pwc-archive/papers-with-abstracts huggingface dataset:
Characterization of DNA methylation as a function of biological complexity via dinucleotide inter-distances
Date: 2015-11-26 00:00:00

We perform a statistical study of the distances between successive
occurrencies of a given dinucleotide in the DNA sequence for a number of
organisms of different complexity. Our analysis highlights peculiar features of
the dinucleotide CG distribution in mammalian DNA, pointing towards a
connection with the role of such dinucleotide in DNA methylation. While the CG
distributions of mammals exhibit exponential tails with comparable parameters,
the picture for the other organisms studied (e.g., fish, insects, bacteria and
viruses) is more heterogeneous, possibly because in these organisms DNA
methylation has different functional roles. Our analysis suggests that the
distribution of the distances between dinucleotides CG provides useful insights
in characterizing and classifying organisms in terms of methylation
functionalities.
Water Stress on U.S. Power Production at Decadal Time Horizons
Date: 2015-11-26 00:00:00

Thermoelectric power production at risk, owing to current and projected water
scarcity and rising stream temperatures, is assessed for the contiguous United
States at decadal scales. Regional water scarcity is driven by climate
variability and change, as well as by multi-sector water demand. While a
planning horizon of zero to about thirty years is occasionally prescribed by
stakeholders, the challenges to risk assessment at these scales include the
difficulty in delineating decadal climate trends from intrinsic natural or
multiple model variability. Current generation global climate or earth system
models are not credible at the spatial resolutions of power plants, especially
for surface water quantity and stream temperatures, which further exacerbates
the assessment challenge. Population changes, which are difficult to project,
cannot serve as adequate proxies for changes in the water demand across
sectors. The hypothesis that robust assessments of power production at risk are
possible, despite the uncertainties, has been examined as a proof of concept.
An approach is presented for delineating water scarcity and temperature from
climate models, observations and population storylines, as well as for
assessing power production at risk by examining geospatial correlations of
power plant locations within regions where the usable water supply for energy
production happens to be scarcer and warmer. Our analyses showed that in the
near term, more than 200 counties are likely to be exposed to water scarcity in
the next three decades. Further, we noticed that stream gauges in more than
five counties in the 2030s and ten counties in the 2040s showed a significant
increase in water temperature, which exceeded the power plant effluent
temperature threshold set by the EPA. Power plants in South Carolina,
Louisiana, and Texas are likely to be vulnerable owing to climate-driven water
stresses.
Approximate Option Pricing in the L\'evy Libor Model
Date: 2016-07-20 00:00:00

In this paper we consider the pricing of options on interest rates such as
caplets and swaptions in the L\'evy Libor model developed by Eberlein and
\"Ozkan (2005). This model is an extension to L\'evy driving processes of the
classical log-normal Libor market model (LMM) driven by a Brownian motion.
Option pricing is significantly less tractable in this model than in the LMM
due to the appearance of stochastic terms in the jump part of the driving
process when performing the measure changes which are standard in pricing of
interest rate derivatives. To obtain explicit approximation for option prices,
we propose to treat a given L\'evy Libor model as a suitable perturbation of
the log-normal LMM. The method is inspired by recent works by Cern\'y, Denkl
and Kallsen (2013) and M\'enass\'e and Tankov (2015). The approximate option
prices in the L\'evy Libor model are given as the corresponding LMM prices plus
correction terms which depend on the characteristics of the underlying L\'evy
process and some additional terms obtained from the LMM model.
Mathematical Modeling of Myosin Induced Bistability of Lamellipodial Fragments
Date: 2015-11-27 00:00:00

For various cell types and for lamellipodial fragments on flat surfaces,
externally induced and spontaneous transitions between symmetric nonmoving
states and polarized migration have been observed. This behavior is indicative
of bistability of the cytoskeleton dynamics. In this work, the Filament Based
Lamellipodium Model (FBLM), a two-dimensional, anisotropic, two-phase continuum
model for the dynamics of the actin filament network in lamellipodia, is
extended by a new description of actin-myosin interaction. For appropriately
chosen parameter values, the resulting model has bistable dynamics with stable
states showing the qualitative features observed in experiments. This is
demonstrated by numerical simulations and by an analysis of a strongly
simplified version of the FBLM with rigid filaments and planar lamellipodia at
the cell front and rear.
Pfcrmp May Play a Key Role in Chloroquine Antimalarial Action and Resistance Development
Date: 2015-11-30 00:00:00

It was proposed earlier that Pfcrmp (Plasmodium falciparum chloroquine
resistance marker protein) may be the chloroquine's target protein in nucleus.
In this communication, further evidence is presented to support the view that
Pfcrmp may play a key role in chloroquine antimalarial actions as well as
resistance development.
Complex economies have a lateral escape from the poverty trap
Date: 2015-11-27 00:00:00

We analyze the decisive role played by the complexity of economic systems at
the onset of the industrialization process of countries over the past 50 years.
Our analysis of the input growth dynamics, based on a recently introduced
measure of economic complexity, reveals that more differentiated and more
complex economies face a lower barrier (in terms of GDP per capita) when
starting the transition towards industrialization. Moreover, adding the
complexity dimension to the industrialization process description helps to
reconcile current theories with empirical findings.
Singular Problems for Integro-Differential Equations in Dynamic Insurance Models
Date: 2015-11-27 00:00:00

A second order linear integro-differential equation with Volterra integral
operator and strong singularities at the endpoints (zero and infinity) is
considered. Under limit conditions at the singular points, and some natural
assumptions, the problem is a singular initial problem with limit normalizing
conditions at infinity. An existence and uniqueness theorem is proved and
asymptotic representations of the solution are given. A numerical algorithm for
evaluating the solution is proposed, calculations and their interpretation are
discussed. The main singular problem under study describes the survival
(non-ruin) probability of an insurance company on infinite time interval (as a
function of initial surplus) in the Cramer-Lundberg dynamic insurance model
with an exponential claim size distribution and certain company's strategy at
the financial market assuming investment of a fixed part of the surplus
(capital) into risky assets (shares) and the rest of it into a risk free asset
(bank deposit). Accompanying "degenerate" problems are also considered that
have an independent meaning in risk theory
Full and fast calibration of the Heston stochastic volatility model
Date: 2016-05-26 00:00:00

This paper presents an algorithm for a complete and efficient calibration of
the Heston stochastic volatility model. We express the calibration as a
nonlinear least squares problem. We exploit a suitable representation of the
Heston characteristic function and modify it to avoid discontinuities caused by
branch switchings of complex functions. Using this representation, we obtain
the analytical gradient of the price of a vanilla option with respect to the
model parameters, which is the key element of all variants of the objective
function. The interdependency between the components of the gradient enables an
efficient implementation which is around ten times faster than a numerical
gradient. We choose the Levenberg-Marquardt method to calibrate the model and
do not observe multiple local minima reported in previous research.
Two-dimensional sections show that the objective function is shaped as a narrow
valley with a flat bottom. Our method is the fastest calibration of the Heston
model developed so far and meets the speed requirement of practical trading.
MetaScope - Fast and accurate identification of microbes in metagenomic sequencing data
Date: 2015-11-25 00:00:00

MetaScope is a fast and accurate tool for analyzing (host-associated)
metagenome datasets. Sequence alignment of reads against the host genome (if
requested) and against microbial Genbank is performed using a new DNA aligner
called SASS. The output of SASS is processed so as to assign all microbial
reads to taxa and genes, using a new weighted version of the LCA algorithm.
MetaScope is the winner of the 2013 DTRA software challenge entitled "Identify
Organisms from a Stream of DNA Sequences".
Colloidal graphite/graphene nanostructures using collagen showing enhanced thermal conductivity
Date: 2015-11-27 00:00:00
Tasks: Form

Time kinetics of interaction of natural graphite (GR) to colloidal graphene
(G) collagen (C) nanocomposites was studied at ambient conditions, and observed
that just one day at ambient conditions is enough to form colloidal graphene
directly from graphite using the protein collagen. Neither controlled
temperature and pressure ambiance nor sonication was needed for the same;
thereby rendering the process biomimetic. Detailed spectroscopy, X ray
diffraction, electron microscopy as well as fluorescence and luminescence
assisted characterization of the colloidal dispersions on day one and day seven
reveals graphene and collagen interaction and subsequent rearrangement to form
an open structure. Detailed confocal microscopy, in the liquid state, reveals
the initial attack at the zigzag edges of GR, the enhancement of auto
fluorescence and finally the opening up of graphitic stacks of GR to form near
transparent G. Atomic Force Microscopy studies prove the existence of both
collagen and graphene and the disruption of periodicity at the atomic level.
Thermal conductivity of the colloid shows a 17% enhancement for a volume
fraction of less than 0.00005 of G. Time variant increase in thermal
conductivity provides qualitative evidence for the transient exfoliation of GR
to G. The composite reveals interesting properties that could propel it as a
future material for advanced bio applications including therapeutics.
Disentangling bipartite and core-periphery structure in financial networks
Date: 2015-11-25 00:00:00
Tasks: Stochastic Block Model

A growing number of systems are represented as networks whose architecture
conveys significant information and determines many of their properties.
Examples of network architecture include modular, bipartite, and core-periphery
structures. However inferring the network structure is a non trivial task and
can depend sometimes on the chosen null model. Here we propose a method for
classifying network structures and ranking its nodes in a statistically
well-grounded fashion. The method is based on the use of Belief Propagation for
learning through Entropy Maximization on both the Stochastic Block Model (SBM)
and the degree-corrected Stochastic Block Model (dcSBM). As a specific
application we show how the combined use of the two ensembles -SBM and dcSBM-
allows to disentangle the bipartite and the core-periphery structure in the
case of the e-MID interbank network. Specifically we find that, taking into
account the degree, this interbank network is better described by a bipartite
structure, while using the SBM the core-periphery structure emerges only when
data are aggregated for more than a week.
Diversity of immune strategies explained by adaptation to pathogen statistics
Date: 2015-11-27 00:00:00
Tasks: Diversity

Biological organisms have evolved a wide range of immune mechanisms to defend
themselves against pathogens. Beyond molecular details, these mechanisms differ
in how protection is acquired, processed and passed on to subsequent
generations -- differences that may be essential to long-term survival. Here,
we introduce a mathematical framework to compare the long-term adaptation of
populations as a function of the pathogen dynamics that they experience and of
the immune strategy that they adopt. We find that the two key determinants of
an optimal immune strategy are the frequency and the characteristic timescale
of the pathogens. Depending on these two parameters, our framework identifies
distinct modes of immunity, including adaptive, innate, bet-hedging and
CRISPR-like immunities, which recapitulate the diversity of natural immune
systems.
Realized Volatility Analysis in A Spin Model of Financial Markets
Date: 2015-11-29 00:00:00

We calculate the realized volatility in the spin model of financial markets
and examine the returns standardized by the realized volatility. We find that
moments of the standardized returns agree with the theoretical values of
standard normal variables. This is the first evidence that the return dynamics
of the spin financial market is consistent with the view of the
mixture-of-distribution hypothesis that also holds in the real financial
markets.
Long Concept Query on Conceptual Taxonomies
Authors: Zhang Yi, Xiao Yanghua, Hwang Seung-won, Wang Wei
Date: 2015-11-29 00:00:00
Tasks: Entity Retrieval, Retrieval

This paper studies the problem of finding typical entities when the concept
is given as a query. For a short concept such as university, this is a
well-studied problem of retrieving knowledge base such as Microsoft's Probase
and Google's isA database pre-materializing entities found for the concept in
Hearst patterns of the web corpus. However, we find most real-life queries are
long concept queries (LCQs), such as top American private university, which
cannot and should not be pre-materialized. Our goal is an online construction
of entity retrieval for LCQs. We argue a naive baseline of rewriting LCQs into
an intersection of an expanded set of composing short concepts leads to highly
precise results with extremely low recall. Instead, we propose to augment the
concept list, by identifying related concepts of the query concept. However, as
such increase of recall often invites false positives and decreases precision
in return, we propose the following two techniques: First, we identify concepts
with different relatedness to generate linear orderings and pairwise ordering
constraints. Second, we rank entities trying to avoid conflicts with these
constraints, to prune out lowly ranked one (likely false positives). With these
novel techniques, our approach significantly outperforms state-of-the-arts.
It's a Trap: Emperor Palpatine's Poison Pill
Date: 2015-11-29 00:00:00

In this paper we study the financial repercussions of the destruction of two
fully armed and operational moon-sized battle stations ("Death Stars") in a
4-year period and the dissolution of the galactic government in Star Wars. The
emphasis of this work is to calibrate and simulate a model of the banking and
financial systems within the galaxy. Along these lines, we measure the level of
systemic risk that may have been generated by the death of Emperor Palpatine
and the destruction of the second Death Star. We conclude by finding the
economic resources the Rebel Alliance would need to have in reserve in order to
prevent a financial crisis from gripping the galaxy through an optimally
allocated banking bailout.
The effect of competition and horizontal trait inheritance on invasion, fixation and polymorphism
Date: 2015-11-29 00:00:00
Tasks: Cultural Vocal Bursts Intensity Prediction

Horizontal transfer (HT) of heritable information or `traits' (carried by
genetic elements, endosymbionts, or culture) is widespread among living
organisms. Yet current ecological and evolutionary theory addressing HT is
limited. We present a modeling framework for the dynamics of two populations
that compete for resources and exchange horizontally (transfer) an otherwise
vertically inherited trait. Competition influences individual demographics,
affecting population size, which feeds back on the dynamics of transfer. We
capture this feedback with a stochastic individual-based model, from which we
derive a deterministic approximation for large populations. The interaction
between horizontal transfer and competition makes possible the stable (or
bi-stable) polymorphic maintenance of deleterious traits (including costly
plasmids). When transfer rates are of a general density-dependent form,
transfer stochasticity contributes strongly to population fluctuations. For an
initially rare trait, we describe the probabilistic dynamics of invasion and
fixation. Acceleration of fixation by HT is faster when competition is weak in
the resident population. Thus, HT can have a major impact on the distribution
of mutational effects that are fixed, and our model provides a basis for a
general theory of the influence of HT on eco-evolutionary dynamics and
adaptation.
An analytically tractable model for community ecology with many species
Date: 2015-11-30 00:00:00
Tasks: Diversity

A fundamental problem in community ecology is to understand how ecological
processes such as selection, drift, and immigration give rise to observed
patterns in species composition and diversity. Here, we present a simple,
analytically tractable, presence-absence (PA) model for community assembly and
use it to ask how ecological traits such as the strength of competition, the
amount of diversity, and demographic and environmental stochasticity affect
species composition in a community. In the PA model, species are treated as
stochastic binary variables that can either be present or absent in a
community: species can immigrate into the community from a regional species
pool and can go extinct due to competition and stochasticity. Despite its
simplicity, the PA model reproduces the qualitative features of more
complicated models of community assembly. In agreement with recent work on
large, competitive Lotka-Volterra systems, the PA model exhibits distinct
ecological behaviors organized around a special ("critical") point
corresponding to Hubbell's neutral theory of biodiversity. These results
suggest that the concepts of ecological "phases" and phase diagrams can provide
a powerful framework for thinking about community ecology and that the PA model
captures the essential ecological dynamics of community assembly.
Predicting diverse M-best protein contact maps
Date: 2015-11-30 00:00:00
Tasks: Multiple Sequence Alignment

Protein contacts contain important information for protein structure and
functional study, but contact prediction from sequence information remains very
challenging. Recently evolutionary coupling (EC) analysis, which predicts
contacts by detecting co-evolved residues (or columns) in a multiple sequence
alignment (MSA), has made good progress due to better statistical assessment
techniques and high-throughput sequencing. Existing EC analysis methods predict
only a single contact map for a given protein, which may have low accuracy
especially when the protein under prediction does not have a large number of
sequence homologs. Analogous to ab initio folding that usually predicts a few
possible 3D models for a given protein sequence, this paper presents a novel
structure learning method that can predict a set of diverse contact maps for a
given protein sequence, in which the best solution usually has much better
accuracy than the first one. Our experimental tests show that for many test
proteins, the best out of 5 solutions generated by our method has accuracy at
least 0.1 better than the first one when the top L/5 or L/10 (L is the sequence
length) predicted long-range contacts are evaluated, especially for protein
families with a small number of sequence homologs. Our best solutions also have
better quality than those generated by the two popular EC methods Evfold and
PSICOV.
"Piaf" vs "Adele": classifying encyclopedic queries using automatically labeled training data
Authors: Saleiro Pedro, Sarmento Luís
Date: 2015-11-30 00:00:00
Tasks: Articles

Encyclopedic queries express the intent of obtaining information typically
available in encyclopedias, such as biographical, geographical or historical
facts. In this paper, we train a classifier for detecting the encyclopedic
intent of web queries. For training such a classifier, we automatically label
training data from raw query logs. We use click-through data to select positive
examples of encyclopedic queries as those queries that mostly lead to Wikipedia
articles. We investigated a large set of features that can be generated to
describe the input query. These features include both term-specific patterns as
well as query projections on knowledge bases items (e.g. Freebase). Results
show that using these feature sets it is possible to achieve an F1 score above
87%, competing with a Google-based baseline, which uses a much wider set of
signals to boost the ranking of Wikipedia for potential encyclopedic queries.
The results also show that both query projections on Wikipedia article titles
and Freebase entity match represent the most relevant groups of features. When
the training set contains frequent positive examples (i.e rare queries are
excluded) results tend to improve.
Evidence for Magnetoreception in Red Drum (Sciaenops ocellatus), Black Drum (Pogonias cromis), and Sea Catfish (Ariopsis felis)
Date: 2015-11-30 00:00:00

Over the past few decades, magnetoreception has been discovered in several
species of teleost and elasmobranch fishes by employing varied experimental
methods including conditioning experiments, observations of alignment with
external fields, and experiments with magnetic deterrents. Biogenic magnetite
has been confirmed to be an important receptor mechanism in some species, but
there is ongoing debate regarding whether other mechanisms are at work. This
paper presents evidence for magnetoreception in three additional species, red
drum (Sciaenops ocellatus), black drum (Pogonias cromis), and sea catfish
(Ariopsis felis), by employing experiments to test whether fish respond
differently to bait on a magnetic hook than on a control. In red drum, the
control hook outcaught the magnetic hook by 32 - 18 for chi-squared = 3.92 and
a P-value of 0.048. Black drum showed a significant attraction for the magnetic
hook, which prevailed over the control hook by 11 - 3 for chi-squared = 4.57
and a P-value of 0.033. Gafftopsail catfish (Bagre marinus) showed no
preference with a 31 - 35 split between magnetic hook and control for
chi-squared = 0.242 and a P-value of 0.623. In a sample of 100 sea catfish in
an analogous experiment using smaller hooks, the control hook was preferred
62-38 for chi-squared = 5.76 and a P-value of < 0.001. Such a simple method for
identifying magnetoreceptive species may quickly expand the number of known
magnetoreceptive species and allow for easier access to magnetoreceptive
species and thus facilitate testing of magnetoreceptive hypotheses.