The galactic antiproton spectrum at high energies: background expectation vs. exotic contributions

A new generation of upcoming space-based experiments will soon start to probe the spectrum of cosmic ray antiparticles with an unprecedented accuracy and, in particular, will open up a window to energies much higher than those accessible so far. It is thus timely to carefully investigate the expected antiparticle fluxes at high energies. Here, we perform such an analysis for the case of antiprotons. We consider both standard sources as the collision of other cosmic rays with interstellar matter, as well as exotic contributions from dark matter annihilations in the galactic halo. Up to energies well above 100 GeV, we find that the background flux in antiprotons is almost uniquely determined by the existing low-energy data on various cosmic ray species; for even higher energies, however, the uncertainties in the parameters of the underlying propagation model eventually become significant. We also show that if the dark matter is composed of particles with masses at the TeV scale, which is naturally expected in extra-dimensional models as well as in certain parameter regions of supersymmetric models, the annihilation flux can become comparable to - or even dominate - the antiproton background at the high energies considered here.Comment: 17 pages revtex4, 7 figures; minor changes (to match the published version

A Tutorial on Estimating Time-Varying Vector Autoregressive Models

Time series of individual subjects have become a common data type in psychological research. These data allow one to estimate models of within-subject dynamics, and thereby avoid the notorious problem of making within-subjects inferences from between-subjects data, and naturally address heterogeneity between subjects. A popular model for these data is the Vector Autoregressive (VAR) model, in which each variable is predicted as a linear function of all variables at previous time points. A key assumption of this model is that its parameters are constant (or stationary) across time. However, in many areas of psychological research time-varying parameters are plausible or even the subject of study. In this tutorial paper, we introduce methods to estimate time-varying VAR models based on splines and kernel-smoothing with/without regularization. We use simulations to evaluate the relative performance of all methods in scenarios typical in applied research, and discuss their strengths and weaknesses. Finally, we provide a step-by-step tutorial showing how to apply the discussed methods to an openly available time series of mood-related measurements

Analysis of the NK2 homeobox gene ceh-24 reveals sublateral motor neuron control of left-right turning during sleep.

Sleep is a behavior that is found in all animals that have a nervous system and that have been studied carefully. In Caenorhabditis elegans larvae, sleep is associated with a turning behavior, called flipping, in which animals rotate 180{degree sign} about their longitudinal axis. However, the molecular and neural substrates of this enigmatic behavior are not known. Here, we identified the conserved NK-2 homeobox gene ceh-24 to be crucially required for flipping. ceh-24 is required for the formation of processes and for cholinergic function of sublateral motor neurons, which separately innervate the four body muscle quadrants. Knockdown of cholinergic function in a subset of these sublateral neurons, the SIAs, abolishes flipping. The SIAs depolarize during flipping and their optogenetic activation induces flipping in a fraction of events. Thus, we identified the sublateral SIA neurons to control the three-dimensional movements of flipping. These neurons may also control other types of motion

Current Algorithms for Detecting Subgraphs of Bounded Treewidth are Probably Optimal

The Subgraph Isomorphism problem is of considerable importance in computer science. We examine the problem when the pattern graph H is of bounded treewidth, as occurs in a variety of applications. This problem has a well-known algorithm via color-coding that runs in time $O(n^{tw(H)+1})$ [Alon, Yuster, Zwick'95], where $n$ is the number of vertices of the host graph $G$. While there are pattern graphs known for which Subgraph Isomorphism can be solved in an improved running time of $O(n^{tw(H)+1-\varepsilon})$ or even faster (e.g. for $k$-cliques), it is not known whether such improvements are possible for all patterns. The only known lower bound rules out time $n^{o(tw(H) / \log(tw(H)))}$ for any class of patterns of unbounded treewidth assuming the Exponential Time Hypothesis [Marx'07]. In this paper, we demonstrate the existence of maximally hard pattern graphs $H$ that require time $n^{tw(H)+1-o(1)}$. Specifically, under the Strong Exponential Time Hypothesis (SETH), a standard assumption from fine-grained complexity theory, we prove the following asymptotic statement for large treewidth $t$: For any $\varepsilon > 0$ there exists $t \ge 3$ and a pattern graph $H$ of treewidth $t$ such that Subgraph Isomorphism on pattern $H$ has no algorithm running in time $O(n^{t+1-\varepsilon})$. Under the more recent 3-uniform Hyperclique hypothesis, we even obtain tight lower bounds for each specific treewidth $t \ge 3$: For any $t \ge 3$ there exists a pattern graph $H$ of treewidth $t$ such that for any $\varepsilon>0$ Subgraph Isomorphism on pattern $H$ has no algorithm running in time $O(n^{t+1-\varepsilon})$. In addition to these main results, we explore (1) colored and uncolored problem variants (and why they are equivalent for most cases), (2) Subgraph Isomorphism for $tw < 3$, (3) Subgraph Isomorphism parameterized by pathwidth, and (4) a weighted problem variant

Generating functions of planar polygons from homological mirror symmetry of elliptic curves

We study generating functions of certain shapes of planar polygons arising from homological mirror symmetry of elliptic curves. We express these generating functions in terms of rational functions of the Jacobi theta function and Zwegers' mock theta function and determine their (mock) Jacobi properties. We also analyze their special values and singularities, which are of geometric interest as well

Bringing Order to Special Cases of Klee's Measure Problem

Klee's Measure Problem (KMP) asks for the volume of the union of n axis-aligned boxes in d-space. Omitting logarithmic factors, the best algorithm has runtime O*(n^{d/2}) [Overmars,Yap'91]. There are faster algorithms known for several special cases: Cube-KMP (where all boxes are cubes), Unitcube-KMP (where all boxes are cubes of equal side length), Hypervolume (where all boxes share a vertex), and k-Grounded (where the projection onto the first k dimensions is a Hypervolume instance). In this paper we bring some order to these special cases by providing reductions among them. In addition to the trivial inclusions, we establish Hypervolume as the easiest of these special cases, and show that the runtimes of Unitcube-KMP and Cube-KMP are polynomially related. More importantly, we show that any algorithm for one of the special cases with runtime T(n,d) implies an algorithm for the general case with runtime T(n,2d), yielding the first non-trivial relation between KMP and its special cases. This allows to transfer W[1]-hardness of KMP to all special cases, proving that no n^{o(d)} algorithm exists for any of the special cases under reasonable complexity theoretic assumptions. Furthermore, assuming that there is no improved algorithm for the general case of KMP (no algorithm with runtime O(n^{d/2 - eps})) this reduction shows that there is no algorithm with runtime O(n^{floor(d/2)/2 - eps}) for any of the special cases. Under the same assumption we show a tight lower bound for a recent algorithm for 2-Grounded [Yildiz,Suri'12].Comment: 17 page

Inspecting Gradual and Abrupt Changes in Emotion Dynamics With the Time-Varying Change Point Autoregressive Model

Recent studies have shown that emotion dynamics such as inertia (i.e., autocorrelation) can change over time. Importantly, current methods can only detect either gradual or abrupt changes in inertia. This means that researchers have to choose a priori whether they expect the change in inertia to be gradual or abrupt. This will leave researchers in the dark regarding when and how the change in inertia occurred. Therefore in this article, we use a new model: the time-varying change point autoregressive (TVCP-AR) model. The TVCP-AR model can detect both gradual and abrupt changes in emotion dynamics. More specifically, we show that the inertia of positive affect and negative affect measured in one individual differs qualitatively in how it changes over time. Whereas the inertia of positive affect increased only gradually over time, negative affect changed both in a gradual and abrupt fashion over time. This illustrates the necessity of being able to model both gradual and abrupt changes in order to detect meaningful quantitative and qualitative differences in temporal emotion dynamics

Geometric Inhomogeneous Random Graphs

Real-world networks, like social networks or the internet infrastructure, have structural properties such as their large clustering coefficient that can best be described in terms of an underlying geometry. This is why the focus of the literature on theoretical models for real-world networks shifted from classic models without geometry, such as Chung-Lu random graphs, to modern geometry-based models, such as hyperbolic random graphs. With this paper we contribute to the theoretical analysis of these modern, more realistic random graph models. However, we do not directly study hyperbolic random graphs, but replace them by a more general model that we call \emph{geometric inhomogeneous random graphs} (GIRGs). Since we ignore constant factors in the edge probabilities, our model is technically simpler (specifically, we avoid hyperbolic cosines), while preserving the qualitative behaviour of hyperbolic random graphs, and we suggest to replace hyperbolic random graphs by our new model in future theoretical studies. We prove the following fundamental structural and algorithmic results on GIRGs. (1) We provide a sampling algorithm that generates a random graph from our model in expected linear time, improving the best-known sampling algorithm for hyperbolic random graphs by a factor $O(\sqrt{n})$, (2) we establish that GIRGs have a constant clustering coefficient, (3) we show that GIRGs have small separators, i.e., it suffices to delete a sublinear number of edges to break the giant component into two large pieces, and (4) we show how to compress GIRGs using an expected linear number of bits

Average Distance in a General Class of Scale-Free Networks with Underlying Geometry

In Chung-Lu random graphs, a classic model for real-world networks, each vertex is equipped with a weight drawn from a power-law distribution (for which we fix an exponent $2 < \beta < 3$), and two vertices form an edge independently with probability proportional to the product of their weights. Modern, more realistic variants of this model also equip each vertex with a random position in a specific underlying geometry, which is typically Euclidean, such as the unit square, circle, or torus. The edge probability of two vertices then depends, say, inversely polynomial on their distance. We show that specific choices, such as the underlying geometry being Euclidean or the dependence on the distance being inversely polynomial, do not significantly influence the average distance, by studying a generic augmented version of Chung-Lu random graphs. Specifically, we analyze a model where the edge probability of two vertices can depend arbitrarily on their positions, as long as the marginal probability of forming an edge (for two vertices with fixed weights, one fixed position, and one random position) is as in Chung-Lu random graphs, i.e., proportional to the product of their weights. The resulting class contains Chung-Lu random graphs, hyperbolic random graphs, and geometric inhomogeneous random graphs as special cases. Our main result is that this general model has the same average distance as Chung-Lu random graphs, up to a factor $1+o(1)$. The proof also yields that our model has a giant component and polylogarithmic diameter with high probability