Certainty Closure: Reliable Constraint Reasoning with Incomplete or Erroneous Data

Constraint Programming (CP) has proved an effective paradigm to model and solve difficult combinatorial satisfaction and optimisation problems from disparate domains. Many such problems arising from the commercial world are permeated by data uncertainty. Existing CP approaches that accommodate uncertainty are less suited to uncertainty arising due to incomplete and erroneous data, because they do not build reliable models and solutions guaranteed to address the user's genuine problem as she perceives it. Other fields such as reliable computation offer combinations of models and associated methods to handle these types of uncertain data, but lack an expressive framework characterising the resolution methodology independently of the model. We present a unifying framework that extends the CP formalism in both model and solutions, to tackle ill-defined combinatorial problems with incomplete or erroneous data. The certainty closure framework brings together modelling and solving methodologies from different fields into the CP paradigm to provide reliable and efficient approches for uncertain constraint problems. We demonstrate the applicability of the framework on a case study in network diagnosis. We define resolution forms that give generic templates, and their associated operational semantics, to derive practical solution methods for reliable solutions.Comment: Revised versio

Truncated Levy Random Walks and Generalized Cauchy Processes

A continuous Markovian model for truncated Levy random walks is proposed. It generalizes the approach developed previously by Lubashevsky et al. Phys. Rev. E 79, 011110 (2009); 80, 031148 (2009), Eur. Phys. J. B 78, 207 (2010) allowing for nonlinear friction in wondering particle motion and saturation of the noise intensity depending on the particle velocity. Both the effects have own reason to be considered and individually give rise to truncated Levy random walks as shown in the paper. The nonlinear Langevin equation governing the particle motion was solved numerically using an order 1.5 strong stochastic Runge-Kutta method and the obtained numerical data were employed to calculate the geometric mean of the particle displacement during a certain time interval and to construct its distribution function. It is demonstrated that the time dependence of the geometric mean comprises three fragments following one another as the time scale increases that can be categorized as the ballistic regime, the Levy type regime (superballistic, quasiballistic, or superdiffusive one), and the standard motion of Brownian particles. For the intermediate Levy type part the distribution of the particle displacement is found to be of the generalized Cauchy form with cutoff. Besides, the properties of the random walks at hand are shown to be determined mainly by a certain ratio of the friction coefficient and the noise intensity rather then their characteristics individually.Comment: 7 pages, 3 figure

Set-up of a population-based familial breast cancer registry in Geneva, Switzerland: validation of first results

Background: This article evaluates the accuracy of family history of breast and ovarian cancer among first-degree relatives of breast cancer patients, retrospectively collected during the setting up of a population-based family breast cancer registry. Patients and methods: Family histories of cancer for all women with breast cancer recorded at the Geneva Cancer Registry from 1990 to 1999 were retrospectively extracted from medical files. The accuracy of these family histories was validated among Swiss women born in Geneva: all 119 with a family history of breast (n = 110) or ovarian (n = 9) cancer and a representative sample of 100 women with no family history of breast or ovarian cancer. We identified the first-degree relatives of these women with information from the Cantonal Population Office. All first-degree relatives, resident in Geneva from 1970 to 1999, were linked to the cancer registry database for breast and ovarian cancer occurrence. Sensitivity, specificity and level of overall agreement (κ) were calculated. Results: Among 310 first-degree relatives identified, 61 had breast cancer and six had ovarian cancer recorded at the Geneva Cancer Registry. The sensitivity, specificity and κ of the reported family histories of breast cancer were 98%, 97% and 0.97, respectively. For ovarian cancer, the sensitivity, specificity and κ were 67%, 99%, and 0.66, respectively. Conclusions: This study indicates that retrospectively obtained family histories are very accurate for breast cancer. For ovarian cancer, family histories are less precise and may need additional verificatio

Exhaled nitric oxide decreases after positive food-allergen challenge

Background: Exhaled nitric oxide (FeNO) is a well described marker of airway inflammation in asthma and is also known to increase after chronic exposure to inhaled allergens. It is not known whether monitoring FeNO could be useful during food challenges to detect early or subclinical reactions. Methods: Forty children aged 3 to 16 years undergoing an allergen-food challenge at two centres were prospectively recruited for this study. FeNO was assessed before and repeatedly after the food-challenge. Results: Data were obtained from a total of 53 challenges (16 positive, 37 negative) and were compared between the two groups. Half of the patients with a positive food challenge exhibited clinical upper respiratory symptoms. The FeNO significantly decreased in 7 of 16 patients with a positive challenge test within 60 to 90 minutes after the first symptoms of an allergic reaction. Conclusion: Our results show a significant decrease in FeNO after a positive food challenge suggesting involvement of the lower airways despite absence of clinical and functional changes of lower airways. Prospective blinded studies are needed to confirm these results

Implied volatility of basket options at extreme strikes

In the paper, we characterize the asymptotic behavior of the implied volatility of a basket call option at large and small strikes in a variety of settings with increasing generality. First, we obtain an asymptotic formula with an error bound for the left wing of the implied volatility, under the assumption that the dynamics of asset prices are described by the multidimensional Black-Scholes model. Next, we find the leading term of asymptotics of the implied volatility in the case where the asset prices follow the multidimensional Black-Scholes model with time change by an independent increasing stochastic process. Finally, we deal with a general situation in which the dependence between the assets is described by a given copula function. In this setting, we obtain a model-free tail-wing formula that links the implied volatility to a special characteristic of the copula called the weak lower tail dependence function

Surface critical behavior of driven diffusive systems with open boundaries

Using field theoretic renormalization group methods we study the critical behavior of a driven diffusive system near a boundary perpendicular to the driving force. The boundary acts as a particle reservoir which is necessary to maintain the critical particle density in the bulk. The scaling behavior of correlation and response functions is governed by a new exponent eta_1 which is related to the anomalous scaling dimension of the chemical potential of the boundary. The new exponent and a universal amplitude ratio for the density profile are calculated at first order in epsilon = 5-d. Some of our results are checked by computer simulations.Comment: 10 pages ReVTeX, 6 figures include

Impaired phonemic discrimination in logopenic variant primary progressive aphasia

Logopenic variant primary progressive aphasia (lvPPA) is the least well defined of the major primary progressive aphasia (PPA) syndromes. We assessed phoneme discrimination in patients with PPA (semantic, nonfluent/agrammatic, and logopenic variants) and typical Alzheimer’s disease, relative to healthy age‐matched participants. The lvPPA group performed significantly worse than all other groups apart from tAD, after adjusting for auditory verbal working memory. In the combined PPA cohort, voxel‐based morphometry correlated phonemic discrimination score with grey matter in left angular gyrus. Our findings suggest that impaired phonemic discrimination may help differentiate lvPPA from other PPA subtypes, with important diagnostic and management implications

Adaptive Lévy processes and area-restricted search in human foraging

A considerable amount of research has claimed that animals’ foraging behaviors display movement lengths with power-law distributed tails, characteristic of Lévy flights and Lévy walks. Though these claims have recently come into question, the proposal that many animals forage using Lévy processes nonetheless remains. A Lévy process does not consider when or where resources are encountered, and samples movement lengths independently of past experience. However, Lévy processes too have come into question based on the observation that in patchy resource environments resource-sensitive foraging strategies, like area-restricted search, perform better than Lévy flights yet can still generate heavy-tailed distributions of movement lengths. To investigate these questions further, we tracked humans as they searched for hidden resources in an open-field virtual environment, with either patchy or dispersed resource distributions. Supporting previous research, for both conditions logarithmic binning methods were consistent with Lévy flights and rank-frequency methods–comparing alternative distributions using maximum likelihood methods–showed the strongest support for bounded power-law distributions (truncated Lévy flights). However, goodness-of-fit tests found that even bounded power-law distributions only accurately characterized movement behavior for 4 (out of 32) participants. Moreover, paths in the patchy environment (but not the dispersed environment) showed a transition to intensive search following resource encounters, characteristic of area-restricted search. Transferring paths between environments revealed that paths generated in the patchy environment were adapted to that environment. Our results suggest that though power-law distributions do not accurately reflect human search, Lévy processes may still describe movement in dispersed environments, but not in patchy environments–where search was area-restricted. Furthermore, our results indicate that search strategies cannot be inferred without knowing how organisms respond to resources–as both patched and dispersed conditions led to similar Lévy-like movement distributions

Decoding expectation and surprise in dementia: the paradigm of music

Making predictions about the world and responding appropriately to unexpected events are essential functions of the healthy brain. In neurodegenerative disorders, such as frontotemporal dementia and Alzheimer's disease, impaired processing of 'surprise' may underpin a diverse array of symptoms, particularly abnormalities of social and emotional behaviour, but is challenging to characterize. Here, we addressed this issue using a novel paradigm: music. We studied 62 patients (24 female; aged 53-88) representing major syndromes of frontotemporal dementia (behavioural variant, semantic variant primary progressive aphasia, non-fluent-agrammatic variant primary progressive aphasia) and typical amnestic Alzheimer's disease, in relation to 33 healthy controls (18 female; aged 54-78). Participants heard famous melodies containing no deviants or one of three types of deviant note-acoustic (white-noise burst), syntactic (key-violating pitch change) or semantic (key-preserving pitch change). Using a regression model that took elementary perceptual, executive and musical competence into account, we assessed accuracy detecting melodic deviants and simultaneously recorded pupillary responses and related these to deviant surprise value (information-content) and carrier melody predictability (entropy), calculated using an unsupervised machine learning model of music. Neuroanatomical associations of deviant detection accuracy and coupling of detection to deviant surprise value were assessed using voxel-based morphometry of patients' brain MRI. Whereas Alzheimer's disease was associated with normal deviant detection accuracy, behavioural and semantic variant frontotemporal dementia syndromes were associated with strikingly similar profiles of impaired syntactic and semantic deviant detection accuracy and impaired behavioural and autonomic sensitivity to deviant information-content (all P < 0.05). On the other hand, non-fluent-agrammatic primary progressive aphasia was associated with generalized impairment of deviant discriminability (P < 0.05) due to excessive false-alarms, despite retained behavioural and autonomic sensitivity to deviant information-content and melody predictability. Across the patient cohort, grey matter correlates of acoustic deviant detection accuracy were identified in precuneus, mid and mesial temporal regions; correlates of syntactic deviant detection accuracy and information-content processing, in inferior frontal and anterior temporal cortices, putamen and nucleus accumbens; and a common correlate of musical salience coding in supplementary motor area (all P < 0.05, corrected for multiple comparisons in pre-specified regions of interest). Our findings suggest that major dementias have distinct profiles of sensory 'surprise' processing, as instantiated in music. Music may be a useful and informative paradigm for probing the predictive decoding of complex sensory environments in neurodegenerative proteinopathies, with implications for understanding and measuring the core pathophysiology of these diseases