A functional polymorphism in the NKG2D gene modulates NK-cell cytotoxicity and is associated with susceptibility to Human Papilloma Virus-related cancers

13301甲第4584号博士（医学）金沢大学博士論文要旨Abstract 以下に掲載：SCIENTIFIC REPORTS Scientific reports 6 39231 pp.1-12 20-Dec-2016. J.Luis Espinoza & Viet H. Nguyen. 共著者：J. Luis Espinoza, Viet H. Nguyen, Hiroshi Ichimura, Trang T. T. Pham, Cuong H. Nguyen, Thuc V. Pham, Mahmoud I. Elbadry, Katsuji Yoshioka, Junji Tanaka, Ly Q. Trung, Akiyoshi Takami, Shinji Naka

AI Dining Suggestion App

Trying to decide what to eat can sometimes be challenging and time-consuming for people. Google and Yelp have large scale data sets of restaurant information as well as Application Program Interfaces (APIs) for using them. This restaurant data includes time, price range, traffic, temperature, etc. The goal of this project is to build an app that eases the process of finding a restaurant to eat. This app has a Tinder-like user friendly User Interface (UI) design to change the common way that lists of restaurants are presented to users on mobile apps. It also uses the help of Artificial Intelligence (AI) with neural networks to train both supervised and unsupervised learning models that can learn from one\u27s dining pattern over time to make better suggestions at any time

Operational risk management and new computational needs in banks

Basel II banking regulation introduces new needs for computational schemes. They involve both optimal stochastic control, and large scale simulations of decision processes of preventing low-frequency high loss-impact events. This paper will first state the problem and present its parameters. It then spells out the equations that represent a rational risk management behavior and link together the variables: Levy processes are used to model operational risk losses, where calibration by historical loss databases is possible ; where it is not the case, qualitative variables such as quality of business environment and internal controls can provide both costs-side and profits-side impacts. Among other control variables are business growth rate, and efficiency of risk mitigation. The economic value of a policy is maximized by resolving the resulting Hamilton-Jacobi-Bellman type equation. Computational complexity arises from embedded interactions between 3 levels: * Programming global optimal dynamic expenditures budget in Basel II context, * Arbitraging between the cost of risk-reduction policies (as measured by organizational qualitative scorecards and insurance buying) and the impact of incurred losses themselves. This implies modeling the efficiency of the process through which forward-looking measures of threats minimization, can actually reduce stochastic losses, * And optimal allocation according to profitability across subsidiaries and business lines. The paper next reviews the different types of approaches that can be envisaged in deriving a sound budgetary policy solution for operational risk management, based on this HJB equation. It is argued that while this complex, high dimensional problem can be resolved by taking some usual simplifications (Galerkin approach, imposing Merton form solutions, viscosity approach, ad hoc utility functions that provide closed form solutions, etc.) , the main interest of this model lies in exploring the scenarios in an adaptive learning framework ( MDP, partially observed MDP, Q-learning, neuro-dynamic programming, greedy algorithm, etc.). This makes more sense from a management point of view, and solutions are more easily communicated to, and accepted by, the operational level staff in banks through the explicit scenarios that can be derived. This kind of approach combines different computational techniques such as POMDP, stochastic control theory and learning algorithms under uncertainty and incomplete information. The paper concludes by presenting the benefits of such a consistent computational approach to managing budgets, as opposed to a policy of operational risk management made up from disconnected expenditures. Such consistency satisfies the qualifying criteria for banks to apply for the AMA (Advanced Measurement Approach) that will allow large economies of regulatory capital charge under Basel II Accord.REGULAR - Operational risk management, HJB equation, Levy processes, budget optimization, capital allocation

Spartan Daily, October 14, 2014

Volume 143, Issue 20https://scholarworks.sjsu.edu/spartandaily/1519/thumbnail.jp

A simple proof of the non-uniform Kahn-Kalai conjecture

We revisit the Kahn-Kalai conjecture, recently proved in striking fashion by Park and Pham, and present a slightly reformulated simple proof which has a few advantages: (1) it works for non-uniform product measures, (2) it gives near-optimal bounds even for sampling probabilities close to 1, (3) it gives a clean bound of $p_c \leq 4q_c \log_2 (7\ell)$ for every $\ell$-bounded set system, $\ell\geq 1$

Note on down-set thresholds

Gunby-He-Narayanan showed that the logarithmic gap predictions of Kahn-Kalai and Talagrand (proved by Park-Pham and Frankston-Kahn-Narayanan-Park) about thresholds of up-sets do not apply to down-sets. In particular, for the down-set of triangle-free graphs, they showed that there is a polynomial gap between the threshold and the factional expectation threshold. In this short note we give a simpler proof of this result, and extend the polynomial threshold gap to down-sets of F-free graphs.Comment: 5 pages; to appear in Random Structures and Algorithms (RSA