Optimal covariance cleaning for heavy-tailed distributions: Insights from information theory.

In optimal covariance cleaning theory, minimizing the Frobenius norm between the true population covariance matrix and a rotational invariant estimator is a key step. This estimator can be obtained asymptotically for large covariance matrices, without knowledge of the true covariance matrix. In this study, we demonstrate that this minimization problem is equivalent to minimizing the loss of information between the true population covariance and the rotational invariant estimator for normal multivariate variables. However, for Student's t distributions, the minimal Frobenius norm does not necessarily minimize the information loss in finite-sized matrices. Nevertheless, such deviations vanish in the asymptotic regime of large matrices, which might extend the applicability of random matrix theory results to Student's t distributions. These distributions are characterized by heavy tails and are frequently encountered in real-world applications such as finance, turbulence, or nuclear physics. Therefore, our work establishes a connection between statistical random matrix theory and estimation theory in physics, which is predominantly based on information theory.

A multi-layer network model to assess school opening policies during a vaccination campaign: a case study on COVID-19 in France.

We propose a multi-layer network model for the spread of an infectious disease that accounts for interactions within the family, between children in classes and schools, and casual contacts in the population. The proposed framework is designed to test several what-if scenarios on school openings during the vaccination campaigns, thereby assessing the safety of different policies, including testing practices in schools, diverse home-isolation policies, and targeted vaccination. We demonstrate the potentialities of our model by calibrating it on epidemiological and demographic data of the spring 2021 COVID-19 vaccination campaign in France. Specifically, we consider scenarios in which a fraction of the population is vaccinated, and we focus our analysis on the role of schools as drivers of the contagions and on the implementation of targeted intervention policies oriented to children and their families. We perform our analysis by means of a campaign of Monte Carlo simulations. Our findings suggest that transmission in schools may play a key role in the spreading of a disease. Interestingly, we show that children's testing might be an important tool to flatten the epidemic curve, in particular when combined with enacting temporary online education for classes in which infected students are detected. Finally, we test a vaccination strategy that prioritizes the members of large families and we demonstrate its good performance. We believe that our modeling framework and our findings could be of help for public health authorities for planning their current and future interventions, as well as to increase preparedness for future epidemic outbreaks.

Automation of QIIME2 Metagenomic Analysis Platform.

QIIME is a widely used, open-source microbiome analysis software package that converts raw sequence data into interpretable visualizations and statistical results. QIIME2 has recently succeeded QIIME1, becoming the most updated platform. The protocols in this article describe our effort in automating core functions of QIIME2, using datasets available at docs.qiime2.org. While these specific examples are microbial 16S rRNA gene sequences, our automation can be easily applied to other types of QIIME2 analysis. © 2021 Wiley Periodicals LLC. Basic Protocol 1: Preparing files and folders Support Protocol 1: Preparing your data for QAP Support Protocol 2: Understanding automated options Basic Protocol 2: Importing into QIIME Basic Protocol 3: DADA2: Filtering, trimming, merging pairs Basic Protocol 4: Performing core metrics Basic Protocol 5: Sample filtering by metadata Basic Protocol 6: Alpha diversity metrics Basic Protocol 7: Cross-sectional beta diversity Basic Protocol 8: Longitudinal feature volatility Basic Protocol 9: Sample classification.

Covariance matrix filtering with bootstrapped hierarchies.

Cleaning covariance matrices is a highly non-trivial problem, yet of central importance in the statistical inference of dependence between objects. We propose here a probabilistic hierarchical clustering method, named Bootstrapped Average Hierarchical Clustering (BAHC), that is particularly effective in the high-dimensional case, i.e., when there are more objects than features. When applied to DNA microarray, our method yields distinct hierarchical structures that cannot be accounted for by usual hierarchical clustering. We then use global minimum-variance risk management to test our method and find that BAHC leads to significantly smaller realized risk compared to state-of-the-art linear and nonlinear filtering methods in the high-dimensional case. Spectral decomposition shows that BAHC better captures the persistence of the dependence structure between asset price returns in the calibration and the test periods.

Vector-based pedestrian navigation in cities.

How do pedestrians choose their paths within city street networks? Researchers have tried to shed light on this matter through strictly controlled experiments, but an ultimate answer based on real-world mobility data is still lacking. Here, we analyze salient features of human path planning through a statistical analysis of a massive dataset of GPS traces, which reveals that (1) people increasingly deviate from the shortest path when the distance between origin and destination increases and (2) chosen paths are statistically different when origin and destination are swapped. We posit that direction to goal is a main driver of path planning and develop a vector-based navigation model; the resulting trajectories, which we have termed pointiest paths, are a statistically better predictor of human paths than a model based on minimizing distance with stochastic effects. Our findings generalize across two major US cities with different street networks, hinting to the fact that vector-based navigation might be a universal property of human path planning.

Backbone reconstruction in temporal networks from epidemic data.

Many complex systems are characterized by time-varying patterns of interactions. These interactions comprise strong ties, driven by dyadic relationships, and weak ties, based on node-specific attributes. The interplay between strong and weak ties plays an important role on dynamical processes that could unfold on complex systems. However, seldom do we have access to precise information about the time-varying topology of interaction patterns. A particularly elusive question is to distinguish strong from weak ties, on the basis of the sole node dynamics. Building upon analytical results, we propose a statistically-principled algorithm to reconstruct the backbone of strong ties from data of a spreading process, consisting of the time series of individuals' states. Our method is numerically validated over a range of synthetic datasets, encapsulating salient features of real-world systems. Motivated by compelling evidence, we propose the integration of our algorithm in a targeted immunization strategy that prioritizes influential nodes in the inferred backbone. Through Monte Carlo simulations on synthetic networks and a real-world case study, we demonstrate the viability of our approach.

Core of communities in bipartite networks.

We use the information present in a bipartite network to detect cores of communities of each set of the bipartite system. Cores of communities are found by investigating statistically validated projected networks obtained using information present in the bipartite network. Cores of communities are highly informative and robust with respect to the presence of errors or missing entries in the bipartite network. We assess the statistical robustness of cores by investigating an artificial benchmark network, the coauthorship network, and the actor-movie network. The accuracy and precision of the partition obtained with respect to the reference partition are measured in terms of the adjusted Rand index and the adjusted Wallace index, respectively. The detection of cores is highly precise, although the accuracy of the methodology can be limited in some cases.

An empirically grounded agent based model for modeling directs, conflict detection and resolution operations in air traffic management.

We present an agent based model of the Air Traffic Management socio-technical complex system aiming at modeling the interactions between aircraft and air traffic controllers at a tactical level. The core of the model is given by the conflict detection and resolution module and by the directs module. Directs are flight shortcuts that are given by air controllers to speed up the passage of an aircraft within a certain airspace and therefore to facilitate airline operations. Conflicts between flight trajectories can occur for two main reasons: either the planning of the flight trajectory was not sufficiently detailed to rule out all potential conflicts or unforeseen events during the flight require modifications of the flight plan that can conflict with other flight trajectories. Our model performs a local conflict detection and resolution procedure. Once a flight trajectory has been made conflict-free, the model searches for possible improvements of the system efficiency by issuing directs. We give an example of model calibration based on real data. We then provide an illustration of the capability of our model in generating scenario simulations able to give insights about the air traffic management system. We show that the calibrated model is able to reproduce the existence of a geographical localization of air traffic controllers' operations. Finally, we use the model to investigate the relationship between directs and conflict resolutions (i) in the presence of perfect forecast ability of controllers, and (ii) in the presence of some degree of uncertainty in flight trajectory forecast.