On the combinatorics of sparsification

Background: We study the sparsification of dynamic programming folding algorithms of RNA structures. Sparsification applies to the mfe-folding of RNA structures and can lead to a significant reduction of time complexity. Results: We analyze the sparsification of a particular decomposition rule, $\Lambda^*$, that splits an interval for RNA secondary and pseudoknot structures of fixed topological genus. Essential for quantifying the sparsification is the size of its so called candidate set. We present a combinatorial framework which allows by means of probabilities of irreducible substructures to obtain the expected size of the set of $\Lambda^*$-candidates. We compute these expectations for arc-based energy models via energy-filtered generating functions (GF) for RNA secondary structures as well as RNA pseudoknot structures. For RNA secondary structures we also consider a simplified loop-energy model. This combinatorial analysis is then compared to the expected number of $\Lambda^*$-candidates obtained from folding mfe-structures. In case of the mfe-folding of RNA secondary structures with a simplified loop energy model our results imply that sparsification provides a reduction of time complexity by a constant factor of 91% (theory) versus a 96% reduction (experiment). For the "full" loop-energy model there is a reduction of 98% (experiment).Comment: 27 pages, 12 figure

Temporal aggregation of multivariate GARCH processes

This paper derives results for the temporal aggregation of multivariate GARCH processes in the general vector specification. It is shown that the class of weak multivariate GARCH processes is closed under temporal aggregation. Fourth moment characteristics turn out to be crucial for the low frequency dynamics for both stock and flow variables. The framework used in this paper can easily be extended to investigate joint temporal and contemporaneous aggregation. Discussing causality in volatility, I find that there is not much room for spurious instantaneous causality in multivariate GARCH processes, but that spurious Granger causality will be more common however numerically insignificant. Forecasting volatility, it is generally advisable to aggregate forecasts of the disaggregate series rather than forecasting the aggregated series directly, and unlike for VARMA processes the advantage does not diminish for large forecast horizons. Finally, results are derived for the distribution of multivariate realized volatility if the high frequency process follows multivariate GARCH. A numerical example illustrates some of the resultsmultivariate GARCH, temporal aggregation, causality in volatility, forecasting volatility, realized volatility

A Compressed Sampling and Dictionary Learning Framework for WDM-Based Distributed Fiber Sensing

We propose a compressed sampling and dictionary learning framework for fiber-optic sensing using wavelength-tunable lasers. A redundant dictionary is generated from a model for the reflected sensor signal. Imperfect prior knowledge is considered in terms of uncertain local and global parameters. To estimate a sparse representation and the dictionary parameters, we present an alternating minimization algorithm that is equipped with a pre-processing routine to handle dictionary coherence. The support of the obtained sparse signal indicates the reflection delays, which can be used to measure impairments along the sensing fiber. The performance is evaluated by simulations and experimental data for a fiber sensor system with common core architecture.Comment: Accepted for publication in Journal of the Optical Society of America A [ \copyright\ 2017 Optical Society of America.]. One print or electronic copy may be made for personal use only. Systematic reproduction and distribution, duplication of any material in this paper for a fee or for commercial purposes, or modifications of the content of this paper are prohibite

Environmental regulation and its impact on welfare and international competitiveness in a Heckscher-Ohlin framework

This paper discusses the issue of competitiveness and environmental regulation from the viewpoint of Heckscher-Ohlin models. It demonstrates that the impact of unilateral environmental regulations does not necessarily lead to a decrease in international competitiveness. Important is the measure of international competitiveness and the industry under consideration. Furthermore, this paper shows that in contrast to other theoretical work on this subject, unilateral environmental regulation does not necessarily lead to capital flight. It is also possible that the economy under consideration attracts more internationally mobile capital.

Random 3-noncrossing partitions

In this paper, we introduce polynomial time algorithms that generate random 3-noncrossing partitions and 2-regular, 3-noncrossing partitions with uniform probability. A 3-noncrossing partition does not contain any three mutually crossing arcs in its canonical representation and is 2-regular if the latter does not contain arcs of the form $(i,i+1)$. Using a bijection of Chen {\it et al.} \cite{Chen,Reidys:08tan}, we interpret 3-noncrossing partitions and 2-regular, 3-noncrossing partitions as restricted generalized vacillating tableaux. Furthermore, we interpret the tableaux as sampling paths of Markov-processes over shapes and derive their transition probabilities.Comment: 17 pages, 7 figure