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Multi-robot task allocation is one of the main problems to address in order to design a multi-robot system, very especially when robots form coalitions that must carry out tasks before a deadline. A lot of factors affect the performance of these systems and among them, this paper is focused on the physical interference effect, produced when two or more robots want to access the same point simultaneously. To our best knowledge, this paper presents the first formal description of multi-robot task allocation that includes a model of interference. Thanks to this description, the complexity of the allocation problem is analyzed. Moreover, the main contribution of this paper is to provide the conditions under which the optimal solution of the aforementioned allocation problem can be obtained solving an integer linear problem. The optimal results are compared to previous allocation algorithms already proposed by the first two authors of this paper and with a new method proposed in this paper. The results obtained show how the new task allocation algorithms reach up more than an 80% of the median of the optimal solution, outperforming previous auction algorithms with a huge reduction of the execution time., This work has been partially supported by project DPI2014-57746-C03-2-R and FEDER funds.

In order to understand and represent the importance of nodes within networks better, most of the studies that investigate graphs compute the nodes' centrality within their network(s) of interest. In the literature, the most frequent measures used are degree, closeness and/or betweenness centrality, even if other measures might be valid candidates for representing the importance of nodes within networks. The main contribution of this paper is the development of a methodology that allows one to understand, compare and validate centrality indices when studying a particular network of interest. The proposed methodology integrates the following steps: choosing the centrality measures for the network of interest; developing a theoretical taxonomy of these measures; identifying, by means of Principal Component Analysis (PCA), latent dimensions of centrality within the network of interest; verifying the proposed taxonomy of centrality measures; and identifying the centrality measures that best represent the network of interest. Also, we applied the proposed methodology to an existing graph of interest, in our case a real friendship student network. We chose eighteen centrality measures that were developed in SNA and are available and computed in a specific library (CINNA), defined them thoroughly, and proposed a theoretical taxonomy of these eighteen measures. PCA showed the emergence of six latent dimensions of centrality within the student network and saturation of most of the centrality indices on the same categories as those proposed by the theoretical taxonomy. Additionally, the results suggest that indices other than the ones most frequently applied might be more relevant for research on friendship student networks. Finally, the integrated methodology that we propose can be applied to other centrality indices and/or other network types than student graphs. ispartof: PLOS ONE vol:15 issue:12 ispartof: location:United States status: published

This paper proposes a new method for blind inversion of a monotonic nonlinear map applied to a sum of random variables. Such kinds of mixtures of random variables are found in source separation and Wiener system inversion problems, for example. The importance of our proposed method is based on the fact that it permits to decouple the estimation of the nonlinear part (nonlinear compensation) from the estimation of the linear one (source separation matrix or deconvolution filter), which can be solved by applying any convenient linear algorithm. Our new nonlinear compensation algorithm, the MaxEnt algorithm, generalizes the idea of Gaussianization of the observation by maximizing its entropy instead. We developed two versions of our algorithm based either in a polynomial or a neural network parameterization of the nonlinear function. We provide a sufficient condition on the nonlinear function and the probability distribution that gives a guarantee for the MaxEnt method to succeed compensating the distortion. Through an extensive set of simulations, MaxEnt is compared with existing algorithms for blind approximation of nonlinear maps. Experiments show that MaxEnt is able to successfully compensate monotonic distortions outperforming other methods in terms of the obtained Signal to Noise Ratio in many important cases, for example when the number of variables in a mixture is small. Besides its ability for compensating nonlinearities, MaxEnt is very robust, i.e. showing small variability in the results. This work has been partly funded by the University of Vic - Central University of Catalonia under the grant R0947 to JSC and grants from ANPCyT - PICT 2012 -1519 and CONICET - PIP 114-201101-00021, Argentina, to CFC. The funders had no role in study design, data collection and analysis, decision to publish, or preparation of the manuscript. This work has been partly funded by the University of Vic - Central University of Catalonia under the grant R0947 and grants from ANPCyT - PICT 2012-1519 and CONICET - PIP 114-201101-00021, Argentina. The authors would like to acknowledge Prof. Christian Jutten (GIPSA Lab, Grenoble, France) for his discussions and guidance across this research work. The authors thank reviewers for providing deep and useful comments on the first version of the manuscript.

The world is still recovering from the financial crisis peaking in September 2008. The triggering event was the bankruptcy of Lehman Brothers. To detect such turmoils, one can investigate the time-dependent behaviour of correlations between assets or indices. These cross-correlations have been connected to the systemic risks within markets by several studies in the aftermath of this crisis. We study 37 different US indices which cover almost all aspects of the US economy and show that monitoring an average investor's behaviour can be used to quantify times of increased risk. In this paper the overall investing strategy is approximated by the ground-states of the mean-variance model along the efficient frontier bound to real world constraints. Changes in the behaviour of the average investor is utlilized as a early warning sign.

In many fields of research, so-called ‘multiblock’ data are collected, i.e., data containing multivariate observations that are nested within higher-level research units (e.g., inhabitants of different countries). Each higher-level unit (e.g., country) then corresponds to a ‘data block’. For such data, it may be interesting to investigate the extent to which the correlation structure of the variables differs between the data blocks. More specifically, when capturing the correlation structure by means of component analysis, one may want to explore which components are common across all data blocks and which components differ across the data blocks. This paper presents a common and cluster-specific simultaneous component method which clusters the data blocks according to their correlation structure and allows for common and cluster-specific components. Model estimation and model selection procedures are described and simulation results validate their performance. Also, the method is applied to data from cross-cultural values research to illustrate its empirical value. ispartof: PLoS One vol:8 issue:5 pages:1-14 ispartof: location:United States status: published