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Vwani P Roychowdhury

Publications and source records attributed to Vwani P Roychowdhury.

5 recordsLinked to original sources

Assessment of long-range correlation in time series: how to avoid pitfalls.

Due to the ubiquity of time series with long-range correlation in many areas of science and engineering, analysis and modeling of such data is an important problem. While the field seems to be mature, three major issues have not been satisfactorily resolved. (i) Many methods have been proposed to assess long-range correlation in time series. Under what circumstances do they yield consistent results? (ii) The mathematical theory of long-range correlation concerns the behavior of the correlation of the time series for very large times. A measured time series is finite, however. How can we relate the fractal scaling break at a specific time scale to important parameters of the data? (iii) An important technique in assessing long-range correlation in a time series is to construct a random walk process from the data, under the assumption that the data are like a stationary noise process. Due to the difficulty in determining whether a time series is stationary or not, however, one cannot be 100% sure whether the data should be treated as a noise or a random walk process. Is there any penalty if the data are interpreted as a noise process while in fact they are a random walk process, and vice versa? In this paper, we seek to gain important insights into these issues by examining three model systems, the autoregressive process of order 1, on-off intermittency, and Lévy motions, and considering an important engineering problem, target detection within sea-clutter radar returns. We also provide a few rules of thumb to safeguard against misinterpretations of long-range correlation in a time series, and discuss relevance of this study to pattern recognition.

Journal Article↗

Statistical mechanical load balancer for the web.

The maximum entropy principle from statistical mechanics states that a closed system attains an equilibrium distribution that maximizes its entropy. We first show that for graphs with fixed number of edges one can define a stochastic edge dynamic that can serve as an effective thermalization scheme, and hence, the underlying graphs are expected to attain their maximum-entropy states, which turn out to be Erdös-Rényi (ER) random graphs. We next show that (i) a rate-equation-based analysis of node degree distribution does indeed confirm the maximum-entropy principle, and (ii) the edge dynamic can be effectively implemented using short random walks on the underlying graphs, leading to a local algorithm for the generation of ER random graphs. The resulting statistical mechanical system can be adapted to provide a distributed and local (i.e., without any centralized monitoring) mechanism for load balancing, which can have a significant impact in increasing the efficiency and utilization of both the Internet (e.g., efficient web mirroring), and large-scale computing infrastructure (e.g., cluster and grid computing).

Journal Article↗

Independent component analysis based on nonparametric density estimation.

In this paper, we introduce a novel independent component analysis (ICA) algorithm, which is truly blind to the particular underlying distribution of the mixed signals. Using a nonparametric kernel density estimation technique, the algorithm performs simultaneously the estimation of the unknown probability density functions of the source signals and the estimation of the unmixing matrix. Following the proposed approach, the blind signal separation framework can be posed as a nonlinear optimization problem, where a closed form expression of the cost function is available, and only the elements of the unmixing matrix appear as unknowns. We conducted a series of Monte Carlo simulations, involving linear mixtures of various source signals with different statistical characteristics and sample sizes. The new algorithm not only consistently outperformed all state-of-the-art ICA methods, but also demonstrated the following properties: 1) Only a flexible model, capable of learning the source statistics, can consistently achieve an accurate separation of all the mixed signals. 2) Adopting a suitably designed optimization framework, it is possible to derive a flexible ICA algorithm that matches the stability and convergence properties of conventional algorithms. 3) A nonparametric approach does not necessarily require large sample sizes in order to outperform methods with fixed or partially adaptive contrast functions.

Algorithms↗

Network component analysis: reconstruction of regulatory signals in biological systems.

High-dimensional data sets generated by high-throughput technologies, such as DNA microarray, are often the outputs of complex networked systems driven by hidden regulatory signals. Traditional statistical methods for computing low-dimensional or hidden representations of these data sets, such as principal component analysis and independent component analysis, ignore the underlying network structures and provide decompositions based purely on a priori statistical constraints on the computed component signals. The resulting decomposition thus provides a phenomenological model for the observed data and does not necessarily contain physically or biologically meaningful signals. Here, we develop a method, called network component analysis, for uncovering hidden regulatory signals from outputs of networked systems, when only a partial knowledge of the underlying network topology is available. The a priori network structure information is first tested for compliance with a set of identifiability criteria. For networks that satisfy the criteria, the signals from the regulatory nodes and their strengths of influence on each output node can be faithfully reconstructed. This method is first validated experimentally by using the absorbance spectra of a network of various hemoglobin species. The method is then applied to microarray data generated from yeast Saccharamyces cerevisiae and the activities of various transcription factors during cell cycle are reconstructed by using recently discovered connectivity information for the underlying transcriptional regulatory networks.

Biology↗

A generalized framework for network component analysis.

The authors recently introduced a framework, named Network Component Analysis (NCA), for the reconstruction of the dynamics of transcriptional regulators' activities from gene expression assays. The original formulation had certain shortcomings that limited NCA's application to a wide class of network dynamics reconstruction problems, either because of limitations in the sample size or because of the stringent requirements imposed by the set of identifiability conditions. In addition, the performance characteristics of the method for various levels of data noise or in the presence of model inaccuracies were never investigated. In this article, the following aspects of NCA have been addressed, resulting in a set of extensions to the original framework: 1) The sufficient conditions on the a priori connectivity information (required for successful reconstructions via NCA) are made less stringent, allowing easier verification of whether a network topology is identifiable, as well as extending the class of identifiable systems. Such a result is accomplished by introducing a set of identifiability requirements that can be directly tested on the regulatory architecture, rather than on specific instances of the system matrix. 2) The two-stage least square iterative procedure used in NCA is proven to identify stationary points of the likelihood function, under Gaussian noise assumption, thus reinforcing the statistical foundations of the method. 3) A framework for the simultaneous reconstruction of multiple regulatory subnetworks is introduced, thus overcoming one of the critical limitations of the original formulation of the decomposition, for example, occurring for poorly sampled data (typical of microarray experiments). A set of monte carlo simulations we conducted with synthetic data suggests that the approach is indeed capable of accurately reconstructing regulatory signals when these are the input of large-scale networks that satisfy the suggested identifiability criteria, even under fairly noisy conditions. The sensitivity of the reconstructed signals to inaccuracies in the hypothesized network topology is also investigated. We demonstrate the feasibility of our approach for the simultaneous reconstruction of multiple regulatory subnetworks from the same data set with a successful application of the technique to gene expression measurements of the bacterium Escherichia coli.

Algorithms↗