Zero-sum risk-sensitive stochastic games on a countable state space

Infinite horizon discounted-cost and ergodic-cost risk-sensitive zero-sum stochastic games for controlled Markov chains with countably many states are analyzed. Upper and lower values for these games are established. The existence of value and saddle-point equilibria in the class of Markov strategies is proved for the discounted-cost game. The existence of value and saddle-point equilibria in the class of stationary strategies is proved under the uniform ergodicity condition for the ergodic-cost game. The value of the ergodic-cost game happens to be the product of the inverse of the risk-sensitivity factor and the logarithm of the common Perron-Frobenius eigenvalue of the associated controlled nonlinear kernels. (C) 2013 Elsevier B.V. All rights reserved.

Iterated gain-based stochastic filters for dynamic system identification

We propose a novel form of nonlinear stochastic filtering based on an iterative evaluation of a Kalman-like gain matrix computed within a Monte Carlo scheme as suggested by the form of the parent equation of nonlinear filtering (Kushner-Stratonovich equation) and retains the simplicity of implementation of an ensemble Kalman filter (EnKF). The numerical results, presently obtained via EnKF-like simulations with or without a reduced-rank unscented transformation, clearly indicate remarkably superior filter convergence and accuracy vis-a-vis most available filtering schemes and eminent applicability of the methods to higher dimensional dynamic system identification problems of engineering interest. (C) 2013 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

Zero-Sum Stochastic Games with Partial Information and Average Payoff

We consider a discrete time partially observable zero-sum stochastic game with average payoff criterion. We study the game using an equivalent completely observable game. We show that the game has a value and also we present a pair of optimal strategies for both the players.

Filling-in Void and Sparse Regions in Protein Sequence Space by Protein-Like Artificial Sequences Enables Remarkable Enhancement in Remote Homology Detection Capability

Protein functional annotation relies on the identification of accurate relationships, sequence divergence being a key factor. This is especially evident when distant protein relationships are demonstrated only with three-dimensional structures. To address this challenge, we describe a computational approach to purposefully bridge gaps between related protein families through directed design of protein-like ``linker'' sequences. For this, we represented SCOP domain families, integrated with sequence homologues, as multiple profiles and performed HMM-HMM alignments between related domain families. Where convincing alignments were achieved, we applied a roulette wheel-based method to design 3,611,010 protein-like sequences corresponding to 374 SCOP folds. To analyze their ability to link proteins in homology searches, we used 3024 queries to search two databases, one containing only natural sequences and another one additionally containing designed sequences. Our results showed that augmented database searches showed up to 30% improvement in fold coverage for over 74% of the folds, with 52 folds achieving all theoretically possible connections. Although sequences could not be designed between some families, the availability of designed sequences between other families within the fold established the sequence continuum to demonstrate 373 difficult relationships. Ultimately, as a practical and realistic extension, we demonstrate that such protein-like sequences can be ``plugged-into'' routine and generic sequence database searches to empower not only remote homology detection but also fold recognition. Our richly statistically supported findings show that complementary searches in both databases will increase the effectiveness of sequence-based searches in recognizing all homologues sharing a common fold. (C) 2013 Elsevier Ltd. All rights reserved.

Analytical Closed-Form Expressions for Harmonic Distortion Corresponding to Novel Switching Sequences for Neutral-Point-Clamped Inverters

Analytical closed-form expressions for harmonic distortion factors corresponding to various pulsewidth modulation (PWM) techniques for a two-level inverter have been reported in the literature. This paper derives such analytical closed-form expressions, pertaining to centered space-vector PWM (CSVPWM) and eight different advanced bus-clamping PWM (ABCPWM) schemes, for a three-level neutral-point-clamped (NPC) inverter. These ABCPWM schemes switch each phase at twice the nominal switching frequency in certain intervals of the line cycle while clamping each phase to one of the dc terminals over certain other intervals. The harmonic spectra of the output voltages, corresponding to the eight ABCPWM schemes, are studied and compared experimentally with that of CSVPWM over the entire modulation range. The measured values of weighted total harmonic distortion (WTHD) of the line voltage V-WTHD are used to validate the analytical closed-form expressions derived. The analytical expressions, pertaining to two of the ABCPWM methods, are also validated by measuring the total harmonic distortion (THD) in the line current I-THD on a 2.2-kW constant volts-per-hertz induction motor drive.

Cubic Sieve Congruence of the Discrete Logarithm Problem, and fractional part sequences

The Cubic Sieve Method for solving the Discrete Logarithm Problem in prime fields requires a nontrivial solution to the Cubic Sieve Congruence (CSC) x(3) equivalent to y(2)z (mod p), where p is a given prime number. A nontrivial solution must also satisfy x(3) not equal y(2)z and 1 <= x, y, z < p(alpha), where alpha is a given real number such that 1/3 < alpha <= 1/2. The CSC problem is to find an efficient algorithm to obtain a nontrivial solution to CSC. CSC can be parametrized as x equivalent to v(2)z (mod p) and y equivalent to v(3)z (mod p). In this paper, we give a deterministic polynomial-time (O(ln(3) p) bit-operations) algorithm to determine, for a given v, a nontrivial solution to CSC, if one exists. Previously it took (O) over tilde (p(alpha)) time in the worst case to determine this. We relate the CSC problem to the gap problem of fractional part sequences, where we need to determine the non-negative integers N satisfying the fractional part inequality {theta N} < phi (theta and phi are given real numbers). The correspondence between the CSC problem and the gap problem is that determining the parameter z in the former problem corresponds to determining N in the latter problem. We also show in the alpha = 1/2 case of CSC that for a certain class of primes the CSC problem can be solved deterministically in <(O)over tilde>(p(1/3)) time compared to the previous best of (O) over tilde (p(1/2)). It is empirically observed that about one out of three primes is covered by the above class. (C) 2013 Elsevier B.V. All rights reserved.

Diffraction tomography from intensity measurements: an evolutionary stochastic search to invert experimental data

We develop iterative diffraction tomography algorithms, which are similar to the distorted Born algorithms, for inverting scattered intensity data. Within the Born approximation, the unknown scattered field is expressed as a multiplicative perturbation to the incident field. With this, the forward equation becomes stable, which helps us compute nearly oscillation-free solutions that have immediate bearing on the accuracy of the Jacobian computed for use in a deterministic Gauss-Newton (GN) reconstruction. However, since the data are inherently noisy and the sensitivity of measurement to refractive index away from the detectors is poor, we report a derivative-free evolutionary stochastic scheme, providing strictly additive updates in order to bridge the measurement-prediction misfit, to arrive at the refractive index distribution from intensity transport data. The superiority of the stochastic algorithm over the GN scheme for similar settings is demonstrated by the reconstruction of the refractive index profile from simulated and experimentally acquired intensity data. (C) 2014 Optical Society of America

Globally coupled stochastic two-state oscillators: Fluctuations due to finite numbers

Infinite arrays of coupled two-state stochastic oscillators exhibit well-defined steady states. We study the fluctuations that occur when the number N of oscillators in the array is finite. We choose a particular form of global coupling that in the infinite array leads to a pitchfork bifurcation from a monostable to a bistable steady state, the latter with two equally probable stationary states. The control parameter for this bifurcation is the coupling strength. In finite arrays these states become metastable: The fluctuations lead to distributions around the most probable states, with one maximum in the monostable regime and two maxima in the bistable regime. In the latter regime, the fluctuations lead to transitions between the two peak regions of the distribution. Also, we find that the fluctuations break the symmetry in the bimodal regime, that is, one metastable state becomes more probable than the other, increasingly so with increasing array size. To arrive at these results, we start from microscopic dynamical evolution equations from which we derive a Langevin equation that exhibits an interesting multiplicative noise structure. We also present a master equation description of the dynamics. Both of these equations lead to the same Fokker-Planck equation, the master equation via a 1/N expansion and the Langevin equation via standard methods of Ito calculus for multiplicative noise. From the Fokker-Planck equation we obtain an effective potential that reflects the transition from the monomodal to the bimodal distribution as a function of a control parameter. We present a variety of numerical and analytic results that illustrate the strong effects of the fluctuations. We also show that the limits N -> infinity and t -> infinity(t is the time) do not commute. In fact, the two orders of implementation lead to drastically different results.

A Stochastic Chemical Dynamic Approach to Correlate Autoimmunity and Optimal Vitamin-D Range

Motivated by several recent experimental observations that vitamin-D could interact with antigen presenting cells (APCs) and T-lymphocyte cells (T-cells) to promote and to regulate different stages of immune response, we developed a coarse grained but general kinetic model in an attempt to capture the role of vitamin-D in immunomodulatory responses. Our kinetic model, developed using the ideas of chemical network theory, leads to a system of nine coupled equations that we solve both by direct and by stochastic (Gillespie) methods. Both the analyses consistently provide detail information on the dependence of immune response to the variation of critical rate parameters. We find that although vitamin-D plays a negligible role in the initial immune response, it exerts a profound influence in the long term, especially in helping the system to achieve a new, stable steady state. The study explores the role of vitamin-D in preserving an observed bistability in the phase diagram (spanned by system parameters) of immune regulation, thus allowing the response to tolerate a wide range of pathogenic stimulation which could help in resisting autoimmune diseases. We also study how vitamin-D affects the time dependent population of dendritic cells that connect between innate and adaptive immune responses. Variations in dose dependent response of anti-inflammatory and pro-inflammatory T-cell populations to vitamin-D correlate well with recent experimental results. Our kinetic model allows for an estimation of the range of optimum level of vitamin-D required for smooth functioning of the immune system and for control of both hyper-regulation and inflammation. Most importantly, the present study reveals that an overdose or toxic level of vitamin-D or any steroid analogue could give rise to too large a tolerant response, leading to an inefficacy in adaptive immune function.

Smoothed Functional Algorithms for Stochastic Optimization Using q-Gaussian Distributions

Smoothed functional (SF) schemes for gradient estimation are known to be efficient in stochastic optimization algorithms, especially when the objective is to improve the performance of a stochastic system However, the performance of these methods depends on several parameters, such as the choice of a suitable smoothing kernel. Different kernels have been studied in the literature, which include Gaussian, Cauchy, and uniform distributions, among others. This article studies a new class of kernels based on the q-Gaussian distribution, which has gained popularity in statistical physics over the last decade. Though the importance of this family of distributions is attributed to its ability to generalize the Gaussian distribution, we observe that this class encompasses almost all existing smoothing kernels. This motivates us to study SF schemes for gradient estimation using the q-Gaussian distribution. Using the derived gradient estimates, we propose two-timescale algorithms for optimization of a stochastic objective function in a constrained setting with a projected gradient search approach. We prove the convergence of our algorithms to the set of stationary points of an associated ODE. We also demonstrate their performance numerically through simulations on a queuing model.

Newton-based stochastic optimization using q-Gaussian smoothed functional algorithms

We present the first q-Gaussian smoothed functional (SF) estimator of the Hessian and the first Newton-based stochastic optimization algorithm that estimates both the Hessian and the gradient of the objective function using q-Gaussian perturbations. Our algorithm requires only two system simulations (regardless of the parameter dimension) and estimates both the gradient and the Hessian at each update epoch using these. We also present a proof of convergence of the proposed algorithm. In a related recent work (Ghoshdastidar, Dukkipati, & Bhatnagar, 2014), we presented gradient SF algorithms based on the q-Gaussian perturbations. Our work extends prior work on SF algorithms by generalizing the class of perturbation distributions as most distributions reported in the literature for which SF algorithms are known to work turn out to be special cases of the q-Gaussian distribution. Besides studying the convergence properties of our algorithm analytically, we also show the results of numerical simulations on a model of a queuing network, that illustrate the significance of the proposed method. In particular, we observe that our algorithm performs better in most cases, over a wide range of q-values, in comparison to Newton SF algorithms with the Gaussian and Cauchy perturbations, as well as the gradient q-Gaussian SF algorithms. (C) 2014 Elsevier Ltd. All rights reserved.

Use of a structural alphabet to find compatible folds for amino acid sequences

The structural annotation of proteins with no detectable homologs of known 3D structure identified using sequence-search methods is a major challenge today. We propose an original method that computes the conditional probabilities for the amino-acid sequence of a protein to fit to known protein 3D structures using a structural alphabet, known as Protein Blocks (PBs). PBs constitute a library of 16 local structural prototypes that approximate every part of protein backbone structures. It is used to encode 3D protein structures into 1D PB sequences and to capture sequence to structure relationships. Our method relies on amino acid occurrence matrices, one for each PB, to score global and local threading of query amino acid sequences to protein folds encoded into PB sequences. It does not use any information from residue contacts or sequence-search methods or explicit incorporation of hydrophobic effect. The performance of the method was assessed with independent test datasets derived from SCOP 1.75A. With a Z-score cutoff that achieved 95% specificity (i.e., less than 5% false positives), global and local threading showed sensitivity of 64.1% and 34.2%, respectively. We further tested its performance on 57 difficult CASP10 targets that had no known homologs in PDB: 38 compatible templates were identified by our approach and 66% of these hits yielded correctly predicted structures. This method scales-up well and offers promising perspectives for structural annotations at genomic level. It has been implemented in the form of a web-server that is freely available at http://www.bo-protscience.fr/forsa.

Iterated stochastic filters with additive updates for dynamic system identification: Annealing-type iterations and the filter bank

A nonlinear stochastic filtering scheme based on a Gaussian sum representation of the filtering density and an annealing-type iterative update, which is additive and uses an artificial diffusion parameter, is proposed. The additive nature of the update relieves the problem of weight collapse often encountered with filters employing weighted particle based empirical approximation to the filtering density. The proposed Monte Carlo filter bank conforms in structure to the parent nonlinear filtering (Kushner-Stratonovich) equation and possesses excellent mixing properties enabling adequate exploration of the phase space of the state vector. The performance of the filter bank, presently assessed against a few carefully chosen numerical examples, provide ample evidence of its remarkable performance in terms of filter convergence and estimation accuracy vis-a-vis most other competing filters especially in higher dimensional dynamic system identification problems including cases that may demand estimating relatively minor variations in the parameter values from their reference states. (C) 2014 Elsevier Ltd. All rights reserved.

NrichD database: sequence databases enriched with computationally designed protein-like sequences aid in remote homology detection

NrichD ( ext-link-type=''uri'' xlink:href=''http://proline.biochem.iisc.ernet.in/NRICHD/'' xlink:type=''simple''>http://proline.biochem.iisc.ernet.in/NRICHD/)< /named-content> is a database of computationally designed protein-like sequences, augmented into natural sequence databases that can perform hops in protein sequence space to assist in the detection of remote relationships. Establishing protein relationships in the absence of structural evidence or natural `intermediately related sequences' is a challenging task. Recently, we have demonstrated that the computational design of artificial intermediary sequences/linkers is an effective approach to fill naturally occurring voids in protein sequence space. Through a large-scale assessment we have demonstrated that such sequences can be plugged into commonly employed search databases to improve the performance of routinely used sequence search methods in detecting remote relationships. Since it is anticipated that such data sets will be employed to establish protein relationships, two databases that have already captured these relationships at the structural and functional domain level, namely, the SCOP database and the Pfam database, have been `enriched' with these artificial intermediary sequences. NrichD database currently contains 3 611 010 artificial sequences that have been generated between 27 882 pairs of families from 374 SCOP folds. The data sets are freely available for download. Additional features include the design of artificial sequences between any two protein families of interest to the user.

Structural characterization of folded and extended conformations in peptides containing gamma amino acids with proteinogenic side chains: crystal structures of gamma(n), (alpha gamma)(n) and gamma gamma delta gamma sequences

The crystal structures of nine peptides containing gamma(4)Val and gamma(4)Leu are described. The short sequences Boc-gamma(4)(R)Val](2)-OMe 1, Boc-gamma(4)(R)Val](3)-NHMe 2 and Boc-gamma(4)(S)Val-gamma(4)(R)Val-OMe 3 adopt extended apolar, sheet like structures. The tetrapeptide Boc-gamma(4)(R)Val](4)-OMe 4 adopts an extended conformation, in contrast to the folded C-14 helical structure determined previously for Boc-gamma(4)(R)Leu](4)-OMe. The hybrid alpha gamma sequence Boc-Ala-gamma(4)(R)Leu](2)-OMe 5 adopts an S-shaped structure devoid of intramolecular hydrogen bonds, with both alpha residues adopting local helical conformations. In sharp contrast, the tetrapeptides Boc-Aib-gamma(4)(S)Leu](2)-OMe 6 and Boc-Leu-gamma(4)(R)Leu](2)-OMe 7 adopt folded structures stabilized by two successive C-12 hydrogen bonds. gamma(4)Val residues have also been incorporated into the strand segments of a crystalline octapeptide, Boc-Leu-gamma(4)(R)Val-Val-(D)Pro-Gly-Leu-gamma(4)(R)Val-Val-OMe 8. The gamma gamma delta gamma tetrapeptide containing gamma(4)Val and delta(5)Leu residues adopts an extended sheet like structure. The hydrogen bonding pattern at gamma residues corresponds to an apolar sheet, while a polar sheet is observed at the lone delta residue. The transition between folded and extended structures at gamma residues involves a change of the torsion angle from the gauche to the trans conformation about the C-beta-C-alpha bond.