用路径签名分析耦合振子系统,实现高精度社区检测。
Communities in the Kuramoto Model: Dynamics and Detection via Path Signatures
- 用路径签名捕捉时间序列的几何与动态特征,生成领先矩阵。
- 在多种随机块模型下实现结构社区的精确恢复。
- 适用于神经数据等高维动态系统的结构推断,解释性强。
多变量动态过程的行为通常由系统组件间的潜在结构连接所决定。例如,通过时间序列测量的大脑活动由底层结构图决定,其中节点代表神经元或脑区,边表示皮层连接。现有基于相关性或谱技术的结构连接推断方法,在高维时间序列中难以全面捕捉复杂关系且缺乏可解释性。本文提出使用路径签名这一数学框架,编码连续路径的几何与时间特性,以解决该问题。路径签名提供参数无关的动态数据表征,并可用于计算揭示领先-滞后现象的领先矩阵。我们在随机块模型图上的耦合振子系统(即柯朗托模型随机块模型,KSBM)时间序列上验证该方法。结合平均场理论与高斯近似,我们解析推导了不同时间阶段的KSBM简化模型,并理论上刻画了相应场景下的领先矩阵。基于这些洞察,提出一种新型签名基社区检测算法,在多个KSBM实例中实现从观测时间序列对结构社区的精确恢复。还测试了该方法在随机变体KSBM及真实Neuropixels皮层记录数据上的表现,验证其在真实数据中的适用性。结果表明,路径签名为分析复杂神经数据及其他高维系统提供了新视角,明确利用时间功能关系来推断底层结构。
原文摘要 · Abstract (English)
The behavior of multivariate dynamical processes is often governed by underlying structural connections that relate the components of the system. For example, brain activity, which is often measured via time series is determined by an underlying structural graph, where nodes represent neurons or brain regions and edges cortical connectivity. Existing methods for inferring structural connections from observed dynamics, such as correlation-based or spectral techniques, may fail to fully capture complex relationships in high-dimensional time series in an interpretable way. Here, we propose the use of path signatures, a mathematical framework that encodes geometric and temporal properties of continuous paths, to address this problem. Path signatures provide a reparametrization-invariant characterization of dynamical data and can be used to compute the lead matrix, which reveals lead-lag phenomena. We showcase our approach on time series from coupled oscillators in the Kuramoto model defined on a stochastic block model graph, termed the Kuramoto Stochastic Block Model (KSBM). Using mean-field theory and Gaussian approximations, we analytically derive reduced models of KSBM dynamics in different temporal regimes and theoretically characterize the lead matrix in these settings. Leveraging these insights, we propose a novel signature-based community detection algorithm, achieving exact recovery of structural communities from observed time series in multiple KSBM instances. We also explored the performance of our community detection on a stochastic variant of the KSBM as well as on real neuropixels of cortical recordings to demonstrate applicability on real-world data. Our results demonstrate that path signatures provide a novel perspective on analyzing complex neural data and other high-dimensional systems, explicitly exploiting temporal functional relationships to infer underlying structure.
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