pwc-archive/papers-with-abstracts huggingface dataset:
On inferring structural connectivity from brain functional-MRI data
Date: 2015-02-24 00:00:00
Tasks: Functional Connectivity

The anatomical structure of the brain can be observed via non-invasive
techniques such as diffusion imaging. However, these are imperfect because they
miss connections that are actually known to exist, especially long range
inter-hemispheric ones. In this paper we formulate the inverse problem of
inferring the structural connectivity of brain networks from experimentally
observed functional connectivity via functional Magnetic Resonance Imaging
(fMRI), by formulating it as a convex optimization problem. We show that
structural connectivity can be modeled as an optimal sparse representation
derived from the much denser functional connectivity in the human brain. Using
only the functional connectivity data as input, we present (a) an optimization
problem that models constraints based on known physiological observations, and
(b) an ADMM algorithm for solving it. The algorithm not only recovers the known
structural connectivity of the brain, but is also able to robustly predict the
long range inter-hemispheric connections missed by DSI or DTI, including a very
good match with experimentally observed quantitative distributions of the
weights/strength of anatomical connections. We demonstrate results on both
synthetic model data and a fine-scale 998 node cortical dataset, and discuss
applications to other complex network domains where retrieving effective
structure from functional signatures are important.
International R&D Spillovers and other Unobserved Common Spillovers and Shocks
Date: 2015-02-24 00:00:00

Studies which are based on Coe and Helpman (1995) and use weighted foreign
R&D variables to estimate channel-specific R&D spillovers disregard the
interaction between international R&D spillovers and other unobserved common
spillovers and shocks. Using a panel of 50 economies from 1970-2011, we find
that disregarding this interaction leads to inconsistent estimates whenever
knowledge spillovers and other unobserved effects are correlated with foreign
and domestic R&D. When this interaction is modeled, estimates are consistent;
however, they confound foreign and domestic R&D effects with unobserved
effects. Thus, the coefficient of a weighted foreign R&D variable cannot
capture genuine channel-specific R&D spillovers.
Data management to support reproducible research
Date: 2015-02-21 00:00:00
Tasks: Management

We describe the current state and future plans for a set of tools for
scientific data management (SDM) designed to support scientific transparency
and reproducible research. SDM has been in active use at our MRI Center for
more than two years. We designed the system to be used from the beginning of a
research project, which contrasts with conventional end-state databases that
accept data as a project concludes. A number of benefits accrue from using
scientific data management tools early and throughout the project, including
data integrity as well as reuse of the data and of computational methods.
Equilibrium in Misspecified Markov Decision Processes
Date: 2016-05-14 00:00:00

We study Markov decision problems where the agent does not know the
transition probability function mapping current states and actions to future
states. The agent has a prior belief over a set of possible transition
functions and updates beliefs using Bayes' rule. We allow her to be
misspecified in the sense that the true transition probability function is not
in the support of her prior. This problem is relevant in many economic settings
but is usually not amenable to analysis by the researcher. We make the problem
tractable by studying asymptotic behavior. We propose an equilibrium notion and
provide conditions under which it characterizes steady state behavior. In the
special case where the problem is static, equilibrium coincides with the
single-agent version of Berk-Nash equilibrium (Esponda and Pouzo (2016)). We
also discuss subtle issues that arise exclusively in dynamic settings due to
the possibility of a negative value of experimentation.
The Imaging Computational Microscope
Date: 2015-02-24 00:00:00

The Imaging Computational Microscope (ICM) is a suite of computational tools
for automated analysis of functional imaging data that runs under the
cross-platform MATLAB environment (The Mathworks, Inc.). ICM uses a
semi-supervised framework, in which at every stage of analysis computers handle
the routine work, which is then refined by user intervention. The main
functionality of ICM is built upon automated extraction of component signals
from imaging data, segmentation and clustering of component signals, and
feature computation and visualization. Analysis of imaging data through ICM can
also be done in real-time, enabling guided imaging experiments. ICM is built
using MATLAB's object-oriented class design, which allows the tool to be used
both as a graphic user interface (GUI) as well as in custom scripts. ICM is
freely available under the GNU public license for non-commerical use and open
source development, together with sample data, user tutorials and extensive
documentation.
A framework to discover potential ideas of new product development from crowdsourcing application
Authors: Dinh Thanh-Cong, Bae Hyerim, Park Jaehun, Bae Joonsoo
Date: 2015-02-25 00:00:00

In this paper, we study idea mining from crowdsourcing applications which
encourage a group of people, who are usually undefined and very large sized, to
generate ideas for new product development (NPD). In order to isolate the
relatively small number of potential ones among ideas from crowd, decision
makers not only have to identify the key textual information representing the
ideas, but they also need to consider online opinions of people who gave
comments and votes on the ideas. Due to the extremely large size of text data
generated by people on the Internet, identifying textual information has been
carried out in manual ways, and has been considered very time consuming and
costly. To overcome the ineffectiveness, this paper introduces a novel
framework that can help decision makers discover ideas having the potential to
be used in an NPD process. To achieve this, a semi-automatic text mining
technique that retrieves useful text patterns from ideas posted on
crowdsourcing application is proposed. Then, we provide an online learning
algorithm to evaluate whether the idea is potential or not. Finally to verify
the effectiveness of our algorithm, we conducted experiments on the data, which
are collected from an existing crowd sourcing website.
Which phylogenetic networks are merely trees with additional arcs?
Date: 2015-05-21 00:00:00

A binary phylogenetic network may or may not be obtainable from a tree by the
addition of directed edges (arcs) between tree arcs. Here, we establish a
precise and easily tested criterion (based on `2-SAT') that efficiently
determines whether or not any given network can be realized in this way.
Moreover, the proof provides a polynomial-time algorithm for finding one or
more trees (when they exist) on which the network can be based. A number of
interesting consequences are presented as corollaries; these lead to some
further relevant questions and observations, which we outline in the
conclusion.
Citrate synthase proteins in extremophilic organisms: Studies within a structure-based model
Date: 2015-02-25 00:00:00

We study four citrate synthase homodimeric proteins within a structure-based
coarse-grained model. Two of these proteins come from thermophilic bacteria,
one from a cryophilic bacterium and one from a mesophilic organism; three are
in the closed and two in the open conformations. Even though the proteins
belong to the same fold, the model distinguishes the properties of these
proteins in a way which is consistent with experiments. For instance, the
thermophilic proteins are more stable thermodynamically than their mesophilic
and cryophilic homologues, which we observe both in the magnitude of thermal
fluctuations near the native state and in the kinetics of thermal unfolding.
The level of stability correlates with the average coordination number for
amino acids contacts and with the degree of structural compactness. The pattern
of positional fluctuations along the sequence in the closed conformation is
different than in the open conformation, including within the active site. The
modes of correlated and anticorrelated movements of pairs of amino acids
forming the active site are very different in the open and closed
conformations. Taken together, our results show that the precise location of
amino acid contacts in the native structure appears to be a critical element in
explaining the similarities and differences in the thermodynamic properties,
local flexibility and collective motions of the different forms of the enzyme.
Behavioral modulation of the coexistence between Apis melifera and Varroa destructor: A defense against colony colapse disorder?
Date: 2015-02-26 00:00:00

Colony Collapse Disorder has become a global problem for beekeepers and for
the crops which depend on bee polination. Multiple factors are known to
increase the risk of colony colapse, and the ectoparasitic mite Varroa
destructor that parasitizes honey bees is among the main threats to colony
health. Although this mite is unlikely to, by itself, cause the collapse of
hives, it plays an important role as it is a vector for many viral diseases.
Such diseases are among the likely causes for Colony Collapse Disorder.
  The effects of V. destructor infestation are disparate in different parts of
the world. Greater morbidity - in the form of colony losses - has been reported
in colonies of European honey bees (EHB) in Europe, Asia and North America.
However, this mite has been present in Brasil for many years and yet there are
no reports of Africanized honey bee (AHB) colonies losses.
  Studies carried out in Mexico showed that some resistance behaviors to the
mite - especially grooming and hygienic behavior - appear to be different in
each subspecies. Could those difference in behaviors explain why the AHB are
less susceptible to Colony Collapse Disorder?
  In order to answer this question, we propose a mathematical model of the
coexistence dynamics of these two species, the bee and the mite, to analyze the
role of resistance behaviors in the overall health of the colony, and, as a
consequence, its ability to face epidemiological challenges.
Approximating the Minimum Breakpoint Linearization Problem for Genetic Maps without Gene Strandedness
Date: 2015-02-25 00:00:00

The study of genetic map linearization leads to a combinatorial hard problem,
called the {\em minimum breakpoint linearization} (MBL) problem. It is aimed at
finding a linearization of a partial order which attains the minimum breakpoint
distance to a reference total order. The approximation algorithms previously
developed for the MBL problem are only applicable to genetic maps in which
genes or markers are represented as signed integers. However, current genetic
mapping techniques generally do not specify gene strandedness so that genes can
only be represented as unsigned integers. In this paper, we study the MBL
problem in the latter more realistic case. An approximation algorithm is thus
developed, which achieves a ratio of $(m^2+2m-1)$ and runs in $O(n^7)$ time,
where $m$ is the number of genetic maps used to construct the input partial
order and $n$ the total number of distinct genes in these maps.
Unbinding and unfolding of adhesion protein complexes through stretching: Interplay between shear and tensile mechanical clamps
Date: 2015-02-25 00:00:00

Using coarse-grained molecular dynamics simulations, we analyze mechanically
induced dissociation and unfolding of the protein complex CD48-2B4. This
heterodimer is an indispensable component of the immunological system: 2B4 is a
receptor on natural killer cells whereas CD48 is expressed on surfaces of
various immune cells. So far, its mechanostability has not been assessed either
experimentally or theoretically. We find that the dissociation processes
strongly depend on the direction of pulling and may take place in several
pathways. Interestingly, the CD48-2B4 interface can be divided into three
distinct patches that act as units when resisting the pulling forces. At
experimentally accessible pulling speeds, the characteristic mechanostability
forces are in the range between 100 and 200 pN, depending on the pulling
direction. These characteristic forces need not be associated with tensile
forces involved in the act of separation of the complex because prior
shear-involving unraveling within individual proteins may give rise to a higher
force peak.
Uniqueness of feasible equilibria for mass action law (MAL) kinetic systems
Date: 2016-11-10 00:00:00

This paper studies the relations among system parameters, uniqueness, and
stability of equilibria, for kinetic systems given in the form of polynomial
ODEs. Such models are commonly used to describe the dynamics of nonnegative
systems, with a wide range of application fields such as chemistry, systems
biology, process modeling or even transportation systems. Using a flux-based
description of kinetic models, a canonical representation of the set of all
possible feasible equilibria is developed. The characterization is made in
terms of strictly stable compartmental matrices to define the so-called family
of solutions. Feasibility is imposed by a set of constraints, which are linear
on a log-transformed space of complexes, and relate to the kernel of a matrix,
the columns of which span the stoichiometric subspace. One particularly
interesting representation of these constraints can be expressed in terms of a
class of monotonous decreasing functions. This allows connections to be
established with classical results in CRNT that relate to the existence and
uniqueness of equilibria along positive stoichiometric compatibility classes.
In particular, monotonicity can be employed to identify regions in the set of
possible reaction rate coefficients leading to complex balancing, and to
conclude uniqueness of equilibria for a class of positive deficiency networks.
The latter result might support constructing an alternative proof of the
well-known deficiency one theorem. The developed notions and results are
illustrated through examples.
Statistical mechanics and thermodynamics of viral evolution
Date: 2015-02-25 00:00:00

This paper analyzes a simplified model of viral infection and evolution using
the 'grand canonical ensemble' and formalisms from statistical mechanics and
thermodynamics to enumerate all possible viruses and to derive thermodynamic
variables for the system. We model the infection process as a series of energy
barriers determined by the genetic states of the virus and host as a function
of immune response and system temperature. We find a phase transition between a
positive temperature regime of normal replication and a negative temperature
'disordered' phase of the virus. These phases define different regimes in which
different genetic strategies are favored. Perhaps most importantly, it
demonstrates that the system has a real thermodynamic temperature. For normal
replication, this temperature is linearly related to effective temperature. The
strength of immune response rescales temperature but does not change the
observed linear relationship. For all temperatures and immunities studied, we
find a universal curve relating the order parameter to viral evolvability. Real
viruses have finite length RNA segments that encode for proteins which
determine their fitness; hence the methods put forth here could be refined to
apply to real biological systems, perhaps providing insight into immune escape,
the emergence of novel pathogens and other results of viral evolution.
Mass Action and Conservation of Current
Date: 2015-08-11 00:00:00

The law of mass action is used widely. The law of mass action does not
automatically conserve current, as is clear from mathematics of a simple case,
chosen to illustrate the issues. The law of mass action does not force a series
of chemical reactions to have the same current flow everywhere. Interruption of
far-away current does not stop current everywhere in a series of chemical
reactions, and so does not obey Maxwell equations. An additional constraint and
equation is needed to enforce the global continuity of current flow. The
additional constraint is introduced in this paper in the special case that the
chemical reaction describes spatial movement through narrow channels. In that
case, a fully consistent treatment is possible using a variety of models of
charge movement. The general case must be dealt with by variational methods
that enforce consistency of all the physical laws involved. Variational methods
have only recently been developed to ensure that charge flow is conserved
globally, along with mass, in dissipative systems like ions in solution or
proteins. The Energy Variational Approach EnVarA should allow the development
of more robust models of chemical, biochemical, and biological systems, making
practical devices more easy to design and build. These difficulties arise away
from equilibrium, when current flows, and the law of mass action is applied to
a non-equilibrium situation, different from the systems considered when the law
was originally derived. Non-equilibrium systems are important. Almost all of
biology occurs away from equilibrium. Almost all devices of our technology
function away from equilibrium. I believe robust models and device designs in
the chemical world will not be possible until continuity of current is embedded
in a generalization of the law of mass action using a consistent variational
model of energy and dissipation.
Estimation of Several Political Action Effects of Energy Prices
Date: 2015-02-25 00:00:00

One important effect of price shocks in the United States has been increased
political attention paid to the structure and performance of oil and natural
gas markets, along with some governmental support for energy conservation. This
paper describes how price changes helped lead the emergence of a political
agenda accompanied by several interventions, as revealed through Granger
causality tests on change in the legislative agenda.
An Ordinal Pattern Approach to Detect and to Model Leverage Effects and Dependence Structures Between Financial Time Series
Date: 2015-01-29 00:00:00
Tasks: Time Series, Time Series Analysis

We introduce two types of ordinal pattern dependence between time series.
Positive (resp. negative) ordinal pattern dependence can be seen as a
non-paramatric and in particular non-linear counterpart to positive (resp.
negative) correlation. We show in an explorative study that both types of this
dependence show up in real world financial data.
Rational Multi-Curve Models with Counterparty-Risk Valuation Adjustments
Date: 2015-02-25 00:00:00

We develop a multi-curve term structure setup in which the modelling
ingredients are expressed by rational functionals of Markov processes. We
calibrate to LIBOR swaptions data and show that a rational two-factor lognormal
multi-curve model is sufficient to match market data with accuracy. We
elucidate the relationship between the models developed and calibrated under a
risk-neutral measure Q and their consistent equivalence class under the
real-world probability measure P. The consistent P-pricing models are applied
to compute the risk exposures which may be required to comply with regulatory
obligations. In order to compute counterparty-risk valuation adjustments, such
as CVA, we show how positive default intensity processes with rational form can
be derived. We flesh out our study by applying the results to a basis swap
contract.
Cluster Synchronization of Coupled Systems with Nonidentical Linear Dynamics
Authors: Zhongchang Liu, Wing Shing Wong, Hui Cheng
Date: 2015-02-26 00:00:00

This paper considers the cluster synchronization problem of generic linear dynamical systems whose system models are distinct in different clusters. These nonidentical linear models render control design and coupling conditions highly correlated if static couplings are used for all individual systems. In this paper, a dynamic coupling structure, which incorporates a global weighting factor and a vanishing auxiliary control variable, is proposed for each agent and is shown to be a feasible solution. Lower bounds on the global and local weighting factors are derived under the condition that every interaction subgraph associated with each cluster admits a directed spanning tree. The spanning tree requirement is further shown to be a necessary condition when the clusters connect acyclically with each other. Simulations for two applications, cluster heading alignment of nonidentical ships and cluster phase synchronization of nonidentical harmonic oscillators, illustrate essential parts of the derived theoretical results.
Dynamics of quasi-stationary systems: Finance as an example
Date: 2015-02-26 00:00:00

We propose a combination of cluster analysis and stochastic process analysis
to characterize high-dimensional complex dynamical systems by few dominating
variables. As an example, stock market data are analyzed for which the
dynamical stability as well as transitions between different stable states are
found. This combined method also allows to set up new criteria for merging
clusters to simplify the complexity of the system. The low-dimensional approach
allows to recover the high-dimensional fixed points of the system by means of
an optimization procedure.
Support for Eschenmoser's Glyoxylate Scenario
Date: 2015-02-26 00:00:00

A core topic of research in prebiotic chemistry is the search for plausible
synthetic routes that connect the building blocks of modern life such as
sugars, nucleotides, amino acids, and lipids to "molecular food sources" that
have likely been abundant on Early Earth. In a recent contribution, Albert
Eschenmoser emphasised the importance of catalytic and autocatalytic cycles in
establishing such abiotic synthesis pathways. The accumulation of intermediate
products furthermore provides additional catalysts that allow pathways to
change over time. We show here that generative models of chemical spaces based
on graph grammars make it possible to study such phenomena is a systematic
manner. In addition to repro- ducing the key steps of Eschenmoser's hypothesis
paper, we discovered previously unexplored potentially autocatalytic pathways
from HCN to glyoxylate. A cascading of autocatalytic cycles could efficiently
re-route matter, distributed over the combinatorial complex network of HCN
hydrolysation chemistry, towards a potential primordial metabolism. The
generative approach also has it intrinsic limitations: the unsupervised
expansion of the chemical space remains infeasible due to the exponential
growth of possible molecules and reactions between them. Here in particular the
combinatorial complexity of the HCN polymerisation and hydrolysation networks
forms the computational bottleneck. As a consequence, guidance of the
computational exploration by chemical experience is indispensable.
Well-Posedness and Comparison Principle for Option Pricing with Switching Liquidity
Date: 2015-02-26 00:00:00

We consider an integro-differential equation derived from a system of coupled
parabolic PDE and an ODE which describes an European option pricing with
liquidity shocks. We study the well-posedness and prove comparison principle
for the corresponding initial value problem.