Thursday, May 20, 2021
Title: "Topological Data Analysis of Task-Based FMRI Data from Experiments on Schizophrenia"
Authors: Bernadette J. Stolz, Tegan Emerson, Satu Nahkuri, Mason A. Porter, and Heather A Harrington
Abstract: We use methods from computational algebraic topology to study functional brain networks in which nodes represent brain regions and weighted edges encode the similarity of functional magnetic resonance imaging (fMRI) time series from each region. With these tools, which allow one to characterize topological invariants such as loops in high-dimensional data, we are able to gain understanding of low-dimensional structures in networks in a way that complements traditional approaches that are based on pairwise interactions. In the present paper, we use persistent homology to analyze networks that we construct from task-based fMRI data from schizophrenia patients, healthy controls, and healthy siblings of schizophrenia patients. We thereby explore the persistence of topological structures such as loops at different scales in these networks. We use persistence landscapes and persistence images to represent the output of our persistent-homology calculations, and we study the persistence landscapes and persistence images using k-means clustering and community detection. Based on our analysis of persistence landscapes, we find that the members of the sibling cohort have topological features (specifically, their one-dimensional loops) that are distinct from the other two cohorts. From the persistence images, we are able to distinguish all three subject groups and to determine the brain regions in the loops (with four or more edges) that allow us to make these distinctions.
Tuesday, May 18, 2021
Title: Counterparty Credit Limits: The Impact of a Risk-Mitigation Measure on Everyday Trading
Authors: Martin D. Gould, Nikolaus Hautsch, Sam D. Howison, and Mason A. Porter
Abstract: A counterparty credit limit (CCL) is a limit that is imposed by a financial institution to cap its maximum possible exposure to a specified counterparty. CCLs help institutions to mitigate counterparty credit risk via selective diversification of their exposures. In this paper, we analyse how CCLs impact the prices that institutions pay for their trades during everyday trading. We study a high-quality data set from a large electronic trading platform in the foreign exchange spot market that allows institutions to apply CCLs. We find empirically that CCLs had little impact on the vast majority of trades in this data set. We also study the impact of CCLs using a new model of trading. By simulating our model with different underlying CCL networks, we highlight that CCLs can have a major impact in some situations.
Friday, May 07, 2021
Title: Random-Graph Models and Characterization of Granular Networks
Authors: Silvia Nauer, Lucas Böttcher, and Mason A. Porter
Abstract: Various approaches and measures from network analysis have been applied to granular and particulate networks to gain insights into their structural, transport, failure-propagation and other systems-level properties. In this article, we examine a variety of common network measures and study their ability to characterize various two-dimensional and three-dimensional spatial random-graph models and empirical two-dimensional granular networks. We identify network measures that are able to distinguish between physically plausible and unphysical spatial network models. Our results also suggest that there are significant differences in the distributions of certain network measures in two and three dimensions, hinting at important differences that we also expect to arise in experimental granular networks.
Tuesday, April 06, 2021
Title: Nonlinear Localized Modes in Two-Dimensional Hexagonally-Packed Magnetic Lattices
Authors: Christopher Chong, Yifan Wang, Donovan Maréchal, Efstathios G. Charalampidis, Miguel Molerón, Alejandro J. Martínez, Mason A. Porter, Panayotis G. Kevrekidis, and Chiara Daraio
Abstract: We conduct an extensive study of nonlinear localized modes (NLMs), which are temporally periodic and spatially localized structures, in a two-dimensional array of repelling magnets. In our experiments, we arrange a lattice in a hexagonal configuration with a light-mass defect, and we harmonically drive the center of the chain with a tunable excitation frequency, amplitude, and angle. We use a damped, driven variant of a vector Fermi–Pasta–Ulam–Tsingou lattice to model our experimental setup. Despite the idealized nature of this model, we obtain good qualitative agreement between theory and experiments for a variety of dynamical behaviors. We find that the spatial decay is direction-dependent and that drive amplitudes along fundamental displacement axes lead to nonlinear resonant peaks in frequency continuations that are similar to those that occur in one-dimensional damped, driven lattices. However, we observe numerically that driving along other directions results in asymmetric NLMs that bifurcate from the main solution branch, which consists of symmetric NLMs. We also demonstrate both experimentally and numerically that solutions that appear to be time-quasiperiodic bifurcate from the branch of symmetric time-periodic NLMs.
Sunday, April 04, 2021
Public Service Announcement: When you look at somebody's fancy CV (or fancy job or other hallmark of success), don't assume that they didn't have to go through major struggles — often many of them — before they got there.— Mason Porter (@masonporter) April 4, 2021
PSA 2: Survivorship bias is a good thing to remember. pic.twitter.com/XaPk2Eoo0f
Wednesday, March 31, 2021
Update: Here are some other papers, although I don't think the one about procrastination qualifies. I saw that one in my own arXiv scouring, and in my opinion that one is more of the 'improbable research' style (something that first makes you laugh and then makes you think), rather than something that is simply a joke. (Tip of the cap to Celeste Labedz.)
Update (4/01/21): The article that I was thinking of — which concerns our poor estimation of how long things take — was indeed intended as a sort of a joke (based on the author's Twitter thread), but my own view of it is still as an example of 'improbable research'.
Update (4/01/21): Here is a joke about noodle knitting. (Tip of the cap to Katherine Seaton.)
Update (4/01/21): Some department websites also experienced a few changes. (Tip of the cap to Karen Daniels.)
Update (4/02/21): There is also now an article about various spoofs in physics and astronomy.
Update (4/02/21): The Santa Fe Institute finally created a web page for Dr. Ian Malcolm. Life finds a way, so to speak. (It has long been rumored that a certain SFI faculty member provided some inspiration for the fictional scientist. (As a subtle hint, think of The Power Law OF DOOM.)
Update (4/02/21): This fake rejection of Roxy Music fooled me.