3,560 research outputs found
Large Pseudo-Counts and -Norm Penalties Are Necessary for the Mean-Field Inference of Ising and Potts Models
Mean field (MF) approximation offers a simple, fast way to infer direct
interactions between elements in a network of correlated variables, a common,
computationally challenging problem with practical applications in fields
ranging from physics and biology to the social sciences. However, MF methods
achieve their best performance with strong regularization, well beyond Bayesian
expectations, an empirical fact that is poorly understood. In this work, we
study the influence of pseudo-count and -norm regularization schemes on
the quality of inferred Ising or Potts interaction networks from correlation
data within the MF approximation. We argue, based on the analysis of small
systems, that the optimal value of the regularization strength remains finite
even if the sampling noise tends to zero, in order to correct for systematic
biases introduced by the MF approximation. Our claim is corroborated by
extensive numerical studies of diverse model systems and by the analytical
study of the -component spin model, for large but finite . Additionally
we find that pseudo-count regularization is robust against sampling noise, and
often outperforms -norm regularization, particularly when the underlying
network of interactions is strongly heterogeneous. Much better performances are
generally obtained for the Ising model than for the Potts model, for which only
couplings incoming onto medium-frequency symbols are reliably inferred.Comment: 25 pages, 17 figure
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Corporate pension plans as takeover deterrents
We use UK data to show that firms that sponsor a defined-benefit pension plan are less likely to be targeted in an acquisition and, conditional on an attempted takeover, they are less likely to be acquired. Our explanation is that the uncertainty in the value of pension liabilities is a source of risk for acquirers of the firm's shares, which works as a takeover deterrent. In support of this explanation we find that these same firms are more likely to use cash when acquiring other firms, and that the announcement of a cash acquisition is associated with positive announcement effects
Boosting search by rare events
Randomized search algorithms for hard combinatorial problems exhibit a large
variability of performances. We study the different types of rare events which
occur in such out-of-equilibrium stochastic processes and we show how they
cooperate in determining the final distribution of running times. As a
byproduct of our analysis we show how search algorithms are optimized by random
restarts.Comment: 4 pages, 3 eps figures. References update
Unzipping Dynamics of Long DNAs
The two strands of the DNA double helix can be `unzipped' by application of
15 pN force. We analyze the dynamics of unzipping and rezipping, for the case
where the molecule ends are separated and re-approached at constant velocity.
For unzipping of 50 kilobase DNAs at less than about 1000 bases per second,
thermal equilibrium-based theory applies. However, for higher unzipping
velocities, rotational viscous drag creates a buildup of elastic torque to
levels above kBT in the dsDNA region, causing the unzipping force to be well
above or well below the equilibrium unzipping force during respectively
unzipping and rezipping, in accord with recent experimental results of Thomen
et al. [Phys. Rev. Lett. 88, 248102 (2002)]. Our analysis includes the effect
of sequence on unzipping and rezipping, and the transient delay in buildup of
the unzipping force due to the approach to the steady state.Comment: 15 pages Revtex file including 9 figure
GRB Observed by IBIS/PICsIT in the MeV Energy Range
We present the preliminary results of a systematic search for GRB and other
transients in the publicly available data for the IBIS/PICsIT (0.2-10 MeV)
detector on board INTEGRAL. Lightcurves in 2-8 energy bands with time
resolution from 1 to 62.5 ms have been collected and an analysis of spectral
and temporal characteristics has been performed. This is the nucleus of a
forthcoming first catalog of GRB observed by PICsIT.Comment: 6 pages, 3 figures. Poster presented at COSPAR 2008. Advaces in Space
Research, accepted for publicatio
Inferring DNA sequences from mechanical unzipping data: the large-bandwidth case
The complementary strands of DNA molecules can be separated when stretched
apart by a force; the unzipping signal is correlated to the base content of the
sequence but is affected by thermal and instrumental noise. We consider here
the ideal case where opening events are known to a very good time resolution
(very large bandwidth), and study how the sequence can be reconstructed from
the unzipping data. Our approach relies on the use of statistical Bayesian
inference and of Viterbi decoding algorithm. Performances are studied
numerically on Monte Carlo generated data, and analytically. We show how
multiple unzippings of the same molecule may be exploited to improve the
quality of the prediction, and calculate analytically the number of required
unzippings as a function of the bandwidth, the sequence content, the elasticity
parameters of the unzipped strands
Relaxation and Metastability in the RandomWalkSAT search procedure
An analysis of the average properties of a local search resolution procedure
for the satisfaction of random Boolean constraints is presented. Depending on
the ratio alpha of constraints per variable, resolution takes a time T_res
growing linearly (T_res \sim tau(alpha) N, alpha < alpha_d) or exponentially
(T_res \sim exp(N zeta(alpha)), alpha > alpha_d) with the size N of the
instance. The relaxation time tau(alpha) in the linear phase is calculated
through a systematic expansion scheme based on a quantum formulation of the
evolution operator. For alpha > alpha_d, the system is trapped in some
metastable state, and resolution occurs from escape from this state through
crossing of a large barrier. An annealed calculation of the height zeta(alpha)
of this barrier is proposed. The polynomial/exponentiel cross-over alpha_d is
not related to the onset of clustering among solutions.Comment: 23 pages, 11 figures. A mistake in sec. IV.B has been correcte
A global search inversion for earthquake kinematic rupture history: Application to the 2000 western Tottori, Japan earthquake
We present a two-stage nonlinear technique to invert strong motions records and
geodetic data to retrieve the rupture history of an earthquake on a finite fault. To account
for the actual rupture complexity, the fault parameters are spatially variable peak slip
velocity, slip direction, rupture time and risetime. The unknown parameters are given at
the nodes of the subfaults, whereas the parameters within a subfault are allowed to
vary through a bilinear interpolation of the nodal values. The forward modeling is
performed with a discrete wave number technique, whose Green’s functions include the
complete response of the vertically varying Earth structure. During the first stage, an
algorithm based on the heat-bath simulated annealing generates an ensemble of models
that efficiently sample the good data-fitting regions of parameter space. In the second
stage (appraisal), the algorithm performs a statistical analysis of the model ensemble and
computes a weighted mean model and its standard deviation. This technique, rather than
simply looking at the best model, extracts the most stable features of the earthquake
rupture that are consistent with the data and gives an estimate of the variability of each
model parameter. We present some synthetic tests to show the effectiveness of the method
and its robustness to uncertainty of the adopted crustal model. Finally, we apply this
inverse technique to the well recorded 2000 western Tottori, Japan, earthquake (Mw 6.6);
we confirm that the rupture process is characterized by large slip (3-4 m) at very shallow
depths but, differently from previous studies, we imaged a new slip patch (2-2.5 m)
located deeper, between 14 and 18 km depth
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