No Arabic abstract
Complex networks provide a means to describe cities through their street mesh, expressing characteristics that refer to the structure and organization of an urban zone. Although other studies have used complex networks to model street meshes, we observed a lack of methods to characterize the relationship between cities by using their topological features. Accordingly, this paper aims to describe interactions between cities by using vectors of topological features extracted from their street meshes represented as complex networks. The methodology of this study is based on the use of digital maps. Over the computational representation of such maps, we extract global complex-network features that embody the characteristics of the cities. These vectors allow for the use of multidimensional projection and clustering techniques, enabling a similarity-based comparison of the street meshes. We experiment with 645 cities from the Brazilian state of Sao Paulo. Our results show how the joint of global features describes urban indicators that are deep-rooted in the networks topology and how they reveal characteristics and similarities among sets of cities that are separated from each other.
In an ego-network, an individual (ego) organizes its friends (alters) in different groups (social circles). This social network can be efficiently analyzed after learning representations of the ego and its alters in a low-dimensional, real vector space. These representations are then easily exploited via statistical models for tasks such as social circle detection and prediction. Recent advances in language modeling via deep learning have inspired new methods for learning network representations. These methods can capture the global structure of networks. In this paper, we evolve these techniques to also encode the local structure of neighborhoods. Therefore, our local representations capture network features that are hidden in the global representation of large networks. We show that the task of social circle prediction benefits from a combination of global and local features generated by our technique.
Due to the powerful learning ability on high-rank and non-linear features, deep neural networks (DNNs) are being applied to data mining and machine learning in various fields, and exhibit higher discrimination performance than conventional methods. However, the applications based on DNNs are rare in enterprise credit rating tasks because most of DNNs employ the end-to-end learning paradigm, which outputs the high-rank representations of objects and predictive results without any explanations. Thus, users in the financial industry cannot understand how these high-rank representations are generated, what do they mean and what relations exist with the raw inputs. Then users cannot determine whether the predictions provided by DNNs are reliable, and not trust the predictions providing by such black box models. Therefore, in this paper, we propose a novel network to explicitly model the enterprise credit rating problem using DNNs and attention mechanisms. The proposed model realizes explainable enterprise credit ratings. Experimental results obtained on real-world enterprise datasets verify that the proposed approach achieves higher performance than conventional methods, and provides insights into individual rating results and the reliability of model training.
Network meta-analysis (NMA) is a central tool for evidence synthesis in clinical research. The results of an NMA depend critically on the quality of evidence being pooled. In assessing the validity of an NMA, it is therefore important to know the proportion contributions of each direct treatment comparison to each network treatment effect. The construction of proportion contributions is based on the observation that each row of the hat matrix represents a so-called evidence flow network for each treatment comparison. However, the existing algorithm used to calculate these values is associated with ambiguity according to the selection of paths. In this work we present a novel analogy between NMA and random walks. We use this analogy to derive closed-form expressions for the proportion contributions. A random walk on a graph is a stochastic process that describes a succession of random hops between vertices which are connected by an edge. The weight of an edge relates to the probability that the walker moves along that edge. We use the graph representation of NMA to construct the transition matrix for a random walk on the network of evidence. We show that the net number of times a walker crosses each edge of the network is related to the evidence flow network. By then defining a random walk on the directed evidence flow network, we derive analytically the matrix of proportion contributions. The random-walk approach, in addition to being computationally more efficient, has none of the associated ambiguity of the existing algorithm.
In this paper, we present a framework for studying the following fundamental question in network analysis: How should one assess the centralities of nodes in an information/influence propagation process over a social network? Our framework systematically extends a family of classical graph-theoretical centrality formulations, including degree centrality, harmonic centrality, and their sphere-of-influence generalizations, to influence-based network centralities. We further extend natural group centralities from graph models to influence models, since group cooperation is essential in social influences. This in turn enables us to assess individuals centralities in group influence settings by applying the concept of Shapley value from cooperative game theory. Mathematically, using the property that these centrality formulations are Bayesian, we prove the following characterization theorem: Every influence-based centrality formulation in this family is the unique Bayesian centrality that conforms with its corresponding graph-theoretical centrality formulation. Moreover, the uniqueness is fully determined by the centrality formulation on the class of layered graphs, which is derived from a beautiful algebraic structure of influence instances modeled by cascading sequences. Our main mathematical result that layered graphs in fact form a basis for the space of influence-cascading-sequence profiles could also be useful in other studies of network influences. We further provide an algorithmic framework for efficient approximation of these influence-based centrality measures. Our study provides a systematic road map for comparative analyses of different influence-based centrality formulations, as well as for transferring graph-theoretical concepts to influence models.
Topological Data Analysis (TDA) is the collection of mathematical tools that capture the structure of shapes in data. Despite computational topology and computational geometry, the utilization of TDA in time series and signal processing is relatively new. In some recent contributions, TDA has been utilized as an alternative to the conventional signal processing methods. Specifically, TDA is been considered to deal with noisy signals and time series. In these applications, TDA is used to find the shapes in data as the main properties, while the other properties are assumed much less informative. In this paper, we will review recent developments and contributions where topological data analysis especially persistent homology has been applied to time series analysis, dynamical systems and signal processing. We will cover problem statements such as stability determination, risk analysis, systems behaviour, and predicting critical transitions in financial markets.