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We develop a real-time anomaly detection method for directed activity on large, sparse networks. We model the propensity for future activity using a dynamic logistic model with interaction terms for sender- and receiver-specific latent factors in addition to sender- and receiver-specific popularity scores; deviations from this underlying model constitute potential anomalies. Latent nodal attributes are estimated via a variational Bayesian approach and may change over time, representing natural shifts in network activity. Estimation is augmented with a case-control approximation to take advantage of the sparsity of the network and reduces computational complexity from O (N 2) to O(E), where N is the number of nodes and E is the number of observed edges. We run our algorithm on network event records collected from an enterprise network of over 25,000 computers and are able to identify a red team attack with half the detection rate required of the model without latent interaction terms. [ABSTRACT FROM AUTHOR]

The covariance matrix reconstruction based robust adaptive beamforming (RAB) methods overcome the performance degradation due to the imprecise knowledge of the steering vector and the covariance matrix. However, high complexity limits the application of them. In this paper, we proposed a new RAB method based on interference plus noise covariance (INC) matrix reconstruction and desired signal steering vector estimation. In this method, nominal interference steering vectors are estimated by the Capon spatial spectrum, as well as noise power. Subsequently, the iterative mismatch approximation algorithm based on maximizing the beamformer output power is proposed to estimate all the incident signal steering vectors and powers, and the INC matrix is reconstructed. Finally, the beamformer is determined by the estimated INC matrix and desired signal steering vector. Simulation results indicate that the proposed method obtains better performance than other existed methods at both the high signal to noise ratio (SNR) and the complexity. [ABSTRACT FROM AUTHOR]

This work deals with the robust maximum weighted independent set problem, i.e. finding a subset of graph vertices that are not adjacent to each other and whose sum of weights is as large as possible. Uncertainty in problem formulation is restricted to vertex weights and expressed explicitly by a finite set of scenarios. Three criteria of robustness are considered: absolute robustness (max-min), robust deviation (min-max regret), and relative robustness (relative min-max regret). Since the conventional maximum weighted independent set problem is already NP-hard, finding the exact solution of its robust counterpart should obviously have a prohibitive computational complexity. Therefore, we propose an approximate algorithm for solving the considered robust problem, which is based on evolutionary computing and on various crossover and mutation operators. The algorithm is experimentally evaluated on appropriate problem instances. It is shown that satisfactory solutions can be obtained for any of the three robustness criteria in reasonable time. [ABSTRACT FROM AUTHOR]

Datasets in the fields of climate and environment are often very large and irregularly spaced. To model such datasets, the widely used Gaussian process models in spatial statistics face tremendous challenges due to the prohibitive computational burden. Various approximation methods have been introduced to reduce the computational cost. However, most of them rely on unrealistic assumptions for the underlying process and retaining statistical efficiency remains an issue. We develop a new approximation scheme for maximum likelihood estimation. We show how the composite likelihood method can be adapted to provide different types of hierarchical low rank approximations that are both computationally and statistically efficient. The improvement of the proposed method is explored theoretically; the performance is investigated by numerical and simulation studies; and the practicality is illustrated through applying our methods to two million measurements of soil moisture in the area of the Mississippi River basin, which facilitates a better understanding of the climate variability. Supplementary material for this article is available online. [ABSTRACT FROM AUTHOR]

The capacitated unit covering problem is a generalization of the bin packing and the unit covering problems. In its one-dimensional case, there arenweighted points on a line and we want to partition them into a minimum number of sets such that (i) the total weight of points in each set is no more than one and (ii) the points in each set can be covered by a unit-length interval. The problem is not approximable within a factor better than 1.5 unless P = NP. We analyse a generalization of the first-fit algorithm for this problem, which runs inO(nlogn) time, and prove that when no point has weight more than, its approximation ratio is exactly ≈ 1.667. [ABSTRACT FROM AUTHOR]

This article deals with multicriteria optimization models and algorithms of movement scheduling for many objects to synchronize their movement (2CMSS problem). The model consists of two parts: (1) node–disjoint path planning visiting specified nodes for K objects with a given vector of intermediate nodes for each one (NDSP problem); (2) movement synchronization in some intermediate nodes (MS problem). For synchronous movement, two categories of criteria are defined: time of movement and ‘distance’ of K-moved objects from the movement pattern. We defined the problem as a discrete-continuous, non-linear, two-criteria mathematical programming problem. We proposed to use a two-stage algorithm to solve the 2CMSS problem (as lexicographic solution): At first we have to find the vector of node–disjoint shortest paths for K objects visiting intermediate nodes to set optimal paths under the assumption that we use maximal possible velocities on each arc belonging to a path for each object (solution of the NDSP problem), and next we try to decrease the values of velocities to optimize the second criterion (synchronization, solution of the MS problem). Experimental analyses of effectiveness and complexity of the algorithms are presented. [ABSTRACT FROM AUTHOR]

The generalized robust colouring problem (GRCP) deals with a robust colouring for a given graph with a fixed number of colours, not necessarily the chromatic number and considers the distance between colours as the penalization of complementary edges. This problem provides a way to solve timetabling problems that consider 'event spread constraints' such as 'there must be at least d days between two events'. Because this problem is NP-hard, a heuristic approach is necessary to produce good solutions in a reasonable amount of time for large instances. In this work a greedy randomized adaptive search procedure (GRASP) is proposed to solve GRCP, which was used in instances to schedule course lectures requiring from 30 to 120 h per week in total, in which the bound of the optimal solution is reached in almost every instance. [ABSTRACT FROM AUTHOR]