4 resultados para quantile hedging

em Duke University


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Bet-hedging strategies are used by organisms to survive in

unpredictable environments. To pursue a bet-hedging strategy, an

organism must produce multiple phenotypes from a single genotype. What

molecular mechanisms allow this to happen? To address this question, I

created a synthetic system that displays bet-hedging behavior, and

developed a new technique called `TrackScar' to measure the fitness

and stress-resistance of individual cells. I found that bet-hedging

can be generated by actively sensing the environment, and that

bet-hedging strategies based on active sensing need not be

metabolically costly. These results suggest that to understand how

bet-hedging strategies are produced, microorganisms must be

examined in the actual environments that they come from.

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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.

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Starvation during early development can have lasting effects that influence organismal fitness and disease risk. We characterized the long-term phenotypic consequences of starvation during early larval development in Caenorhabditis elegans to determine potential fitness effects and develop it as a model for mechanistic studies. We varied the amount of time that larvae were developmentally arrested by starvation after hatching ("L1 arrest"). Worms recovering from extended starvation grew slowly, taking longer to become reproductive, and were smaller as adults. Fecundity was also reduced, with the smallest individuals most severely affected. Feeding behavior was impaired, possibly contributing to deficits in growth and reproduction. Previously starved larvae were more sensitive to subsequent starvation, suggesting decreased fitness even in poor conditions. We discovered that smaller larvae are more resistant to heat, but this correlation does not require passage through L1 arrest. The progeny of starved animals were also adversely affected: Embryo quality was diminished, incidence of males was increased, progeny were smaller, and their brood size was reduced. However, the progeny and grandprogeny of starved larvae were more resistant to starvation. In addition, the progeny, grandprogeny, and great-grandprogeny were more resistant to heat, suggesting epigenetic inheritance of acquired resistance to starvation and heat. Notably, such resistance was inherited exclusively from individuals most severely affected by starvation in the first generation, suggesting an evolutionary bet-hedging strategy. In summary, our results demonstrate that starvation affects a variety of life-history traits in the exposed animals and their descendants, some presumably reflecting fitness costs but others potentially adaptive.

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Extremal quantile index is a concept that the quantile index will drift to zero (or one)

as the sample size increases. The three chapters of my dissertation consists of three

applications of this concept in three distinct econometric problems. In Chapter 2, I

use the concept of extremal quantile index to derive new asymptotic properties and

inference method for quantile treatment effect estimators when the quantile index

of interest is close to zero. In Chapter 3, I rely on the concept of extremal quantile

index to achieve identification at infinity of the sample selection models and propose

a new inference method. Last, in Chapter 4, I use the concept of extremal quantile

index to define an asymptotic trimming scheme which can be used to control the

convergence rate of the estimator of the intercept of binary response models.