No Arabic abstract
We consider the following general hidden hubs model: an $n times n$ random matrix $A$ with a subset $S$ of $k$ special rows (hubs): entries in rows outside $S$ are generated from the probability distribution $p_0 sim N(0,sigma_0^2)$; for each row in $S$, some $k$ of its entries are generated from $p_1 sim N(0,sigma_1^2)$, $sigma_1>sigma_0$, and the rest of the entries from $p_0$. The problem is to identify the high-degree hubs efficiently. This model includes and significantly generalizes the planted Gaussian Submatrix Model, where the special entries are all in a $k times k$ submatrix. There are two well-known barriers: if $kgeq csqrt{nln n}$, just the row sums are sufficient to find $S$ in the general model. For the submatrix problem, this can be improved by a $sqrt{ln n}$ factor to $k ge csqrt{n}$ by spectral methods or combinatorial methods. In the variant with $p_0=pm 1$ (with probability $1/2$ each) and $p_1equiv 1$, neither barrier has been broken. We give a polynomial-time algorithm to identify all the hidden hubs with high probability for $k ge n^{0.5-delta}$ for some $delta >0$, when $sigma_1^2>2sigma_0^2$. The algorithm extends to the setting where planted entries might have different variances each at least as large as $sigma_1^2$. We also show a nearly matching lower bound: for $sigma_1^2 le 2sigma_0^2$, there is no polynomial-time Statistical Query algorithm for distinguishing between a matrix whose entries are all from $N(0,sigma_0^2)$ and a matrix with $k=n^{0.5-delta}$ hidden hubs for any $delta >0$. The lower bound as well as the algorithm are related to whether the chi-squared distance of the two distributions diverges. At the critical value $sigma_1^2=2sigma_0^2$, we show that the general hidden hubs problem can be solved for $kgeq csqrt n(ln n)^{1/4}$, improving on the naive row sum-based method.
Reduced chi-squared is a very popular method for model assessment, model comparison, convergence diagnostic, and error estimation in astronomy. In this manuscript, we discuss the pitfalls involved in using reduced chi-squared. There are two independent problems: (a) The number of degrees of freedom can only be estimated for linear models. Concerning nonlinear models, the number of degrees of freedom is unknown, i.e., it is not possible to compute the value of reduced chi-squared. (b) Due to random noise in the data, also the value of reduced chi-squared itself is subject to noise, i.e., the value is uncertain. This uncertainty impairs the usefulness of reduced chi-squared for differentiating between models or assessing convergence of a minimisation procedure. The impact of noise on the value of reduced chi-squared is surprisingly large, in particular for small data sets, which are very common in astrophysical problems. We conclude that reduced chi-squared can only be used with due caution for linear models, whereas it must not be used for nonlinear models at all. Finally, we recommend more sophisticated and reliable methods, which are also applicable to nonlinear models.
The density matrix in quantum mechanics parameterizes the statistical properties of the system under observation, just like a classical probability distribution does for classical systems. The expectation value of observables cannot be measured directly, it can only be approximated by applying classical statistical methods to the frequencies by which certain measurement outcomes (clicks) are obtained. In this paper, we make a detailed study of the statistical fluctuations obtained during an experiment in which a hypothesis is tested, i.e. the hypothesis that a certain setup produces a given quantum state. Although the classical and quantum problem are very much related to each other, the quantum problem is much richer due to the additional optimization over the measurement basis. Just as in the case of classical hypothesis testing, the confidence in quantum hypothesis testing scales exponentially in the number of copies. In this paper, we will argue 1) that the physically relevant data of quantum experiments is only contained in the frequencies of the measurement outcomes, and that the statistical fluctuations of the experiment are essential, so that the correct formulation of the conclusions of a quantum experiment should be given in terms of hypothesis tests, 2) that the (classical) $chi^2$ test for distinguishing two quantum states gives rise to the quantum $chi^2$ divergence when optimized over the measurement basis, 3) present a max-min characterization for the optimal measurement basis for quantum goodness of fit testing, find the quantum measurement which leads both to the maximal Pitman and Bahadur efficiency, and determine the associated divergence rates.
We investigate the statistics of stationary points in the sum of squares of $N$ Gaussian random fields, which we call a chi-squared field. The behavior of such a field at a point is investigated, with particular attention paid to the formation of topological defects. An integral to compute the number density of stationary points at a given field amplitude is constructed. We compute exact expressions for the integral in various limits and provide code to evaluate it numerically in the general case. We investigate the dependence of the number density of stationary points on the field amplitude, number of fields, and power spectrum of the individual Gaussian random fields. This work parallels the work of Bardeen, Bond, Kaiser and Szalay, who investigated the statistics of peaks of Gaussian random fields. A number of results for integrating over matrices are presented in appendices.
The darknet markets are notorious black markets in cyberspace, which involve selling or brokering drugs, weapons, stolen credit cards, and other illicit goods. To combat illicit transactions in the cyberspace, it is important to analyze the behaviors of participants in darknet markets. Currently, many studies focus on studying the behavior of vendors. However, there is no much work on analyzing buyers. The key challenge is that the buyers are anonymized in darknet markets. For most of the darknet markets, We only observe the first and last digits of a buyers ID, such as ``a**b. To tackle this challenge, we propose a hidden buyer identification model, called UNMIX, which can group the transactions from one hidden buyer into one cluster given a transaction sequence from an anonymized ID. UNMIX is able to model the temporal dynamics information as well as the product, comment, and vendor information associated with each transaction. As a result, the transactions with similar patterns in terms of time and content group together as the subsequence from one hidden buyer. Experiments on the data collected from three real-world darknet markets demonstrate the effectiveness of our approach measured by various clustering metrics. Case studies on real transaction sequences explicitly show that our approach can group transactions with similar patterns into the same clusters.
Monitoring network traffic data to detect any hidden patterns of anomalies is a challenging and time-consuming task that requires high computing resources. To this end, an appropriate summarization technique is of great importance, where it can be a substitute for the original data. However, the summarized data is under the threat of removing anomalies. Therefore, it is vital to create a summary that can reflect the same pattern as the original data. Therefore, in this paper, we propose an INtelligent Summarization approach for IDENTifying hidden anomalies, called INSIDENT. The proposed approach guarantees to keep the original data distribution in summarized data. Our approach is a clustering-based algorithm that dynamically maps original feature space to a new feature space by locally weighting features in each cluster. Therefore, in new feature space, similar samples are closer, and consequently, outliers are more detectable. Besides, selecting representatives based on cluster size keeps the same distribution as the original data in summarized data. INSIDENT can be used both as the preprocess approach before performing anomaly detection algorithms and anomaly detection algorithm. The experimental results on benchmark datasets prove a summary of the data can be a substitute for original data in the anomaly detection task.