416 research outputs found

    Some properties of canonical correlations and variates in infinite dimensions

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    AbstractIn this paper the notion of functional canonical correlation as a maximum of correlations of linear functionals is explored. It is shown that the population functional canonical correlation is in general well defined, but that it is a supremum rather than a maximum, so that a pair of canonical variates may not exist in the spaces considered. Also the relation with the maximum eigenvalue of an associated pair of operators and the corresponding eigenvectors is not in general valid. When the inverses of the operators involved are regularized, however, all of the above properties are restored. Relations between the actual population quantities and their regularized versions are also established. The sample functional canonical correlations can be regularized in a similar way, and consistency is shown at a fixed level of the regularization parameter

    On the Computational Complexity of Measuring Global Stability of Banking Networks

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    Threats on the stability of a financial system may severely affect the functioning of the entire economy, and thus considerable emphasis is placed on the analyzing the cause and effect of such threats. The financial crisis in the current and past decade has shown that one important cause of instability in global markets is the so-called financial contagion, namely the spreading of instabilities or failures of individual components of the network to other, perhaps healthier, components. This leads to a natural question of whether the regulatory authorities could have predicted and perhaps mitigated the current economic crisis by effective computations of some stability measure of the banking networks. Motivated by such observations, we consider the problem of defining and evaluating stabilities of both homogeneous and heterogeneous banking networks against propagation of synchronous idiosyncratic shocks given to a subset of banks. We formalize the homogeneous banking network model of Nier et al. and its corresponding heterogeneous version, formalize the synchronous shock propagation procedures, define two appropriate stability measures and investigate the computational complexities of evaluating these measures for various network topologies and parameters of interest. Our results and proofs also shed some light on the properties of topologies and parameters of the network that may lead to higher or lower stabilities.Comment: to appear in Algorithmic

    The topology of a discussion: the #occupy case

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    We analyse a large sample of the Twitter activity developed around the social movement 'Occupy Wall Street' to study the complex interactions between the human communication activity and the semantic content of a discussion. We use a network approach based on the analysis of the bipartite graph @Users-#Hashtags and of its projections: the 'semantic network', whose nodes are hashtags, and the 'users interest network', whose nodes are users In the first instance, we find out that discussion topics (#hashtags) present a high heterogeneity, with the distinct role of the communication hubs where most the 'opinion traffic' passes through. In the second case, the self-organization process of users activity leads to the emergence of two classes of communicators: the 'professionals' and the 'amateurs'. Moreover the network presents a strong community structure, based on the differentiation of the semantic topics, and a high level of structural robustness when a certain set of topics are censored and/or accounts are removed. Analysing the characteristics the @Users-#Hashtags network we can distinguish three phases of the discussion about the movement. Each phase corresponds to specific moment of the movement: from declaration of intent, organisation and development and the final phase of political reactions. Each phase is characterised by the presence of specific #hashtags in the discussion. Keywords: Twitter, Network analysisComment: 13 pages, 9 figure

    Sensitivity of Household Transmission to Household Contact Structure and Size

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    Study the influence of household contact structure on the spread of an influenza-like illness. Examine whether changes to in-home care giving arrangements can significantly affect the household transmission counts.We simulate two different behaviors for the symptomatic person; either s/he remains at home in contact with everyone else in the household or s/he remains at home in contact with only the primary caregiver in the household. The two different cases are referred to as full mixing and single caregiver, respectively.The results show that the household's cumulative transmission count is lower in case of a single caregiver configuration than in the full mixing case. The household transmissions vary almost linearly with the household size in both single caregiver and full mixing cases. However the difference in household transmissions due to the difference in household structure grows with the household size especially in case of moderate flu.These results suggest that details about human behavior and household structure do matter in epidemiological models. The policy of home isolation of the sick has significant effect on the household transmission count depending upon the household size

    Modeling the scaling properties of human mobility

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    While the fat tailed jump size and the waiting time distributions characterizing individual human trajectories strongly suggest the relevance of the continuous time random walk (CTRW) models of human mobility, no one seriously believes that human traces are truly random. Given the importance of human mobility, from epidemic modeling to traffic prediction and urban planning, we need quantitative models that can account for the statistical characteristics of individual human trajectories. Here we use empirical data on human mobility, captured by mobile phone traces, to show that the predictions of the CTRW models are in systematic conflict with the empirical results. We introduce two principles that govern human trajectories, allowing us to build a statistically self-consistent microscopic model for individual human mobility. The model not only accounts for the empirically observed scaling laws but also allows us to analytically predict most of the pertinent scaling exponents

    Simulation of an SEIR infectious disease model on the dynamic contact network of conference attendees

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    The spread of infectious diseases crucially depends on the pattern of contacts among individuals. Knowledge of these patterns is thus essential to inform models and computational efforts. Few empirical studies are however available that provide estimates of the number and duration of contacts among social groups. Moreover, their space and time resolution are limited, so that data is not explicit at the person-to-person level, and the dynamical aspect of the contacts is disregarded. Here, we want to assess the role of data-driven dynamic contact patterns among individuals, and in particular of their temporal aspects, in shaping the spread of a simulated epidemic in the population. We consider high resolution data of face-to-face interactions between the attendees of a conference, obtained from the deployment of an infrastructure based on Radio Frequency Identification (RFID) devices that assess mutual face-to-face proximity. The spread of epidemics along these interactions is simulated through an SEIR model, using both the dynamical network of contacts defined by the collected data, and two aggregated versions of such network, in order to assess the role of the data temporal aspects. We show that, on the timescales considered, an aggregated network taking into account the daily duration of contacts is a good approximation to the full resolution network, whereas a homogeneous representation which retains only the topology of the contact network fails in reproducing the size of the epidemic. These results have important implications in understanding the level of detail needed to correctly inform computational models for the study and management of real epidemics

    Dynamical Patterns of Cattle Trade Movements

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    Despite their importance for the spread of zoonotic diseases, our understanding of the dynamical aspects characterizing the movements of farmed animal populations remains limited as these systems are traditionally studied as static objects and through simplified approximations. By leveraging on the network science approach, here we are able for the first time to fully analyze the longitudinal dataset of Italian cattle movements that reports the mobility of individual animals among farms on a daily basis. The complexity and inter-relations between topology, function and dynamical nature of the system are characterized at different spatial and time resolutions, in order to uncover patterns and vulnerabilities fundamental for the definition of targeted prevention and control measures for zoonotic diseases. Results show how the stationarity of statistical distributions coexists with a strong and non-trivial evolutionary dynamics at the node and link levels, on all timescales. Traditional static views of the displacement network hide important patterns of structural changes affecting nodes' centrality and farms' spreading potential, thus limiting the efficiency of interventions based on partial longitudinal information. By fully taking into account the longitudinal dimension, we propose a novel definition of dynamical motifs that is able to uncover the presence of a temporal arrow describing the evolution of the system and the causality patterns of its displacements, shedding light on mechanisms that may play a crucial role in the definition of preventive actions
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