pwc-archive/papers-with-abstracts huggingface dataset:
Foundations of Adaptive High-Level Tight Control of Prostate Cancer: A Path from From Terminal Disease to Chronic Condition
Authors: Trung V. Phan, Shengkai Li, Benjamin Howe, Sarah R. Amend, Kenneth J. Pienta, Joel S. Brown, Robert A. Gatenby, Constantine Frangakis, Robert H. Austin, Ioannis G. Keverkidis
Date: 2024-10-21 00:00:00
Tasks: Bayesian Optimization, Prognosis

Metastatic prostate cancer is one of the leading causes of cancer-related morbidity and mortality worldwide. It is characterized by a high mortality rate and a poor prognosis. In this work, we explore how a clinical oncologist can apply a Stackelberg game-theoretic framework to prolong metastatic prostate cancer survival, or even make it chronic in duration. We utilize a Bayesian optimization approach to identify the optimal adaptive chemotherapeutic treatment policy for a single drug (Abiraterone) to maximize the time before the patient begins to show symptoms. We show that, with precise adaptive optimization of drug delivery, it is possible to significantly prolong the cancer suppression period, potentially converting metastatic prostate cancer from a terminal disease to a chronic disease for most patients, as supported by clinical and analytical evidence. We suggest that clinicians might explore the possibility of implementing a high-level tight control (HLTC) treatment, in which the trigger signals (i.e. biomarker levels) for drug administration and cessation are both high and close together, typically yield the best outcomes, as demonstrated through both computation and theoretical analysis. This simple insight could serve as a valuable guide for improving current adaptive chemotherapy treatments in other hormone-sensitive cancers.
Oscillatory equilibrium in asymmetric evolutionary games: Generalizing evolutionarily stable strategy
Authors: Vikash Kumar Dubey, Suman Chakraborty, Sagar Chakraborty
Date: 2024-10-17 00:00:00

The concept of evolutionarily stability and its relation with the fixed points of the replicator equation are important aspects of evolutionary game dynamics. In the light of the fact that oscillating state of a population and individuals (or players) of different roles are quite natural occurrences, we ask the question how the concept of evolutionarily stability can be generalized so as to associate game-theoretic meaning to oscillatory behaviours of players asymmetrically interacting, i.e., if there are both intraspecific and interspecific interactions between two subpopulations in the population. We guide our scheme of generalization such that the evolutionary stability is related to the dynamic stability of the corresponding periodic orbits of a time-discrete replicator dynamics. We name the generalization of evolutionarily stable state as two-species heterogeneity stable orbit. Furthermore, we invoke the principle of decrease of relative entropy in order to associate the generalization of evolutionary stability with an information-theoretic meaning. This particular generalization is aptly termed as two-species information stable orbit.
Mechanisms for bump state localization in two-dimensional networks of leaky Integrate-and-Fire neurons
Authors: A. Provata, J. Hizanidis, K. Anesiadis, O. E. Omel'chenko
Date: 2024-10-18 00:00:00

Networks of nonlocally coupled leaky Integrate-and-Fire neurons exhibit a variety of complex collective behaviors, such as partial synchronization, frequency or amplitude chimeras, solitary states and bump states. In particular, the bump states consist of one or many regions of asynchronous elements within a sea of subthreshold (quiescent) elements. The asynchronous domains travel in the network in a direction predetermined by the initial conditions. In the present study we investigate the occurrence of bump states in networks of leaky Integrate-and-Fire neurons in two-dimensions using nonlocal toroidal connectivity and we explore possible mechanisms for stabilizing the moving asynchronous domains. Our findings indicate that I) incorporating a refractory period can effectively anchor the position of these domains in the network, and II) the switching off of some randomly preselected nodes (i.e., making them permanently idle/inactive) can likewise contribute to stabilizing the positions of the asynchronous domains. In particular, in case II for large values of the coupling strength and a large percentage of idle elements, all nodes acquire different fixed (frozen) values in the quiescent region and oscillations cease throughout the network due to self-organization. For the special case of stationary bump states, we propose an analytical approach to predict their properties. This approach is based on the self-consistency argument and is valid for infinitely large networks. Case I is of particular biomedical interest in view of the importance of refractoriness for biological neurons, while case II can be biomedically relevant when designing therapeutic methods for stabilizing moving signals in the brain.
Harnessing single polarization doppler weather radars for tracking Desert Locust Swarms
Authors: N. A. Anjita, J. Indu, P. Thiruvengadam, Vishal Dixit, Arpita Rastogi, Bagavath Singh Arul Malar Kannan
Date: 2024-10-21 00:00:00

Desert locusts are notorious agriculture pests prompting billions in losses and global food scarcity concerns. With billions of these locusts invading agrarian lands, this is no longer a thing of the past. This study taps into the existing doppler weather radar (DWR) infrastructure which was originally deployed for meteorological applications. This study demonstrates a systematic approach to distinctly identify and track concentrations of desert locust swarms in near real time using single polarization radars. Findings reveal the potential to establish early warning systems with lead times of around 7 hours and spatial coverage of approximately 100 kilometers. Embracing these technological advancements are crucial to safeguard agricultural landscapes and upload global food security.
SIFM: A Foundation Model for Multi-granularity Arctic Sea Ice Forecasting
Authors: Jingyi Xu, Yeqi Luo, Weidong Yang, Keyi Liu, Shengnan Wang, Ben Fei, Lei Bai
Date: 2024-10-16 00:00:00

Arctic sea ice performs a vital role in global climate and has paramount impacts on both polar ecosystems and coastal communities. In the last few years, multiple deep learning based pan-Arctic sea ice concentration (SIC) forecasting methods have emerged and showcased superior performance over physics-based dynamical models. However, previous methods forecast SIC at a fixed temporal granularity, e.g. sub-seasonal or seasonal, thus only leveraging inter-granularity information and overlooking the plentiful inter-granularity correlations. SIC at various temporal granularities exhibits cumulative effects and are naturally consistent, with short-term fluctuations potentially impacting long-term trends and long-term trends provides effective hints for facilitating short-term forecasts in Arctic sea ice. Therefore, in this study, we propose to cultivate temporal multi-granularity that naturally derived from Arctic sea ice reanalysis data and provide a unified perspective for modeling SIC via our Sea Ice Foundation Model. SIFM is delicately designed to leverage both intra-granularity and inter-granularity information for capturing granularity-consistent representations that promote forecasting skills. Our extensive experiments show that SIFM outperforms off-the-shelf deep learning models for their specific temporal granularity.
Characterizing RNA oligomers using Stochastic Titration Constant-pH Metadynamics simulations
Authors: Tomas F. D. Silva, Giovanni Bussi
Date: 2024-10-21 00:00:00

RNA molecules exhibit various biological functions intrinsically dependent on their diverse ecosystem of highly flexible structures. This flexibility arises from complex hydrogen-bonding networks defined by canonical and non-canonical base pairs that require protonation events to stabilize or perturb these interactions. Constant pH molecular dynamics (CpHMD) methods provide a reliable framework to explore the conformational and protonation space of dynamic structures and for robust calculations of pH-dependent properties, such as the pK$_\mathrm{a}$ of titrable sites. Despite growing biological evidence concerning pH regulation of certain motifs and in biotechnological applications, pH-sensitive in silico methods have rarely been applied to nucleic acids. In this work, we extended the stochastic titration CpHMD method to include RNA parameters from the standard $\chi$OL3 AMBER force field and highlighted its capability to depict titration events of nucleotides in single-stranded RNAs. We validated the method using trimers and pentamers with a single central titrable site while integrating a well-tempered metadynamics approach into the st-CpHMD methodology (CpH-MetaD) using PLUMED. This approach enhanced the convergence of the conformational landscape and enabled more efficient sampling of protonation-conformation coupling. Our pK$_\mathrm{a}$ estimates agree with experimental data, validating the method's ability to reproduce electrostatic changes around a titrable nucleobase in single-stranded RNA. These findings provided molecular insight into intramolecular phenomena, such as nucleobase stacking and phosphate interactions, that dictate the experimentally observed pK$_\mathrm{a}$ shifts between different strands. Overall, this work validates both the st-CpHMD and the metadynamics integration as reliable tools for studying biologically relevant RNA systems.
Latency correction in sparse neuronal spike trains with overlapping global events
Authors: Arturo Mariani, Federico Senocrate, Jason Mikiel-Hunter, David Mcalpine, Barbara Beiderbeck, Michael Pecka, Kevin Lin, Thomas Kreuz
Date: 2024-10-19 00:00:00

Background: In Kreuz et al., J Neurosci Methods 381, 109703 (2022) two methods were proposed that perform latency correction, i.e., optimize the spike time alignment of sparse neuronal spike trains with well defined global spiking events. The first one based on direct shifts is fast but uses only partial latency information, while the other one makes use of the full information but relies on the computationally costly simulated annealing. Both methods reach their limits and can become unreliable when successive global events are not sufficiently separated or even overlap. New Method: Here we propose an iterative scheme that combines the advantages of the two original methods by using in each step as much of the latency information as possible and by employing a very fast extrapolation direct shift method instead of the much slower simulated annealing. Results: We illustrate the effectiveness and the improved performance, measured in terms of the relative shift error, of the new iterative scheme not only on simulated data with known ground truths but also on single-unit recordings from two medial superior olive neurons of a gerbil. Comparison with Existing Method(s): The iterative scheme outperforms the existing approaches on both the simulated and the experimental data. Due to its low computational demands, and in contrast to simulated annealing, it can also be applied to very large datasets. Conclusions: The new method generalizes and improves on the original method both in terms of accuracy and speed. Importantly, it is the only method that allows to disentangle global events with overlap.
A Transformer Based Generative Chemical Language AI Model for Structural Elucidation of Organic Compounds
Authors: Xiaofeng Tan
Date: 2024-10-13 00:00:00
Tasks: CPU, Decoder

For over half a century, computer-aided structural elucidation systems (CASE) for organic compounds have relied on complex expert systems with explicitly programmed algorithms. These systems are often computationally inefficient for complex compounds due to the vast chemical structural space that must be explored and filtered. In this study, we present a proof-of-concept transformer based generative chemical language artificial intelligence (AI) model, an innovative end-to-end architecture designed to replace the logic and workflow of the classic CASE framework for ultra-fast and accurate spectroscopic-based structural elucidation. Our model employs an encoder-decoder architecture and self-attention mechanisms, similar to those in large language models, to directly generate the most probable chemical structures that match the input spectroscopic data. Trained on ~ 102k IR, UV, and 1H NMR spectra, it performs structural elucidation of molecules with up to 29 atoms in just a few seconds on a modern CPU, achieving a top-15 accuracy of 83%. This approach demonstrates the potential of transformer based generative AI to accelerate traditional scientific problem-solving processes. The model's ability to iterate quickly based on new data highlights its potential for rapid advancements in structural elucidation.
REBIND: Enhancing ground-state molecular conformation via force-based graph rewiring
Authors: Taewon Kim, Hyunjin Seo, Sungsoo Ahn, Eunho Yang
Date: 2024-10-04 00:00:00
Tasks: Atomic Forces, Computational chemistry

Predicting the ground-state 3D molecular conformations from 2D molecular graphs is critical in computational chemistry due to its profound impact on molecular properties. Deep learning (DL) approaches have recently emerged as promising alternatives to computationally-heavy classical methods such as density functional theory (DFT). However, we discover that existing DL methods inadequately model inter-atomic forces, particularly for non-bonded atomic pairs, due to their naive usage of bonds and pairwise distances. Consequently, significant prediction errors occur for atoms with low degree (i.e., low coordination numbers) whose conformations are primarily influenced by non-bonded interactions. To address this, we propose REBIND, a novel framework that rewires molecular graphs by adding edges based on the Lennard-Jones potential to capture non-bonded interactions for low-degree atoms. Experimental results demonstrate that REBIND significantly outperforms state-of-the-art methods across various molecular sizes, achieving up to a 20\% reduction in prediction error.
Dynamic Biases of Static Panel Data Estimators
Authors: Sylvia Klosin
Date: 2024-10-21 00:00:00

This paper identifies an important bias - termed dynamic bias - in fixed effects panel estimators that arises when dynamic feedback is ignored in the estimating equation. Dynamic feedback occurs if past outcomes impact current outcomes, a feature of many settings ranging from economic growth to agricultural and labor markets. When estimating equations omit past outcomes, dynamic bias can lead to significantly inaccurate treatment effect estimates, even with randomly assigned treatments. This dynamic bias in simulations is larger than Nickell bias. I show that dynamic bias stems from the estimation of fixed effects, as their estimation generates confounding in the data. To recover consistent treatment effects, I develop a flexible estimator that provides fixed-T bias correction. I apply this approach to study the impact of temperature shocks on GDP, a canonical example where economic theory points to an important feedback from past to future outcomes. Accounting for dynamic bias lowers the estimated effects of higher yearly temperatures on GDP growth by 10% and GDP levels by 120%.
Semiparametric Bayesian Inference for a Conditional Moment Equality Model
Authors: Christopher D. Walker
Date: 2024-10-21 00:00:00
Tasks: Bayesian Inference, Uncertainty Quantification

Conditional moment equality models are regularly encountered in empirical economics, yet they are difficult to estimate. These models map a conditional distribution of data to a structural parameter via the restriction that a conditional mean equals zero. Using this observation, I introduce a Bayesian inference framework in which an unknown conditional distribution is replaced with a nonparametric posterior, and structural parameter inference is then performed using an implied posterior. The method has the same flexibility as frequentist semiparametric estimators and does not require converting conditional moments to unconditional moments. Importantly, I prove a semiparametric Bernstein-von Mises theorem, providing conditions under which, in large samples, the posterior for the structural parameter is approximately normal, centered at an efficient estimator, and has variance equal to the Chamberlain (1987) semiparametric efficiency bound. As byproducts, I show that Bayesian uncertainty quantification methods are asymptotically optimal frequentist confidence sets and derive low-level sufficient conditions for Gaussian process priors. The latter sheds light on a key prior stability condition and relates to the numerical aspects of the paper in which these priors are used to predict the welfare effects of price changes.
A Kernelization-Based Approach to Nonparametric Binary Choice Models
Authors: Guo Yan
Date: 2024-10-21 00:00:00
Tasks: Computational Efficiency, Dimensionality Reduction

We propose a new estimator for nonparametric binary choice models that does not impose a parametric structure on either the systematic function of covariates or the distribution of the error term. A key advantage of our approach is its computational efficiency. For instance, even when assuming a normal error distribution as in probit models, commonly used sieves for approximating an unknown function of covariates can lead to a large-dimensional optimization problem when the number of covariates is moderate. Our approach, motivated by kernel methods in machine learning, views certain reproducing kernel Hilbert spaces as special sieve spaces, coupled with spectral cut-off regularization for dimension reduction. We establish the consistency of the proposed estimator for both the systematic function of covariates and the distribution function of the error term, and asymptotic normality of the plug-in estimator for weighted average partial derivatives. Simulation studies show that, compared to parametric estimation methods, the proposed method effectively improves finite sample performance in cases of misspecification, and has a rather mild efficiency loss if the model is correctly specified. Using administrative data on the grant decisions of US asylum applications to immigration courts, along with nine case-day variables on weather and pollution, we re-examine the effect of outdoor temperature on court judges' "mood", and thus, their grant decisions.
Predictive Quantile Regression with High-Dimensional Predictors: The Variable Screening Approach
Authors: Hongqi Chen, Ji Hyung Lee
Date: 2024-10-19 00:00:00
Tasks: quantile regression, regression, Time Series, Variable Selection

This paper advances a variable screening approach to enhance conditional quantile forecasts using high-dimensional predictors. We have refined and augmented the quantile partial correlation (QPC)-based variable screening proposed by Ma et al. (2017) to accommodate $\beta$-mixing time-series data. Our approach is inclusive of i.i.d scenarios but introduces new convergence bounds for time-series contexts, suggesting the performance of QPC-based screening is influenced by the degree of time-series dependence. Through Monte Carlo simulations, we validate the effectiveness of QPC under weak dependence. Our empirical assessment of variable selection for growth-at-risk (GaR) forecasting underscores the method's advantages, revealing that specific labor market determinants play a pivotal role in forecasting GaR. While prior empirical research has predominantly considered a limited set of predictors, we employ the comprehensive Fred-QD dataset, retaining a richer breadth of information for GaR forecasts.
Fast and Efficient Bayesian Analysis of Structural Vector Autoregressions Using the R Package bsvars
Authors: Tomasz Woźniak
Date: 2024-10-19 00:00:00
Tasks: C++ code

The R package bsvars provides a wide range of tools for empirical macroeconomic and financial analyses using Bayesian Structural Vector Autoregressions. It uses frontier econometric techniques and C++ code to ensure fast and efficient estimation of these multivariate dynamic structural models, possibly with many variables, complex identification strategies, and non-linear characteristics. The models can be identified using adjustable exclusion restrictions and heteroskedastic or non-normal shocks. They feature a flexible three-level equation-specific local-global hierarchical prior distribution for the estimated level of shrinkage for autoregressive and structural parameters. Additionally, the package facilitates predictive and structural analyses such as impulse responses, forecast error variance and historical decompositions, forecasting, statistical verification of identification and hypotheses on autoregressive parameters, and analyses of structural shocks, volatilities, and fitted values. These features differentiate bsvars from existing R packages that either focus on a specific structural model, do not consider heteroskedastic shocks, or lack the implementation using compiled code.
Learning the Effect of Persuasion via Difference-In-Differences
Authors: Sung Jae Jun, Sokbae Lee
Date: 2024-10-18 00:00:00

The persuasion rate is a key parameter for measuring the causal effect of a directional message on influencing the recipient's behavior. Its identification has relied on exogenous treatment or the availability of credible instruments, but the requirements are not always satisfied in observational studies. Therefore, we develop a novel econometric framework for the average persuasion rate on the treated and other related parameters by using the difference-in-differences approach. The average treatment effect on the treated is a standard parameter in difference-in-differences, but we show that it is an overly conservative measure in the context of persuasion. For estimation and inference, we propose regression-based approaches as well as semiparametrically efficient estimators. Beginning with the two-period case, we extend the framework to staggered treatment settings, where we show how to conduct richer analyses like the event-study design. We investigate the British election and the Chinese curriculum reform as empirical examples.
A GARCH model with two volatility components and two driving factors
Authors: Luca Vincenzo Ballestra, Enzo D'Innocenzo, Christian Tezza
Date: 2024-10-18 00:00:00
Tasks: Time Series

We introduce a novel GARCH model that integrates two sources of uncertainty to better capture the rich, multi-component dynamics often observed in the volatility of financial assets. This model provides a quasi closed-form representation of the characteristic function for future log-returns, from which semi-analytical formulas for option pricing can be derived. A theoretical analysis is conducted to establish sufficient conditions for strict stationarity and geometric ergodicity, while also obtaining the continuous-time diffusion limit of the model. Empirical evaluations, conducted both in-sample and out-of-sample using S\&P500 time series data, show that our model outperforms widely used single-factor models in predicting returns and option prices.