wanyu/IteraTeR_full_sent huggingface dataset:
Original:  Further, we refined the targets for SBC-specificity by filtering out the genes involved in primary bone cancer , any other type of cancer or any other known disease. Our composite rational strategy involving literature-mined experimental data, graph theoretical analysis and gene ontological studies predicts targets that are more specific and relevant for SBC .
Revised:  Further, we refined the targets for SBC-specificity by filtering out the genes involved in primary bone cancer , SBC genes and gene ontology enrichment method, to obtain a set of targets that are specific to bone metastasis. Through this study, we present an approach for probing one of the major complications in cancers, namely, metastasis. The results on genes that play generic roles in cancer phenotype, obtained by network analysis of 'Cancer Genes Network', have broader implications in understanding the role of molecular regulators in mechanisms of cancers. Specifically, our study provides a set of potential targets that are more specific and relevant for SBC .
Edit intent: meaning-changed
Original:  These include bi-partite structures between a bank and a counterparty, tri-partite structures with one margin lender in addition, quadri-partite structures with two margin lenders and, most importantly, configurations where all derivative transactions are cleared through a Central Counterparty Clearing House (CCP).
Revised:  These include bipartite structures between a bank and a counterparty, tri-partite structures with one margin lender in addition, quadri-partite structures with two margin lenders and, most importantly, configurations where all derivative transactions are cleared through a Central Counterparty Clearing House (CCP).
Edit intent: fluency
Original:  These include bi-partite structures between a bank and a counterparty, tri-partite structures with one margin lender in addition, quadri-partite structures with two margin lenders and, most importantly, configurations where all derivative transactions are cleared through a Central Counterparty Clearing House (CCP).
Revised:  These include bi-partite structures between a bank and a counterparty, tri-partite structures with one margin lender in addition, quadri-partite structures with two margin lenders and, most importantly, configurations where all derivative transactions are cleared through a Central Counterparty (CCP).
Edit intent: clarity
Original:  By assuming a biased distribution for the entries in bit-strings , we show that such a correlation can yield fringes in the (weighted) connectivity distribution, small- worlds featuresas well as scaling laws in agreement with experimental findings.
Revised:  We show that a biased distribution for the entries in bit-strings , we show that such a correlation can yield fringes in the (weighted) connectivity distribution, small- worlds featuresas well as scaling laws in agreement with experimental findings.
Edit intent: coherence
Original:  By assuming a biased distribution for the entries in bit-strings , we show that such a correlation can yield fringes in the (weighted) connectivity distribution, small- worlds featuresas well as scaling laws in agreement with experimental findings.
Revised:  By assuming a biased distribution of the entries in bit-strings , we show that such a correlation can yield fringes in the (weighted) connectivity distribution, small- worlds featuresas well as scaling laws in agreement with experimental findings.
Edit intent: fluency
Original:  By assuming a biased distribution for the entries in bit-strings , we show that such a correlation can yield fringes in the (weighted) connectivity distribution, small- worlds featuresas well as scaling laws in agreement with experimental findings.
Revised:  By assuming a biased distribution for the entries in bit-strings can yield fringes in the (weighted) connectivity distribution, small- worlds featuresas well as scaling laws in agreement with experimental findings.
Edit intent: clarity
Original:  By assuming a biased distribution for the entries in bit-strings , we show that such a correlation can yield fringes in the (weighted) connectivity distribution, small- worlds featuresas well as scaling laws in agreement with experimental findings.
Revised:  By assuming a biased distribution for the entries in bit-strings , we show that such a correlation can yield fringes in the (weighted) degree distribution, small-worlds features, and scaling laws, in agreement with experimental findings.
Edit intent: meaning-changed
Original:  We also investigate the role of ageing, thought of as a progressive increase in the degree of correlation (specificity) , and we show that it can possibly induce mild percolation phenomena, which are investigated too.
Revised:  We also investigate the role of ageing, thought of as a progressive increase in the degree of bias in bit-strings , and we show that it can possibly induce mild percolation phenomena, which are investigated too.
Edit intent: meaning-changed
Original:   I detail a possible scenario involving actin/myosin layers in snails (and in%DIFDELCMD < {\it %%%  C. elegans ), and outline other mechanisms which might govern handedness in eukaryote cell motility and in plants .
Revised:  It seems particularly easy for handedness to emerge in a shear or rotation in the background of an effectively two-dimensional system, such as the cell membrane or a layer of cells, as this requires no pre-existing axis apart from the layer normal. I detail a possible scenario involving actin/myosin layers in snails (and in%DIFDELCMD < {\it %%% C. elegans ), and outline other mechanisms which might govern handedness in eukaryote cell motility and in plants .
Edit intent: meaning-changed
Original:   I detail a possible scenario involving actin/myosin layers in snails (and in%DIFDELCMD < {\it %%%  C. elegans ), and outline other mechanisms which might govern handedness in eukaryote cell motility and in plants .
Revised:  I detail a scenario involving actin/myosin layers in snails (and in%DIFDELCMD < {\it %%% C. elegans ), and outline other mechanisms which might govern handedness in eukaryote cell motility and in plants .
Edit intent: clarity
Original:   I detail a possible scenario involving actin/myosin layers in snails (and in%DIFDELCMD < {\it %%%  C. elegans ), and outline other mechanisms which might govern handedness in eukaryote cell motility and in plants .
Revised:  I detail a possible scenario involving actin/myosin layers in snails %DIFDELCMD < {\it %%% C. elegans ), and outline other mechanisms which might govern handedness in eukaryote cell motility and in plants .
Edit intent: fluency
Original:   I detail a possible scenario involving actin/myosin layers in snails (and in%DIFDELCMD < {\it %%%  C. elegans ), and outline other mechanisms which might govern handedness in eukaryote cell motility and in plants .
Revised:  I detail a possible scenario involving actin/myosin layers in snails (and in%DIFDELCMD < {\it %%% and in C. elegans ), and outline other mechanisms which might govern handedness in eukaryote cell motility and in plants .
Edit intent: fluency
Original:   I detail a possible scenario involving actin/myosin layers in snails (and in%DIFDELCMD < {\it %%%  C. elegans ), and outline other mechanisms which might govern handedness in eukaryote cell motility and in plants .
Revised:  I detail a possible scenario involving actin/myosin layers in snails (and in%DIFDELCMD < {\it %%% C. elegans , and also one about the microtubule layer in plant cells. I also survey the other examples that I am aware of, such as the emergence of handedness such as the emergence of handedness in neurons, in eukaryote cell motility and in plants .
Edit intent: meaning-changed
Original:   I detail a possible scenario involving actin/myosin layers in snails (and in%DIFDELCMD < {\it %%%  C. elegans ), and outline other mechanisms which might govern handedness in eukaryote cell motility and in plants .
Revised:  I detail a possible scenario involving actin/myosin layers in snails (and in%DIFDELCMD < {\it %%% C. elegans ), and outline other mechanisms which might govern handedness in eukaryote cell motility , and in non-flagellated bacteria .
Edit intent: meaning-changed
Original:  The individual investor develops addictive consumption habits gradually while he can only observe the market stock prices but not the instantaneous rates of return, which follow Ornstein-Uhlenbeck processes . Applying the Kalman-Bucy filtering theorem and Dynamic Programming arguments, we solve the associated HJB equation fully explicitly for this path dependent stochastic control problem in the case of power utility preferences.
Revised:  The individual investor develops addictive consumption habits gradually while only observing the market stock prices but not the instantaneous rates of return, which follow Ornstein-Uhlenbeck processes . Applying the Kalman-Bucy filtering theorem and Dynamic Programming arguments, we solve the associated HJB equation fully explicitly for this path dependent stochastic control problem in the case of power utility preferences.
Edit intent: clarity
Original:  The individual investor develops addictive consumption habits gradually while he can only observe the market stock prices but not the instantaneous rates of return, which follow Ornstein-Uhlenbeck processes . Applying the Kalman-Bucy filtering theorem and Dynamic Programming arguments, we solve the associated HJB equation fully explicitly for this path dependent stochastic control problem in the case of power utility preferences.
Revised:  The individual investor develops addictive consumption habits gradually while he can only observe the market stock prices but not the instantaneous rate of return, which follow Ornstein-Uhlenbeck processes . Applying the Kalman-Bucy filtering theorem and Dynamic Programming arguments, we solve the associated HJB equation fully explicitly for this path dependent stochastic control problem in the case of power utility preferences.
Edit intent: fluency
Original:  The individual investor develops addictive consumption habits gradually while he can only observe the market stock prices but not the instantaneous rates of return, which follow Ornstein-Uhlenbeck processes . Applying the Kalman-Bucy filtering theorem and Dynamic Programming arguments, we solve the associated HJB equation fully explicitly for this path dependent stochastic control problem in the case of power utility preferences.
Revised:  The individual investor develops addictive consumption habits gradually while he can only observe the market stock prices but not the instantaneous rates of return, which follows an Ornstein-Uhlenbeck processes . Applying the Kalman-Bucy filtering theorem and Dynamic Programming arguments, we solve the associated HJB equation fully explicitly for this path dependent stochastic control problem in the case of power utility preferences.
Edit intent: fluency
Original:  The individual investor develops addictive consumption habits gradually while he can only observe the market stock prices but not the instantaneous rates of return, which follow Ornstein-Uhlenbeck processes . Applying the Kalman-Bucy filtering theorem and Dynamic Programming arguments, we solve the associated HJB equation fully explicitly for this path dependent stochastic control problem in the case of power utility preferences.
Revised:  The individual investor develops addictive consumption habits gradually while he can only observe the market stock prices but not the instantaneous rates of return, which follow Ornstein-Uhlenbeck process . Applying the Kalman-Bucy filtering theorem and Dynamic Programming arguments, we solve the associated HJB equation fully explicitly for this path dependent stochastic control problem in the case of power utility preferences.
Edit intent: fluency
Original:  The individual investor develops addictive consumption habits gradually while he can only observe the market stock prices but not the instantaneous rates of return, which follow Ornstein-Uhlenbeck processes . Applying the Kalman-Bucy filtering theorem and Dynamic Programming arguments, we solve the associated HJB equation fully explicitly for this path dependent stochastic control problem in the case of power utility preferences.
Revised:  The individual investor develops addictive consumption habits gradually while he can only observe the market stock prices but not the instantaneous rates of return, which follow Ornstein-Uhlenbeck processes . Applying the Kalman-Bucy filtering theorem and Dynamic Programming arguments, we solve the associated HJB equation explicitly for this path dependent stochastic control problem in the case of power utility preferences.
Edit intent: clarity
Original: We consider a model of optimal investment and consumption with both habit formation and partial observations in incomplete It\^{o} processes markets. The individual investor develops addictive consumption habits gradually while only observing the market stock prices but not the instantaneous rate of return , which follows an Ornstein-Uhlenbeck process . Applying the Kalman-Bucy filtering theorem and  Dynamic Programming arguments, we solve the associated HJB equation explicitly for this path dependent stochastic control problem in the case of power utility preferences .
Revised: We consider a model of optimal investment and consumption with both habit formation and partial observations in incomplete It\^{o} processes market. The investor chooses his consumption under the addictive habits constraint while only observing the market stock prices but not the instantaneous rate of return , which follows an Ornstein-Uhlenbeck process . Applying the Kalman-Bucy filtering theorem and Dynamic Programming arguments, we solve the associated HJB equation explicitly for this path dependent stochastic control problem in the case of power utility preferences .
Edit intent: clarity
Original:  The individual investor develops addictive consumption habits gradually while only observing the market stock prices but not the instantaneous rate of return , which follows an Ornstein-Uhlenbeck process . Applying the Kalman-Bucy filtering theorem and  Dynamic Programming arguments, we solve the associated HJB equation explicitly for this path dependent stochastic control problem in the case of power utility preferences .
Revised:  The individual investor develops addictive consumption habits gradually while only observing the market stock prices but not the instantaneous rate of return . Applying the Kalman-Bucy filtering theorem and Dynamic Programming arguments, we solve the associated HJB equation explicitly for this path dependent stochastic control problem in the case of power utility preferences .
Edit intent: coherence
Original:  The individual investor develops addictive consumption habits gradually while only observing the market stock prices but not the instantaneous rate of return , which follows an Ornstein-Uhlenbeck process . Applying the Kalman-Bucy filtering theorem and  Dynamic Programming arguments, we solve the associated HJB equation explicitly for this path dependent stochastic control problem in the case of power utility preferences .
Revised:  The individual investor develops addictive consumption habits gradually while only observing the market stock prices but not the instantaneous rate of return , which follows an Ornstein-Uhlenbeck process . Applying the Kalman-Bucy filtering theorem and the Dynamic Programming arguments, we solve the associated HJB equation explicitly for this path dependent stochastic control problem in the case of power utility preferences .
Edit intent: fluency
Original:  The individual investor develops addictive consumption habits gradually while only observing the market stock prices but not the instantaneous rate of return , which follows an Ornstein-Uhlenbeck process . Applying the Kalman-Bucy filtering theorem and  Dynamic Programming arguments, we solve the associated HJB equation explicitly for this path dependent stochastic control problem in the case of power utility preferences .
Revised:  The individual investor develops addictive consumption habits gradually while only observing the market stock prices but not the instantaneous rate of return , which follows an Ornstein-Uhlenbeck process . Applying the Kalman-Bucy filtering theorem and Dynamic Programming arguments, we solve the associated Hamilton-Jacobi-Bellman (HJB) equation explicitly for this path dependent stochastic control problem in the case of power utility preferences .
Edit intent: meaning-changed
Original:  The individual investor develops addictive consumption habits gradually while only observing the market stock prices but not the instantaneous rate of return , which follows an Ornstein-Uhlenbeck process . Applying the Kalman-Bucy filtering theorem and  Dynamic Programming arguments, we solve the associated HJB equation explicitly for this path dependent stochastic control problem in the case of power utility preferences .
Revised:  The individual investor develops addictive consumption habits gradually while only observing the market stock prices but not the instantaneous rate of return , which follows an Ornstein-Uhlenbeck process . Applying the Kalman-Bucy filtering theorem and Dynamic Programming arguments, we solve the associated HJB equation explicitly for the path dependent stochastic control problem in the case of power utility preferences .
Edit intent: fluency
Original:  The individual investor develops addictive consumption habits gradually while only observing the market stock prices but not the instantaneous rate of return , which follows an Ornstein-Uhlenbeck process . Applying the Kalman-Bucy filtering theorem and  Dynamic Programming arguments, we solve the associated HJB equation explicitly for this path dependent stochastic control problem in the case of power utility preferences .
Revised:  The individual investor develops addictive consumption habits gradually while only observing the market stock prices but not the instantaneous rate of return , which follows an Ornstein-Uhlenbeck process . Applying the Kalman-Bucy filtering theorem and Dynamic Programming arguments, we solve the associated HJB equation explicitly for this path dependent stochastic control problem in the case of power utilities .
Edit intent: clarity
Original:  We establish existence and uniqueness of the optimal solution using convex duality approach on the product space _{+}^{0}(\Omega\times[0,T],O,}\mathbb{P} by defining the primal value function both on the initial wealth and initial habit .
Revised:  We establish existence and uniqueness of the optimal solution using convex duality on the product space _{+}^{0}(\Omega\times[0,T],O,}\mathbb{P} by defining the primal value function both on the initial wealth and initial habit .
Edit intent: clarity
Original:  We establish existence and uniqueness of the optimal solution using convex duality approach on the product space _{+}^{0}(\Omega\times[0,T],O,}\mathbb{P} by defining the primal value function both on the initial wealth and initial habit .
Revised:  We establish existence and uniqueness of the optimal solution using convex duality approach on the product space \mathbb{L_{+}^{0}(\Omega\times[0,T],O,}\mathbb{P} by defining the primal value function both on the initial wealth and initial habit .
Edit intent: meaning-changed
Original:  We establish existence and uniqueness of the optimal solution using convex duality approach on the product space _{+}^{0}(\Omega\times[0,T],O,}\mathbb{P} by defining the primal value function both on the initial wealth and initial habit .
Revised:  We establish existence and uniqueness of the optimal solution using convex duality approach on the product space _{+}^{0}(\Omega\times[0,T],O,}\mathbb{P}) by defining the primal value function both on the initial wealth and initial habit .
Edit intent: fluency
Original:  We establish existence and uniqueness of the optimal solution using convex duality approach on the product space _{+}^{0}(\Omega\times[0,T],O,}\mathbb{P} by defining the primal value function both on the initial wealth and initial habit .
Revised:  We establish existence and uniqueness of the optimal solution using convex duality approach on the product space _{+}^{0}(\Omega\times[0,T],O,}\mathbb{P} by defining the primal value function as depending on both the initial wealth and initial habit .
Edit intent: clarity
Original:  We establish existence and uniqueness of the optimal solution using convex duality approach on the product space _{+}^{0}(\Omega\times[0,T],O,}\mathbb{P} by defining the primal value function both on the initial wealth and initial habit .
Revised:  We establish existence and uniqueness of the optimal solution using convex duality approach on the product space _{+}^{0}(\Omega\times[0,T],O,}\mathbb{P} by defining the primal value function both on the initial wealth and initial standard of living .
Edit intent: clarity
Original:  We also provide market independent sufficient conditions both on stochastic discounting processes of the habit formation process and on the utility function  to modify the convex duality approach when the auxiliary dual process is not necessarily integrable.
Revised:  We also provide market independent sufficient conditions on both stochastic discounting processes of the habit formation process and on the utility function to modify the convex duality approach when the auxiliary dual process is not necessarily integrable.
Edit intent: fluency
Original:  We also provide market independent sufficient conditions both on stochastic discounting processes of the habit formation process and on the utility function  to modify the convex duality approach when the auxiliary dual process is not necessarily integrable.
Revised:  We also provide market independent sufficient conditions both on stochastic discounting processes of the habit formation process and on the utility function for our original problem to be well posed and to modify the convex duality approach when the auxiliary dual process is not necessarily integrable.
Edit intent: meaning-changed
Original:  We establish existence and uniqueness of the optimal solution using convex duality on the product space \mathbb{L_{+}^{0}(\Omega\times[0,T],O,}%DIFDELCMD < \mathbb{P}%%% ) by defining the primal value function as depending on both the initial wealth and  initial standard of living.
Revised:  We establish existence and uniqueness of the optimal solution using convex duality _{+}^{0}(\Omega\times[0,T],O,}%DIFDELCMD < \mathbb{P}%%% ) by defining the primal value function as depending on both the initial wealth and initial standard of living.
Edit intent: clarity
Original:  We establish existence and uniqueness of the optimal solution using convex duality on the product space \mathbb{L_{+}^{0}(\Omega\times[0,T],O,}%DIFDELCMD < \mathbb{P}%%% ) by defining the primal value function as depending on both the initial wealth and  initial standard of living.
Revised:  We establish existence and uniqueness of the optimal solution using convex duality on the product space \mathbb{L_{+}^{0}(\Omega\times[0,T],O,}%DIFDELCMD < \mathbb{P}%%% by defining the primal value function as depending on both the initial wealth and initial standard of living.
Edit intent: fluency
Original:  We establish existence and uniqueness of the optimal solution using convex duality on the product space \mathbb{L_{+}^{0}(\Omega\times[0,T],O,}%DIFDELCMD < \mathbb{P}%%% ) by defining the primal value function as depending on both the initial wealth and  initial standard of living.
Revised:  We establish existence and uniqueness of the optimal solution using convex duality on the product space \mathbb{L_{+}^{0}(\Omega\times[0,T],O,}%DIFDELCMD < \mathbb{P}%%% ) by defining the primal value function as depending on two variables, i.e., the initial wealth and initial standard of living.
Edit intent: clarity