Rethinking the Effective Sample Size

The effective sample size (ESS) is widely used in sample-based simulation methods for assessing the quality of a Monte Carlo approximation of a given distribution and of related integrals. In this paper, we revisit and complete the approximation of the ESS in the specific context of importance sampling (IS). The derivation of this approximation, that we will denote as $\widehat{\text{ESS}}$, is only partially available in Kong [1992]. This approximation has been widely used in the last 25 years due to its simplicity as a practical rule of thumb in a wide variety of importance sampling methods. However, we show that the multiple assumptions and approximations in the derivation of $\widehat{\text{ESS}}$, makes it difficult to be considered even as a reasonable approximation of the ESS. We extend the discussion of the ESS in the multiple importance sampling (MIS) setting, and we display numerical examples. This paper does not cover the use of ESS for MCMC algorithms

The solution space of metabolic networks: producibility, robustness and fluctuations

Flux analysis is a class of constraint-based approaches to the study of biochemical reaction networks: they are based on determining the reaction flux configurations compatible with given stoichiometric and thermodynamic constraints. One of its main areas of application is the study of cellular metabolic networks. We briefly and selectively review the main approaches to this problem and then, building on recent work, we provide a characterization of the productive capabilities of the metabolic network of the bacterium E.coli in a specified growth medium in terms of the producible biochemical species. While a robust and physiologically meaningful production profile clearly emerges (including biomass components, biomass products, waste etc.), the underlying constraints still allow for significant fluctuations even in key metabolites like ATP and, as a consequence, apparently lay the ground for very different growth scenarios.Comment: 10 pages, prepared for the Proceedings of the International Workshop on Statistical-Mechanical Informatics, March 7-10, 2010, Kyoto, Japa

Neural Mechanisms Underlying Paradoxical Performance for Monetary Incentives Are Driven by Loss Aversion

Employers often make payment contingent on performance in order to motivate workers. We used fMRI with a novel incentivized skill task to examine the neural processes underlying behavioral responses to performance-based pay. We found that individuals’ performance increased with increasing incentives; however, very high incentive levels led to the paradoxical consequence of worse performance. Between initial incentive presentation and task execution, striatal activity rapidly switched between activation and deactivation in response to increasing incentives. Critically, decrements in performance and striatal deactivations were directly predicted by an independent measure of behavioral loss aversion. These results suggest that incentives associated with successful task performance are initially encoded as a potential gain; however, when actually performing a task, individuals encode the potential loss that would arise from failure

A cross impact methodology for the assessment of US telecommunications system with application to fiber optics development: Executive summary

A cross impact model of the U.S. telecommunications system was developed. For this model, it was necessary to prepare forecasts of the major segments of the telecommunications system, such as satellites, telephone, TV, CATV, radio broadcasting, etc. In addition, forecasts were prepared of the traffic generated by a variety of new or expanded services, such as electronic check clearing and point of sale electronic funds transfer. Finally, the interactions among the forecasts were estimated (the cross impacts). Both the forecasts and the cross impacts were used as inputs to the cross impact model, which could then be used to stimulate the future growth of the entire U.S. telecommunications system. By varying the inputs, technology changes or policy decisions with regard to any segment of the system could be evaluated in the context of the remainder of the system. To illustrate the operation of the model, a specific study was made of the deployment of fiber optics, throughout the telecommunications system