Non-Existence of Stabilizing Policies for the Critical Push-Pull Network and Generalizations

The push-pull queueing network is a simple example in which servers either serve jobs or generate new arrivals. It was previously conjectured that there is no policy that makes the network positive recurrent (stable) in the critical case. We settle this conjecture and devise a general sufficient condition for non-stabilizability of queueing networks which is based on a linear martingale and further applies to generalizations of the push-pull network.Comment: 14 pages, 3 figure

Feature Projection for Optimal Transport

Optimal transport is now a standard tool for solving many problems in statistics and machine learning. The optimal "transport of probability measures" is also a recurring theme in stochastic control and distributed control, where in the latter application the probability measure corresponds to an empirical distribution associated with a large collection of distributed agents, subject to local and global control. The goal of this paper is to make precise these connections, which inspires new relaxations of optimal transport for application in new and traditional domains. The proposed relaxation replaces a target measure with a "moment class": a set of probability measures defined by generalized moment constraints. This is motivated by applications to control, outlier detection, and to address computational complexity. The main conclusions are (i) A characterization of the solution is obtained, similar to Kantorovich duality, in which one of the dual functions in the classical theory is replaced by a linear combination of the features defining the generalized moments. Hence the dimension of the optimization problem coincides with the number of constraints, even with an uncountable state space; (ii) By introducing regularization in the form of relative entropy, the solution can be interpreted as replacing a maximum with a softmax in the dual; (iii) In applications such as control for which it is not known a-priori if the moment class is non-empty, a relaxation is proposed whose solution admits a similar characterization; (iv) The gradient of the dual function can be expressed in terms of the expectation of the features under a tilted probability measure, which motivates Monte-Carlo techniques for computation

Do President Trump's tweets affect financial markets?

Frequent tweets of the former president of the United States, Donald Trump, provide a unique opportunity to study how financial markets respond to his statements. To do this, we utilize a precise timestamp of each tweet together with high-frequency financial data. We start by analyzing the impact of tweets in general, irrespective of their content. We find that tweets by President Trump are followed by increased uncertainty, increased trading and a decline in the US stock market. We utilize two methods in order to study whether the market reaction depends on the content of the tweets. First, classification of Trump's tweets depending on whether they contain a specific word reveals that market response is particularly negative for tweets containing the words “products” and “tariff”. Second, we use Latent Dirichlet Allocation to affiliate tweets with distinct topics. We find that while most topics do not impact financial markets, the US stock market responds to tweets related to the topic of a “trade war” by price decline, increased trading volume and increased uncertainty. The “trade war” tweets affect other financial markets too, as the Chinese stock market responds to these tweets negatively, while the price of gold responds positively. We illustrate the practical importance of our approach by an automated trading system, which achieves positive abnormal returns.publishedVersio

Influence of grain size, organic carbon and organic matter residue content on the sorption of per- and polyfluoroalkyl substances in aqueous film forming foam contaminated soils - Implications for remediation using soil washing

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Good practices for a literature survey are not followed by authors while preparing scientific manuscripts

The number of citations received by authors in scientific journals has become a major parameter to assess individual researchers and the journals themselves through the impact factor. A fair assessment therefore requires that the criteria for selecting references in a given manuscript should be unbiased with respect to the authors or the journals cited. In this paper, we advocate that authors should follow two mandatory principles to select papers (later reflected in the list of references) while studying the literature for a given research: i) consider similarity of content with the topics investigated, lest very related work should be reproduced or ignored; ii) perform a systematic search over the network of citations including seminal or very related papers. We use formalisms of complex networks for two datasets of papers from the arXiv repository to show that neither of these two criteria is fulfilled in practice

Local-scale urban meteorological parameterization scheme (LUMPS): longwave radiation parameterization and seasonality-related developments

Recent developments to the Local-scale Urban Meteorological Parameterization Scheme (LUMPS), a simple model able to simulate the urban energy balance, are presented. The major development is the coupling of LUMPS to the Net All-Wave Radiation Parameterization (NARP). Other enhancements include that the model now accounts for the changing availability of water at the surface, seasonal variations of active vegetation, and the anthropogenic heat flux, while maintaining the need for only commonly available meteorological observations and basic surface characteristics. The incoming component of the longwave radiation (L↓) in NARP is improved through a simple relation derived using cloud cover observations from a ceilometer collected in central London, England. The new L↓ formulation is evaluated with two independent multiyear datasets (Łódź, Poland, and Baltimore, Maryland) and compared with alternatives that include the original NARP and a simpler one using the National Climatic Data Center cloud observation database as input. The performance for the surface energy balance fluxes is assessed using a 2-yr dataset (Łódź). Results have an overall RMSE < 34 W m−2 for all surface energy balance fluxes over the 2-yr period whe

An Unexpected Role for the Clock Protein Timeless in Developmental Apoptosis

Background: Programmed cell death is critical not only in adult tissue homeostasis but for embryogenesis as well. One of the earliest steps in development, formation of the proamniotic cavity, involves coordinated apoptosis of embryonic cells. Recent work from our group demonstrated that c-Src protein-tyrosine kinase activity triggers differentiation of mouse embryonic stem (mES) cells to primitive ectoderm-like cells. In this report, we identified Timeless (Tim), the mammalian ortholog of a Drosophila circadian rhythm protein, as a binding partner and substrate for c-Src and probed its role in the differentiation of mES cells. Methodology/Principal Findings: To determine whether Tim is involved in ES cell differentiation, Tim protein levels were stably suppressed using shRNA. Tim-defective ES cell lines were then tested for embryoid body (EB) formation, which models early mammalian development. Remarkably, confocal microscopy revealed that EBs formed from the Tim-knockdown ES cells failed to cavitate. Cells retained within the centers of the failed cavities strongly expressed the pluripotency marker Oct4, suggesting that further development is arrested without Tim. Immunoblots revealed reduced basal Caspase activity in the Tim-defective EBs compared to wild-type controls. Furthermore, EBs formed from Tim-knockdown cells demonstrated resistance to staurosporine-induced apoptosis, consistent with a link between Tim and programmed cell death during cavitation. Conclusions/Significance: Our data demonstrate a novel function for the clock protein Tim during a key stage of early development. Specifically, EBs formed from ES cells lacking Tim showed reduced caspase activity and failed to cavitate. As a consequence, further development was halted, and the cells present in the failed cavity remained pluripotent. These findings reveal a new function for Tim in the coordination of ES cell differentiation, and raise the intriguing possibility that circadian rhythms and early development may be intimately linked. © 2011 O'Reilly et al