wanyu/IteraTeR_full_sent huggingface dataset:
Original:  For purposes of inferring biological networks, the main advantage of microarray technology over low-throughput methods may be that the representation of a large enough portion of the genome enables computation of an informative upper bound of how much confidence one may reasonably place in causal relationships between genes on the basis of observed data.
Revised:  For purposes of inferring biological networks, the main advantage of microarray technology over low-throughput methods may be that the representation of a large enough portion of the genome enables computation of an informative upper bound of how much confidence one may reasonably place in causal relationships between genes on the basis of expression data. Information about which genes encode transcription factors is not necessary but may be incorporated if available. The methodology is generalized to cover cases in which expression measurements are missing for many of the genes that might control the transcription of the genes of interest. The assumption that the gene expression level is roughly proportional to the rate of translation led to better empirical performance than did either the assumption that the gene expression level is roughly proportional to the protein level or the Bayesian model average of both assumptions. Availability: URL points to R code implementing the methods (R Development Core Team 2004). Supplementary information: URL
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Original: We present a theoretical investigation of the folding of small proteins assisted by chaperones. We describe the proteins in the framework of an effective potential model which contains the Ramachandran angles as degrees of freedom {\it   .
Revised: We present a theoretical investigation of the folding of small proteins inside confining potentials. Proteins are described in the framework of an effective potential model which contains the Ramachandran angles as degrees of freedom {\it .
Edit intent: clarity
Original:  We describe the proteins in the framework of an effective potential model which contains the Ramachandran angles as degrees of freedom {\it   .
Revised:  We describe the proteins in the framework of an effective potential model which contains the Ramachandran angles as degrees of freedom {\it information about the native state. Hydrogen bonds, dipole-dipole- and hydrophobic interactions are taken explicitly into account. An interesting feature displayed by this potential is the presence of some intermediates between the unfolded and native states. We consider different types of confining potentials in order to study the structural properties of proteins folding inside cages with repulsive or attractive walls .
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Original: %DIFDELCMD < {\bf %%% 86 , 2050 (2001) we determine the density of states g(E ) and analyze in detail the thermodynamical properties of the confined proteins for different sizes of the cage .
Revised: %DIFDELCMD < {\bf %%% , 2050 (2001) we determine the density of states g(E ) and analyze in detail the thermodynamical properties of the confined proteins for different sizes of the cage .
Edit intent: meaning-changed
Original: %DIFDELCMD < {\bf %%% 86 , 2050 (2001) we determine the density of states g(E ) and analyze in detail the thermodynamical properties of the confined proteins for different sizes of the cage .
Revised: %DIFDELCMD < {\bf %%% 86 we determine the density of states g(E ) and analyze in detail the thermodynamical properties of the confined proteins for different sizes of the cage .
Edit intent: coherence
Original: %DIFDELCMD < {\bf %%% 86 , 2050 (2001) we determine the density of states g(E ) and analyze in detail the thermodynamical properties of the confined proteins for different sizes of the cage .
Revised: %DIFDELCMD < {\bf %%% 86 , 2050 (2001) we determine the density of states (DOS ) and analyze in detail the thermodynamical properties of the confined proteins for different sizes of the cage .
Edit intent: meaning-changed
Original: %DIFDELCMD < {\bf %%% 86 , 2050 (2001) we determine the density of states g(E ) and analyze in detail the thermodynamical properties of the confined proteins for different sizes of the cage .
Revised: %DIFDELCMD < {\bf %%% 86 , 2050 (2001) we determine the density of states g(E ) and analyze in detail the thermodynamical properties of the confined proteins for different sizes of the cages .
Edit intent: fluency
Original:  We show how the confinement through the chaperon dramatically reduces the phase space available for the protein leading to a much faster folding process. Slightly hydrophobic cages seem to make the native structure more stable .
Revised:  We show how the confinement through the chaperon dramatically reduces the phase space available to the protein and that the presence of intermediate states can be controlled by varying the properties of the confining potential. Cages with strongly attractive walls lead to the disappearance of the intermediate states and to a two-state folding into a less stable configuration. However, cages with slightly attractive walls make the native structure more stable .
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Original:  Slightly hydrophobic cages seem to make the native structure more stable . However, not any confining potential helps folding . If the inner walls of the cage are strongly hydrophobic, a denaturation process is induced, in which the proteins partially unfold and stick to the walls .
Revised:  Slightly hydrophobic cages seem to make the native structure more stable than in the case of pure repulsive potentials, and the folding process occurs through intermediate configurations. In order to test the metastable states we analyze the free energy landscapes as a function of the configurational energy and of the end-to-end distance as an order parameter .
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Original: In this paper we will develop an original approach, based in the use of renewal equations, for obtaining pricing expressions for financial instruments whose underlying asset can be solely described through a simple continuous-time random walk (CTRW) . This enhances the potential use of CTRW techniques in finance.
Revised: In this paper we will develop a methodology for obtaining pricing expressions for financial instruments whose underlying asset can be solely described through a simple continuous-time random walk (CTRW) . This enhances the potential use of CTRW techniques in finance.
Edit intent: clarity
Original: In this paper we will develop an original approach, based in the use of renewal equations, for obtaining pricing expressions for financial instruments whose underlying asset can be solely described through a simple continuous-time random walk (CTRW) . This enhances the potential use of CTRW techniques in finance.
Revised: In this paper we will develop an original approach, based in the use of renewal equations, for obtaining pricing expressions for financial instruments whose underlying asset can be described through a simple continuous-time random walk (CTRW) . This enhances the potential use of CTRW techniques in finance.
Edit intent: clarity
Original: In this paper we will develop an original approach, based in the use of renewal equations, for obtaining pricing expressions for financial instruments whose underlying asset can be solely described through a simple continuous-time random walk (CTRW) . This enhances the potential use of CTRW techniques in finance.
Revised: In this paper we will develop an original approach, based in the use of renewal equations, for obtaining pricing expressions for financial instruments whose underlying asset can be solely described through a simple continuous-time random walk (CTRW) market model. Our approach is very natural to the issue because it is based in the use of renewal equations, and therefore it enhances the potential use of CTRW techniques in finance.
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Original:  We present a construction that shows that for an arbitrary constant 0<c<2 and sufficiently large n there exist n-dimensional Boolean networks with this property in which both the indegree and outdegree of each for each variable is bounded by two  and which nevertheless contain periodic orbits of length at least c^n.
Revised:  We show that for an arbitrary constant 0<c<2 and sufficiently large n there exist n-dimensional Boolean networks with this property in which both the indegree and outdegree of each for each variable is bounded by two and which nevertheless contain periodic orbits of length at least c^n.
Edit intent: clarity
Original:  We present a construction that shows that for an arbitrary constant 0<c<2 and sufficiently large n there exist n-dimensional Boolean networks with this property in which both the indegree and outdegree of each for each variable is bounded by two  and which nevertheless contain periodic orbits of length at least c^n.
Revised:  We present a construction that shows that for an arbitrary constant 0<c<2 and sufficiently large n there exist n-dimensional cooperative Boolean networks in which both the indegree and outdegree of each for each variable is bounded by two and which nevertheless contain periodic orbits of length at least c^n.
Edit intent: meaning-changed
Original:  We present a construction that shows that for an arbitrary constant 0<c<2 and sufficiently large n there exist n-dimensional Boolean networks with this property in which both the indegree and outdegree of each for each variable is bounded by two  and which nevertheless contain periodic orbits of length at least c^n.
Revised:  We present a construction that shows that for an arbitrary constant 0<c<2 and sufficiently large n there exist n-dimensional Boolean networks with this property in which both the indegree and outdegree of each variable is bounded by two and which nevertheless contain periodic orbits of length at least c^n.
Edit intent: fluency
Original:  We present a construction that shows that for an arbitrary constant 0<c<2 and sufficiently large n there exist n-dimensional Boolean networks with this property in which both the indegree and outdegree of each for each variable is bounded by two  and which nevertheless contain periodic orbits of length at least c^n.
Revised:  We present a construction that shows that for an arbitrary constant 0<c<2 and sufficiently large n there exist n-dimensional Boolean networks with this property in which both the indegree and outdegree of each for each variable is bounded by two , and which nevertheless contain periodic orbits of length at least c^n.
Edit intent: fluency
Original: Database replication is difficult but indispensable. We report on our experiences building and deploying middleware-based replication systems both as commercial products and research systems. We identify gaps that still separate academic research from industrial practiceand thus thwart potential technology transfer from academia to the field. We structure our analysis along three axes -- performance, availability and management -- and outline unmet database replication challenges at several levels.
Revised: The need for high availability and performance in data management systems has been fueling a long running interest in database replication from both academia and industry. However, academic groups often attack replication problems in isolation, overlooking the need for completeness in their solutions, while commercial teams take a holistic approach that often misses opportunities for fundamental innovation. This has created over time a gap between academic research and industrial practice. This paper aims to characterize the gap along three axes -- performance, availability and management -- and outline unmet database replication challenges at several levels.
Edit intent: clarity
Original:  We structure our analysis along three axes -- performance, availability and management -- and outline unmet database replication challenges at several levels. We hope to both motivate and aid researchers in bridging these gaps between theory and practice .
Revised:  We structure our analysis along three axes -- performance, availability , and administration. We build on our own experience developing and deploying replication systems in commercial and academic settings, as well as on a large body of prior related work .
Edit intent: clarity
Original:  We propose two agendas, one for academic research and one for industrial R&D, which we expect can bridge the gaps within 5-10 years  .
Revised:  We propose two agendas, one for academic research and one for industrial R&D, which we expect can bridge the gaps within 5-10 years . This way, we hope to both motivate and help researchers in making the theory and practice of middleware-based database replication more relevant to each other .
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Original:  Our approach relies on an asymptotic expansion related to small diffusion and small jump frequency . As a consequence, the calibration of such model becomes very fast .
Revised:  Our approach relies on an asymptotic expansion related to small diffusion and small jump frequency /size. Our formula has excellent accuracy (the error on implied Black-Scholes volatilities for call option is smaller than 2 bp for various strikes and maturities). Additionally, model calibration becomes very rapid .
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Original:  Rev. E {\bf 75}, 041905 (2007)}] by incorporating processes which correspond to shifting of the motor proteins from one protofilament to another. On the basis of analytical treatment of our model, we predict the effects of lane changing on the flux of the KIF1A motors .
Revised:  Rev. E {\bf 75}, 041905 (2007)}] . By carrying out analytical calculations and computer simulations of this extended model, we predict the effects of lane changing on the flux of the KIF1A motors .
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Original:  On the basis of analytical treatment of our model, we predict the effects of lane changing on the flux of the KIF1A motors . Our quantitative predictions can be tested, in principle, by carrying out {\it in-vitro} experiments with fluorescently labelled KIF1A molecules.
Revised:  On the basis of analytical treatment of our model, we predict the effects of lane changing , depending on the concentrations of motors and the rate of hydrolysis of ATP, the ``fuel'' molecules. Our predictions can be tested, in principle, by carrying out {\it in-vitro} experiments with fluorescently labelled KIF1A molecules.
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Original:  In particular, we show that stickiness is invariant under composition with continuous functions. We also prove a time change result on stickiness. As an application we provide sufficient conditions for continuous semimartingales to be sticky (A counter example show that not all semi-martingales are sticky). As a result, our paper provides an extended class of stochastic processes that are consistent with the no arbitrage property in a market with friction .
Revised:  In particular, we give examples of processes that are consistent with the no arbitrage property in a market with friction .
Edit intent: clarity
Original:  By using support arguments we prove that the resulting model is arbitrage-free under proportional transaction costs in the same spirit of Guasoni et al (2006 , 2007) .
Revised:  By using support arguments we prove that the resulting model is arbitrage-free under proportional transaction costs in the same spirit of Guasoni Math. Finance 16 (2006 , 2007) .
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Original:  A theoretical analysis illustrates how an optimal dynamical policy reduces both recession duration and severity, and increases the value of GDP at all times. We propose a criterion to distinguish a posteriori a dynamical policy from a static one. Finally, we predict that Ukraine will recover its current and constant dollar 1990 GDPs in 2009 and Moldova in 2015 in current dollars and 2009 in constant dollars .
Revised:  We then argue that it can be used to detect shocks and discuss its predictive power. Finally, a two-sector theoretical model of recession and recovery illustrates how the severity and length of recession depends on the dynamics of transfer rate between the growing and failing parts of the economy .
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Original: In that paper, we solve dynamically a partial hedging problem for an American contingent claim: assuming superhedging is not feasible, we explain in this context the notion of efficient hedging by introducing a risk minimization criterion: we consider here the problem of minimizing the conditional expected loss for a given convex and non decreasing loss function. To solve this problem, we provide a connection between the dynamic convex risk functional introduced and the solutionof a quadratic RBSDE (Reflected Backward Stochastic Differential Equations): this is achieved by studying the properties of specific non linear expectations  .
Revised: In that paper, we provide a connection between the dynamic convex risk functional introduced and the solutionof a quadratic RBSDE (Reflected Backward Stochastic Differential Equations): this is achieved by studying the properties of specific non linear expectations .
Edit intent: coherence
Original:  To solve this problem, we provide a connection between the dynamic convex risk functional introduced and the solutionof a quadratic RBSDE (Reflected Backward Stochastic Differential Equations): this is achieved by studying the properties of specific non linear expectations  .
Revised:  To solve this problem, we provide a new characterization of the solutions of specific reflected backward stochastic differential equations (or RBSDEs) whose driver g is convex and has quadratic growth in its second variable: this is done by introducing the extended notion of g-Snell enveloppe. Then, in a second step, we relate this representation to a specific class of dynamic monetary concave functionals already introduced in a discrete time setting. This connection implies that the solution, characterized by means of non linear expectations .
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Original:  To solve this problem, we provide a connection between the dynamic convex risk functional introduced and the solutionof a quadratic RBSDE (Reflected Backward Stochastic Differential Equations): this is achieved by studying the properties of specific non linear expectations  .
Revised:  To solve this problem, we provide a connection between the dynamic convex risk functional introduced and the solutionof a quadratic RBSDE (Reflected Backward Stochastic Differential Equations): this is achieved by studying the properties of specific non linear expectations , has again the time consistency property .
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Original:  For metabolic networks of URLanisms, relations changed for 58\% of the comparisons when a different definition was applied  .
Revised:  For metabolic networks of URLanisms, relations changed for 58\% of the comparisons when a different definition was applied . Values for the clustering coefficient vary with the ratio of isolated and leaf nodes which is critical for comparing networks. We suggest including ratio and definition in publications to enable comparisons across different studies .
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Original:  Furthermore, we provide a formula for estimating a clustering coefficient that excludes these undefined cases . This novel definition leads to values which are up to 140\% higher than the traditional values for the observed networks indicating that neighborhood connectivity is normally underestimated.
Revised:  Furthermore, we provide a formula for estimating a clustering coefficient excluding these cases from the Watts and Strogatz (1998 Nature 393 440-2) definition of the clustering coefficient. Excluding leafs and isolated nodes leads to values which are up to 140\% higher than the traditional values for the observed networks indicating that neighborhood connectivity is normally underestimated.
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Original:  Values for the clustering coefficient vary with the ratio of isolated and leaf nodes which is critical for comparing networks. We suggest including ratio and definition in publications to enable comparisons across different studies .
Revised:  We also show that the definition influences small-world features and that the classification can change from non-small-world to small-world network. We discuss the use of an alternative measure, disconnectedness D, which is less influenced by leafs and isolated nodes .
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Original: In Black-Scholes delta-hedging method generalization, a "mirror-diffusion" inverse stochastic process is introduced with condition determined by the underlying price variance and payoff function. The process reduces an expected option value at maturity under equivalent martingale measure back to the current time.
Revised: The proposed model modifies option pricing formulas for the basic case of log-normal probability distribution providing correspondence to formulated criteria of efficiency and completeness. The model is self-calibrating by historic volatility data; it maintains the constant expected value at maturity under equivalent martingale measure back to the current time.
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Original:  The process reduces an expected option value at maturity under equivalent martingale measure back to the current time. The normalized ksi-returns , correspondent to the kernel function in the found general solution and not dependent explicitly on time, were used for verification of the one-parameter model inherent efficiency, i.e. self-calibration using only historical volatility data.
Revised:  The process reduces an expected option value at maturity under equivalent martingale measure is taken as a condition for introduced "mirror-time" derivative diffusion discount process. Introduced ksi-return distribution , correspondent to the kernel function in the found general solution and not dependent explicitly on time, were used for verification of the one-parameter model inherent efficiency, i.e. self-calibration using only historical volatility data.
Edit intent: meaning-changed
Original:  The normalized ksi-returns , correspondent to the kernel function in the found general solution and not dependent explicitly on time, were used for verification of the one-parameter model inherent efficiency, i.e. self-calibration using only historical volatility data.
Revised:  The normalized ksi-returns , correspondent to the found general solution and not dependent explicitly on time, were used for verification of the one-parameter model inherent efficiency, i.e. self-calibration using only historical volatility data.
Edit intent: clarity
Original:  The normalized ksi-returns , correspondent to the kernel function in the found general solution and not dependent explicitly on time, were used for verification of the one-parameter model inherent efficiency, i.e. self-calibration using only historical volatility data. The model minimizes implied volatility bias (for 2004-2007 S& P100 index options) and theoretically yields skews correspondent to practical term structure for interest rate derivatives.
Revised:  The normalized ksi-returns , correspondent to the kernel function in the found general solution of backward drift-diffusion equation and normalized by theoretical diffusion coefficient, does not contain so-called "long tails" and unbiased for considered 2004-2007 S& P100 index options) and theoretically yields skews correspondent to practical term structure for interest rate derivatives.
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Original: We present a positivity preserving numerical scheme for the pathwise solution of nonlinear stochastic differential equations driven by a multi-dimensional Wiener process and governed by non-commutative linear and non-Lipschitz vector fields.
Revised: For nonlinear stochastic differential equations driven by a multi-dimensional Wiener process and governed by non-commutative linear and non-Lipschitz vector fields.
Edit intent: clarity