pwc-archive/papers-with-abstracts huggingface dataset:
Species Trees Forcing Parsimony to Fail
Date: 2019-08-10 00:00:00

To the known fact that Parsimony method sometimes fails on the problem of
inferring species trees from gene trees, here we proved that no mater of what
topology the true 9-taxon and greater species tree is the only thing one needs
to break down Parsimony is to have in this species tree three consecutive inner
edges not going through the root but perhaps ending on it with lengths T1, T2,
T3 of some proportions. Obviously, the probability to meet these lengths is
growing in general with the size of species tree. Therefore, Parsimony may be
applied only when the described lengths of edges cannot be met in the tree.
Mitochondrial oxidative phosphorylation: Debunking the concepts of electron transport chain, proton pumps, chemiosmosis and rotary ATP synthesis
Date: 2017-03-16 00:00:00

Herein (the first part of my work), I debunk the long-standing hypotheses
that explain mitochondrial oxidative phosphorylation. Simple calculations point
out that mitochondria are highly proton-deficient microcosms and therefore,
elaborate proton pump machinery are not tenable. Further, other elements like
the elaborate electron transport chain, chemiosmosis, rotary ATP synthesis,
etc. are also critically evaluated to point out that such complicated systems
are non-viable. The communication necessitates a new explanatory paradigm for
cellular respiration. In the second part of my work, I have put forward a
viable alternative explanatory paradigm for mitochondrial oxidative
phosphorylation.
Murburn concept: A facile explanation for oxygen-centered cellular respiration
Date: 2017-03-16 00:00:00

Via a concomitant communication (the first part of my work), I have
conclusively debunked the prevailing explanations for mitochondrial oxidative
phosphorylation and established the need for a novel rationale to account for
the reaction paradigm. Towards the same, murburn concept is hereby floated as a
viable explanation (in the second part of my work). It is proposed that the
inner mitochondrial membrane (harboring the various metal and flavin enzyme
complexes) serves as means to confine and stabilize radical reactions, which
effectively couple and bring about ATP synthesis in the proton-deficient
microcosm. The proposed scheme is un-ordered and favored by Ockham's razor and
evolutionary perspectives. Murburn concept is a paradigm-shift in biochemistry
because it advocates that diffusible reactive (oxygen) species are mainstay of
routine cellular metabolic process within the mitochondria.
Search Engine Drives the Evolution of Social Networks
Authors: Fu Cai, Peng Chenchen, Liu Xiao-Yang
Date: 2017-03-17 00:00:00

The search engine is tightly coupled with social networks and is primarily
designed for users to acquire interested information. Specifically, the search
engine assists the information dissemination for social networks, i.e.,
enabling users to access interested contents with keywords-searching and
promoting the process of contents-transferring from the source users directly
to potential interested users. Accompanying such processes, the social network
evolves as new links emerge between users with common interests. However, there
is no clear understanding of such a "chicken-and-egg" problem, namely, new
links encourage more social interactions, and vice versa. In this paper, we aim
to quantitatively characterize the social network evolution phenomenon driven
by a search engine. First, we propose a search network model for social network
evolution. Second, we adopt two performance metrics, namely, degree
distribution and network diameter. Theoretically, we prove that the degree
distribution follows an intensified power-law, and the network diameter
shrinks. Third, we quantitatively show that the search engine accelerates the
rumor propagation in social networks. Finally, based on four real-world data
sets (i.e., CDBLP, Facebook, Weibo Tweets, P2P), we verify our theoretical
findings. Furthermore, we find that the search engine dramatically increases
the speed of rumor propagation.
How well do experience curves predict technological progress? A method for making distributional forecasts
Date: 2017-09-15 00:00:00

Experience curves are widely used to predict the cost benefits of increasing
the deployment of a technology. But how good are such forecasts? Can one
predict their accuracy a priori? In this paper we answer these questions by
developing a method to make distributional forecasts for experience curves. We
test our method using a dataset with proxies for cost and experience for 51
products and technologies and show that it works reasonably well. The framework
that we develop helps clarify why the experience curve method often gives
similar results to simply assuming that costs decrease exponentially. To
illustrate our method we make a distributional forecast for prices of solar
photovoltaic modules.
Pricing VIX Derivatives With Free Stochastic Volatility Model
Date: 2017-03-17 00:00:00
Tasks: model

In this paper, we relax the power parameter of instantaneous variance and
develop a new stochastic volatility plus jumps model that generalize the Heston
model and 3/2 model as special cases. This model has two distinctive features.
First, we do not restrict the new parameter, letting the data speak as to its
direction. The Generalized Methods of Moments suggests that the newly added
parameter is to create varying volatility fluctuation in different period
discovered in financial market. Moreover, upward and downward jumps are
separately modeled to accommodate the market data. Our model is novel and
highly tractable, which means that the quasi-closed-form solutions for future
and option prices can be effectively derived. We have employed data on VIX
future and corresponding option contracts to test this model to evaluate its
ability of performing pricing and capturing features of the implied volatility.
To sum up, the free stochastic volatility model with asymmetric jumps is able
to adequately capture implied volatility dynamics and thus it can be seen as a
superior model relative to the fixed volatility model in pricing VIX
derivatives.
The dose-dense principle in chemotherapy
Date: 2017-06-23 00:00:00

Chemotherapy is a class of cancer treatment that uses drugs to kill cancer
cells. A typical chemotherapeutic protocol consists of several drugs delivered
in cycles of three weeks. We present mathematical analyses demonstrating the
existence of a maximum time between cycles of chemotherapy for a protocol to be
effective. A mathematical equation is derived, which relates such a maximum
time with the variables that govern the kinetics of the tumor and those
characterizing the chemotherapeutic treatment. Our results suggest that there
are compelling arguments supporting the use of dose-dense protocols. Finally,
we discuss the limitations of these protocols and suggest an alternative.
Frequency-based brain networks: From a multiplex framework to a full multilayer description
Date: 2017-09-14 00:00:00

We explore how to study dynamical interactions between brain regions using
functional multilayer networks whose layers represent the different frequency
bands at which a brain operates. Specifically, we investigate the consequences
of considering the brain as a multilayer network in which all brain regions can
interact with each other at different frequency bands, instead of as a
multiplex network, in which interactions between different frequency bands are
only allowed within each brain region and not between them. We study the second
smallest eigenvalue of the combinatorial supra-Laplacian matrix of the
multilayer network in detail, and we thereby show that the heterogeneity of
interlayer edges and, especially, the fraction of missing edges crucially
modify the spectral properties of the multilayer network. We illustrate our
results with both synthetic network models and real data sets obtained from
resting state magnetoencephalography. Our work demonstrates an important issue
in the construction of frequency-based multilayer brain networks.
Stochastic fluctuations can reveal the feedback signs of gene regulatory networks at the single-molecule level
Date: 2017-10-24 00:00:00

Understanding the relationship between spontaneous stochastic fluctuations
and the topology of the underlying gene regulatory network is of fundamental
importance for the study of single-cell stochastic gene expression. Here by
solving the analytical steady-state distribution of the protein copy number in
a general kinetic model of stochastic gene expression with nonlinear feedback
regulation, we reveal the relationship between stochastic fluctuations and
feedback topology at the single-molecule level, which provides novel insights
into how and to what extent a feedback loop can enhance or suppress molecular
fluctuations. Based on such relationship, we also develop an effective method
to extract the topological information of a gene regulatory network from
single-cell gene expression data. The theory is demonstrated by numerical
simulations and, more importantly, validated quantitatively by single-cell data
analysis of a synthetic gene circuit integrated in human kidney cells.
Derivation of the Boltzmann Equation for Financial Brownian Motion: Direct Observation of the Collective Motion of High-Frequency Traders
Date: 2018-03-30 00:00:00

A microscopic model is established for financial Brownian motion from the
direct observation of the dynamics of high-frequency traders (HFTs) in a
foreign exchange market. Furthermore, a theoretical framework parallel to
molecular kinetic theory is developed for the systematic description of the
financial market from microscopic dynamics of HFTs. We report first on a
microscopic empirical law of traders' trend-following behavior by tracking the
trajectories of all individuals, which quantifies the collective motion of HFTs
but has not been captured in conventional order-book models. We next introduce
the corresponding microscopic model of HFTs and present its theoretical
solution paralleling molecular kinetic theory: Boltzmann-like and Langevin-like
equations are derived from the microscopic dynamics via the
Bogoliubov-Born-Green-Kirkwood-Yvon hierarchy. Our model is the first
microscopic model that has been directly validated through data analysis of the
microscopic dynamics, exhibiting quantitative agreements with mesoscopic and
macroscopic empirical results.
Online Simultaneous State and Parameter Estimation for Second-order Nonlinear Systems
Authors: Rushikesh Kamalapurkar
Date: 2017-03-21 00:00:00
Tasks: parameter estimation

In this paper, a concurrent learning based adaptive observer is developed for a class of second-order nonlinear time-invariant systems with uncertain dynamics. The developed technique results in simultaneous online state and parameter estimation. A Lyapunov-based analysis is used to show that the state and parameter estimation errors are uniformly ultimately bounded. As opposed to persistent excitation which is required for parameter estimation in traditional adaptive control methods, the developed technique only requires excitation over a finite time interval.
Big-data approach in abundance estimation of non-identifiable animals with camera-traps at the spots of attraction
Date: 2017-03-21 00:00:00

Camera-traps is a relatively new but already popular instrument in the
estimation of abundance of non-identifiable animals. Although camera-traps are
convenient in application, there remain both theoretical complications such as
spatial autocorrelation or false negative problem and practical difficulties,
for example, laborious random sampling. In the article we propose an
alternative way to bypass the mentioned problems.
  In the proposed approach, the raw video information collected from the
camera-traps situated at the spots of natural attraction is turned into the
frequency of visits, and the latter is transformed into the desired abundance
estimate. The key for such a transformation is the application of the
correction coefficients, computed for each particular observation environment
using the Bayesian approach and the massive database (DB) of observations under
various conditions.
  The main result of the article is a new method of census based on video-data
from camera-traps at the spots of natural attraction and information from a
special community-driven database.
  The proposed method is based on automated video-capturing at a moderate
number of easy to reach spots, so in the long term many laborious census works
may be conducted easier, cheaper and cause less disturbance for the wild life.
Information post-processing is strictly formalized, which leaves little chance
for subjective alterations. However, the method heavily relies on the volume
and quality of the DB, which in its turn heavily relies on the efforts of the
community. There is realistic hope that the community of zoologists and
environment specialists could create and maintain a DB similar to the proposed
one. Such a rich DB of visits might benefit not only censuses, but also many
behavioral studies.
Insular microbiogeography
Date: 2017-03-21 00:00:00
Tasks: Diversity

The diversity revealed by large scale genomics in microbiology is calling
into question long held beliefs about genome stability, evolutionary rate, even
the definition of a species. MacArthur and Wilson's theory of insular
biogeography provides an explanation for the diversity of macroscopic animal
and plant species as a consequence of the associated hierarchical web of
species interdependence. We report a large scale study of microbial diversity
that reveals that the cumulative number of genes discovered increases with the
number of genomes studied as a simple power law. This result is demonstrated
for three different genera comparing over 15,000 isolates. We show that this
power law is formally related to the MacArthur-Wilson exponent, suggesting the
emerging diversity of microbial genotypes arises because the scale independent
behavior first reported by MacArthur and Wilson extends down to the scale of
microbes and their genes. Assessing the depth of available whole genome
sequences implies a dynamically changing core genome, suggesting that
traditional taxonomic classifications should be replaced with a quasispecies
model that captures the diversity and dynamic exchange of genes. We report
Species population "clouds" in a defined microbiome, with scale invariance
extending down to the level of single-nucleotide polymorphisms (SNPs).
Local convergence of the Levenberg-Marquardt method under H\"{o}lder metric subregularity
Date: 2019-02-21 00:00:00

We describe and analyse Levenberg-Marquardt methods for solving systems of
nonlinear equations. More specifically, we propose an adaptive formula for the
Levenberg-Marquardt parameter and analyse the local convergence of the method
under H\"{o}lder metric subregularity of the function defining the equation and
H\"older continuity of its gradient mapping. Further, we analyse the local
convergence of the method under the additional assumption that the
\L{}ojasiewicz gradient inequality holds. We finally report encouraging
numerical results confirming the theoretical findings for the problem of
computing moiety conserved steady states in biochemical reaction networks. This
problem can be cast as finding a solution of a system of nonlinear equations,
where the associated mapping satisfies the \L{}ojasiewicz gradient inequality
assumption.
An Agent-based Model of Contagion in Financial Networks
Date: 2017-03-22 00:00:00

This work develops an agent-based model for the study of how the leverage
through the use of repurchase agreements can function as a mechanism for the
propagation and amplification of financial shocks in a financial system. Based
on the analysis of financial intermediaries in the repo and interbank lending
markets during the 2007-08 financial crisis we develop a model that can be used
to simulate the dynamics of financial contagion.
Mathematical Modelling and Analysis of the Brassinosteroid and Gibberellin Signalling Pathways and their Interactions
Date: 2017-08-19 00:00:00

The plant hormones brassinosteroid (BR) and gibberellin (GA) have important
roles in a wide range of processes involved in plant growth and development. In
this paper we derive and analyse new mathematical models for the BR signalling
pathway and for the crosstalk between the BR and GA signalling pathways. To
analyse the effects of spatial heterogeneity of the signalling processes, along
with spatially-homogeneous ODE models we derive coupled PDE-ODE systems
modelling the temporal and spatial dynamics of molecules involved in the
signalling pathways. The values of the parameters in the model for the BR
signalling pathway are determined using experimental data on the gene
expression of BR biosynthetic enzymes. The stability of steady state solutions
of our mathematical model, shown for a wide range of parameters, can be related
to the BR homeostasis. Our results for the crosstalk model suggest that the
interaction between transcription factors BZR and DELLA exerts more influence
on the dynamics of the signalling pathways than BZR-mediated biosynthesis of
GA, suggesting that the interaction between transcription factors may
constitute the principal mechanism of the crosstalk between the BR and GA
signalling pathways. In general, perturbations in the GA signalling pathway
have larger effects on the dynamics of components of the BR signalling pathway
than perturbations in the BR signalling pathway on the dynamics of the GA
pathway. The perturbation in the crosstalk mechanism also has a larger effect
on the dynamics of the BR pathway than of the GA pathway. Large changes in the
dynamics of the GA signalling processes can be observed only in the case where
there are disturbances in both the BR signalling pathway and the crosstalk
mechanism.
Working memory capacity and gender
Date: 2017-03-21 00:00:00
Tasks: Math

The working memory capacity (WMC) of 400 Russian college students was
measured using the Tarnow Unchunkable Test [2] which tests WMC alone without
requiring explicit working memory operations. We found small-sized WMC
differences by gender and the possibility that the male/female ratio increases
for low and high WMC creating a u-shaped curve. The gender proportion in each
academic fields was a strong determinant of the average WMC (r2=0.2 for the
3-item test and r2=0.5 for the 4-item test), associating "academic female"
(law, history) with holistic thinking and "academic male" with reductive
thinking (physics, computer science, math). Within academic fields there were
no WMC gender differences. The male/female ratios for the different fields are
strongly amplified from the WMC male/female ratios, by factors of 12-14.
The cross-frequency mediation mechanism of intracortical information transactions
Date: 2017-03-27 00:00:00

In a seminal paper by von Stein and Sarnthein (2000), it was hypothesized
that "bottom-up" information processing of "content" elicits local, high
frequency (beta-gamma) oscillations, whereas "top-down" processing is
"contextual", characterized by large scale integration spanning distant
cortical regions, and implemented by slower frequency (theta-alpha)
oscillations. This corresponds to a mechanism of cortical information
transactions, where synchronization of beta-gamma oscillations between distant
cortical regions is mediated by widespread theta-alpha oscillations. It is the
aim of this paper to express this hypothesis quantitatively, in terms of a
model that will allow testing this type of information transaction mechanism.
The basic methodology used here corresponds to statistical mediation analysis,
originally developed by (Baron and Kenny 1986). We generalize the classical
mediator model to the case of multivariate complex-valued data, consisting of
the discrete Fourier transform coefficients of signals of electric neuronal
activity, at different frequencies, and at different cortical locations. The
"mediation effect" is quantified here in a novel way, as the product of "dual
frequency RV-coupling coefficients", that were introduced in (Pascual-Marqui et
al 2016, http://arxiv.org/abs/1603.05343). Relevant statistical procedures are
presented for testing the cross-frequency mediation mechanism in general, and
in particular for testing the von Stein & Sarnthein hypothesis.
Mean field and n-agent games for optimal investment under relative performance criteria
Date: 2018-06-29 00:00:00
Tasks: Management

We analyze a family of portfolio management problems under relative
performance criteria, for fund managers having CARA or CRRA utilities and
trading in a common investment horizon in log-normal markets. We construct
explicit constant equilibrium strategies for both the finite population games
and the corresponding mean field games, which we show are unique in the class
of constant equilibria. In the CARA case, competition drives agents to invest
more in the risky asset than they would otherwise, while in the CRRA case
competitive agents may over- or under-invest, depending on their levels of risk
tolerance.
Development and characterization of Brassica juncea fruticulosa introgression lines exhibiting resistance to mustard aphid
Date: 2017-03-23 00:00:00

Background: Mustard aphid is a major pest of Brassica oilseeds. No source for
aphid resistance is presently available in Brassica juncea . A wild crucifer,
Brassica fruticulosa is known to be resistant to mustard aphid. An artificially
synthesized amphiploid, AD-4 (B. fruticulosa x B. rapa var. brown sarson) was
developed for use as a bridge species to transfer fruticulosa resistance to B.
juncea. Using the selfed backcross we could select a large number of lines with
resistance to mustard aphid. This paper reports cytogenetic stability of
introgression lines, molecular evidence for alien introgression and their
reaction to mustard aphid infestation. Results: Majority of introgression lines
had expected euploid chromosome number(2n= 36), showed normal meiosis and high
pollen grain fertility. Well-distributed and transferable simple-sequence
repeats (SSR) markers for all the 18 B. juncea chromosomes helped to
characterize introgression events. Average proportions of recipient and donor
genome in the substitution lines were 49.72 and 35.06%, respectively. Minimum
alien parent genome presence (27.29%) was observed in the introgression line,
Ad3K-280 . Introgressed genotypes also varied for their resistance responses to
mustard aphid infestations under artificial release conditions for two
continuous seasons. Some of the test genotypes showed consistent resistant
reaction. Conclusions: B.juncea-fruticulosa introgression set may prove to be a
very powerful breeding tool for aphid resistance related QTL/gene discovery and
fine mapping of the desired genes/QTLs to facilitate marker assisted transfer
of identified gene(s) for mustard aphid resistance in the background of
commercial mustard genotypes.