AR Identification of Latent-Variable Graphical Models

The paper proposes an identification procedure for autoregressive Gaussian stationary stochastic processes under the assumption that the manifest (or observed) variables are nearly independent when conditioned on a limited number of latent (or hidden) variables. The method exploits the sparse plus low-rank decomposition of the inverse of the manifest spectral density and the efficient convex relaxations recently proposed for such decompositions

Low-rank optimization for semidefinite convex problems

We propose an algorithm for solving nonlinear convex programs defined in terms of a symmetric positive semidefinite matrix variable $X$. This algorithm rests on the factorization $X=Y Y^T$, where the number of columns of Y fixes the rank of $X$. It is thus very effective for solving programs that have a low rank solution. The factorization $X=Y Y^T$ evokes a reformulation of the original problem as an optimization on a particular quotient manifold. The present paper discusses the geometry of that manifold and derives a second order optimization method. It furthermore provides some conditions on the rank of the factorization to ensure equivalence with the original problem. The efficiency of the proposed algorithm is illustrated on two applications: the maximal cut of a graph and the sparse principal component analysis problem.Comment: submitte

Positive contraction mappings for classical and quantum Schrodinger systems

The classical Schrodinger bridge seeks the most likely probability law for a diffusion process, in path space, that matches marginals at two end points in time; the likelihood is quantified by the relative entropy between the sought law and a prior, and the law dictates a controlled path that abides by the specified marginals. Schrodinger proved that the optimal steering of the density between the two end points is effected by a multiplicative functional transformation of the prior; this transformation represents an automorphism on the space of probability measures and has since been studied by Fortet, Beurling and others. A similar question can be raised for processes evolving in a discrete time and space as well as for processes defined over non-commutative probability spaces. The present paper builds on earlier work by Pavon and Ticozzi and begins with the problem of steering a Markov chain between given marginals. Our approach is based on the Hilbert metric and leads to an alternative proof which, however, is constructive. More specifically, we show that the solution to the Schrodinger bridge is provided by the fixed point of a contractive map. We approach in a similar manner the steering of a quantum system across a quantum channel. We are able to establish existence of quantum transitions that are multiplicative functional transformations of a given Kraus map, but only for the case of uniform marginals. As in the Markov chain case, and for uniform density matrices, the solution of the quantum bridge can be constructed from the fixed point of a certain contractive map. For arbitrary marginal densities, extensive numerical simulations indicate that iteration of a similar map leads to fixed points from which we can construct a quantum bridge. For this general case, however, a proof of convergence remains elusive.Comment: 27 page

High-temperature environments of human evolution in East Africa based on bond ordering in paleosol carbonates

Many important hominid-bearing fossil localities in East Africa are in regions that are extremely hot and dry. Although humans are well adapted to such conditions, it has been inferred that East African environments were cooler or more wooded during the Pliocene and Pleistocene when this region was a central stage of human evolution. Here we show that the Turkana Basin, Kenya—today one of the hottest places on Earth—has been continually hot during the past 4 million years. The distribution of ^(13)C-^(18)O bonds in paleosol carbonates indicates that soil temperatures during periods of carbonate formation were typically above 30 °C and often in excess of 35 °C. Similar soil temperatures are observed today in the Turkana Basin and reflect high air temperatures combined with solar heating of the soil surface. These results are specific to periods of soil carbonate formation, and we suggest that such periods composed a large fraction of integrated time in the Turkana Basin. If correct, this interpretation has implications for human thermophysiology and implies a long-standing human association with marginal environments

Breathers in the weakly coupled topological discrete sine-Gordon system

Existence of breather (spatially localized, time periodic, oscillatory) solutions of the topological discrete sine-Gordon (TDSG) system, in the regime of weak coupling, is proved. The novelty of this result is that, unlike the systems previously considered in studies of discrete breathers, the TDSG system does not decouple into independent oscillator units in the weak coupling limit. The results of a systematic numerical study of these breathers are presented, including breather initial profiles and a portrait of their domain of existence in the frequency-coupling parameter space. It is found that the breathers are uniformly qualitatively different from those found in conventional spatially discrete systems.Comment: 19 pages, 4 figures. Section 4 (numerical analysis) completely rewritte

Quasiperiodic Patterns in Boundary-Modulated Excitable Waves

We investigate the impact of the domain shape on wave propagation in excitable media. Channelled domains with sinusoidal boundaries are considered. Trains of fronts generated periodically at an extreme of the channel are found to adopt a quasiperiodic spatial configuration stroboscopically frozen in time. The phenomenon is studied in a model for the photo-sensitive Belousov-Zabotinsky reaction, but we give a theoretical derivation of the spatial return maps prescribing the height and position of the successive fronts that is valid for arbitrary excitable reaction-diffusion systems.Comment: 4 pages (figures included

Collective motion, sensor networks, and ocean sampling

Author Posting. © IEEE, 2007. This article is posted here by permission of IEEE for personal use, not for redistribution. The definitive version was published in Proceedings of the IEEE 95 (2007): 48-74, doi:10.1109/jproc.2006.887295.This paper addresses the design of mobile sensor networks for optimal data collection. The development is strongly motivated by the application to adaptive ocean sampling for an autonomous ocean observing and prediction system. A performance metric, used to derive optimal paths for the network of mobile sensors, defines the optimal data set as one which minimizes error in a model estimate of the sampled field. Feedback control laws are presented that stably coordinate sensors on structured tracks that have been optimized over a minimal set of parameters. Optimal, closed-loop solutions are computed in a number of low-dimensional cases to illustrate the methodology. Robustness of the performance to the influence of a steady flow field on relatively slow-moving mobile sensors is also explored

Discrete breathers in nonlinear lattices: Experimental detection in a Josephson array

We present an experimental study of discrete breathers in an underdamped Josephson-junction array. Breathers exist under a range of dc current biases and temperatures, and are detected by measuring dc voltages. We find the maximum allowable bias current for the breather is proportional to the array depinning current while the minimum current seems to be related to a junction retrapping mechanism. We have observed that this latter instability leads to the formation of multi-site breather states in the array. We have also studied the domain of existence of the breather at different values of the array parameters by varying the temperature.Comment: 5 pages, 5 figures, submitted to Physical Revie