364 research outputs found

    The importance of being scrambled: supercharged Quasi Monte Carlo

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    In many financial applications Quasi Monte Carlo (QMC) based on Sobol low-discrepancy sequences (LDS) outperforms Monte Carlo showing faster and more stable convergence. However, unlike MC QMC lacks a practical error estimate. Randomized QMC (RQMC) method combines the best of two methods. Application of scrambled LDS allow to compute confidence intervals around the estimated value, providing a practical error bound. Randomization of Sobol' LDS by two methods: Owen's scrambling and digital shift are compared considering computation of Asian options and Greeks using hyperbolic local volatility model. RQMC demonstrated the superior performance over standard QMC showing increased convergence rates and providing practical error bounds.Comment: arXiv admin note: text overlap with arXiv:2106.0842

    Biological Degradation of Acetaldehyde in Southern California Coastal Waters

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    Oxygenated hydrocarbons are ubiquitous in the atmosphere with levels ranging from low ppt (acetaldehyde) to low ppb (methanol). As an OH sink and an atmospheric HOx and ozone source, oxygenated hydrocarbons have a direct impact on the oxidative capacity of the atmosphere. The oceans are one of the largest sources of uncertainty in current atmospheric budget estimates of these species. A better understanding of the processes that produce and destroy these species in seawater would improve our understanding of the role of the oceans in cycling these species into or out of the atmosphere. We have measured the degradation rate of acetaldehyde in unfiltered and filtered southern California coastal waters. Rates were determined by following the concentrations of D-4 labelled acetaldehyde in spiked (nM levels) seawater in 100ml glass syringes as a function of time. Concentrations were determined by isotope dilution purge and trap gas chromatography mass spectrometry using C-13 labelled acetaldehyde as the internal standard. Degradation rates in 0.2um filtered seawater were not measurable. Degradation rates in unfiltered seawater were first order and ranged from 0.046 to 0.32 hr-1. Bacteria levels were also measured in all samples. Acetaldehyde degradation rates scale with bacteria levels. Variability as a function of time, rainfall and other water quality parameters will be discussed

    The Degradation of Acetaldehyde in Estuary Waters in Southern California, USA

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    Acetaldehyde plays an important role in oxidative cycles in the troposphere. Estimates of its air-water flux are important in global models. Biological degradation is believed to be the dominant loss process in water, but there have been few measurements, none in estuaries. Acetaldehyde degradation rates were measured in surface waters at the inflow to the Upper Newport Back Bay estuary in Orange County, Southern California, USA, over a 6-month period including the rainy winter season. Deuterated acetaldehyde was added to filtered and unfiltered water samples incubated in glass syringes, and its loss analyzed by purge and trap gas chromatography mass spectrometry. Filtered samples showed no significant degradation, suggesting that particle-mediated degradation is the dominant removal process. Correlation between measured degradation rate constants in unfiltered incubations and bacteria counts suggests the loss is due to microorganisms. Degradation in unfiltered samples followed first-order kinetics, with rate constants ranging from 0.0006 to 0.025 min-1 (k; average 0.0043 ± 0.006 min-1). Turnover (1/k) ranged from 40 to 1667 min, consistent with prior studies in coastal waters. Acetaldehyde concentrations in the estuary are estimated to range from 30 to ~500 nM (average ~250 nM). Results suggest the estuary is a source of acetaldehyde to the atmosphere

    Deficits in temporal order memory induced by interferon-alpha (IFN-α) treatment are rescued by aerobic exercise

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    Patients receiving cytokine immunotherapy with IFN-α frequently present with neuropsychiatric consequences and cognitive impairments, including a profound depressive-like symptomatology. While the neurobiological substrates of the dysfunction that leads to adverse events in IFN-α-treated patients remains ill-defined, dysfunctions of the hippocampus and prefrontal cortex (PFC) are strong possibilities. To date, hippocampal deficits have been well-characterised; there does however remain a lack of insight into the nature of prefrontal participation. Here, we used a PFC-supported temporal order memory paradigm to examine if IFN-α treatment induced deficits in performance; additionally, we used an object recognition task to assess the integrity of the perirhinal cortex (PRH). Finally, the utility of exercise as an ameliorative strategy to recover temporal order deficits in rats was also explored. We found that IFN-α-treatment impaired temporal order memory discriminations, whereas recognition memory remained intact, reflecting a possible dissociation between recognition and temporal order memory processing. Further characterisation of temporal order memory impairments using a longitudinal design revealed that deficits persisted for 10 weeks following cessation of IFN-α-treatment. Finally, a 6 week forced exercise regime reversed IFN-α-induced deficits in temporal order memory. These data provide further insight into the circuitry involved in cognitive impairments arising from IFN-α-treatment. Here we suggest that PFC (or the hippocampo-prefrontal pathway) may be compromised whilst the function of the PRH is preserved. Deficits may persist after cessation of IFN-α-treatment which suggests that extended patient monitoring is required. Aerobic exercise may be restorative and could prove beneficial for patients treated with IFN-α

    Model of the Hippocampal Learning of Spatio-temporal Sequences

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    Electrophysiological correlates of high-level perception during spatial navigation

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    We studied the electrophysiological basis of object recognition by recording scalp\ud electroencephalograms while participants played a virtual-reality taxi driver game.\ud Participants searched for passengers and stores during virtual navigation in simulated\ud towns. We compared oscillatory brain activity in response to store views that were targets or\ud nontargets (during store search) or neutral (during passenger search). Even though store\ud category was solely defined by task context (rather than by sensory cues), frontal ...\ud \u
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