Sequential anomaly detection in the presence of noise and limited feedback

This paper describes a methodology for detecting anomalies from sequentially observed and potentially noisy data. The proposed approach consists of two main elements: 1) filtering, or assigning a belief or likelihood to each successive measurement based upon our ability to predict it from previous noisy observations and 2) hedging, or flagging potential anomalies by comparing the current belief against a time-varying and data-adaptive threshold. The threshold is adjusted based on the available feedback from an end user. Our algorithms, which combine universal prediction with recent work on online convex programming, do not require computing posterior distributions given all current observations and involve simple primal-dual parameter updates. At the heart of the proposed approach lie exponential-family models which can be used in a wide variety of contexts and applications, and which yield methods that achieve sublinear per-round regret against both static and slowly varying product distributions with marginals drawn from the same exponential family. Moreover, the regret against static distributions coincides with the minimax value of the corresponding online strongly convex game. We also prove bounds on the number of mistakes made during the hedging step relative to the best offline choice of the threshold with access to all estimated beliefs and feedback signals. We validate the theory on synthetic data drawn from a time-varying distribution over binary vectors of high dimensionality, as well as on the Enron email dataset. © 1963-2012 IEEE.

The ranking of alternative tariff and quota policies in the presence of domestic monopoly

Bhagwati demonstrated the nonequivalence between tariffs and quotas in the presence of monopoly. This paper also assumes domestic production to be monopolized and shows that giving import licenses or tariff revenues to the domestic producer may raise or lower the welfare cost of protection and the price paid by consumers from the price under other tariff and quota arrangements which maintain the same market share for the domestic producer. However, if the monopolist realizes that commercial policy is an instrument used to maximize the policymaker's welfare function, instead of being a goal in itself, the equivalence of tariffs and quotas re-emerges. © 1977.

Finite size effects in the presence of a chemical potential: A study in the classical nonlinear O(2) sigma model

In the presence of a chemical potential, the physics of level crossings leads to singularities at zero temperature, even when the spatial volume is finite. These singularities are smoothed out at a finite temperature but leave behind nontrivial finite size effects which must be understood in order to extract thermodynamic quantities using Monte Carlo methods, particularly close to critical points. We illustrate some of these issues using the classical nonlinear O(2) sigma model with a coupling β and chemical potential μ on a 2+1-dimensional Euclidean lattice. In the conventional formulation this model suffers from a sign problem at nonzero chemical potential and hence cannot be studied with the Wolff cluster algorithm. However, when formulated in terms of the worldline of particles, the sign problem is absent, and the model can be studied efficiently with the "worm algorithm." Using this method we study the finite size effects that arise due to the chemical potential and develop an effective quantum mechanical approach to capture the effects. As a side result we obtain energy levels of up to four particles as a function of the box size and uncover a part of the phase diagram in the (β,μ) plane. © 2010 The American Physical Society.

Preservation of beam emittance in the presence of ion motion in future high-energy plasma-wakefield-based colliders.

The preservation of beam quality in a plasma wakefield accelerator driven by ultrahigh intensity and ultralow emittance beams, characteristic of future particle colliders, is a challenge. The electric field of these beams leads to plasma ions motion, resulting in a nonlinear focusing force and emittance growth of the beam. We propose to use an adiabatic matching section consisting of a short plasma section with a decreasing ion mass to allow for the beam to remain matched to the focusing force. We use analytical models and numerical simulations to show that the emittance growth can be significantly reduced.

An alphavirus vector overcomes the presence of neutralizing antibodies and elevated numbers of Tregs to induce immune responses in humans with advanced cancer.

Therapeutic anticancer vaccines are designed to boost patients' immune responses to tumors. One approach is to use a viral vector to deliver antigen to in situ DCs, which then activate tumor-specific T cell and antibody responses. However, vector-specific neutralizing antibodies and suppressive cell populations such as Tregs remain great challenges to the efficacy of this approach. We report here that an alphavirus vector, packaged in virus-like replicon particles (VRP) and capable of efficiently infecting DCs, could be repeatedly administered to patients with metastatic cancer expressing the tumor antigen carcinoembryonic antigen (CEA) and that it overcame high titers of neutralizing antibodies and elevated Treg levels to induce clinically relevant CEA-specific T cell and antibody responses. The CEA-specific antibodies mediated antibody-dependent cellular cytotoxicity against tumor cells from human colorectal cancer metastases. In addition, patients with CEA-specific T cell responses exhibited longer overall survival. These data suggest that VRP-based vectors can overcome the presence of neutralizing antibodies to break tolerance to self antigen and may be clinically useful for immunotherapy in the setting of tumor-induced immunosuppression.