Modeling The Intensity Function Of Point Process Via Recurrent Neural Networks

Event sequence, asynchronously generated with random timestamp, is ubiquitous among applications. The precise and arbitrary timestamp can carry important clues about the underlying dynamics, and has lent the event data fundamentally different from the time-series whereby series is indexed with fixed and equal time interval. One expressive mathematical tool for modeling event is point process. The intensity functions of many point processes involve two components: the background and the effect by the history. Due to its inherent spontaneousness, the background can be treated as a time series while the other need to handle the history events. In this paper, we model the background by a Recurrent Neural Network (RNN) with its units aligned with time series indexes while the history effect is modeled by another RNN whose units are aligned with asynchronous events to capture the long-range dynamics. The whole model with event type and timestamp prediction output layers can be trained end-to-end. Our approach takes an RNN perspective to point process, and models its background and history effect. For utility, our method allows a black-box treatment for modeling the intensity which is often a pre-defined parametric form in point processes. Meanwhile end-to-end training opens the venue for reusing existing rich techniques in deep network for point process modeling. We apply our model to the predictive maintenance problem using a log dataset by more than 1000 ATMs from a global bank headquartered in North America.Comment: Accepted at Thirty-First AAAI Conference on Artificial Intelligence (AAAI17

Optimal long term investment in a jump diffusion setting : a large deviation approach

In this study, we propose a new method based on the large deviations theory to select an optimal investment for a large portfolio such that the risk, which is defined as the probability that the portfolio return underperforms an investable benchmark, is minimal. As a particular case, we examine the effect of two types of asymmetric dependence; 1) asymmetry in a portfolio return distribution, and 2) asymmetric dependence between asset returns, on the optimal portfolio invested in two risky assets. Furthermore, since our analysis is based on a parametric framework, this allows us to formulate a close-form relationship between the measures of correlation and the optimal portfolio. Finally, we calibrate our method with equity data, namely S&P 500 and Bangkok SET. The empirical evidences confirm that there is a significant impact of asymmetric dependence on optimal portfolio and risk

Optimal investment and asymmetric risk for a large portfolio: a large deviations approach

In this study, we propose a new method based on the large deviations theory to select an optimal investment for a large portfolio such that the risk, which is defined as the probability that the portfolio return underperforms an investable benchmark, is minimal. As a particular case, we examine the effect of two types of asymmetric dependence; 1) asymmetry in a portfolio return distribution, and 2) asymmetric dependence between asset returns, on the optimal portfolio invested in two risky assets. Furthermore, since our analysis is based on a parametric framework, this allows us to formulate a close-form relationship between the measures of correlation and the optimal portfolio. Finally, we calibrate our method with equity data, namely S&P 500 and Bangkok SET. The empirical evidences confirm that there is a significant impact of asymmetric dependence on optimal portfolio and risk

Collectivization of Vascular Smooth Muscle Cells via TGF-β-Cadherin-11-Dependent Adhesive Switching.

OBJECTIVE: Smooth muscle cells (SMCs) in healthy arteries are arranged as a collective. However, in diseased arteries, SMCs commonly exist as individual cells, unconnected to each other. The purpose of this study was to elucidate the events that enable individualized SMCs to enter into a stable and interacting cell collective. APPROACH AND RESULTS: Human SMCs stimulated to undergo programmed collectivization were tracked by time-lapse microscopy. We uncovered a switch in the behavior of contacting SMCs from semiautonomous motility to cell-cell adherence. Central to the cell-adherent phenotype was the formation of uniquely elongated adherens junctions, ≤60 μm in length, which appeared to strap adjacent SMCs to each other. Remarkably, these junctions contained both N-cadherin and cadherin-11. Ground-state depletion super-resolution microscopy revealed that these hybrid assemblies were comprised of 2 parallel nanotracks of each cadherin, separated by 50 nm. Blocking either N-cadherin or cadherin-11 inhibited collectivization. Cell-cell adhesion and adherens junction elongation were associated with reduced transforming growth factor-β signaling, and exogenous transforming growth factor-β1 suppressed junction elongation via the noncanonical p38 pathway. Imaging of fura-2-loaded SMCs revealed that SMC assemblies displayed coordinated calcium oscillations and cell-cell transmission of calcium waves which, together with increased connexin 43-containing junctions, depended on cadherin-11 and N-cadherin function. CONCLUSIONS: SMCs can self-organize, structurally and functionally, via transforming growth factor-β-p38-dependent adhesive switching and a novel adherens junction architecture comprised of hybrid nanotracks of cadherin-11 and N-cadherin. The findings define a mechanism for the assembly of SMCs into networks, a process that may be relevant to the stability and function of blood vessels

Contrasting population genetic structure in three aggregating groupers (Percoidei: Epinephelidae) in the Indo-West Pacific: The importance of reproductive mode

Background: Understanding the factors shaping population genetic structure is important for evolutionary considerations as well as for management and conservation. While studies have revealed the importance of palaeogeographic changes in shaping phylogeographic patterns in multiple marine fauna, the role of reproductive behaviour is rarely considered in reef fishes. We investigated the population genetics of three commercially important aggregating grouper species in the Indo-West Pacific, namely the camouflage grouper Epinephelus polyphekadion, the squaretail coral grouper Plectropomus areolatus, and the common coral trout P. leopardus, with similar life histories but distinct spatio-temporal characteristics in their patterns of forming spawning aggregations. Results: By examining their mitochondrial control region and 9-11 microsatellite markers, we found an overarching influence of palaeogeographic events in the population structure of all species, with genetic breaks largely coinciding with major biogeographic barriers. The divergence time of major lineages in these species coincide with the Pleistocene glaciations. Higher connectivity is evident in E. polyphekadion and P. areolatus that assemble in larger numbers at fewer spawning aggregations and in distinctive offshore locations than in P. leopardus which has multiple small, shelf platform aggregations. Conclusions: While palaeogeographic events played an important role in shaping the population structure of the target species, the disparity in population connectivity detected may be partly attributable to differences in their reproductive behaviour, highlighting the need for more investigations on this characteristic and the need to consider reproductive mode in studies of connectivity and population genetics

Menthol stereoisomers exhibit different effects on α4β2 nAChR upregulation and dopamine neuron spontaneous firing

Menthol contributes to poor cessation rates among smokers, in part because menthol enhances nicotine reward and reinforcement. Mentholated tobacco products contain (−)-menthol and (+)-menthol, in varying proportions. We examined these two menthol stereoisomers for their ability to upregulate α4β2 nAChRs and to alter dopamine neuron firing frequency using long-term, low-dose (≤ 500 nM) exposure that is pharmacologically relevant to smoking. We found that (−)-menthol upregulates α4β2 nAChRs while (+)-menthol does not. We also found that (−)-menthol decreases dopamine neuron baseline firing and dopamine neuron excitability, while (+)-menthol exhibits no effect. We then examined both stereoisomers for their ability to inhibit α4β2 nAChR function at higher concentrations (>10 µM) using the Xenopus oocyte expression system. To probe for the potential binding site of menthol, we conducted flooding simulations and site-directed mutagenesis. We found that menthol likely binds to the 9’ position on the TM2 helix. We found that menthol inhibition is dependent on the end-to-end distance of the side chain at the 9’ residue. Additionally, we have found that (−)-menthol is only modestly (∼25%) more potent than (+)-menthol at inhibiting wildtype α4β2 nAChRs and a series of L9’ mutant nAChRs. These data reveal that menthol exhibits a stereoselective effect on nAChRs and that the stereochemical effect is much greater for long-term, sub µM exposure in mice than for acute, higher level exposure. We hypothesize that of the two menthol stereoisomers, only (−)-menthol plays a role in enhancing nicotine reward through nAChRs on dopamine neurons

Scalable Manufacture of Built-to-Order Nanomedicine: Spray-Assisted Layer-by-Layer Functionalization of PRINT Nanoparticles

Scalable methods, PRINT particle fabrication, and spray-assisted Layer-by-Layer deposition are combined to generate uniform and functional nanotechnologies with precise control over composition, size, shape, and surface functionality. A modular and tunable approach towards design of built-to-order nanoparticle systems, spray coating on PRINT particles is demonstrated to achieve technologies capable of targeted interactions with cancer cells for applications in drug delivery.National Cancer Institute (U.S.) (Center for Cancer Nanotechnology Excellence Grant 5 U54 CA151884-02)National Science Foundation (U.S.). Graduate Research FellowshipNatural Sciences and Engineering Research Council of Canada (Postdoctoral Fellowship

Coherent dynamics of Bose-Einstein condensates in high-finesse optical cavities

We study the mutual interaction of a Bose-Einstein condensed gas with a single mode of a high-finesse optical cavity. We show how the cavity transmission reflects condensate properties and calculate the self-consistent intra-cavity light field and condensate evolution. Solving the coupled condensate-cavity equations we find that while falling through the cavity, the condensate is adiabatically transfered into the ground state of the periodic optical potential. This allows time dependent non-destructive measurements on Bose-Einstein condensates with intriguing prospects for subsequent controlled manipulation.Comment: 5 pages, 5 figures; revised version: added reference

Predicting Adverse Outcomes for Shiga Toxin–Producing Escherichia coli Infections in Emergency Departments

Objective: To assess the performance of a hemolytic uremic syndrome (HUS) severity score among children with Shiga toxin-producing Escherichia coli (STEC) infections and HUS by stratifying them according to their risk of adverse events. The score has not been previously evaluated in a North American acute care setting. Study design: We reviewed medical records of children \u3c18 years old infected with STEC and treated in 1 of 38 participating emergency departments in North America between 2011 and 2015. The HUS severity score (hemoglobin [g/dL] plus 2-times serum creatinine [mg/dL]) was calculated using first available laboratory results. Children with scores \u3e13 were designated as high-risk. We assessed score performance to predict severe adverse events (ie, dialysis, neurologic complication, respiratory failure, and death) using discrimination and net benefit (ie, threshold probability), with subgroup analyses by age and day-of-illness. Results: A total of 167 children had HUS, of whom 92.8% (155/167) had relevant data to calculate the score; 60.6% (94/155) experienced a severe adverse event. Discrimination was acceptable overall (area under the curve 0.71, 95% CI 0.63-0.79) and better among children \u3c5 years old (area under the curve 0.77, 95% CI 0.68-0.87). For children \u3c5 years, greatest net benefit was achieved for a threshold probability \u3e26%. Conclusions: The HUS severity score was able to discriminate between high- and low-risk children \u3c5 years old with STEC-associated HUS at a statistically acceptable level; however, it did not appear to provide clinical benefit at a meaningful risk threshold