4 resultados para eigenfunction stochastic volatility models
em National Center for Biotechnology Information - NCBI
Resumo:
There has been a recent burst of activity in the atmosphere/ocean sciences community in utilizing stable linear Langevin stochastic models for the unresolved degree of freedom in stochastic climate prediction. Here several idealized models for stochastic climate modeling are introduced and analyzed through unambiguous mathematical theory. This analysis demonstrates the potential need for more sophisticated models beyond stable linear Langevin equations. The new phenomena include the emergence of both unstable linear Langevin stochastic models for the climate mean and the need to incorporate both suitable nonlinear effects and multiplicative noise in stochastic models under appropriate circumstances. The strategy for stochastic climate modeling that emerges from this analysis is illustrated on an idealized example involving truncated barotropic flow on a beta-plane with topography and a mean flow. In this example, the effect of the original 57 degrees of freedom is well represented by a theoretically predicted stochastic model with only 3 degrees of freedom.
Resumo:
An integrated understanding of molecular and developmental biology must consider the large number of molecular species involved and the low concentrations of many species in vivo. Quantitative stochastic models of molecular interaction networks can be expressed as stochastic Petri nets (SPNs), a mathematical formalism developed in computer science. Existing software can be used to define molecular interaction networks as SPNs and solve such models for the probability distributions of molecular species. This approach allows biologists to focus on the content of models and their interpretation, rather than their implementation. The standardized format of SPNs also facilitates the replication, extension, and transfer of models between researchers. A simple chemical system is presented to demonstrate the link between stochastic models of molecular interactions and SPNs. The approach is illustrated with examples of models of genetic and biochemical phenomena where the UltraSAN package is used to present results from numerical analysis and the outcome of simulations.
Stochastic processes strongly influence HIV-1 evolution during suboptimal protease-inhibitor therapy
Resumo:
It has long been assumed that HIV-1 evolution is best described by deterministic evolutionary models because of the large population size. Recently, however, it was suggested that the effective population size (Ne) may be rather small, thereby allowing chance to influence evolution, a situation best described by a stochastic evolutionary model. To gain experimental evidence supporting one of the evolutionary models, we investigated whether the development of resistance to the protease inhibitor ritonavir affected the evolution of the env gene. Sequential serum samples from five patients treated with ritonavir were used for analysis of the protease gene and the V3 domain of the env gene. Multiple reverse transcription–PCR products were cloned, sequenced, and used to construct phylogenetic trees and to calculate the genetic variation and Ne. Genotypic resistance to ritonavir developed in all five patients, but each patient displayed a unique combination of mutations, indicating a stochastic element in the development of ritonavir resistance. Furthermore, development of resistance induced clear bottleneck effects in the env gene. The mean intrasample genetic variation, which ranged from 1.2% to 5.7% before treatment, decreased significantly (P < 0.025) during treatment. In agreement with these findings, Ne was estimated to be very small (500–15,000) compared with the total HIV-1 RNA copy number. This study combines three independent observations, strong population bottlenecking, small Ne, and selection of different combinations of protease-resistance mutations, all of which indicate that HIV-1 evolution is best described by a stochastic evolutionary model.
Resumo:
This paper surveys some of the fundamental problems in natural language (NL) understanding (syntax, semantics, pragmatics, and discourse) and the current approaches to solving them. Some recent developments in NL processing include increased emphasis on corpus-based rather than example- or intuition-based work, attempts to measure the coverage and effectiveness of NL systems, dealing with discourse and dialogue phenomena, and attempts to use both analytic and stochastic knowledge. Critical areas for the future include grammars that are appropriate to processing large amounts of real language; automatic (or at least semi-automatic) methods for deriving models of syntax, semantics, and pragmatics; self-adapting systems; and integration with speech processing. Of particular importance are techniques that can be tuned to such requirements as full versus partial understanding and spoken language versus text. Portability (the ease with which one can configure an NL system for a particular application) is one of the largest barriers to application of this technology.