wanyu/IteraTeR_full_sent huggingface dataset:
Original:  Since DCA allows to infer the three-dimensional structure of protein complexes, its success in predicting protein-protein interactions could be mainly based on contacting residues coevolving to remain physicochemically complementary.
Revised:  Since DCA allows to infer the three-dimensional structure of protein complexes, its success in predicting protein-protein interactions could be mainly based on its known ability to identify pairs of residues that are in contact in the three-dimensional structure of protein complexes and that coevolve to remain physicochemically complementary.
Edit intent: meaning-changed
Original:  We further demonstrate the ability of these various methods to correctly predict pairings among actual paralogous proteins with genome proximity but no known direct physical interaction, which illustrates the importance of phylogenetic correlations in real data.
Revised:  Employing DCA or phylogenetic methods within an Iterative Pairing Algorithm (IPA) allows to predict pairs of evolutionary partners without a training set. We demonstrate the ability of these various methods to correctly predict pairings among actual paralogous proteins with genome proximity but no known direct physical interaction, which illustrates the importance of phylogenetic correlations in real data.
Edit intent: meaning-changed
Original:  We further demonstrate the ability of these various methods to correctly predict pairings among actual paralogous proteins with genome proximity but no known direct physical interaction, which illustrates the importance of phylogenetic correlations in real data.
Revised:  We further demonstrate the ability of these various methods to correctly predict pairings among real paralogous proteins with genome proximity but no known direct physical interaction, which illustrates the importance of phylogenetic correlations in real data.
Edit intent: fluency
Original:  We further demonstrate the ability of these various methods to correctly predict pairings among actual paralogous proteins with genome proximity but no known direct physical interaction, which illustrates the importance of phylogenetic correlations in real data.
Revised:  We further demonstrate the ability of these various methods to correctly predict pairings among actual paralogous proteins with genome proximity but no known physical interaction, which illustrates the importance of phylogenetic correlations in real data.
Edit intent: clarity
Original:  We further demonstrate the ability of these various methods to correctly predict pairings among actual paralogous proteins with genome proximity but no known direct physical interaction, which illustrates the importance of phylogenetic correlations in real data.
Revised:  We further demonstrate the ability of these various methods to correctly predict pairings among actual paralogous proteins with genome proximity but no known direct physical interaction, illustrating the importance of phylogenetic correlations in real data.
Edit intent: coherence
Original:  We further demonstrate the ability of these various methods to correctly predict pairings among actual paralogous proteins with genome proximity but no known direct physical interaction, which illustrates the importance of phylogenetic correlations in real data.
Revised:  We further demonstrate the ability of these various methods to correctly predict pairings among actual paralogous proteins with genome proximity but no known direct physical interaction, which illustrates the importance of phylogenetic correlations in natural data.
Edit intent: clarity
Original:  Examples are moments or distributions of individual fixed-effects, average partial effects in discrete choice models, or counterfactual policy simulations based on a structural model. We consider posterior estimators of such effects , where the average is computed conditional on the observation sample.
Revised:  Examples are moments or distributions of individual fixed-effects, average partial effects in discrete choice models, or counterfactual simulations in structural models. For such quantities, we propose and study "posterior average effects" , where the average is computed conditional on the observation sample.
Edit intent: clarity
Original:  We consider posterior estimators of such effects , where the average is computed conditional on the observation sample. While in various settings it is common to "shrink" individual estimates -- e.g., of teacher value-added or hospital quality -- toward a common mean to reduce estimation noise, a study of the frequentist properties of posterior average estimators is lacking.
Revised:  We consider posterior estimators of such effects , where the average is computed conditional on the sample, in the spirit of empirical Bayes and shrinkage methods. While the usefulness of shrinkage for prediction is well-understood, a justification of posterior conditioning to estimate population averages is currently lacking.
Edit intent: meaning-changed
Original:  We establish two robustness properties of posterior estimators under misspecification of the assumed distribution of unobservables: they are optimal in terms of local worst-case bias, and their global bias is no larger than twice the minimum worst-case bias that can be achieved within a large class of estimators.
Revised:  We establish two robustness properties of posterior average effects under misspecification of the assumed distribution of unobservables: they are optimal in terms of local worst-case bias, and their global bias is no larger than twice the minimum worst-case bias that can be achieved within a large class of estimators.
Edit intent: clarity
Original:  We establish two robustness properties of posterior estimators under misspecification of the assumed distribution of unobservables: they are optimal in terms of local worst-case bias, and their global bias is no larger than twice the minimum worst-case bias that can be achieved within a large class of estimators.
Revised:  We establish two robustness properties of posterior estimators under misspecification of the assumed distribution of unobservables: they are optimal in terms of local worst-case bias, and their global bias is at most twice the minimum worst-case bias that can be achieved within a large class of estimators.
Edit intent: clarity
Original:  We establish two robustness properties of posterior estimators under misspecification of the assumed distribution of unobservables: they are optimal in terms of local worst-case bias, and their global bias is no larger than twice the minimum worst-case bias that can be achieved within a large class of estimators.
Revised:  We establish two robustness properties of posterior estimators under misspecification of the assumed distribution of unobservables: they are optimal in terms of local worst-case bias, and their global bias is no larger than twice the minimum worst-case bias within a large class of estimators.
Edit intent: clarity
Original: Multifractal Detrended Cross-Correlation methodology is applied to the foreign exchange (Forex) market . High frequency fluctuations of exchange rates of eight major world currencies over the period 2010--2018 are used to study cross-correlations.
Revised: Multifractal Detrended Cross-Correlation methodology is applied to the foreign exchange (Forex) market time series. Fluctuations of high frequency exchange rates of eight major world currencies over the period 2010--2018 are used to study cross-correlations.
Edit intent: meaning-changed
Original:  The currencies include the Australian dollar, Canadian dollar, Swiss franc, euro, British pound sterling, Japanese yen, New Zealand dollar and US dollar . Dominant multiscale cross--correlations between the exchange rates are found to typically occur on the level of small and medium size fluctuations.
Revised:  The study is motivated by fundamental questions in complex systems' response to significant environmental changes and by potential applications in investment strategies, including detecting triangular arbitrage opportunities . Dominant multiscale cross--correlations between the exchange rates are found to typically occur on the level of small and medium size fluctuations.
Edit intent: meaning-changed
Original:  The currencies include the Australian dollar, Canadian dollar, Swiss franc, euro, British pound sterling, Japanese yen, New Zealand dollar and US dollar . Dominant multiscale cross--correlations between the exchange rates are found to typically occur on the level of small and medium size fluctuations.
Revised:  The currencies include the Australian dollar, Canadian dollar, Swiss franc, euro, British pound sterling, Japanese yen, New Zealand dollar and US dollar . Dominant multiscale cross-correlations between the exchange rates are found to typically occur on the level of small and medium size fluctuations.
Edit intent: fluency
Original:  The currencies include the Australian dollar, Canadian dollar, Swiss franc, euro, British pound sterling, Japanese yen, New Zealand dollar and US dollar . Dominant multiscale cross--correlations between the exchange rates are found to typically occur on the level of small and medium size fluctuations.
Revised:  The currencies include the Australian dollar, Canadian dollar, Swiss franc, euro, British pound sterling, Japanese yen, New Zealand dollar and US dollar . Dominant multiscale cross--correlations between the exchange rates are found to typically occur at smaller fluctuation levels. However
Edit intent: clarity
Original:  The cross--correlations are quantified to be stronger on average between those exchange rate pairs that are bound within triangular relation . Some pairs from outside the triangular relation are however identified to be exceptionally strongly correlated as compared to the average strength of correlations in this sector .
Revised:  The cross-correlations are quantified to be stronger on average between those exchange rate pairs that are bound within triangular relation . Some pairs from outside the triangular relation are however identified to be exceptionally strongly correlated as compared to the average strength of correlations in this sector .
Edit intent: fluency
Original:  The cross--correlations are quantified to be stronger on average between those exchange rate pairs that are bound within triangular relation . Some pairs from outside the triangular relation are however identified to be exceptionally strongly correlated as compared to the average strength of correlations in this sector .
Revised:  The cross--correlations are quantified to be stronger on average between those exchange rate pairs that are bound within triangular relations . Some pairs from outside the triangular relation are however identified to be exceptionally strongly correlated as compared to the average strength of correlations in this sector .
Edit intent: fluency
Original:  The cross--correlations are quantified to be stronger on average between those exchange rate pairs that are bound within triangular relation . Some pairs from outside the triangular relation are however identified to be exceptionally strongly correlated as compared to the average strength of correlations in this sector .
Revised:  The cross--correlations are quantified to be stronger on average between those exchange rate pairs that are bound within triangular relation . Some pairs from outside triangular relations are however identified to be exceptionally strongly correlated as compared to the average strength of correlations in this sector .
Edit intent: fluency
Original:  The cross--correlations are quantified to be stronger on average between those exchange rate pairs that are bound within triangular relation . Some pairs from outside the triangular relation are however identified to be exceptionally strongly correlated as compared to the average strength of correlations in this sector .
Revised:  The cross--correlations are quantified to be stronger on average between those exchange rate pairs that are bound within triangular relation . Some pairs from outside the triangular relation are however identified to be exceptionally strongly correlated as compared to the average strength of triangular correlations .
Edit intent: clarity
Original:  In the years 2010--2018 such instances took place in connection with the Swiss National Bank intervention and the weakening of British pound sterling accompanying the initiation of Brexit procedure  .
Revised:  In the years 2010--2018 such instances took place in connection with the Swiss National Bank intervention and the weakening of British pound sterling accompanying the initiation of Brexit procedure . The methodology could be applicable to temporal and multiscale pattern detection in any time series .
Edit intent: meaning-changed
Original:  Boundary faces in a B-rep model could be connected in a smooth manner, typically G1 continuous, for functional, manufacturing or aesthetic reasons. Quite often, it is desirable to preserve such smooth connections during push-pull moves .
Revised:  Boundary faces in a B-rep models being used are quadric models (composed of linear and quadric surfaces). However, push-pulling such models is not trivial due to the possible smooth face-face connections in the models. The major issue is that, during push-pull moves .
Edit intent: meaning-changed
Original:  Quite often, it is desirable to preserve such smooth connections during push-pull moves . This is, however, no trivial matter and introduces additional challenges. To preserve the G1 connections , neighboring faces of push-pulled faces need to be made movable, but their motions are not known explicitly.
Revised:  Quite often, it is desirable to preserve such smooth connections during push-pull moves , neighboring faces of push-pulled faces need to be made movable, but their motions are not known explicitly.
Edit intent: coherence
Original:  To preserve the G1 connections , neighboring faces of push-pulled faces need to be made movable, but their motions are not known explicitly. Consequently, it becomes challenging to track the geometry-topology inconsistency caused by these movable faces and to attain a robust update for push-pulled solid models.
Revised:  To preserve the G1 connections , it is often desirable to preserve these connections for functional, manufacturing, or aesthetic reasons, but this could cause complex inconsistencies between the geometry and topology in the model and lead to robustness issues in updating the model. The challenge lies in effectiveness towards detecting the instants when geometry-topology inconsistency caused by these movable faces and to attain a robust update for push-pulled solid models.
Edit intent: coherence
Original:  Consequently, it becomes challenging to track the geometry-topology inconsistency caused by these movable faces and to attain a robust update for push-pulled solid models. No effective ways exist in the literature to deal with the challenges; the industrial state of the art has implemented this function, but the challenges are not addressed satisfactorily and robustness issues are observed.
Revised:  Consequently, it becomes challenging to track the geometry-topology inconsistencies occur during push-pull moves.
Edit intent: clarity
Original:  This paper proposes a novel reverse tracking method to solve the above challenges, and then, based on it, presents a systematic method for push-pull direct modeling while preserving G1 connections. The developed method has been validated with a series of case studies .
Revised:  This paper proposes a novel reverse tracking method to solve the above challenges, and then, based on it, presents a systematic method for push-pull direct modeling while preserving smooth connections. Case studies and comparisons have been conducted to demonstrate the effectiveness of the method .
Edit intent: clarity
Original: We characterize the asymptotic small-time and large-time implied volatility smile for the rough Heston model introduced by El Euch, Jaissonand Rosenbaum .0pt%DIFAUXCMD in the small-time, large-time and \alpha }\to \to  We show that the asymptotic short-maturity smile scales in qualitatively the same way as a general rough stochastic volatility model , and is characterized by0pt%DIFAUXCMD , \mbox{%DIFAUXCMD FGP18a }0pt%DIFAUXCMD et al.)
Revised: We characterize the behaviour of the Rough Heston model introduced by El Euch, Jaissonand Rosenbaum .0pt%DIFAUXCMD in the small-time, large-time and \alpha }\to \to We show that the asymptotic short-maturity smile scales in qualitatively the same way as a general rough stochastic volatility model , and is characterized by0pt%DIFAUXCMD , \mbox{%DIFAUXCMD FGP18a }0pt%DIFAUXCMD et al.)
Edit intent: clarity
Original: We characterize the asymptotic small-time and large-time implied volatility smile for the rough Heston model introduced by El Euch, Jaissonand Rosenbaum .0pt%DIFAUXCMD in the small-time, large-time and \alpha }\to \to  We show that the asymptotic short-maturity smile scales in qualitatively the same way as a general rough stochastic volatility model , and is characterized by0pt%DIFAUXCMD , \mbox{%DIFAUXCMD FGP18a }0pt%DIFAUXCMD et al.)
Revised: We characterize the asymptotic small-time and large-time implied volatility smile for the rough Heston model introduced by Jaisson\&Rosenbaum \mbox{%DIFAUXCMD JR160pt%DIFAUXCMD in the small-time, large-time and \alpha }\to \to We show that the asymptotic short-maturity smile scales in qualitatively the same way as a general rough stochastic volatility model , and is characterized by0pt%DIFAUXCMD , \mbox{%DIFAUXCMD FGP18a }0pt%DIFAUXCMD et al.)
Edit intent: clarity
Original: We characterize the asymptotic small-time and large-time implied volatility smile for the rough Heston model introduced by El Euch, Jaissonand Rosenbaum .0pt%DIFAUXCMD in the small-time, large-time and \alpha }\to \to  We show that the asymptotic short-maturity smile scales in qualitatively the same way as a general rough stochastic volatility model , and is characterized by0pt%DIFAUXCMD , \mbox{%DIFAUXCMD FGP18a }0pt%DIFAUXCMD et al.)
Revised: We characterize the asymptotic small-time and large-time implied volatility smile for the rough Heston model introduced by El Euch, Jaissonand Rosenbaum .0pt%DIFAUXCMD in the small-time, large-time and \alpha }\to 1/2 (i.e. H\to We show that the asymptotic short-maturity smile scales in qualitatively the same way as a general rough stochastic volatility model , and is characterized by0pt%DIFAUXCMD , \mbox{%DIFAUXCMD FGP18a }0pt%DIFAUXCMD et al.)
Edit intent: meaning-changed
Original: We characterize the asymptotic small-time and large-time implied volatility smile for the rough Heston model introduced by El Euch, Jaissonand Rosenbaum .0pt%DIFAUXCMD in the small-time, large-time and \alpha }\to \to  We show that the asymptotic short-maturity smile scales in qualitatively the same way as a general rough stochastic volatility model , and is characterized by0pt%DIFAUXCMD , \mbox{%DIFAUXCMD FGP18a }0pt%DIFAUXCMD et al.)
Revised: We characterize the asymptotic small-time and large-time implied volatility smile for the rough Heston model introduced by El Euch, Jaissonand Rosenbaum .0pt%DIFAUXCMD in the small-time, large-time and \alpha }\to \to 0) limits. We show that the asymptotic short-maturity smile scales in qualitatively the same way as a general rough stochastic volatility model , and is characterized by0pt%DIFAUXCMD , \mbox{%DIFAUXCMD FGP18a }0pt%DIFAUXCMD et al.)
Edit intent: clarity
Original: We characterize the asymptotic small-time and large-time implied volatility smile for the rough Heston model introduced by El Euch, Jaissonand Rosenbaum .0pt%DIFAUXCMD in the small-time, large-time and \alpha }\to \to  We show that the asymptotic short-maturity smile scales in qualitatively the same way as a general rough stochastic volatility model , and is characterized by0pt%DIFAUXCMD , \mbox{%DIFAUXCMD FGP18a }0pt%DIFAUXCMD et al.)
Revised: We characterize the asymptotic small-time and large-time implied volatility smile for the rough Heston model introduced by El Euch, Jaissonand Rosenbaum .0pt%DIFAUXCMD in the small-time, large-time and \alpha }\to \to We show that the short-maturity smile scales in qualitatively the same way as a general rough stochastic volatility model , and is characterized by0pt%DIFAUXCMD , \mbox{%DIFAUXCMD FGP18a }0pt%DIFAUXCMD et al.)
Edit intent: fluency
Original: We characterize the asymptotic small-time and large-time implied volatility smile for the rough Heston model introduced by El Euch, Jaissonand Rosenbaum .0pt%DIFAUXCMD in the small-time, large-time and \alpha }\to \to  We show that the asymptotic short-maturity smile scales in qualitatively the same way as a general rough stochastic volatility model , and is characterized by0pt%DIFAUXCMD , \mbox{%DIFAUXCMD FGP18a }0pt%DIFAUXCMD et al.)
Revised: We characterize the asymptotic small-time and large-time implied volatility smile for the rough Heston model introduced by El Euch, Jaissonand Rosenbaum .0pt%DIFAUXCMD in the small-time, large-time and \alpha }\to \to We show that the asymptotic short-maturity smile scales in qualitatively the same way as a general rough stochastic volatility model (cf.\ \mbox{%DIFAUXCMD FZ170pt%DIFAUXCMD , \mbox{%DIFAUXCMD FGP18a }0pt%DIFAUXCMD et al.)
Edit intent: meaning-changed
Original: , and the rate function is equal to } the Fenchel-Legendre transform of the solution a Volterra integral equation (VIE) \hspace{0pt}%DIFAUXCMD , but with the drift and mean reversion terms removed} .
Revised: , and the rate function is equal to } the Fenchel-Legendre transform of a simple transformation of the solution to the same Volterra integral equation (VIE) \hspace{0pt}%DIFAUXCMD , but with the drift and mean reversion terms removed} .
Edit intent: meaning-changed
Original: , and the rate function is equal to } the Fenchel-Legendre transform of the solution a Volterra integral equation (VIE) \hspace{0pt}%DIFAUXCMD , but with the drift and mean reversion terms removed} .
Revised: , and the rate function is equal to } the Fenchel-Legendre transform of the solution a Volterra integral equation (VIE) that appears in \mbox{%DIFAUXCMD ER19\hspace{0pt}%DIFAUXCMD , but with the drift and mean reversion terms removed} .
Edit intent: meaning-changed
Original:  The solution of this VIE satisfies a space-time scaling property which simplifies its computation. We corroborate our results numerically with Monte Carlo simulations. We also compute a power series in the log-moneyness variable for the asymptotic implied volatility , which yields tractable expressions for the  vol skew and convexity , thus being useful for calibration purposes.
Revised:  The solution of this VIE satisfies a space-time scaling property which means we only need to solve this equation for the moment values of p=1 and p=-1 so the rate function can be efficiently computed using an Adams scheme or a power series, and we compute a power series in the log-moneyness variable for the asymptotic implied volatility , which yields tractable expressions for the vol skew and convexity , thus being useful for calibration purposes.
Edit intent: meaning-changed
Original:  We also compute a power series in the log-moneyness variable for the asymptotic implied volatility , which yields tractable expressions for the  vol skew and convexity , thus being useful for calibration purposes.
Revised:  We also compute a power series in the log-moneyness variable for the asymptotic implied volatility which yields tractable expressions for the vol skew and convexity , thus being useful for calibration purposes.
Edit intent: fluency
Original:  We also compute a power series in the log-moneyness variable for the asymptotic implied volatility , which yields tractable expressions for the  vol skew and convexity , thus being useful for calibration purposes.
Revised:  We also compute a power series in the log-moneyness variable for the asymptotic implied volatility , which yields tractable expressions for the implied vol skew and convexity , thus being useful for calibration purposes.
Edit intent: fluency