511 research outputs found

    Inferring short-term volatility indicators from Bitcoin blockchain

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    In this paper, we study the possibility of inferring early warning indicators (EWIs) for periods of extreme bitcoin price volatility using features obtained from Bitcoin daily transaction graphs. We infer the low-dimensional representations of transaction graphs in the time period from 2012 to 2017 using Bitcoin blockchain, and demonstrate how these representations can be used to predict extreme price volatility events. Our EWI, which is obtained with a non-negative decomposition, contains more predictive information than those obtained with singular value decomposition or scalar value of the total Bitcoin transaction volume

    DINE: A Framework for Deep Incomplete Network Embedding

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    Network representation learning (NRL) plays a vital role in a variety of tasks such as node classification and link prediction. It aims to learn low-dimensional vector representations for nodes based on network structures or node attributes. While embedding techniques on complete networks have been intensively studied, in real-world applications, it is still a challenging task to collect complete networks. To bridge the gap, in this paper, we propose a Deep Incomplete Network Embedding method, namely DINE. Specifically, we first complete the missing part including both nodes and edges in a partially observable network by using the expectation-maximization framework. To improve the embedding performance, we consider both network structures and node attributes to learn node representations. Empirically, we evaluate DINE over three networks on multi-label classification and link prediction tasks. The results demonstrate the superiority of our proposed approach compared against state-of-the-art baselines.Comment: 12 pages, 3 figure

    DINE : a framework for deep incomplete network embedding

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    Network representation learning (NRL) plays a vital role in a variety of tasks such as node classification and link prediction. It aims to learn low-dimensional vector representations for nodes based on network structures or node attributes. While embedding techniques on complete networks have been intensively studied, in real-world applications, it is still a challenging task to collect complete networks. To bridge the gap, in this paper, we propose a Deep Incomplete Network Embedding method, namely DINE. Specifically, we first complete the missing part including both nodes and edges in a partially observable network by using the expectation-maximization framework. To improve the embedding performance, we consider both network structures and node attributes to learn node representations. Empirically, we evaluate DINE over three networks on multi-label classification and link prediction tasks. The results demonstrate the superiority of our proposed approach compared against state-of-the-art baselines. © 2019, Springer Nature Switzerland AG.E

    N-acetylcysteine in a Double-Blind Randomized Placebo-Controlled Trial: Toward Biomarker-Guided Treatment in Early Psychosis.

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    Biomarker-guided treatments are needed in psychiatry, and previous data suggest oxidative stress may be a target in schizophrenia. A previous add-on trial with the antioxidant N-acetylcysteine (NAC) led to negative symptom reductions in chronic patients. We aim to study NAC's impact on symptoms and neurocognition in early psychosis (EP) and to explore whether glutathione (GSH)/redox markers could represent valid biomarkers to guide treatment. In a double-blind, randomized, placebo-controlled trial in 63 EP patients, we assessed the effect of NAC supplementation (2700 mg/day, 6 months) on PANSS, neurocognition, and redox markers (brain GSH [GSHmPFC], blood cells GSH levels [GSHBC], GSH peroxidase activity [GPxBC]). No changes in negative or positive symptoms or functional outcome were observed with NAC, but significant improvements were found in favor of NAC on neurocognition (processing speed). NAC also led to increases of GSHmPFC by 23% (P = .005) and GSHBC by 19% (P = .05). In patients with high-baseline GPxBC compared to low-baseline GPxBC, subgroup explorations revealed a link between changes of positive symptoms and changes of redox status with NAC. In conclusion, NAC supplementation in a limited sample of EP patients did not improve negative symptoms, which were at modest baseline levels. However, NAC led to some neurocognitive improvements and an increase in brain GSH levels, indicating good target engagement. Blood GPx activity, a redox peripheral index associated with brain GSH levels, could help identify a subgroup of patients who improve their positive symptoms with NAC. Thus, future trials with antioxidants in EP should consider biomarker-guided treatment

    Estimation in high dimensions: a geometric perspective

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    This tutorial provides an exposition of a flexible geometric framework for high dimensional estimation problems with constraints. The tutorial develops geometric intuition about high dimensional sets, justifies it with some results of asymptotic convex geometry, and demonstrates connections between geometric results and estimation problems. The theory is illustrated with applications to sparse recovery, matrix completion, quantization, linear and logistic regression and generalized linear models.Comment: 56 pages, 9 figures. Multiple minor change

    Robust Matrix Completion

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    This paper considers the problem of recovery of a low-rank matrix in the situation when most of its entries are not observed and a fraction of observed entries are corrupted. The observations are noisy realizations of the sum of a low rank matrix, which we wish to recover, with a second matrix having a complementary sparse structure such as element-wise or column-wise sparsity. We analyze a class of estimators obtained by solving a constrained convex optimization problem that combines the nuclear norm and a convex relaxation for a sparse constraint. Our results are obtained for the simultaneous presence of random and deterministic patterns in the sampling scheme. We provide guarantees for recovery of low-rank and sparse components from partial and corrupted observations in the presence of noise and show that the obtained rates of convergence are minimax optimal
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