pwc-archive/papers-with-abstracts huggingface dataset:
Morphometric analyses of the visual pathways in macular degeneration
Date: 2015-01-22 00:00:00

Introduction. Macular degeneration (MD) causes central visual field loss.
When field defects occur in both eyes and overlap, parts of the visual pathways
are no longer stimulated. Previous reports have shown that this affects the
grey matter of the primary visual cortex, but possible effects on the preceding
visual pathway structures have not been fully established. Method. In this
multicentre study, we used high-resolution anatomical magnetic resonance
imaging and voxel-based morphometry to investigate the visual pathway
structures up to the primary visual cortex of patients with age-related macular
degeneration (AMD) and juvenile macular degeneration (JMD). Results. Compared
to age-matched healthy controls, in patients with JMD we found volumetric
reductions in the optic nerves, the chiasm, the lateral geniculate bodies, the
optic radiations and the visual cortex. In patients with AMD we found
volumetric reductions in the lateral geniculate bodies, the optic radiations
and the visual cortex. An unexpected finding was that AMD, but not JMD, was
associated with a reduction in frontal white matter volume. Conclusion. MD is
associated with degeneration of structures along the visual pathways. A
reduction in frontal white matter volume only present in the AMD patients may
constitute a neural correlate of previously reported association between AMD
and mild cognitive impairment.
  Keywords: macular degeneration - visual pathway - visual field - voxel-based
morphometry
Cascades in multiplex financial networks with debts of different seniority
Date: 2015-05-27 00:00:00

The seniority of debt, which determines the order in which a bankrupt
institution repays its debts, is an important and sometimes contentious feature
of financial crises, yet its impact on system-wide stability is not well
understood. We capture seniority of debt in a multiplex network, a graph of
nodes connected by multiple types of edges. Here, an edge between banks denotes
a debt contract of a certain level of seniority. Next we study cascading
default. There exist multiple kinds of bankruptcy, indexed by the highest level
of seniority at which a bank cannot repay all its debts. Self-interested banks
would prefer that all their loans be made at the most senior level. However,
mixing debts of different seniority levels makes the system more stable, in
that it shrinks the set of network densities for which bankruptcies spread
widely. We compute the optimal ratio of senior to junior debts, which we call
the optimal seniority ratio, for two uncorrelated Erdos-Renyi networks. If
institutions erode their buffer against insolvency, then this optimal seniority
ratio rises; in other words, if default thresholds fall, then more loans should
be senior. We generalize the analytical results to arbitrarily many levels of
seniority and to heavy-tailed degree distributions.
Predicting local and non-local effects of resources on animal space use using a mechanistic step selection model
Date: 2015-01-22 00:00:00
Tasks: Position

1. Predicting space use patterns of animals from their interactions with the
environment is fundamental for understanding the effect of habitat changes on
ecosystem functioning. Recent attempts to address this problem have sought to
unify resource selection analysis, where animal space use is derived from
available habitat quality, and mechanistic movement models, where detailed
movement processes of an animal are used to predict its emergent utilization
distribution. Such models bias the animal's movement towards patches that are
easily available and resource-rich, and the result is a predicted probability
density at a given position being a function of the habitat quality at that
position. However, in reality, the probability that an animal will use a patch
of the terrain tends to be a function of the resource quality in both that
patch and the surrounding habitat. 2. We propose a mechanistic model where this
non-local effect of resources naturally emerges from the local movement
processes, by taking into account the relative utility of both the habitat
where the animal currently resides and that of where it is moving. We give
statistical techniques to parametrize the model from location data and
demonstrate application of these techniques to GPS data of caribou in
Newfoundland. 3. Steady-state animal probability distributions arising from the
model have complex patterns that cannot be expressed simply as a function of
the local quality of the habitat. In particular, large areas of good habitat
are used more intensively than smaller patches of equal quality habitat,
whereas isolated patches are used less frequently. 4. Whilst we focus on
habitats in this study, our modelling framework can be readily used with any
environmental covariates and therefore represents a unification of mechanistic
modelling and step selection approaches to understanding animal space use.
Ordering Dynamics in Neuron Activity Pattern Model: An insight to Brain Functionality
Date: 2015-01-22 00:00:00

We study the ordering kinetics in $d=2$ ferromagnets which corresponds to
populated neuron activities with long-ranged interactions, $V(r)\sim r^{-n}$
associated with short-ranged interaction. We present the results from
comprehensive Monte Carlo (MC) simulations for the nonconserved Ising model
with $n\ge 2$. Our results of long-ranged neuron kinetics are consistent with
the same dynamical behavior of short-ranged case ($n > 4$). The calculated
characteristic length scale in long-ranged interaction is found to be $n$
dependent ($L(t)\sim t^{1/(n-2)}$), whereas short-ranged interaction follows
$L(t)\sim t^{1/2}$ law and approximately preserve universality in domain
kinetics. Further, we did the comparative study of phase ordering near the
critical temperature which follows different behaviours of domain ordering near
and far critical temperature but follows universal scaling law.
On the Classical Vibrational Coherence of Carbonyl Groups in the Selectivity Filter Backbone of KcsA Ion Channel
Date: 2015-04-27 00:00:00

It has been suggested that quantum coherence in the selectivity filter of ion
channel may play a key role in fast conduction and selectivity of ions.
However, it has not been clearly elucidated yet why classical coherence is not
sufficient for this purpose. In this paper, we investigate the classical
vibrational coherence between carbonyl groups oscillations in the selectivity
filter of KcsA ion channels based on the data obtained from molecular dynamics
simulations. Our results show that classical coherence plays no effective role
in fast ionic conduction.
Self-sustaining autocatalytic networks within open-ended reaction systems
Date: 2015-01-23 00:00:00

Given any finite and closed chemical reaction system, it is possible to
efficiently determine whether or not it contains a `self-sustaining and
collectively autocatalytic' subset of reactions, and to find such subsets when
they exist. However, for systems that are potentially open-ended (for example,
when no prescribed upper bound is placed on the complexity or size/length of
molecules types), the theory developed for the finite case breaks down. We
investigate a number of subtleties that arise in such systems that are absent
in the finite setting, and present several new results.
Interbank markets and multiplex networks: centrality measures and statistical null models
Date: 2015-01-23 00:00:00

The interbank market is considered one of the most important channels of
contagion. Its network representation, where banks and claims/obligations are
represented by nodes and links (respectively), has received a lot of attention
in the recent theoretical and empirical literature, for assessing systemic risk
and identifying systematically important financial institutions. Different
types of links, for example in terms of maturity and collateralization of the
claim/obligation, can be established between financial institutions. Therefore
a natural representation of the interbank structure which takes into account
more features of the market, is a multiplex, where each layer is associated
with a type of link. In this paper we review the empirical structure of the
multiplex and the theoretical consequences of this representation. We also
investigate the betweenness and eigenvector centrality of a bank in the
network, comparing its centrality properties across different layers and with
Maximum Entropy null models.
Consolidating a Link Centered Neural Connectivity Framework with Directed Transfer Function Asymptotics
Date: 2015-01-23 00:00:00
Tasks: Descriptive

We present a unified mathematical derivation of the asymptotic behaviour of
three of the main forms of \textit{directed transfer function} (DTF)
complementing recent partial directed coherence (PDC) results
\cite{Baccala2013}. Based on these results and numerical examples we argue for
a new directed `link' centered neural connectivity framework to replace the
widespread correlation based effective/functional network concepts so that
directed network influences between structures become classified as to whether
links are \textit{active} in a \textit{direct} or in an \textit{indirect} way
thereby leading to the new notions of \textit{Granger connectivity} and
\textit{Granger influenciability} which are more descriptive than speaking of
Granger causality alone.
Heart rate and its variability as an indicator of mental health in male prisoners
Date: 2015-01-22 00:00:00

Heart rate (HR) and its variability (HRV) has been proposed as a marker for
depressive symptoms and other aspects of mental health. However, the real
correlation between them is presently uncertain, as previous studies have
generally been conducted on the basis of small samples. In a sample of 113
adult male prisoners, we analyzed correlations between five measures of HR/HRV
and five psychological measures of mental health aspects (depression, state and
trait anxiety, and social relationships). We used Nadaraya-Watson
non-parametric regression in both directions and age-stratified Spearman
correlation to detect possible relations. Despite strong correlations among
HR/HRV measures and among psychological measures, correlations between HR/HRV
and psychological measures were low and non-significant for the overall sample.
However, we found an age dependency, suggesting some correlations in younger
people (HR with STAI-State, r = 0.39; with HADS-Anxiety, r = 0.52; both p <
.005). Overall, the general utility of HR/HRV as a marker for mental health
across populations remains unclear. Future research should address age and
other potential confounders more consistently.
Revisiting resource selection probability functions and single-visit methods: Clarification and extensions
Date: 2015-06-12 00:00:00

Models accounting for imperfect detection are important. Single-visit methods
have been proposed as an alternative to multiple-visits methods to relax the
assumption of closed population. Knape and Korner-Nievergelt (2015) showed that
under certain models of probability of detection single-visit methods are
statistically non-identifiable leading to biased population estimates. There is
a close relationship between estimation of the resource selection probability
function (RSPF) using weighted distributions and single-visit methods for
occupancy and abundance estimation. We explain the precise mathematical
conditions needed for RSPF estimation as stated in Lele and Keim (2006). The
identical conditions, that remained unstated in our papers on single-visit
methodology, are needed for single-visit methodology to work. We show that the
class of admissible models is quite broad and does not excessively restrict the
application of the RSPF or the single-visit methodology. To complement the work
by Knape and Korner-Nievergelt, we study the performance of multiple-visit
methods under the scaled logistic detection function and a much wider set of
situations. In general, under the scaled logistic detection function
multiple-visits methods also lead to biased estimates. As a solution to this
problem, we extend the single-visit methodology to a class of models that
allows use of scaled probability function. We propose a Multinomial extension
of single visit methodology that can be used to check whether the detection
function satisfies the RSPF condition or not. Furthermore, we show that if the
scaling factor depends on covariates, then it can also be estimated.
Arbitrage-Free Pricing of XVA -- Part I: Framework and Explicit Examples
Date: 2016-08-15 00:00:00

We develop a novel framework for computing the total valuation adjustment
(XVA) of a European claim accounting for funding costs, counterparty credit
risk, and collateralization. Based on no-arbitrage arguments, we derive the
nonlinear backward stochastic differential equations (BSDEs) associated with
the replicating portfolios of long and short positions in the claim. This leads
to the definition of buyer's and seller's XVA which in turn identify a
no-arbitrage interval. When borrowing and lending rates coincide we provide a
fully explicit expression for the uniquely determined price of XVA, expressed
as a percentage of the price of the traded claim, and for the corresponding
replication strategies. This extends the result of Piterbarg by incorporating
the effect of premature contract termination due to default risk of the trader
and of his counterparty.
A new efficient Matching method for web services substitution
Authors: Boutahar J., Rachad T., ghazi S. El
Date: 2015-01-23 00:00:00
Tasks: CPU, Diversity

The internet is considered as the most extensive market in the world. To keep
its gradual reputation, it must confront real problems that result from its
distribution and from the diversity of the protocols used to insure
communications. The Web service technology has diminished significantly the
effects of distribution and heterogeneity, but there are several problems that
weaken their performance (unavailability, load increase of use, high cost of
CPU time...). Faced with this situation, we are forced to move in the direction
of the substitution of web services. In this context, we propose an effective
technique of substitution based on a new method of matching that allows
detecting and expressing the matching between the web services pairwise by
considering that each of them is ontology. Also, our method performs a
discovery of the most similar web service to that to be replaced by using an
efficient method of similarity measurement.
Convergence of an Euler scheme for a hybrid stochastic-local volatility model with stochastic rates in foreign exchange markets
Date: 2016-10-21 00:00:00

We study the Heston-Cox-Ingersoll-Ross++ stochastic-local volatility model in
the context of foreign exchange markets and propose a Monte Carlo simulation
scheme which combines the full truncation Euler scheme for the stochastic
volatility component and the stochastic domestic and foreign short interest
rates with the log-Euler scheme for the exchange rate. We establish the
exponential integrability of full truncation Euler approximations for the
Cox-Ingersoll-Ross process and find a lower bound on the explosion time of
these exponential moments. Under a full correlation structure and a realistic
set of assumptions on the so-called leverage function, we prove the strong
convergence of the exchange rate approximations and deduce the convergence of
Monte Carlo estimators for a number of vanilla and path-dependent options.
Then, we perform a series of numerical experiments for an autocallable barrier
dual currency note.
Temperature manipulation in songbird brain implicates the premotor nucleus HVC in birdsong syntax
Date: 2015-01-25 00:00:00

Behavioral sequences of animals are often structured and can be described by
probabilistic rules (or "action syntax"). The patterns of vocal elements in
birdsong are a prime example. The encoding of such rules in neural circuits is
poorly understood. Here we locate the site of song syntax in the Bengalese
finch by rapidly and reversibly manipulating the temperature in the song
production pathway. Changing the temperature in the premotor nucleus HVC
(proper name) alters the transition probabilities between syllables. Most
prominently, cooling reduces the number of repetitions of long repeated
syllables, while heating increases repetition. In contrast, changing the
temperature of the downstream motor area RA (robust nucleus of the
acropallium), which is critical for singing, does not affect the song syntax.
Computational modeling suggests that temperature can alter the transition
probabilities by affecting the efficacy of the synapses in HVC that carry
auditory feedback to the motor circuits. The model is supported by a real-time
distorted auditory feedback experiment, which shows that perturbing auditory
feedback shortens syllable repeats similar to cooling HVC. Taken together,
these findings implicate HVC as a key player in determining birdsong syntax.
Effects of Marine Protected Areas on Overfished Fishing Stocks with Multiple Stable States
Date: 2015-01-25 00:00:00
Tasks: Management

Marine protected areas (MPAs) have attracted much attention as a tool for
sustainable fisheries management, restoring depleted fisheries stocks and
maintaining ecosystems. However, even with total exclusion of fishing effort,
depleted stocks sometimes show little or no recovery over a long time period.
Here, using a mathematical model, we show that multiple stable states may hold
the key to understanding the tendency for fisheries stocks to recover because
of MPAs. We find that MPAs can have either a positive effect or almost no
effect on the recovery of depleted fishing stocks, depending on the fish
migration patterns and the fishing policies. MPAs also reinforce ecological
resilience, particularly for migratory species. In contrast to previous
reports, our results show that MPAs have small or sometimes negative effects on
the recovery of sedentary species. Unsuitable MPA planning might result in low
effectiveness or even deterioration of the existing condition.
Closed-form stochastic solutions for non-equilibrium dynamics and inheritance of cellular components over many cell divisions
Date: 2015-01-25 00:00:00
Tasks: Form

Stochastic dynamics govern many important processes in cellular biology, and
an underlying theoretical approach describing these dynamics is desirable to
address a wealth of questions in biology and medicine. Mathematical tools exist
for treating several important examples of these stochastic processes, most
notably gene expression, and random partitioning at single cell divisions or
after a steady state has been reached. Comparatively little work exists
exploring different and specific ways that repeated cell divisions can lead to
stochastic inheritance of unequilibrated cellular populations. Here we
introduce a mathematical formalism to describe cellular agents that are subject
to random creation, replication, and/or degradation, and are inherited
according to a range of random dynamics at cell divisions. We obtain
closed-form generating functions describing systems at any time after any
number of cell divisions for binomial partitioning and divisions provoking a
deterministic or random, subtractive or additive change in copy number, and
show that these solutions agree exactly with stochastic simulation. We apply
this general formalism to several example problems involving the dynamics of
mitochondrial DNA (mtDNA) during development and organismal lifetimes.
Pricing Derivatives with Counterparty Risk and Collateralization: A Fixed Point Approach
Date: 2015-01-26 00:00:00

This paper studies a valuation framework for financial contracts subject to
reference and counterparty default risks with collateralization requirement. We
propose a fixed point approach to analyze the mark-to-market contract value
with counterparty risk provision, and show that it is a unique bounded and
continuous fixed point via contraction mapping. This leads us to develop an
accurate iterative numerical scheme for valuation. Specifically, we solve a
sequence of linear inhomogeneous PDEs, whose solutions converge to the fixed
point price function. We apply our methodology to compute the bid and ask
prices for both defaultable equity and fixed-income derivatives, and illustrate
the non-trivial effects of counterparty risk, collateralization ratio and
liquidation convention on the bid-ask spreads.
Fast and asymptotic computation of the fixation probability for Moran processes on graphs
Date: 2015-02-11 00:00:00

Evolutionary dynamics has been classically studied for homogeneous
populations, but now there is a growing interest in the non-homogenous case.
One of the most important models has been proposed by Lieberman, Hauert and
Nowak, adapting to a weighted directed graph the classical process described by
Moran. The Markov chain associated with the graph can be modified by erasing
all non-trivial loops in its state space, obtaining the so-called Embedded
Markov chain (EMC). The fixation probability remains unchanged, but the
expected time to absorption (fixation or extinction) is reduced. In this paper,
we shall use this idea to compute asymptotically the average fixation
probability for complete bipartite graphs. To this end, we firstly review some
recent results on evolutionary dynamics on graphs trying to clarify some
points. We also revisit the 'Star Theorem' proved by Lieberman, Hauert and
Nowak for the star graphs. Theoretically, EMC techniques allow fast computation
of the fixation probability, but in practice this is not always true. Thus, in
the last part of the paper, we compare this algorithm with the standard Monte
Carlo method for some kind of complex networks.
Complete hierarchies of SIR models on arbitrary networks with exact and approximate moment closure
Date: 2015-04-24 00:00:00

We first generalise ideas discussed by Kiss et al. (2015) to prove a theorem
for generating exact closures (here expressing joint probabilities in terms of
their constituent marginal probabilities) for susceptible-infectious-removed
(SIR) dynamics on arbitrary graphs (networks). For Poisson transmission and
removal processes, this enables us to obtain a systematic reduction in the
number of differential equations needed for an exact `moment closure'
representation of the underlying stochastic model. We define `transmission
blocks' as a possible extension of the block concept in graph theory and show
that the order at which the exact moment closure representation is curtailed is
the size of the largest transmission block. More generally, approximate
closures of the hierarchy of moment equations for these dynamics are typically
defined for the first and second order yielding mean-field and pairwise models
respectively. It is frequently implied that, in principle, closed models can be
written down at arbitrary order if only we had the time and patience to do
this. However, for epidemic dynamics on networks, these higher-order models
have not been defined explicitly. Here we unambiguously define hierarchies of
approximate closed models that can utilise subsystem states of any order, and
show how well-known models are special cases of these hierarchies.
Augmented Test Collections: A Step in the Right Direction
Authors: Hasler Laura, Halvey Martin, Villa Robert
Date: 2015-01-26 00:00:00
Tasks: Position

In this position paper we argue that certain aspects of relevance assessment
in the evaluation of IR systems are oversimplified and that human assessments
represented by qrels should be augmented to take account of contextual factors
and the subjectivity of the task at hand. We propose enhancing test collections
used in evaluation with information related to human assessors and their
interpretation of the task. Such augmented collections would provide a more
realistic and user-focused evaluation, enabling us to better understand the
evaluation process, the performance of systems and user interactions. A first
step is to conduct user studies to examine in more detail what people actually
do when we ask them to judge the relevance of a document.