Select-divide-and-conquer method for large-scale configuration interaction

A select-divide-and-conquer variational method to approximate configuration interaction (CI) is presented. Given an orthonormal set made up of occupied orbitals (Hartree-Fock or similar) and suitable correlation orbitals (natural or localized orbitals), a large N-electron target space S is split into subspaces S0,S1,S2,...,SR. S0, of dimension d0, contains all configurations K with attributes (energy contributions, etc.) above thresholds T0={T0egy, T0etc.}; the CI coefficients in S0 remain always free to vary. S1 accommodates KS with attributes above T1≤T0. An eigenproblem of dimension d0+d1 for S0+S 1 is solved first, after which the last d1 rows and columns are contracted into a single row and column, thus freezing the last d1 CI coefficients hereinafter. The process is repeated with successive Sj(j≥2) chosen so that corresponding CI matrices fit random access memory (RAM). Davidson's eigensolver is used R times. The final energy eigenvalue (lowest or excited one) is always above the corresponding exact eigenvalue in S. Threshold values {Tj;j=0, 1, 2,...,R} regulate accuracy; for large-dimensional S, high accuracy requires S 0+S1 to be solved outside RAM. From there on, however, usually a few Davidson iterations in RAM are needed for each step, so that Hamiltonian matrix-element evaluation becomes rate determining. One μhartree accuracy is achieved for an eigenproblem of order 24 × 106, involving 1.2 × 1012 nonzero matrix elements, and 8.4×109 Slater determinants

Biodiversity and global change in Mediterranean benthic communities: perspectives over large spatial and long temporal scales

Many terrestrial and marine systems are experiencing accelerating decline due to the effects of global change. This situation has raised concern about the consequences of biodiversity losses for ecosystem function, ecosystem service provision, and human well-being. Coastal marine habitats are a main focus of attention because they harbour a high biological diversity, are among the most productive systems of the world and present high anthropogenic interaction levels. The accelerating degradation of many terrestrial and marine systems highlights the urgent need to evaluate the consequence of biodiversity loss. Because marine biodiversity is a dynamic entity and this study was interested global change impacts, this study focused on benthic biodiversity trends over large spatial and long temporal scales. The main aim of this project was to investigate the current extent of biodiversity of the high diverse benthic coralligenous community in the Mediterranean Sea, detect its changes, and predict its future changes over broad spatial and long temporal scales. These marine communities are characterized by structural species with low growth rates and long life spans; therefore they are considered particularly sensitive to disturbances. For this purpose, this project analyzed permanent photographic plots over time at four locations in the NW Mediterranean Sea. The spatial scale of this study provided information on the level of species similarity between these locations, thus offering a solid background on the amount of large scale variability in coralligenous communities; whereas the temporal scale was fundamental to determine the natural variability in order to discriminate between changes observed due to natural factors and those related to the impact of disturbances (e.g. mass mortality events related to positive thermal temperatures, extreme catastrophic events). This study directly addressed the challenging task of analyzing quantitative biodiversity data of these high diverse marine benthic communities. Overall, the scientific knowledge gained with this research project will improve our understanding in the function of marine ecosystems and their trajectories related to global change.

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.

An assessment of gene prediction accuracy in large DNA sequences

One of the first useful products from the human genome will be a set of predicted genes. Besides its intrinsic scientific interest, the accuracy and completeness of this data set is of considerable importance for human health and medicine. Though progress has been made on computational gene identification in terms of both methods and accuracy evaluation measures, most of the sequence sets in which the programs are tested are short genomic sequences, and there is concern that these accuracy measures may not extrapolate well to larger, more challenging data sets. Given the absence of experimentally verified large genomic data sets, we constructed a semiartificial test set comprising a number of short single-gene genomic sequences with randomly generated intergenic regions. This test set, which should still present an easier problem than real human genomic sequence, mimics the approximately 200kb long BACs being sequenced. In our experiments with these longer genomic sequences, the accuracy of GENSCAN, one of the most accurate ab initio gene prediction programs, dropped significantly, although its sensitivity remained high. Conversely, the accuracy of similarity-based programs, such as GENEWISE, PROCRUSTES, and BLASTX was not affected significantly by the presence of random intergenic sequence, but depended on the strength of the similarity to the protein homolog. As expected, the accuracy dropped if the models were built using more distant homologs, and we were able to quantitatively estimate this decline. However, the specificities of these techniques are still rather good even when the similarity is weak, which is a desirable characteristic for driving expensive follow-up experiments. Our experiments suggest that though gene prediction will improve with every new protein that is discovered and through improvements in the current set of tools, we still have a long way to go before we can decipher the precise exonic structure of every gene in the human genome using purely computational methodology.

Prominent use of distal 5’ transcription start sites and discovery of a large number of additional exons in ENCODE regions

This report presents systematic empirical annotation of transcript products from 399 annotated protein-coding loci across the 1% of the human genome targeted by the Encyclopedia of DNA elements (ENCODE) pilot project using a combination of 5' rapid amplification of cDNA ends (RACE) and high-density resolution tiling arrays. We identified previously unannotated and often tissue- or cell-line-specific transcribed fragments (RACEfrags), both 5' distal to the annotated 5' terminus and internal to the annotated gene bounds for the vast majority (81.5%) of the tested genes. Half of the distal RACEfrags span large segments of genomic sequences away from the main portion of the coding transcript and often overlap with the upstream-annotated gene(s). Notably, at least 20% of the resultant novel transcripts have changes in their open reading frames (ORFs), most of them fusing ORFs of adjacent transcripts. A significant fraction of distal RACEfrags show expression levels comparable to those of known exons of the same locus, suggesting that they are not part of very minority splice forms. These results have significant implications concerning (1) our current understanding of the architecture of protein-coding genes; (2) our views on locations of regulatory regions in the genome; and (3) the interpretation of sequence polymorphisms mapping to regions hitherto considered to be "noncoding," ultimately relating to the identification of disease-related sequence alterations.

Self-reported social class in adolescents: validity and relationship with gradients in self-reported health

Background: Analyzing social differences in the health of adolescents is a challenge. The accuracy of adolescent's report on familial socio-economic position is unknown. The aims of the study were to examine the validity of measuring occupational social class and family level of education reported by adolescents aged 12 to 18, and the relationship between social position and self-reported health.Methods: A sample of 1453 Spanish adolescents 12 to 18 years old from urban and rural areas completed a self-administered questionnaire including the Child Health and Illness Profile-Adolescent Edition (CHIP-AE), and data on parental occupational social class (OSC) and level of education (LE). The responsible person for a sub-sample of teenagers (n = 91) were interviewed by phone. Kappa coefficients were estimated to analyze agreement between adolescents and proxy-respondents, and logistic regression models were adjusted to analyze factors associated with missing answers and disagreements. Effect size (ES) was calculated to analyze the relationship between OSC, LE and the CHIP-AE domain scores.Results: Missing answers were higher for father's (24.2%) and mother's (45.7%) occupational status than for parental education (8.4%, and 8.1% respectively), and belonging to a non-standard family was associated with more incomplete reporting of social position (OR = 4,98; 95%CI = 1,3–18,8) as was agreement between a parent and the adolescent. There were significant social class gradients, most notably for aspects of health related to resilience to threats to illness.ConclusionAdolescents can acceptably self-report on family occupation and level of education. Social class gradients are present in important aspects of health in adolescents.

Capacity to within one bit of a class of Gaussian multicast channels with interference

This paper studies the fundamental operational limits of a class of Gaussian multicast channels with an interference setting. In particular, the paper considers two base stations multicasting separate messages to distinct sets of users. In the presence of channel state information at the transmitters and at the respective receivers, the capacity region of the Gaussian multicast channel with interference is characterized to within one bit. At the crux of this result is an extension to the multicast channel with interference of the Han-Kobayashi or the Chong-Motani-Garg achievable region for the interference channel.

Large-system analysis of a CDMA dynamic channel under a Markovian input process

We study the minimum mean square error (MMSE) and the multiuser efficiency η of large dynamic multiple access communication systems in which optimal multiuser detection is performed at the receiver as the number and the identities of active users is allowed to change at each transmission time. The system dynamics are ruled by a Markov model describing the evolution of the channel occupancy and a large-system analysis is performed when the number of observations grow large. Starting on the equivalent scalar channel and the fixed-point equation tying multiuser efficiency and MMSE, we extend it to the case of a dynamic channel, and derive lower and upper bounds for the MMSE (and, thus, for η as well) holding true in the limit of large signal–to–noise ratios and increasingly large observation time T.

Cashing by the hour: Why large law firms prefer hourly fees over contingent fees

Large law firms seem to prefer hourly fees over contingent fees. Thispaper provides a moral hazard explanation for this pattern of behavior.Contingent legal fees align the interests of the attorney with those ofthe client, but not necessarily with those of the partnership. We showthat the choice of hourly fees is a solution to an agency problem withmultiple principals, where the interests of one principal (law firm)collide with the interests of the other principal (client).

Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set

We evaluate conditional predictive densities for U.S. output growth and inflationusing a number of commonly used forecasting models that rely on a large number ofmacroeconomic predictors. More specifically, we evaluate how well conditional predictive densities based on the commonly used normality assumption fit actual realizationsout-of-sample. Our focus on predictive densities acknowledges the possibility that, although some predictors can improve or deteriorate point forecasts, they might have theopposite effect on higher moments. We find that normality is rejected for most modelsin some dimension according to at least one of the tests we use. Interestingly, however,combinations of predictive densities appear to be correctly approximated by a normaldensity: the simple, equal average when predicting output growth and Bayesian modelaverage when predicting inflation.

Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size

This paper analyzes whether standard covariance matrix tests work whendimensionality is large, and in particular larger than sample size. Inthe latter case, the singularity of the sample covariance matrix makeslikelihood ratio tests degenerate, but other tests based on quadraticforms of sample covariance matrix eigenvalues remain well-defined. Westudy the consistency property and limiting distribution of these testsas dimensionality and sample size go to infinity together, with theirratio converging to a finite non-zero limit. We find that the existingtest for sphericity is robust against high dimensionality, but not thetest for equality of the covariance matrix to a given matrix. For thelatter test, we develop a new correction to the existing test statisticthat makes it robust against high dimensionality.

The impact of interest-rate subsidies on long-term household debt: Evidence from a large program

The responsiveness of long-term household debt to the interest rate is acrucial parameter for assessing the effectiveness of public policies aimedat promoting specific types of saving. This paper estimates the effect ofa reform of Credito Bonificado, a large program in Portugal that subsidizedmortgage interest rates, on long-term household debt. The reform establisheda ceiling in the price of the house that could be financed through theprogram, and provides plausibly exogenous variation in incentives. Usinga unique dataset of matched household survey data and administrative recordsof debt, we document a large decrease in the probability of signing a newloan after the removal of the subsidy.

How much structure in empirical models?

This chapter highlights the problems that structural methods and SVAR approaches have when estimating DSGE models and examining their ability to capture important features of the data. We show that structural methods are subject to severe identification problems due, in large part, to the nature of DSGE models. The problems can be patched up in a number of ways but solved only if DSGEs are completely reparametrized or respecified. The potential misspecification of the structural relationships give Bayesian methods an hedge over classical ones in structural estimation. SVAR approaches may face invertibility problems but simple diagnostics can help to detect and remedy these problems. A pragmatic empirical approach ought to use the flexibility of SVARs against potential misspecificationof the structural relationships but must firmly tie SVARs to the class of DSGE models which could have have generated the data.