Mathematical & Statistical Methods
Traveing Salesperson Problems for a double integrator
Savla, Ketan, Bullo, Francesco, Frazzoli, Emilio
In this paper we propose some novel path planning strategies for a double integrator with bounded velocity and bounded control inputs. First, we study the following version of the Traveling Salesperson Problem (TSP): given a set of points in $\real^d$, find the fastest tour over the point set for a double integrator. We first give asymptotic bounds on the time taken to complete such a tour in the worst-case. Then, we study a stochastic version of the TSP for double integrator where the points are randomly sampled from a uniform distribution in a compact environment in $\real^2$ and $\real^3$. We propose novel algorithms that perform within a constant factor of the optimal strategy with high probability. Lastly, we study a dynamic TSP: given a stochastic process that generates targets, is there a policy which guarantees that the number of unvisited targets does not diverge over time? If such stable policies exist, what is the minimum wait for a target? We propose novel stabilizing receding-horizon algorithms whose performances are within a constant factor from the optimum with high probability, in $\real^2$ as well as $\real^3$. We also argue that these algorithms give identical performances for a particular nonholonomic vehicle, Dubins vehicle.
Stochastic Process Semantics for Dynamical Grammar Syntax: An Overview
W e define a class of probabilistic models in terms of an operat or algebra of stochastic processes, and a representation for this class in terms of stochastic param eterized grammars. A syntactic specification of a grammar is mapped to semantics given in terms of a rin g of operators, so that grammatical composition corresponds to operator addition or multiplic ation. The operators are generators for the time-evolution of stochastic processes. Within this mo deling framework one can express data clustering models, logic programs, ordinary and stochasti c differential equations, graph grammars, and stochastic chemical reaction kinetics. This mathemati cal formulation connects these apparently distant fields to one another and to mathematical methods fro m quantum field theory and operator algebra.
Multi-Input, Multi-Output Nonlinear Dynamic Modeling to Identify Biologically-Based Transformations as the โCognitive Processesโ Represented by the Ensemble Coding of Neuron Populations
Berger, Theodore W. (University of Southern California) | Song, Dong (University of Southern California) | Marmarelis, Vasilis Z. (University of Southern California)
The successful development of neural prostheses requires an understanding of the neurobiological bases of cognitive processes, i.e., how the collective activity of populations of neurons results in a higher-level process not predictable based on knowledge of the individual neurons and/or synapses alone. We have been studying and applying novel methods for representing nonlinear transformations of multiple spike train inputs (multiple time series of pulse train inputs) produced by synaptic and field interactions among multiple subclasses of neurons arrayed in multiple layers of incompletely connected units.
The nested Chinese restaurant process and Bayesian nonparametric inference of topic hierarchies
Blei, David M., Griffiths, Thomas L., Jordan, Michael I.
We present the nested Chinese restaurant process (nCRP), a stochastic process which assigns probability distributions to infinitely-deep, infinitely-branching trees. We show how this stochastic process can be used as a prior distribution in a Bayesian nonparametric model of document collections. Specifically, we present an application to information retrieval in which documents are modeled as paths down a random tree, and the preferential attachment dynamics of the nCRP leads to clustering of documents according to sharing of topics at multiple levels of abstraction. Given a corpus of documents, a posterior inference algorithm finds an approximation to a posterior distribution over trees, topics and allocations of words to levels of the tree. We demonstrate this algorithm on collections of scientific abstracts from several journals. This model exemplifies a recent trend in statistical machine learning--the use of Bayesian nonparametric methods to infer distributions on flexible data structures.
Graph Theory and Optimization Problems for Very Large Networks
Graph theory provides a primary tool for analyzing and designing computer communication networks. In the past few decades, Graph theory has been used to study various types of networks, including the Internet, wide Area Networks, Local Area Networks, and networking protocols such as border Gateway Protocol, Open shortest Path Protocol, and Networking Networks. In this paper, we present some key graph theory concepts used to represent different types of networks. Then we describe how networks are modeled to investigate problems related to network protocols. Finally, we present some of the tools used to generate graph for representing practical networks.
On the Geometry of Discrete Exponential Families with Application to Exponential Random Graph Models
Fienberg, Stephen E., Rinaldo, Alessandro, Zhou, Yi
There has been an explosion of interest in statistical models for analyzing network data, and considerable interest in the class of exponential random graph (ERG) models, especially in connection with difficulties in computing maximum likelihood estimates. The issues associated with these difficulties relate to the broader structure of discrete exponential families. This paper re-examines the issues in two parts. First we consider the closure of $k$-dimensional exponential families of distribution with discrete base measure and polyhedral convex support $\mathrm{P}$. We show that the normal fan of $\mathrm{P}$ is a geometric object that plays a fundamental role in deriving the statistical and geometric properties of the corresponding extended exponential families. We discuss its relevance to maximum likelihood estimation, both from a theoretical and computational standpoint. Second, we apply our results to the analysis of ERG models. In particular, by means of a detailed example, we provide some characterization of the properties of ERG models, and, in particular, of certain behaviors of ERG models known as degeneracy.
Linearly-solvable Markov decision problems
We introduce a class of MPDs which greatly simplify Reinforcement Learning. They have discrete state spaces and continuous control spaces. The controls have the effect of rescaling the transition probabilities of an underlying Markov chain. A control cost penalizing KL divergence between controlled and uncontrolled transition probabilities makes the minimization problem convex, and allows analytical computation of the optimal controls given the optimal value function. An exponential transformation of the optimal value function makes the minimized Bellman equation linear.
Linearly-solvable Markov decision problems
We introduce a class of MPDs which greatly simplify Reinforcement Learning. They have discrete state spaces and continuous control spaces. The controls have the effect of rescaling the transition probabilities of an underlying Markov chain. A control cost penalizing KL divergence between controlled and uncontrolled transition probabilities makes the minimization problem convex, and allows analytical computation of the optimal controls given the optimal value function. An exponential transformation of the optimal value function makes the minimized Bellman equation linear.