The problem of penalized maximum likelihood (PML) for an exploratory factor analysis (EFA) model is studied in this paper. An EFA model is typically estimated using maximum likelihood and then the estimated loading matrix is rotated to obtain a sparse representation. Penalized maximum likelihood simultaneously fits the EFA model and produces a sparse loading matrix. To overcome some of the computational drawbacks of PML, an approximation to PML is proposed in this paper. It is further applied to an empirical dataset for illustration. A simulation study shows that the approximation naturally produces a sparse loading matrix and more accurately estimates the factor loadings and the covariance matrix, in the sense of having a lower mean squared error than factor rotations, under various conditions.

Population-based structural health monitoring (PBSHM) systems use data from multiple structures to make inferences of health states. An area of PBSHM that has recently been recognized for potential development is the use of multitask learning (MTL) algorithms that differ from traditional single-task learning. This study presents an application of the MTL approach, Joint Feature Selection with LASSO, to provide automatic feature selection. The algorithm is applied to two structural datasets. The first dataset covers a binary classification between the port and starboard side of an aircraft tailplane, for samples from two aircraft of the same model. The second dataset covers normal and damaged conditions for pre- and postrepair of the same aircraft wing. Both case studies demonstrate that the MTL results are interpretable, highlighting features that relate to structural differences by considering the patterns shared between tasks. This is opposed to single-task learning, which improved accuracy at the cost of interpretability and selected features, which failed to generalize in previously unobserved experiments.

This paper investigates properties of the class of graphs based on exchangeable point processes. We provide asymptotic expressions for the number of edges, number of nodes, and degree distributions, identifying four regimes: (i) a dense regime, (ii) a sparse, almost dense regime, (iii) a sparse regime with power-law behaviour, and (iv) an almost extremely sparse regime. We show that, under mild assumptions, both the global and local clustering coefficients converge to constants which may or may not be the same. We also derive a central limit theorem for subgraph counts and for the number of nodes. Finally, we propose a class of models within this framework where one can separately control the latent structure and the global sparsity/power-law properties of the graph.

We study Granger Causality in the context of wide-sense stationary time series. The focus of the analysis is to understand how the underlying topological structure of the causality graph affects graph recovery by means of the pairwise testing heuristic. Our main theoretical result establishes a sufficient condition (in particular, the graph must satisfy a polytree assumption we refer to as strong causality) under which the graph can be recovered by means of unconditional and binary pairwise causality testing. Examples from the gene regulatory network literature are provided which establish that graphs which are strongly causal, or very nearly so, can be expected to arise in practice. We implement finite sample heuristics derived from our theory, and use simulation to compare our pairwise testing heuristic against LASSO-based methods. These simulations show that, for graphs which are strongly causal (or small perturbations thereof) the pairwise testing heuristic is able to more accurately recover the underlying graph. We show that the algorithm is scalable to graphs with thousands of nodes, and that, as long as structural assumptions are met, exhibits similar high-dimensional scaling properties as the LASSO. That is, performance degrades slowly while the system size increases and the number of available samples is held fixed. Finally, a proof-of-concept application example shows, by attempting to classify alcoholic individuals using only Granger causality graphs inferred from EEG measurements, that the inferred Granger causality graph topology carries identifiable features.

What is the maximum number of copies of a fixed forest T in an n-vertex graph in a graph class $\mathcal {G}$ as $n\to \infty $ ? We answer this question for a variety of sparse graph classes $\mathcal {G}$ . In particular, we show that the answer is $\Theta (n^{\alpha _{d}(T)})$ where $\alpha _{d}(T)$ is the size of the largest stable set in the subforest of T induced by the vertices of degree at most d, for some integer d that depends on $\mathcal {G}$ . For example, when $\mathcal {G}$ is the class of k-degenerate graphs then $d=k$ ; when $\mathcal {G}$ is the class of graphs containing no $K_{s,t}$ -minor ( $t\geqslant s$ ) then $d=s-1$ ; and when $\mathcal {G}$ is the class of k-planar graphs then $d=2$ . All these results are in fact consequences of a single lemma in terms of a finite set of excluded subgraphs.

As one of the major directions in applied and computational harmonic analysis, theclassical theory of wavelets and framelets has been extensively investigated in thefunction setting, in particular, in the function spaceL2(ℝd). A discrete wavelettransform is often regarded as a byproduct in wavelet analysis by decomposing andreconstructing functions in L2(ℝd)via nested subspaces of L2(ℝd) ina multiresolution analysis. However, since the input/output data and all filters in adiscrete wavelet transform are of discrete nature, to understand better the performance ofwavelets and framelets in applications, it is more natural and fundamental to directlystudy a discrete framelet/wavelet transform and its key properties. The main topic of thispaper is to study various properties of a discrete framelet transform purely in thediscrete/digital setting without involving the function spaceL2(ℝd). We shall develop acomprehensive theory of discrete framelets and wavelets using an algorithmic approach bydirectly studying a discrete framelet transform. The connections between our algorithmicapproach and the classical theory of wavelets and framelets in the function setting willbe addressed. Using tensor product of univariate complex-valued tight framelets, we shallalso present an example of directional tight framelets in this paper.

To understand a genetic regulatory network, two popular mathematical models, Boolean Networks (BNs) and its extension Probabilistic Boolean Networks (PBNs) have been proposed. Here we address the problem of constructing a sparse Probabilistic Boolean Network (PBN) from a prescribed positive stationary distribution. A sparse matrix is more preferable, as it is easier to study and identify the major components and extract the crucial information hidden in a biological network. The captured network construction problem is both ill-posed and computationally challenging. We present a novel method to construct a sparse transition probability matrix from a given stationary distribution. A series of sparse transition probability matrices can be determined once the stationary distribution is given. By controlling the number of nonzero entries in each column of the transition probability matrix, a desirable sparse transition probability matrix in the sense of maximum entropy can be uniquely constructed as a linear combination of the selected sparse transition probability matrices (a set of sparse irreducible matrices). Numerical examples are given to demonstrate both the efficiency and effectiveness of the proposed method.

In this paper we envisage building Probabilistic Boolean Networks (PBNs) from a prescribed stationary distribution. This is an inverse problem of huge size that can be subdivided into two parts — viz. (i) construction of a transition probability matrix from a given stationary distribution (Problem ST), and (ii) construction of a PBN from a given transition probability matrix (Problem TP). A generalized entropy approach has been proposed for Problem ST and a maximum entropy rate approach for Problem TP respectively. Here we propose to improve both methods, by considering a new objective function based on the entropy rate with an additional term of La-norm that can help in getting a sparse solution. A sparse solution is useful in identifying the major component Boolean networks (BNs) from the constructed PBN. These major BNs can simplify the identification of the network structure and the design of control policy, and neglecting non-major BNs does not change the dynamics of the constructed PBN to a large extent. Numerical experiments indicate that our new objective function is effective in finding a better sparse solution.

Optimization problems with convex but non-smooth cost functional subject to an elliptic partial differential equation are considered.The non-smoothness arises from a L1-norm in the objective functional. The problem is regularized to permit the use of the semi-smooth Newtonmethod. Error estimates with respect to the regularization parameter are provided. Moreover, finite element approximations are studied. A-priori as well as a-posteriori error estimates are developed and confirmed by numerical experiments.

Systems based on secondary surveillance radar (SSR) downlink signals, both with directional and with omni-directional antennae (such as in multilateration), are operational today and more and more installations are being planned. In this frame, high-density traffic leads to the reception of a mixture of several overlapping SSR replies. By nature, SSR sources are sparse, i.e. with amplitude equal to zero with significantly high probability. While in the literature several algorithms performing sources separation with an m-element antenna have been proposed, none has satisfactorily employed the full potential of sparsity for SSR signals. Most sparsity algorithms can separate only real-valued sources, although we present in this study two algorithms to separate the complex-valued SSR sources. Recorded signals in a live environment are used to demonstrate the effectiveness of the proposed techniques.