102 research outputs found
Learning Large-Scale MTP Gaussian Graphical Models via Bridge-Block Decomposition
This paper studies the problem of learning the large-scale Gaussian graphical
models that are multivariate totally positive of order two (). By
introducing the concept of bridge, which commonly exists in large-scale sparse
graphs, we show that the entire problem can be equivalently optimized through
(1) several smaller-scaled sub-problems induced by a \emph{bridge-block
decomposition} on the thresholded sample covariance graph and (2) a set of
explicit solutions on entries corresponding to bridges. From practical aspect,
this simple and provable discipline can be applied to break down a large
problem into small tractable ones, leading to enormous reduction on the
computational complexity and substantial improvements for all existing
algorithms. The synthetic and real-world experiments demonstrate that our
proposed method presents a significant speed-up compared to the
state-of-the-art benchmarks
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Direct observation of the intermediate in an ultrafast isomerization.
Using a combination of two-dimensional infrared (2D IR) and variable temperature Fourier transform infrared (FTIR) spectroscopies the rapid structural isomerization of a five-coordinate ruthenium complex is investigated. In methylene chloride, three exchanging isomers were observed: (1) square pyramidal equatorial, (1); (2) trigonal bipyramidal, (0); and (3) square pyramidal apical, (2). Exchange between 1 and 0 was found to be an endergonic process (ÎH = 0.84 (0.08) kcal mol-1, ÎS = 0.6 (0.4) eu) with an isomerization time constant of 4.3 (1.5) picoseconds (ps, 10-12 s). Exchange between 0 and 2 however was found to be exergonic (ÎH = -2.18 (0.06) kcal mol-1, ÎS = -5.3 (0.3) eu) and rate limiting with an isomerization time constant of 6.3 (1.6) ps. The trigonal bipyramidal complex was found to be an intermediate, with an activation barrier of 2.2 (0.2) kcal mol-1 and 2.4 (0.2) kcal mol-1 relative to the equatorial and apical square pyramidal isomers respectively. This study provides direct validation of the mechanism of Berry pseudorotation - the pairwise exchange of ligands in a five-coordinate complex - a process that was first described over fifty years ago. This study also clearly demonstrates that the rate of pseudorotation approaches the frequency of molecular vibrations
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Photoinduced StrainâAssisted Synthesis of a StiffâStilbene Polymer by RingâOpening Metathesis Polymerization
Developing a novel strategy to synthesize photoresponsive polymers is of significance owing to their potential applications. We report a photoinduced strainâassisted synthesis of mainâchain stiffâstilbene polymers by using ringâopening metathesis polymerization (ROMP), activating a macrocyclic Ïâbond connected to a stiffâstilbene photoswitch through a linker. Since the linker acts as an external constraint, the photoisomerization to the Eâform leads to the stiffâstilbene being strained and thus reactive to ROMP. The photoisomerization of Zâform to Eâform was investigated using timeâdependent NMR studies and UV/Vis spectroscopy. The DFT calculation showed that the Eâform was less stable due to a lack of planarity. By the internal strain developed due to the linker constraint through photoisomerization, the Eâform underwent ROMP by a second generation Grubbs catalyst. In contrast, Zâform did not undergo polymerization under similar conditions. The MALDIâTOF spectrum of Eâform after polymerization showed the presence of oligomers of >5.2â
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Efficient and Scalable Parametric High-Order Portfolios Design via the Skew-t Distribution
Since Markowitz's mean-variance framework, optimizing a portfolio that
maximizes the profit and minimizes the risk has been ubiquitous in the
financial industry. Initially, profit and risk were measured by the first two
moments of the portfolio's return, a.k.a. the mean and variance, which are
sufficient to characterize a Gaussian distribution. However, it is broadly
believed that the first two moments are not enough to capture the
characteristics of the returns' behavior, which have been recognized to be
asymmetric and heavy-tailed. Although there is ample evidence that portfolio
designs involving the third and fourth moments, i.e., skewness and kurtosis,
will outperform the conventional mean-variance framework, they are non-trivial.
Specifically, in the classical framework, the memory and computational cost of
computing the skewness and kurtosis grow sharply with the number of assets. To
alleviate the difficulty in high-dimensional problems, we consider an
alternative expression for high-order moments based on parametric
representations via a generalized hyperbolic skew-t distribution. Then, we
reformulate the high-order portfolio optimization problem as a fixed-point
problem and propose a robust fixed-point acceleration algorithm that solves the
problem in an efficient and scalable manner. Empirical experiments also
demonstrate that our proposed high-order portfolio optimization framework is of
low complexity and significantly outperforms the state-of-the-art methods by 2
to 4 orders of magnitude
Does the -norm Learn a Sparse Graph under Laplacian Constrained Graphical Models?
We consider the problem of learning a sparse graph under Laplacian
constrained Gaussian graphical models. This problem can be formulated as a
penalized maximum likelihood estimation of the precision matrix under Laplacian
structural constraints. Like in the classical graphical lasso problem, recent
works made use of the -norm regularization with the goal of promoting
sparsity in Laplacian structural precision matrix estimation. However, we find
that the widely used -norm is not effective in imposing a sparse
solution in this problem. Through empirical evidence, we observe that the
number of nonzero graph weights grows with the increase of the regularization
parameter. From a theoretical perspective, we prove that a large regularization
parameter will surprisingly lead to a fully connected graph. To address this
issue, we propose a nonconvex estimation method by solving a sequence of
weighted -norm penalized sub-problems and prove that the statistical
error of the proposed estimator matches the minimax lower bound. To solve each
sub-problem, we develop a projected gradient descent algorithm that enjoys a
linear convergence rate. Numerical experiments involving synthetic and
real-world data sets from the recent COVID-19 pandemic and financial stock
markets demonstrate the effectiveness of the proposed method. An open source
package containing the code for all the experiments is available
at https://github.com/mirca/sparseGraph
Adaptive Estimation of Graphical Models
We consider the problem of estimating (diagonally dominant) M-matrices as
precision matrices in Gaussian graphical models. Such models have received
increasing attention in recent years, and have shown interesting properties,
e.g., the maximum likelihood estimator exists with as little as two
observations regardless of the underlying dimension. In this paper, we propose
an adaptive estimation method, which consists of multiple stages: In the first
stage, we solve an -regularized maximum likelihood estimation problem,
which leads to an initial estimate; in the subsequent stages, we iteratively
refine the initial estimate by solving a sequence of weighted
-regularized problems. We further establish the theoretical guarantees
on the estimation error, which consists of optimization error and statistical
error. The optimization error decays to zero at a linear rate, indicating that
the estimate is refined iteratively in subsequent stages, and the statistical
error characterizes the statistical rate. The proposed method outperforms
state-of-the-art methods in estimating precision matrices and identifying graph
edges, as evidenced by synthetic and financial time-series data sets.Comment: 24 page
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SelfâHealable and Recyclable Tactile Force Sensors with PostâTunable Sensitivity
It is challenging to postâtune the sensitivity of a tactile force sensor. Herein, a facile method is reported to tailor the sensing properties of conductive polymer composites by utilizing the liquidâlike property of dynamic polymer matrix at low strain rates. The idea is demonstrated using dynamic polymer composites (CB/dPDMS) made via evaporationâinduced gelation of the suspending toluene solution of carbon black (CB) and acidâcatalyzed dynamic polydimethylsiloxane (dPDMS). The dPDMS matrices allow CB to redistribute to change the sensitivity of materials at the liquidâlike state, but exhibit typical solidâlike behavior and thus can be used as strain sensors at normal strain rates. It is shown that the gauge factor of the polymer composites can be easily postâtuned from 1.4 to 51.5. In addition, the dynamic polymer matrices also endow the composites with interesting selfâhealing ability and recyclability. Therefore, it is envisioned that this method can be useful in the design of various novel tactile sensing materials for many applications
Fast Projected Newton-like Method for Precision Matrix Estimation with Nonnegative Partial Correlations
We study the problem of estimating precision matrices in multivariate
Gaussian distributions where all partial correlations are nonnegative, also
known as multivariate totally positive of order two (). Such
models have received significant attention in recent years, primarily due to
interesting properties, e.g., the maximum likelihood estimator exists with as
few as two observations regardless of the underlying dimension. We formulate
this problem as a weighted -norm regularized Gaussian maximum
likelihood estimation under constraints. On this direction, we
propose a novel projected Newton-like algorithm that incorporates a
well-designed approximate Newton direction, which results in our algorithm
having the same orders of computation and memory costs as those of first-order
methods. We prove that the proposed projected Newton-like algorithm converges
to the minimizer of the problem. We further show, both theoretically and
experimentally, that the minimizer of our formulation using the weighted
-norm is able to recover the support of the underlying precision matrix
correctly without requiring the incoherence condition present in -norm
based methods. Experiments involving synthetic and real-world data demonstrate
that our proposed algorithm is significantly more efficient, from a
computational time perspective, than the state-of-the-art methods. Finally, we
apply our method in financial time-series data, which are well-known for
displaying positive dependencies, where we observe a significant performance in
terms of modularity value on the learned financial networks.Comment: 43 pages; notation updated for section
New tools and methods for direct programmatic access to the dbSNP relational database
Genome-wide association studies often incorporate information from public biological databases in order to provide a biological reference for interpreting the results. The dbSNP database is an extensive source of information on single nucleotide polymorphisms (SNPs) for many different organisms, including humans. We have developed free software that will download and install a local MySQL implementation of the dbSNP relational database for a specified organism. We have also designed a system for classifying dbSNP tables in terms of common tasks we wish to accomplish using the database. For each task we have designed a small set of custom tables that facilitate task-related queries and provide entity-relationship diagrams for each task composed from the relevant dbSNP tables. In order to expose these concepts and methods to a wider audience we have developed web tools for querying the database and browsing documentation on the tables and columns to clarify the relevant relational structure. All web tools and software are freely available to the public at http://cgsmd.isi.edu/dbsnpq. Resources such as these for programmatically querying biological databases are essential for viably integrating biological information into genetic association experiments on a genome-wide scale
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