Large Pseudo-Counts and L2L_2-Norm Penalties Are Necessary for the Mean-Field Inference of Ising and Potts Models

Mean field (MF) approximation offers a simple, fast way to infer direct interactions between elements in a network of correlated variables, a common, computationally challenging problem with practical applications in fields ranging from physics and biology to the social sciences. However, MF methods achieve their best performance with strong regularization, well beyond Bayesian expectations, an empirical fact that is poorly understood. In this work, we study the influence of pseudo-count and $L_2$-norm regularization schemes on the quality of inferred Ising or Potts interaction networks from correlation data within the MF approximation. We argue, based on the analysis of small systems, that the optimal value of the regularization strength remains finite even if the sampling noise tends to zero, in order to correct for systematic biases introduced by the MF approximation. Our claim is corroborated by extensive numerical studies of diverse model systems and by the analytical study of the $m$-component spin model, for large but finite $m$. Additionally we find that pseudo-count regularization is robust against sampling noise, and often outperforms $L_2$-norm regularization, particularly when the underlying network of interactions is strongly heterogeneous. Much better performances are generally obtained for the Ising model than for the Potts model, for which only couplings incoming onto medium-frequency symbols are reliably inferred.Comment: 25 pages, 17 figure

Corporate pension plans as takeover deterrents

We use UK data to show that firms that sponsor a defined-benefit pension plan are less likely to be targeted in an acquisition and, conditional on an attempted takeover, they are less likely to be acquired. Our explanation is that the uncertainty in the value of pension liabilities is a source of risk for acquirers of the firm's shares, which works as a takeover deterrent. In support of this explanation we find that these same firms are more likely to use cash when acquiring other firms, and that the announcement of a cash acquisition is associated with positive announcement effects

Boosting search by rare events

Randomized search algorithms for hard combinatorial problems exhibit a large variability of performances. We study the different types of rare events which occur in such out-of-equilibrium stochastic processes and we show how they cooperate in determining the final distribution of running times. As a byproduct of our analysis we show how search algorithms are optimized by random restarts.Comment: 4 pages, 3 eps figures. References update

Unzipping Dynamics of Long DNAs

The two strands of the DNA double helix can be `unzipped' by application of 15 pN force. We analyze the dynamics of unzipping and rezipping, for the case where the molecule ends are separated and re-approached at constant velocity. For unzipping of 50 kilobase DNAs at less than about 1000 bases per second, thermal equilibrium-based theory applies. However, for higher unzipping velocities, rotational viscous drag creates a buildup of elastic torque to levels above kBT in the dsDNA region, causing the unzipping force to be well above or well below the equilibrium unzipping force during respectively unzipping and rezipping, in accord with recent experimental results of Thomen et al. [Phys. Rev. Lett. 88, 248102 (2002)]. Our analysis includes the effect of sequence on unzipping and rezipping, and the transient delay in buildup of the unzipping force due to the approach to the steady state.Comment: 15 pages Revtex file including 9 figure

GRB Observed by IBIS/PICsIT in the MeV Energy Range

We present the preliminary results of a systematic search for GRB and other transients in the publicly available data for the IBIS/PICsIT (0.2-10 MeV) detector on board INTEGRAL. Lightcurves in 2-8 energy bands with time resolution from 1 to 62.5 ms have been collected and an analysis of spectral and temporal characteristics has been performed. This is the nucleus of a forthcoming first catalog of GRB observed by PICsIT.Comment: 6 pages, 3 figures. Poster presented at COSPAR 2008. Advaces in Space Research, accepted for publicatio

Inferring DNA sequences from mechanical unzipping data: the large-bandwidth case

The complementary strands of DNA molecules can be separated when stretched apart by a force; the unzipping signal is correlated to the base content of the sequence but is affected by thermal and instrumental noise. We consider here the ideal case where opening events are known to a very good time resolution (very large bandwidth), and study how the sequence can be reconstructed from the unzipping data. Our approach relies on the use of statistical Bayesian inference and of Viterbi decoding algorithm. Performances are studied numerically on Monte Carlo generated data, and analytically. We show how multiple unzippings of the same molecule may be exploited to improve the quality of the prediction, and calculate analytically the number of required unzippings as a function of the bandwidth, the sequence content, the elasticity parameters of the unzipped strands

Relaxation and Metastability in the RandomWalkSAT search procedure

An analysis of the average properties of a local search resolution procedure for the satisfaction of random Boolean constraints is presented. Depending on the ratio alpha of constraints per variable, resolution takes a time T_res growing linearly (T_res \sim tau(alpha) N, alpha < alpha_d) or exponentially (T_res \sim exp(N zeta(alpha)), alpha > alpha_d) with the size N of the instance. The relaxation time tau(alpha) in the linear phase is calculated through a systematic expansion scheme based on a quantum formulation of the evolution operator. For alpha > alpha_d, the system is trapped in some metastable state, and resolution occurs from escape from this state through crossing of a large barrier. An annealed calculation of the height zeta(alpha) of this barrier is proposed. The polynomial/exponentiel cross-over alpha_d is not related to the onset of clustering among solutions.Comment: 23 pages, 11 figures. A mistake in sec. IV.B has been correcte

A global search inversion for earthquake kinematic rupture history: Application to the 2000 western Tottori, Japan earthquake

We present a two-stage nonlinear technique to invert strong motions records and geodetic data to retrieve the rupture history of an earthquake on a finite fault. To account for the actual rupture complexity, the fault parameters are spatially variable peak slip velocity, slip direction, rupture time and risetime. The unknown parameters are given at the nodes of the subfaults, whereas the parameters within a subfault are allowed to vary through a bilinear interpolation of the nodal values. The forward modeling is performed with a discrete wave number technique, whose Green’s functions include the complete response of the vertically varying Earth structure. During the first stage, an algorithm based on the heat-bath simulated annealing generates an ensemble of models that efficiently sample the good data-fitting regions of parameter space. In the second stage (appraisal), the algorithm performs a statistical analysis of the model ensemble and computes a weighted mean model and its standard deviation. This technique, rather than simply looking at the best model, extracts the most stable features of the earthquake rupture that are consistent with the data and gives an estimate of the variability of each model parameter. We present some synthetic tests to show the effectiveness of the method and its robustness to uncertainty of the adopted crustal model. Finally, we apply this inverse technique to the well recorded 2000 western Tottori, Japan, earthquake (Mw 6.6); we confirm that the rupture process is characterized by large slip (3-4 m) at very shallow depths but, differently from previous studies, we imaged a new slip patch (2-2.5 m) located deeper, between 14 and 18 km depth