wanyu/IteraTeR_full_sent huggingface dataset:
Original: Assuming that mutation and fixation processes are reversible Markov processes, we prove that the equilibrium ensemble of sequences obeys a Boltzmann distribution with \exp(4N_e m(1 - 1/(2N))), where m is a Malthusian fitness and N_e and N are the effective and actual population sizes.
Revised: Assuming that mutation and fixation processes are reversible Markov processes, we prove that the equilibrium ensemble of sequences obeys a Boltzmann distribution with \exp(4N_e m(1 - 1/(2N))), where m is Malthusian fitness and N_e and N are the effective and actual population sizes.
Edit intent: fluency
Original: Assuming that mutation and fixation processes are reversible Markov processes, we prove that the equilibrium ensemble of sequences obeys a Boltzmann distribution with \exp(4N_e m(1 - 1/(2N))), where m is a Malthusian fitness and N_e and N are the effective and actual population sizes.
Revised: Assuming that mutation and fixation processes are reversible Markov processes, we prove that the equilibrium ensemble of sequences obeys a Boltzmann distribution with \exp(4N_e m(1 - 1/(2N))), where m is a Malthusian fitness and N_e and N are effective and actual population sizes.
Edit intent: fluency
Original:  Thus, 4N_e m (1 - 1/(2N)), -\Delta , and -\Delta } G_{ND}/k_B T_s , and -\Delta \psi_{ND must be equivalent to each other.
Revised:  Thus, 4N_e m (1 - 1/(2N)), -\Delta \psi_{ND, and -\Delta } G_{ND}/k_B T_s , and -\Delta \psi_{ND must be equivalent to each other.
Edit intent: fluency
Original:  Thus, 4N_e m (1 - 1/(2N)), -\Delta , and -\Delta } G_{ND}/k_B T_s , and -\Delta \psi_{ND must be equivalent to each other.
Revised:  Thus, 4N_e m (1 - 1/(2N)), -\Delta , and -\Delta } G_{ND}/k_B T_s must be equivalent to each other.
Edit intent: meaning-changed
Original:  It is confirmed that T_s negatively correlates with the average of K_a/K_s. Stabilizing mutations are significantly fixed by positive selection, and balance with destabilizing mutations fixed by random drift.
Revised:  It is confirmed that T_s negatively correlates with the mean of K_a/K_s. Stabilizing mutations are significantly fixed by positive selection, and balance with destabilizing mutations fixed by random drift.
Edit intent: clarity
Original: How do financial crises and stock-market fluctuations affect investor behavior and the dynamicsof financial markets in the long run ? Recent evidence suggests that individuals overweight personal experiences of macroeconomic shocks when forming beliefs and making investmentdecisions.
Revised: How do macro-financial shocks affect investor behavior and the dynamicsof financial markets in the long run ? Recent evidence suggests that individuals overweight personal experiences of macroeconomic shocks when forming beliefs and making investmentdecisions.
Edit intent: clarity
Original: How do financial crises and stock-market fluctuations affect investor behavior and the dynamicsof financial markets in the long run ? Recent evidence suggests that individuals overweight personal experiences of macroeconomic shocks when forming beliefs and making investmentdecisions.
Revised: How do financial crises and stock-market fluctuations affect investor behavior and market dynamics ? Recent evidence suggests that individuals overweight personal experiences of macroeconomic shocks when forming beliefs and making investmentdecisions.
Edit intent: clarity
Original: How do financial crises and stock-market fluctuations affect investor behavior and the dynamicsof financial markets in the long run ? Recent evidence suggests that individuals overweight personal experiences of macroeconomic shocks when forming beliefs and making investmentdecisions. We propose a theoretical foundation for such experience-based learning and derive its dynamic implications in a simple OLG model.
Revised: How do financial crises and stock-market fluctuations affect investor behavior and the dynamicsof financial markets in the long run ? Recent evidence on experience effects suggests a long-lasting influence of personally experienced outcomes on investor beliefs and investment, but also significant differences across older and younger generations. We formalize experience-based learning and derive its dynamic implications in a simple OLG model.
Edit intent: clarity
Original:  We propose a theoretical foundation for such experience-based learning and derive its dynamic implications in a simple OLG model. Risk averse agents invest in a risky and a risk-free asset. They form beliefsabout the payoff of the risky asset based on the two key components of experience effects: (1) they overweight data observed during their lifetimes so far, and (2) they exhibit recency bias. In equilibrium, prices depend on past dividends, but only on those observed by the generations that are alive, and they are more sensitive to more recent dividends.
Revised:  We propose a theoretical foundation for such experience-based learning in an OLG model, where different cross-cohort experiences generate persistent heterogeneity in beliefs, portfolio choices, and trade. The model allows us to characterize a novel link between investor demographics and the dependence of prices on past dividends, but only on those observed by the generations that are alive, and they are more sensitive to more recent dividends.
Edit intent: clarity
Original:  In equilibrium, prices depend on past dividends, but only on those observed by the generations that are alive, and they are more sensitive to more recent dividends. Younger generations react more strongly to recent experiences than older generations, and hence have higher demand for the risky asset in good times, but lower demand in bad times. As a result, a crisis increases the average age of stock market participants, while booms have the opposite effect. The stronger the disagreement across generations (e.g., after a recent shock), the higher is the trade volume. We also show that, vice versa, the demographic composition of markets significantly influences the response to aggregate shocks. We generate empirical results on stock-market participation, stock-market investment, and trade volume from theSurvey of Consumer Finances , merged with CRSP and historical data on stock-market performance, that are consistent with the model predictions .
Revised:  In equilibrium, prices depend on past dividends, Survey of Consumer Finances , merged with CRSP and historical data on stock-market performance, that are consistent with the model predictions .
Edit intent: clarity
Original:  We generate empirical results on stock-market participation, stock-market investment, and trade volume from theSurvey of Consumer Finances , merged with CRSP and historical data on stock-market performance, that are consistent with the model predictions .
Revised:  We generate empirical results on stock-market participation, stock-market investment, and trade volume from the , merged with CRSP and historical data on stock-market performance, that are consistent with the model predictions .
Edit intent: style
Original:  We generate empirical results on stock-market participation, stock-market investment, and trade volume from theSurvey of Consumer Finances , merged with CRSP and historical data on stock-market performance, that are consistent with the model predictions .
Revised:  We generate empirical results on stock-market participation, stock-market investment, and trade volume from theSurvey of Consumer Finances while also generating known features of asset prices, such as excess volatility and return predictability. The model produces new implications for the cross-section of asset holdings, trade volume, and investors' heterogenous responses to recent financial crises, which we show to be in line with the data .
Edit intent: meaning-changed
Original:  Here, we show that an individual reaction cycle can be regarded as a kind of Szilard engine. Accordingly, the work done at the individual cycle level can be calculated by measuring the amount of information transmitted. As a result, we can obtain a method for quantifying the information transduction of biochemical reaction cascades .
Revised:  Here, we aimed to develop a method for quantifying this signal transduction. We showed that the channel capacities of individual steps in a given general model cascade were equivalent in an independent manner, and were given by the entropy production rate. Signal transduction was transmitted by fluctuation of the entropy production rate and quantified transduction was estimated by the work done in individual steps. If the individual step representing the modification to demodification of the signal molecules is considered to be a Szilard engine, the maximal work done is equivalent to the chemical potential change of the messenger that is consumed during the modification reaction. Our method was applicable to calculate the channel capacity of the MAPK cascade. In conclusion, our method is suitable for quantitative analyses of signal transduction .
Edit intent: meaning-changed
Original:  In this paper we present the new PlanetServer,a set of tools comprising a web Geographic Information System (GIS) and a recently developed Python API capable of analyzing a wide variety of hyperspectral data from different planetary bodies.
Revised: The lack of open-source tools for hyperspectral data visualization and analysiscreates a demand for new tools. In this paper we present the new PlanetServer,a set of tools comprising a web Geographic Information System (GIS) and a recently developed Python API capable of analyzing a wide variety of hyperspectral data from different planetary bodies.
Edit intent: meaning-changed
Original:  In this paper we present the new PlanetServer,a set of tools comprising a web Geographic Information System (GIS) and a recently developed Python API capable of analyzing a wide variety of hyperspectral data from different planetary bodies.
Revised:  In this paper we present the new PlanetServer,a set of tools comprising a web Geographic Information System (GIS) and arecently developed Python Application Programming Interface (API) capableof visualizing and analyzing a wide variety of hyperspectral data from different planetary bodies.
Edit intent: meaning-changed
Original:  In this paper we present the new PlanetServer,a set of tools comprising a web Geographic Information System (GIS) and a recently developed Python API capable of analyzing a wide variety of hyperspectral data from different planetary bodies. The research case studies are focusing on 1) the characterization of different hydrosilicates such as chlorites, prehnites and kaolinites in the Nili Fossae area on Mars , and 2) the characterization of ice (CO 2 and H 2 O ice) in two different areas of Mars where ice was reported in a nearly pure state.
Revised:  In this paper we present the new PlanetServer,a set of tools comprising a web Geographic Information System (GIS) and a recently developed Python API capable of analyzing a wide variety of hyperspectral data from differentplanetary bodies. Current WebGIS open-source tools are evaluated in orderto give an overview and contextualize how PlanetServer can help in this mat-ters. The web client is thoroughly described as well as the datasets availablein PlanetServer. Also, the Python API is described and exposed the reason ofits development. Two different examples of mineral characterization of differenthydrosilicates such as chlorites, prehnites and kaolinites in the Nili Fossae area on Mars , and 2) the characterization of ice (CO 2 and H 2 O ice) in two different areas of Mars where ice was reported in a nearly pure state.
Edit intent: meaning-changed
Original:  The research case studies are focusing on 1) the characterization of different hydrosilicates such as chlorites, prehnites and kaolinites in the Nili Fossae area on Mars , and 2) the characterization of ice (CO 2 and H 2 O ice) in two different areas of Mars where ice was reported in a nearly pure state. Results show positive outcome in hyperspectral analysis and visualization compared to previous literature, therefore we suggest using PlanetServer for such investigations.
Revised:  The research case studies are focusing on 1) the characterization of different hydrosilicates such as chlorites, prehnites and kaolinites in the Nili Fossae areaon Mars are presented. As the obtained results show positive outcome in hyperspectral analysis and visualization compared to previous literature, therefore we suggest using PlanetServer for such investigations.
Edit intent: clarity
Original:  Both effects stack up and the error tends to become even larger if in addition we assume a negative correlation between asset correlation and PD within the exposure pool, an assumption that is plausible in many circumstances and consistent with the Basel RWA formula.
Revised:  Both effects stack up and the error tends to become even larger if in addition a negative correlation between asset correlation and PD within the exposure pool, an assumption that is plausible in many circumstances and consistent with the Basel RWA formula.
Edit intent: clarity
Original:  Both effects stack up and the error tends to become even larger if in addition we assume a negative correlation between asset correlation and PD within the exposure pool, an assumption that is plausible in many circumstances and consistent with the Basel RWA formula.
Revised:  Both effects stack up and the error tends to become even larger if in addition we assume a negative correlation between asset correlation and PD is assumed, which is plausible in many circumstances and consistent with the Basel RWA formula.
Edit intent: clarity
Original: We prove continuity of a controlled SDE solution in Skorokhod's J_1 and M _1 topologies and also uniformly, in probability, as a non-linear functional of the control strategy.
Revised: We prove continuity of a controlled SDE solution in Skorokhod's M_1 and J _1 topologies and also uniformly, in probability, as a non-linear functional of the control strategy.
Edit intent: fluency
Original:  We } demonstrate by examples how continuity properties are useful to solve different stochastic control problems on optimal liquidation , and to identify asymptotically realizable proceeds and wealth processes from (self-financing) c\`{adl\`{a}g trading strategies} .
Revised:  We } demonstrate by examples how continuity properties are useful to solve different stochastic control problems on optimal liquidation and to identify asymptotically realizable proceeds and wealth processes from (self-financing) c\`{adl\`{a}g trading strategies} .
Edit intent: fluency
Original:  We } demonstrate by examples how continuity properties are useful to solve different stochastic control problems on optimal liquidation , and to identify asymptotically realizable proceeds and wealth processes from (self-financing) c\`{adl\`{a}g trading strategies} .
Revised:  We } demonstrate by examples how continuity properties are useful to solve different stochastic control problems on optimal liquidation , and to identify asymptotically realizable proceeds dl\`{a}g trading strategies} .
Edit intent: clarity
Original:  On this basis we develop a more general binding model that converges to the well-known form of sw in the absence of quenching , but can account simultaneously for hydrodynamic co-transport in the presence of signal quenching .
Revised:  On this basis we develop a more general binding model that converges to the well-known form of sw with constant signals , but can account simultaneously for hydrodynamic co-transport in the presence of signal quenching .
Edit intent: meaning-changed
Original:  On this basis we develop a more general binding model that converges to the well-known form of sw in the absence of quenching , but can account simultaneously for hydrodynamic co-transport in the presence of signal quenching .
Revised:  On this basis we develop a more general binding model that converges to the well-known form of sw in the absence of quenching , but can account simultaneously for hydrodynamic co-transport in the presence of changes in fluorescence quantum yield .
Edit intent: meaning-changed
Original:  In this paper , we compare the productive structure of countries in Latin American and the Caribbean (LAC) with that of China and other High-Performing Asian Economies (HPAE) to expose the increasing gap in their productive capabilities.
Revised:  Here , we compare the productive structure of countries in Latin American and the Caribbean (LAC) with that of China and other High-Performing Asian Economies (HPAE) to expose the increasing gap in their productive capabilities.
Edit intent: coherence
Original:  In this paper , we compare the productive structure of countries in Latin American and the Caribbean (LAC) with that of China and other High-Performing Asian Economies (HPAE) to expose the increasing gap in their productive capabilities.
Revised:  In this paper , we compare the productive structure of countries in Latin America and the Caribbean (LAC) with that of China and other High-Performing Asian Economies (HPAE) to expose the increasing gap in their productive capabilities.
Edit intent: fluency
Original:  Our network maps reveal that HPAE have managed to diversify into products typically produced by countries with low levels of income inequality, while LAC economies have remained dependent on products related with high levels of income inequality.
Revised:  Our network maps reveal that HPAE have managed to diversify into products typically produced by countries with low levels of income inequality, while LAC economies have remained dependent on products related to high levels of income inequality.
Edit intent: fluency
Original:  It is shown that each such one-parameter semigroup corresponds to a unique log-concave probability density, providing a family of tractable call price surface parametrisations in the spirit of the Gatheral--Jacquier SVI surface  .
Revised:  It is shown that each such one-parameter semigroup corresponds to a unique log-concave probability density, providing a family of tractable call price surface parametrisations in the spirit of the Gatheral--Jacquier SVI surface . An explicit example is given to illustrate the idea .
Edit intent: meaning-changed
Original:  For such processes, we derive the probability density of the last passage time to a certain alarming level and the distribution of the time left until killing after the last passage time . We apply these results to the leverage process of the company.
Revised:  For such processes, we derive the probability density of the last passage time to a certain alarming level and the distribution of the time left until killing after the last passage time to that level. We then apply these results to the leverage process of the company.
Edit intent: clarity
Original:  For general diffusions with killing, we obtain the probability density of the last passage time to a certain alarming level and analyze the distribution of the time left until killing after the last passage time to that level. We then apply these results to the leverage process of the company.
Revised:  For general diffusions with killing, we obtain the probability density of the last passage time to a certain alarming level and analyze the distribution of the time left until killing after the last passage time . With these tools, we develop a new risk management framework for companies based on the leverage process of the company.
Edit intent: clarity
Original:  We then apply these results to the leverage process of the company. Finally, we suggest how a company should determine the aforementioned alarming level . Specifically, we construct a relevant optimization problem and derive an optimal alarming level as its solution .
Revised:  We then apply these results to the leverage process (the ratio of a company asset process over its debt) and its corresponding alarming level. We also suggest how a company should determine the aforementioned alarming level . Specifically, we construct a relevant optimization problem and derive an optimal alarming level as its solution .
Edit intent: meaning-changed
Original:  In order to account for the possibility of different tail indices of the marginals, we consider the notion of vector scaling regular variation, in the spirit of Perfekt (1997  ).
Revised:  In order to account for the possibility of different tail indices of the marginals, we consider the notion of vector scaling regular variation, in the spirit of Perfekt (1997 , Advances in Applied Probability, 29, pp. 138-164 ).
Edit intent: meaning-changed
Original:  First, we show that Delbaen's dual characterization of the Fatou property, which no longer holds in a general Orlicz space, continues to hold under the assumption of law-invariance.
Revised:  First, we show that Delbaen's representation of convex functionals with the Fatou property, which no longer holds in a general Orlicz space, continues to hold under the assumption of law-invariance.
Edit intent: meaning-changed
Original:  First, we show that Delbaen's dual characterization of the Fatou property, which no longer holds in a general Orlicz space, continues to hold under the assumption of law-invariance.
Revised:  First, we show that Delbaen's dual characterization of the Fatou property, which no longer holds in a general Orlicz space, can be always achieved under the assumption of law-invariance.
Edit intent: clarity
Original:  Second, we identify the range of Orlicz spaces where the characterization of the Fatou property in terms of norm lower semicontinuity by Jouini, Schachermayer and Touzi still holds .
Revised:  Second, we identify the range of Orlicz spaces where the characterization of the Fatou property in terms of norm lower semicontinuity by Jouini, Schachermayer and Touzi continues to hold .
Edit intent: clarity
Original:  The empirical analysis uses granular data now available to the Bank of England  .
Revised:  The stabilisation strategies subtly affect the emergence process of structure to adaptively build in structural resilience and achieve pre-emptive stabilisation at a minimum cost for each institution and at no cost for the system as a whole. We empirically evaluate the new approach using large granular databases, maintained by the Prudential Regulatory Authority of the Bank of England .
Edit intent: meaning-changed
Original: P-values are being computed for increasingly complicated statistics but lacking evaluations on their quality. Meanwhile, accurate p-values enable significance comparison across batches of hypothesis tests and consequently unified false discover rate (FDR) control. This article discusses two related questions in this setting. First, we propose statistical tests to evaluate the quality of p-value  and the cross-batch comparability of any other statistic.
Revised: Bayesian networks can represent directed gene regulations and therefore are favored over co-expression networks. However, hardly any Bayesian network study concerns the false discovery control (FDC) of network edges, leading to low accuracies due to systematic biases from inconsistent false discovery levels in the same study. We design four empirical tests to examine the FDC of Bayesian networks from three p-value and the cross-batch comparability of any other statistic.
Edit intent: meaning-changed
Original:  First, we propose statistical tests to evaluate the quality of p-value  and the cross-batch comparability of any other statistic.
Revised:  First, we propose statistical tests to evaluate the quality of p-value based lasso regression variable selections --- two existing and one we originate. Our method, lassopv, computes p-values for the critical regularization strength at which a predictor starts to contribute to lasso regression. Using null and Geuvadis datasets, we find that lassopv obtains optimal FDC in Bayesian gene networks, whilst existing methods have defective p-values. The FDC concept and tests extend to most network inference scenarios and will guide the design and improvement of new and existing methods. Our novel variable selection method with lasso regression also allows FDC on other datasets and questions, even beyond network inference and the cross-batch comparability of any other statistic.
Edit intent: meaning-changed