Kernels for sequentially ordered data

We present a novel framework for learning with sequential data of any kind, such as multivariate time series, strings, or sequences of graphs. The main result is a ”sequentialization” that transforms any kernel on a given domain into a kernel for sequences in that domain. This procedure preserves properties such as positive definiteness, the associated kernel feature map is an ordered variant of sample (cross-)moments, and this sequentialized kernel is consistent in the sense that it converges to a kernel for paths if sequences converge to paths (by discretization). Further, classical kernels for sequences arise as special cases of this method. We use dynamic programming and low-rank techniques for tensors to provide efficient algorithms to compute this sequentialized kernel

Robust filtering: Correlated noise and multidimensional observation

In the late seventies, Clark [In Communication Systems and Random Process Theory (Proc. 2nd NATO Advanced Study Inst., Darlington, 1977) (1978) 721-734, Sijthoff & Noordhoff] pointed out that it would be natural for $\pi_t$, the solution of the stochastic filtering problem, to depend continuously on the observed data $Y=\{Y_s,s\in[0,t]\}$. Indeed, if the signal and the observation noise are independent one can show that, for any suitably chosen test function $f$, there exists a continuous map $\theta^f_t$, defined on the space of continuous paths $C([0,t],\mathbb{R}^d)$ endowed with the uniform convergence topology such that $\pi_t(f)=\theta^f_t(Y)$, almost surely; see, for example, Clark [In Communication Systems and Random Process Theory (Proc. 2nd NATO Advanced Study Inst., Darlington, 1977) (1978) 721-734, Sijthoff & Noordhoff], Clark and Crisan [Probab. Theory Related Fields 133 (2005) 43-56], Davis [Z. Wahrsch. Verw. Gebiete 54 (1980) 125-139], Davis [Teor. Veroyatn. Primen. 27 (1982) 160-167], Kushner [Stochastics 3 (1979) 75-83]. As shown by Davis and Spathopoulos [SIAM J. Control Optim. 25 (1987) 260-278], Davis [In Stochastic Systems: The Mathematics of Filtering and Identification and Applications, Proc. NATO Adv. Study Inst. Les Arcs, Savoie, France 1980 505-528], [In The Oxford Handbook of Nonlinear Filtering (2011) 403-424 Oxford Univ. Press], this type of robust representation is also possible when the signal and the observation noise are correlated, provided the observation process is scalar. For a general correlated noise and multidimensional observations such a representation does not exist. By using the theory of rough paths we provide a solution to this deficiency: the observation process $Y$ is "lifted" to the process $\mathbf{Y}$ that consists of $Y$ and its corresponding L\'{e}vy area process, and we show that there exists a continuous map $\theta_t^f$, defined on a suitably chosen space of H\"{o}lder continuous paths such that $\pi_t(f)=\theta_t^f(\mathbf{Y})$, almost surely.Comment: Published in at http://dx.doi.org/10.1214/12-AAP896 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Reversible stretching of homopolymers and random heteropolymers

We have analyzed the equilibrium response of chain molecules to stretching. For a homogeneous sequence of monomers, the induced transition from compact globule to extended coil below the $\theta$-temperature is predicted to be sharp. For random sequences, however, the transition may be smoothed by a prevalence of necklace-like structures, in which globular regions and coil regions coexist in a single chain. As we show in the context of a random copolymer, preferential solvation of one monomer type lends stability to such structures. The range of stretching forces over which necklaces are stable is sensitive to chain length as well as sequence statistics.Comment: 14 pages, 4 figure

Mechanical Strength of 17 134 Model Proteins and Cysteine Slipknots

A new theoretical survey of proteins' resistance to constant speed stretching is performed for a set of 17 134 proteins as described by a structure-based model. The proteins selected have no gaps in their structure determination and consist of no more than 250 amino acids. Our previous studies have dealt with 7510 proteins of no more than 150 amino acids. The proteins are ranked according to the strength of the resistance. Most of the predicted top-strength proteins have not yet been studied experimentally. Architectures and folds which are likely to yield large forces are identified. New types of potent force clamps are discovered. They involve disulphide bridges and, in particular, cysteine slipknots. An effective energy parameter of the model is estimated by comparing the theoretical data on characteristic forces to the corresponding experimental values combined with an extrapolation of the theoretical data to the experimental pulling speeds. These studies provide guidance for future experiments on single molecule manipulation and should lead to selection of proteins for applications. A new class of proteins, involving cystein slipknots, is identified as one that is expected to lead to the strongest force clamps known. This class is characterized through molecular dynamics simulations.Comment: 40 pages, 13 PostScript figure

Spatio-temporal dynamics of quantum-well excitons

We investigate the lateral transport of excitons in ZnSe quantum wells by using time-resolved micro-photoluminescence enhanced by the introduction of a solid immersion lens. The spatial and temporal resolutions are 200 nm and 5 ps, respectively. Strong deviation from classical diffusion is observed up to 400 ps. This feature is attributed to the hot-exciton effects, consistent with previous experiments under cw excitation. The coupled transport-relaxation process of hot excitons is modelled by Monte Carlo simulation. We prove that two basic assumptions typically accepted in photoluminescence investigations on excitonic transport, namely (i) the classical diffusion model as well as (ii) the equivalence between the temporal and spatial evolution of the exciton population and of the measured photoluminescence, are not valid for low-temperature experiments.Comment: 8 pages, 6 figure

Estimating arthropod survival probability from field counts: a case study with monarch butterflies

Survival probability is fundamental for understanding population dynamics. Methods for estimating survival probability from field data typically require marking individuals, but marking methods are not possible for arthropod species that molt their exoskeleton between life stages. We developed a novel Bayesian state‐space model to estimate arthropod larval survival probability from stage‐structured count data. We performed simulation studies to evaluate estimation bias due to detection probability, individual variation in stage duration, and study design (sampling frequency and sample size). Estimation of cumulative survival probability from oviposition to pupation was robust to potential sources of bias. Our simulations also provide guidance for designing field studies with minimal bias. We applied the model to the monarch butterfly (Danaus plexippus), a declining species in North America for which conservation programs are being implemented. We estimated cumulative survival from egg to pupation from monarch counts conducted at 18 field sites in three landcover types in Iowa, USA, and Ontario, Canada: road right‐of‐ways, natural habitats (gardens and restored meadows), and agricultural field borders. Mean predicted survival probability across all landcover types was 0.014 (95% CI: 0.004–0.024), four times lower than previously published estimates using an ad hoc estimator. Estimated survival probability ranged from 0.002 (95% CI: 7.0E−7 to 0.034) to 0.058 (95% CI: 0.013–0.113) at individual sites. Among landcover types, agricultural field borders in Ontario had the highest estimated survival probability (0.025 with 95% CI: 0.008–0.043) and natural areas had the lowest estimated survival probability (0.008 with 95% CI: 0.009–0.024). Monarch production was estimated as adults produced per milkweed stem by multiplying survival probabilities by eggs per milkweed at these sites. Monarch production ranged from 1.0 (standard deviation [SD] = 0.68) adult in Ontario natural areas in 2016 to 29.0 (SD = 10.42) adults in Ontario agricultural borders in 2015 per 6809 milkweed stems. Survival estimates are critical to monarch population modeling and habitat restoration efforts. Our model is a significant advance in estimating survival probability for monarch butterflies and can be readily adapted to other arthropod species with stage‐structured life histories

Impact of propofol on mid-latency auditory-evoked potentials in children†

Background Propofol is increasingly used in paediatric anaesthesia, but can be challenging to titrate accurately in this group. Mid-latency auditory-evoked potentials (MLAEPs) can be used to help titrate propofol. However, the effects of propofol on MLAEP in children are unclear. Therefore, we investigated the relationship between propofol and MLAEP in children undergoing anaesthesia. Methods Fourteen healthy children aged 4-16 yr received anaesthesia for elective surgery. Before surgery, propofol was administered in three concentrations (3, 6, 9 µg ml−1) through a target-controlled infusion pump using Kataria and colleagues' model. MLAEPs were recorded 5 min after having reached each target propofol concentration at each respective concentration. Additionally, venous propofol blood concentrations were assayed at each measuring time point. Results Propofol increased all four MLAEP peak latencies (peaks Na, Pa, Nb, P1) in a dose-dependent manner. In addition, the differences in amplitudes were significantly smaller with increasing propofol target concentrations. The measured propofol plasma concentrations correlated positively with the latencies of the peaks Na, Pa, and Nb. Conclusions Propofol affects MLAEP latencies and amplitudes in children in a dose-dependent manner. MLAEP measurement might therefore be a useful tool for monitoring depth of propofol anaesthesia in childre

Mechanical response of random heteropolymers

We present an analytical theory for heteropolymer deformation, as exemplified experimentally by stretching of single protein molecules. Using a mean-field replica theory, we determine phase diagrams for stress-induced unfolding of typical random sequences. This transition is sharp in the limit of infinitely long chain molecules. But for chain lengths relevant to biological macromolecules, partially unfolded conformations prevail over an intermediate range of stress. These necklace-like structures, comprised of alternating compact and extended subunits, are stabilized by quenched variations in the composition of finite chain segments. The most stable arrangements of these subunits are largely determined by preferential extension of segments rich in solvophilic monomers. This predicted significance of necklace structures explains recent observations in protein stretching experiments. We examine the statistical features of select sequences that give rise to mechanical strength and may thus have guided the evolution of proteins that carry out mechanical functions in living cells.Comment: 10 pages, 6 figure

Free induction signal from biexcitons and bound excitons

A theory of the free induction signal from biexcitons and bound excitons is presented. The simultaneous existence of the exciton continuum and a bound state is shown to result in a new type of time dependence of the free induction. The optically detected signal increases in time and oscillates with increasing amplitude until damped by radiative or dephasing processes. Radiative decay is anomalously fast and can result in strong picosecond pulses. The expanding area of a coherent exciton polarization (inflating antenna), produced by the exciting pulse, is the underlying physical mechanism. The developed formalism can be applied to different biexciton transients.Comment: RevTeX, 20 p. + 2 ps fig. To appear in Phys. Rev. B1