigmatic example for such processes is fractional Brownian motion (fBm). In this work, we highlight the potentials and conceptual as well as practical limitations when applying the recently proposed recurrence network (RN) approach to fBm and related stochastic processes. In particular, we demonstrate that the results of a previous application of RN analysis to fBm (Liu \textit{et al.,} Phys. Rev. E \textbf{89}, 032814 (2014)) are mainly due to an inappropriate treatment disregarding the intrinsic non-stationarity of such processes. Complementarily, we analyze some RN properties of the closely related stationary fractional Gaussian noise (fGn) processes and find that the resulting network properties are well-defined and behave as one would expect from basic conceptual considerations. Our results demonstrate that RN analysis can indeed provide meaningful results for stationary stochastic processes, given a proper selection of its intrinsic methodological parameters, whereas it is prone to fail to uniquely retrieve RN properties for non-stationary stochastic processes like fBm.Comment: 8 pages, 6 figure

Stochastic Data Clustering

In 1961 Herbert Simon and Albert Ando published the theory behind the long-term behavior of a dynamical system that can be described by a nearly uncoupled matrix. Over the past fifty years this theory has been used in a variety of contexts, including queueing theory, brain organization, and ecology. In all these applications, the structure of the system is known and the point of interest is the various stages the system passes through on its way to some long-term equilibrium. This paper looks at this problem from the other direction. That is, we develop a technique for using the evolution of the system to tell us about its initial structure, and we use this technique to develop a new algorithm for data clustering.Comment: 23 page