ADL tests for threshold cointegration

In this paper, we propose new tests for threshold cointegration in the autoregressive distributed lag (ADL) model. The indicators in the threshold model are based on either a nonstationary or stationary threshold variable. The cointegrating vector in this paper is not pre-specied. We adopt a supremum Wald type test to account for the so-called Davies problem. Theasymptotic null distributions of the proposed tests are free of nuisance parameters. As such, a bootstrap procedure is not required and critical values of the proposed tests are tabulated. A Monte Carlo experiment shows a good finite-sample performance of the proposed tests.Econometric Theory, Time Series

Robust Secure Transmission in MISO Channels Based on Worst-Case Optimization

This paper studies robust transmission schemes for multiple-input single-output (MISO) wiretap channels. Both the cases of direct transmission and cooperative jamming with a helper are investigated with imperfect channel state information (CSI) for the eavesdropper links. Robust transmit covariance matrices are obtained based on worst-case secrecy rate maximization, under both individual and global power constraints. For the case of an individual power constraint, we show that the non-convex maximin optimization problem can be transformed into a quasiconvex problem that can be efficiently solved with existing methods. For a global power constraint, the joint optimization of the transmit covariance matrices and power allocation between the source and the helper is studied via geometric programming. We also study the robust wiretap transmission problem for the case with a quality-of-service constraint at the legitimate receiver. Numerical results show the advantage of the proposed robust design. In particular, for the global power constraint scenario, although cooperative jamming is not necessary for optimal transmission with perfect eavesdropper's CSI, we show that robust jamming support can increase the worst-case secrecy rate and lower the signal to interference-plus-noise ratio at Eve in the presence of channel mismatches between the transmitters and the eavesdropper.Comment: 28 pages, 5 figure

Cooperative Jamming for Secure Communications in MIMO Relay Networks

Secure communications can be impeded by eavesdroppers in conventional relay systems. This paper proposes cooperative jamming strategies for two-hop relay networks where the eavesdropper can wiretap the relay channels in both hops. In these approaches, the normally inactive nodes in the relay network can be used as cooperative jamming sources to confuse the eavesdropper. Linear precoding schemes are investigated for two scenarios where single or multiple data streams are transmitted via a decode-and-forward (DF) relay, under the assumption that global channel state information (CSI) is available. For the case of single data stream transmission, we derive closed-form jamming beamformers and the corresponding optimal power allocation. Generalized singular value decomposition (GSVD)-based secure relaying schemes are proposed for the transmission of multiple data streams. The optimal power allocation is found for the GSVD relaying scheme via geometric programming. Based on this result, a GSVD-based cooperative jamming scheme is proposed that shows significant improvement in terms of secrecy rate compared to the approach without jamming. Furthermore, the case involving an eavesdropper with unknown CSI is also investigated in this paper. Simulation results show that the secrecy rate is dramatically increased when inactive nodes in the relay network participate in cooperative jamming.Comment: 30 pages, 7 figures, to appear in IEEE Transactions on Signal Processin

Global and Local Two-Sample Tests via Regression

Two-sample testing is a fundamental problem in statistics. Despite its long history, there has been renewed interest in this problem with the advent of high-dimensional and complex data. Specifically, in the machine learning literature, there have been recent methodological developments such as classification accuracy tests. The goal of this work is to present a regression approach to comparing multivariate distributions of complex data. Depending on the chosen regression model, our framework can efficiently handle different types of variables and various structures in the data, with competitive power under many practical scenarios. Whereas previous work has been largely limited to global tests which conceal much of the local information, our approach naturally leads to a local two-sample testing framework in which we identify local differences between multivariate distributions with statistical confidence. We demonstrate the efficacy of our approach both theoretically and empirically, under some well-known parametric and nonparametric regression methods. Our proposed methods are applied to simulated data as well as a challenging astronomy data set to assess their practical usefulness

A study of porous membrane evaporation for desalination in a flow system

The purpose of this investigation was to study the simultaneous mass and heat transfer mechanism in evaporation through a porous membrane with a non-wettable surface. Such water repellent membranes permit the passage of water vapor, but not liquid water. The investigation concerned the mass transfer rate through the membrane pores with flow on one or both sides of the membrane. The water-repellent membrane separated a hot salt solution from the fresh water, and a copper sheet separated the fresh water from a cold salt solution. A three-channel evaporator-condenser was used, and the membrane consisted of glass fiber paper treated with a teflon dispersion. The temperature range studied was from 93 to 190⁰F. A temperature difference and a corresponding vapor pressure difference maintained across the membrane provided the driving force both for mass and heat transfer through the membrane and heat recovered through the copper sheet to cold salt solution. Theoretical and empirical correlations were employed to fit the experimental data. It was observed that heat transfer resistance and diffusion in the membrane pores were the major resistances to total mass transfer. The correlation predicted rates of mass transfer resistance close to the experimental values. The heat transfer coefficient was affected by the mass diffusion. The ratio of heat transfer coefficient with diffusion to that without diffusion was 1.5, and was slightly dependent on flow. The mass transfer coefficient varied form 0.22 to 0.516 lb/(hr)(ft²)(in-Hg). The overall heat transfer coefficient for the membrane varied from 48 to 104 BTU/(hr(ft²)(⁰F), and the overall heat transfer coefficient for the copper sheet varied from 54 to 84 BTU/(hr)(ft²)(⁰F) --Abstract, page ii-iii

The Role of the People’s Republic of China in International Fragmentation and Production Networks: An Empirical Investigation

Despite the central role of the People’s Republic of China (PRC) in global parts and components trade, most previous studies on the PRC’s parts and components trade have been limited to a particular trade partner or some specific industries. The central objective of this paper is to provide a more complete description of the PRC’s parts and components trade. To do so, we systematically separate total trade flows into parts and components and final goods, and give a description of the pattern of parts and components trade for the period 1992–2009. We then estimate a gravity model to examine the determinants of the PRC’s trade in parts and components. We find that the share of parts and components trade in the PRC’s total trade has grown rapidly.People’s Republic of China; PRC; parts and components trade; fragmentation; production network

Statistical Mechanics and Kinetics of Amyloid Fibrillation

Amyloid fibrillation is a protein self-assembly phenomenon that is intimately related to well-known human neurodegenerative diseases. During the past few decades, striking advances have been achieved in our understanding of the physical origin of this phenomenon and they constitute the contents of this review. Starting from a minimal model of amyloid fibrils, we explore systematically the equilibrium and kinetic aspects of amyloid fibrillation in both dilute and semi-dilute limits. We then incorporate further molecular mechanisms into the analyses. We also discuss the mathematical foundation of kinetic modeling based on chemical mass-action equations, the quantitative linkage with experimental measurements, as well as the procedure to perform global fitting.Comment: 68 pages, 18 figures, 201 reference

NF-κB in cellular senescence and cancer treatment

The NF-κB pathway transcriptionally controls a large set of target genes that play important roles in cell survival, inflammation, and immune responses. While many studies showed anti-tumorigenic and pro-survival role of NF-κB in cancer cells, recent findings postulate that NF-κB participates in a senescence-associated cytokine response, thereby suggesting a tumor restraining role of NF-κB. In this review, we discuss implications of the NF-κB signaling pathway in cancer. Particularly, we emphasize the connection of NF-κB with cellular senescence as a response to chemotherapy, and furthermore, present examples how distinct oncogenic network contexts surrounding NF-{kappa}B produce fundamentally different treatment outcomes in aggressive B-cell lymphomas as an example