A new efficient approach to the direct restricted active space self-consistent field method

An implicitly parallel method for integral-block driven restricted active space self-consistent field (RASSCF) algorithms is presented. The approach is based on a model space representation of the RAS active orbitals with an efficient expansion of the model subspaces. The applicability of the method is demonstrated with a RASSCF investigation of the first two excited states of indole

Simulation methods with extended stability for stiff biochemical kinetics

Background: With increasing computer power, simulating the dynamics of complex systems in chemistry and biology is becoming increasingly routine. The modelling of individual reactions in (bio)chemical systems involves a large number of random events that can be simulated by the stochastic simulation algorithm (SSA). The key quantity is the step size, or waiting time, τ, whose value inversely depends on the size of the propensities of the different channel reactions and which needs to be re-evaluated after every firing event. Such a discrete event simulation may be extremely expensive, in particular for stiff systems where τ can be very short due to the fast kinetics of some of the channel reactions. Several alternative methods have been put forward to increase the integration step size. The so-called τ-leap approach takes a larger step size by allowing all the reactions to fire, from a Poisson or Binomial distribution, within that step. Although the expected value for the different species in the reactive system is maintained with respect to more precise methods, the variance at steady state can suffer from large errors as τ grows. Results: In this paper we extend Poisson τ-leap methods to a general class of Runge-Kutta (RK) τ-leap methods. We show that with the proper selection of the coefficients, the variance of the extended τ-leap can be well-behaved, leading to significantly larger step sizes.Conclusions: The benefit of adapting the extended method to the use of RK frameworks is clear in terms of speed of calculation, as the number of evaluations of the Poisson distribution is still one set per time step, as in the original τ-leap method. The approach paves the way to explore new multiscale methods to simulate (bio)chemical systems.

Three-dimensional morphological analysis of intracranial aneurysms: a fully automated method for aneurysm sac isolation and quantification

Morphological descriptors are practical and essential biomarkers for diagnosis andtreatment selection for intracranial aneurysm management according to the current guidelinesin use. Nevertheless, relatively little work has been dedicated to improve the three-dimensionalquanti cation of aneurysmal morphology, automate the analysis, and hence reduce the inherentintra- and inter-observer variability of manual analysis. In this paper we propose a methodologyfor the automated isolation and morphological quanti cation of saccular intracranial aneurysmsbased on a 3D representation of the vascular anatomy.

A method for extracting semantic information from on-line art music discussion forums

In this paper a method for extracting semantic informationfrom online music discussion forums is proposed. The semantic relations are inferred from the co-occurrence of musical concepts in forum posts, using network analysis. The method starts by defining a dictionary of common music terms in an art music tradition. Then, it creates a complex network representation of the online forum by matchingsuch dictionary against the forum posts. Once the complex network is built we can study different network measures, including node relevance, node co-occurrence andterm relations via semantically connecting words. Moreover, we can detect communities of concepts inside the forum posts. The rationale is that some music terms are more related to each other than to other terms. All in all, this methodology allows us to obtain meaningful and relevantinformation from forum discussions.

Towards the Fully Automatic Merging of Lexical Resources: A Step Forward

This article reports on the results of the research done towards the fully automatically merging of lexical resources. Our main goal is to show the generality of the proposed approach, which have been previously applied to merge Spanish Subcategorization Frames lexica. In this work we extend and apply the same technique to perform the merging of morphosyntactic lexica encoded in LMF. The experiments showed that the technique is general enough to obtain good results in these two different tasks which is an important step towards performing the merging of lexical resources fully automatically.

A Method Towards the Fully Automatic Merging of Lexical Resources

Lexical Resources are a critical component for Natural Language Processing applications. However, the high cost of comparing and merging different resources has been a bottleneck to obtain richer resources and a broader range of potential uses for a significant number of languages. With the objective of reducing cost by eliminating human intervention, we present a new method towards the automatic merging of resources. This method includes both, the automatic mapping of resources involved to a common format and merging them, once in this format. This paper presents how we have addressed the merging of two verb subcategorization frame lexica for Spanish, but our method will be extended to cover other types of Lexical Resources. The achieved results, that almost replicate human work, demonstrate the feasibility of the approach.

A new method for constructing exact tests without making any assumptions

We present a new method for constructing exact distribution-free tests (and confidence intervals) for variables that can generate more than two possible outcomes.This method separates the search for an exact test from the goal to create a non-randomized test. Randomization is used to extend any exact test relating to meansof variables with finitely many outcomes to variables with outcomes belonging to agiven bounded set. Tests in terms of variance and covariance are reduced to testsrelating to means. Randomness is then eliminated in a separate step.This method is used to create confidence intervals for the difference between twomeans (or variances) and tests of stochastic inequality and correlation.

A randomized concave programming method for choice network revenue management

Models incorporating more realistic models of customer behavior, as customers choosing froman offer set, have recently become popular in assortment optimization and revenue management.The dynamic program for these models is intractable and approximated by a deterministiclinear program called the CDLP which has an exponential number of columns. However, whenthe segment consideration sets overlap, the CDLP is difficult to solve. Column generationhas been proposed but finding an entering column has been shown to be NP-hard. In thispaper we propose a new approach called SDCP to solving CDLP based on segments and theirconsideration sets. SDCP is a relaxation of CDLP and hence forms a looser upper bound onthe dynamic program but coincides with CDLP for the case of non-overlapping segments. Ifthe number of elements in a consideration set for a segment is not very large (SDCP) can beapplied to any discrete-choice model of consumer behavior. We tighten the SDCP bound by(i) simulations, called the randomized concave programming (RCP) method, and (ii) by addingcuts to a recent compact formulation of the problem for a latent multinomial-choice model ofdemand (SBLP+). This latter approach turns out to be very effective, essentially obtainingCDLP value, and excellent revenue performance in simulations, even for overlapping segments.By formulating the problem as a separation problem, we give insight into why CDLP is easyfor the MNL with non-overlapping considerations sets and why generalizations of MNL posedifficulties. We perform numerical simulations to determine the revenue performance of all themethods on reference data sets in the literature.

Is the person trade-off a valid method for allocating health care resources? Some caveats

The Person Trade-Off (PTO) is a methodology aimed at measuring thesocial value of health states. The rest of methodologies would measure individualutility and would be less appropriate for taking resource allocation decisions.However few studies have been conducted to test the validity of the method.We present a pilot study with this objective. The study is based on theresult of interviews to 30 undergraduate students in Economics. We judgethe validity of PTO answers by their adequacy to three hypothesis of rationality.First, we show that, given certain rationality assumptions, PTO answersshould be predicted from answers to Standard Gamble questions. This firsthypothesis is not verified. The second hypothesis is that PTO answersshould not vary with different frames of equivalent PTO questions. Thissecond hypothesis is also not verified. Our third hypothesis is that PTOvalues should predict social preferences for allocating resources betweenpatients. This hypothesis is verified. The evidence on the validity of themethod is then conflicting.

Rate of convergence of a particle method to the solution of the Mc Kean-Vlasov's equation

This paper studies the rate of convergence of an appropriatediscretization scheme of the solution of the Mc Kean-Vlasovequation introduced by Bossy and Talay. More specifically,we consider approximations of the distribution and of thedensity of the solution of the stochastic differentialequation associated to the Mc Kean - Vlasov equation. Thescheme adopted here is a mixed one: Euler/weakly interactingparticle system. If $n$ is the number of weakly interactingparticles and $h$ is the uniform step in the timediscretization, we prove that the rate of convergence of thedistribution functions of the approximating sequence in the $L^1(\Omega\times \Bbb R)$ norm and in the sup norm is of theorder of $\frac 1{\sqrt n} + h $, while for the densities is ofthe order $ h +\frac 1 {\sqrt {nh}}$. This result is obtainedby carefully employing techniques of Malliavin Calculus.

On forward induction and evolutionary and strategic stability

We analyze which normal form solution concepts capture the notion offorward induction, as defined by van Damme (JET, 1989) in the classof generic two player normal form games preceded by an outsideoption. We find that none of the known strategic stability concepts(including Mertens stable sets and hyperstable sets) captures this form of forward induction. On the other hand, we show that the evolutionary concept of EES set (Swinkels, JET, 1992) is always consistent with forward induction.

Nonlinear models and small sample performance of the generalized method of moments

In this paper I explore the issue of nonlinearity (both in the datageneration process and in the functional form that establishes therelationship between the parameters and the data) regarding the poorperformance of the Generalized Method of Moments (GMM) in small samples.To this purpose I build a sequence of models starting with a simple linearmodel and enlarging it progressively until I approximate a standard (nonlinear)neoclassical growth model. I then use simulation techniques to find the smallsample distribution of the GMM estimators in each of the models.

Pitfalls in the modeling of forward-looking price setting and investment decisions

The present paper makes progress in explaining the role of capital for inflation and output dynamics. We followWoodford (2003, Ch. 5) in assuming Calvo pricing combined with a convex capital adjustment cost at the firm level. Our main result is that capital accumulation affects inflation dynamics primarily through its impact on the marginal cost. This mechanism is much simpler than the one implied by the analysis in Woodford's text. The reason is that his analysis suffers from a conceptual mistake, as we show. The latter obscures the economic mechanism through which capital affects inflation and output dynamics in the Calvo model, as discussed in Woodford (2004).

What risks do people perceive in everyday life? A perspective gained from the experience sampling method (ESM)

The experiential sampling method (ESM) was used to collect data from 74 parttimestudents who described and assessed the risks involved in their current activitieswhen interrupted at random moments by text messages. The major categories ofperceived risk were short-term in nature and involved loss of time or materials relatedto work and physical damage (e.g., from transportation). Using techniques of multilevelanalysis, we demonstrate effects of gender, emotional state, and types of risk onassessments of risk. Specifically, females do not differ from males in assessing thepotential severity of risks but they see these as more likely to occur. Also, participantsassessed risks to be lower when in more positive self-reported emotional states. Wefurther demonstrate the potential of ESM by showing that risk assessments associatedwith current actions exceed those made retrospectively. We conclude by notingadvantages and disadvantages of ESM for collecting data about risk perceptions.