A decaying factor accounts for contained activity in neuronal networks with no need of hierarchical or modular organization

The mechanisms responsible for containing activity in systems represented by networks are crucial in various phenomena, for example, in diseases such as epilepsy that affect the neuronal networks and for information dissemination in social networks. The first models to account for contained activity included triggering and inhibition processes, but they cannot be applied to social networks where inhibition is clearly absent. A recent model showed that contained activity can be achieved with no need of inhibition processes provided that the network is subdivided into modules (communities). In this paper, we introduce a new concept inspired in the Hebbian theory, through which containment of activity is achieved by incorporating a dynamics based on a decaying activity in a random walk mechanism preferential to the node activity. Upon selecting the decay coefficient within a proper range, we observed sustained activity in all the networks tested, namely, random, Barabasi-Albert and geographical networks. The generality of this finding was confirmed by showing that modularity is no longer needed if the dynamics based on the integrate-and-fire dynamics incorporated the decay factor. Taken together, these results provide a proof of principle that persistent, restrained network activation might occur in the absence of any particular topological structure. This may be the reason why neuronal activity does not spread out to the entire neuronal network, even when no special topological organization exists.

Using complex networks concepts to assess approaches for citations in scientific papers

The number of citations received by authors in scientific journals has become a major parameter to assess individual researchers and the journals themselves through the impact factor. A fair assessment therefore requires that the criteria for selecting references in a given manuscript should be unbiased with regard to the authors or journals cited. In this paper, we assess approaches for citations considering two recommendations for authors to follow while preparing a manuscript: (i) consider similarity of contents with the topics investigated, lest related work should be reproduced or ignored; (ii) perform a systematic search over the network of citations including seminal or very related papers. We use formalisms of complex networks for two datasets of papers from the arXiv and the Web of Science repositories to show that neither of these two criteria is fulfilled in practice. By representing the texts as complex networks we estimated a similarity index between pieces of texts and found that the list of references did not contain the most similar papers in the dataset. This was quantified by calculating a consistency index, whose maximum value is one if the references in a given paper are the most similar in the dataset. For the areas of "complex networks" and "graphenes", the consistency index was only 0.11-0.23 and 0.10-0.25, respectively. To simulate a systematic search in the citation network, we employed a traditional random walk search (i.e. diffusion) and a random walk whose probabilities of transition are proportional to the number of the ingoing edges of the neighbours. The frequency of visits to the nodes (papers) in the network had a very small correlation with either the actual list of references in the papers or with the number of downloads from the arXiv repository. Therefore, apparently the authors and users of the repository did not follow the criterion related to a systematic search over the network of citations. Based on these results, we propose an approach that we believe is fairer for evaluating and complementing citations of a given author, effectively leading to a virtual scientometry.

Atomically resolved study of the morphology change of InAs/GaAs quantum dot layers induced by rapid thermal annealing

The optoelectronic properties of InAs/GaAs quantum dots can be tuned by rapid thermal annealing. In this study, the morphology change of InAs/GaAs quantum dots layers induced by rapid thermal annealing was investigated at the atomic-scale by cross-sectional scanning tunneling microscopy. Finite elements calculations that model the outward relaxation of the cleaved surface were used to determine the indium composition profile of the wetting layer and the quantum dots prior and post rapid thermal annealing. The results show that the wetting layer is broadened upon annealing. This broadening could be modeled by assuming a random walk of indium atoms. Furthermore, we show that the stronger strain gradient at the location of the quantum dots enhances the intermixing. Photoluminescence measurements show a blueshift and narrowing of the photoluminescence peak. Temperature dependent photoluminescence measurements show a lower activation energy for the annealed sample. These results are in agreement with the observed change in morphology. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4770371]

Model for the Dynamics of the Cytoskeleton.

Particle tracking of microbeads attached to the cytoskeleton (CSK) reveals an intermittent dynamic. The mean squared displacement (MSD) is subdiffusive for small Δt and superdiffusive for large Δt, which are associated with periods of traps and periods of jumps respectively. The analysis of the displacements has shown a non-Gaussian behavior, what is indicative of an active motion, classifying the cells as a far from equilibrium material. Using Langevin dynamics, we reconstruct the dynamic of the CSK. The model is based on the bundles of actin filaments that link themself with the bead RGD coating, trapping it in an harmonic potential. We consider a one- dimensional motion of a particle, neglecting inertial effects (over-damped Langevin dynamics). The resultant force is decomposed in friction force, elastic force and random force, which is used as white noise representing the effect due to molecular agitation. These description until now shows a static situation where the bead performed a random walk in an elastic potential. In order to modeling the active remodeling of the CSK, we vary the equilibrium position of the potential. Inserting a motion in the well center, we change the equilibrium position linearly with time with constant velocity. The result found exhibits a MSD versus time ’tau’ with three regimes. The first regime is when ‘tau’ < ‘tau IND 0’, where ‘tau IND 0’ is the relaxation time, representing the thermal motion. At this regime the particle can diffuse freely. The second regime is a plateau, ‘tau IND 0’ < ‘tau’ < ‘tau IND 1’, representing the particle caged in the potential. Here, ‘tau IND 1’ is a characteristic time that limit the confinement period. And the third regime, ‘tau’ > ‘tau IND 1’, is when the particles are in the superdiffusive behavior. This is where most of the experiments are performed, under 20 frames per second (FPS), thus there is no experimental evidence that support the first regime. We are currently performing experiments with high frequency, up to 100 FPS, attempting to visualize this diffusive behavior. Beside the first regime, our simple model can reproduce MSD curves similar to what has been found experimentally, which can be helpful to understanding CSK structure and properties.

Mutually catalytic branching at infinite rate

The purpose of this doctoral thesis is to prove existence for a mutually catalytic random walk with infinite branching rate on countably many sites. The process is defined as a weak limit of an approximating family of processes. An approximating process is constructed by adding jumps to a deterministic migration on an equidistant time grid. As law of jumps we need to choose the invariant probability measure of the mutually catalytic random walk with a finite branching rate in the recurrent regime. This model was introduced by Dawson and Perkins (1998) and this thesis relies heavily on their work. Due to the properties of this invariant distribution, which is in fact the exit distribution of planar Brownian motion from the first quadrant, it is possible to establish a martingale problem for the weak limit of any convergent sequence of approximating processes. We can prove a duality relation for the solution to the mentioned martingale problem, which goes back to Mytnik (1996) in the case of finite rate branching, and this duality gives rise to weak uniqueness for the solution to the martingale problem. Using standard arguments we can show that this solution is in fact a Feller process and it has the strong Markov property. For the case of only one site we prove that the model we have constructed is the limit of finite rate mutually catalytic branching processes as the branching rate approaches infinity. Therefore, it seems naturalto refer to the above model as an infinite rate branching process. However, a result for convergence on infinitely many sites remains open.

Statistical arbitrage on commodities

Questa tesi è incentrata sull'analisi dell'arbitraggio statistico, strategia di trading che cerca di trarre profitto dalle fluttuazioni statistiche di prezzo di uno o più asset sulla base del loro valore atteso. In generale, si creano opportunità di arbitraggio statistico quando si riescono ad individuare delle componenti sistematiche nelle dinamiche dei prezzi di alcuni asset che si muovono con regolarità persistenti e prevalenti. Perturbazioni casuali della domanda e dell’offerta nei mercati possono causare divergenze nei prezzi, dando luogo a opportunità di intermarket spread, ossia simultanei acquisto e vendita di commodities correlate tra loro. Vengono approfonditi vari test econometrici, i test unit root utilizzati per verificare se una serie storica possa essere modellizzata con un processo random walk. Infine viene costruita una strategia di trading basata sull'arbitraggio statistico e applicata numericamente alle serie storiche dal 2010 al 2014 di due titoli azionari sul petrolio: Brent e WTI.

Statistical methods for the analysis of DNA sequences: application to dinucleotide distribution in the human genome

Questa tesi si inserisce nell'ambito delle analisi statistiche e dei metodi stocastici applicati all'analisi delle sequenze di DNA. Nello specifico il nostro lavoro è incentrato sullo studio del dinucleotide CG (CpG) all'interno del genoma umano, che si trova raggruppato in zone specifiche denominate CpG islands. Queste sono legate alla metilazione del DNA, un processo che riveste un ruolo fondamentale nella regolazione genica. La prima parte dello studio è dedicata a una caratterizzazione globale del contenuto e della distribuzione dei 16 diversi dinucleotidi all'interno del genoma umano: in particolare viene studiata la distribuzione delle distanze tra occorrenze successive dello stesso dinucleotide lungo la sequenza. I risultati vengono confrontati con diversi modelli nulli: sequenze random generate con catene di Markov di ordine zero (basate sulle frequenze relative dei nucleotidi) e uno (basate sulle probabilità di transizione tra diversi nucleotidi) e la distribuzione geometrica per le distanze. Da questa analisi le proprietà caratteristiche del dinucleotide CpG emergono chiaramente, sia dal confronto con gli altri dinucleotidi che con i modelli random. A seguito di questa prima parte abbiamo scelto di concentrare le successive analisi in zone di interesse biologico, studiando l’abbondanza e la distribuzione di CpG al loro interno (CpG islands, promotori e Lamina Associated Domains). Nei primi due casi si osserva un forte arricchimento nel contenuto di CpG, e la distribuzione delle distanze è spostata verso valori inferiori, indicando che questo dinucleotide è clusterizzato. All’interno delle LADs si trovano mediamente meno CpG e questi presentano distanze maggiori. Infine abbiamo adottato una rappresentazione a random walk del DNA, costruita in base al posizionamento dei dinucleotidi: il walk ottenuto presenta caratteristiche drasticamente diverse all’interno e all’esterno di zone annotate come CpG island. Riteniamo pertanto che metodi basati su questo approccio potrebbero essere sfruttati per migliorare l’individuazione di queste aree di interesse nel genoma umano e di altri organismi.

Sistemi dinamici stocastici su network

L'obiettivo della tesi è studiare la dinamica di un random walk su network. Essa è inoltre suddivisa in due parti: la prima è prettamente teorica, mentre la seconda analizza i risultati ottenuti mediante simulazioni. La parte teorica è caratterizzata dall'introduzione di concetti chiave per comprendere i random walk, come i processi di Markov e la Master Equation. Dopo aver fornito un esempio intuitivo di random walk nel caso unidimensionale, tale concetto viene generalizzato. Così può essere introdotta la Master Equation che determina l'evoluzione del sistema. Successivamente si illustrano i concetti di linearità e non linearità, fondamentali per la parte di simulazione. Nella seconda parte si studia il comportamento di un random walk su network nel caso lineare e non lineare, studiando le caratteristiche della soluzione stazionaria. La non linearità introdotta simula un comportamento egoista da parte di popolazioni in interazioni. In particolare si dimostra l'esistenza di una Biforcazione di Hopf.

Proprietà statistiche di network dinamici

L'obbiettivo di questa tesi è quello di studiare alcune proprietà statistiche di un random walk su network. Dopo aver definito il concetto di network e di random walk su network, sono state studiate le caratteristiche dello stato stazionario di questo sistema, la loro dipendenza dalla topologia della rete e l'andamento del sistema verso l'equilibrio, con particolare interesse per la distribuzione delle fluttuazioni delle popolazioni sui differenti nodi, una volta raggiunto lo stato stazionario. In seguito, si è voluto osservare il comportamento del network sottoposto ad una forzatura costante, rappresentata da sorgenti e pozzi applicati in diversi nodi, e quindi la sua suscettività a perturbazioni esterne. Tramite alcune simulazioni al computer, viene provato che una forzatura esterna modifica in modo diverso lo stato del network in base alla topologia di quest'ultimo. Dai risultati si è trovato quali sono i nodi che, una volta perturbati, sono in grado di cambiare ampiamente lo stato generale del sistema e quali lo influenzano in minima parte.

Caratterizzazione di sequenze di DNA mediante catene di Markov

Questa tesi si inserisce nell’ambito di studio dei modelli stocastici applicati alle sequenze di DNA. I random walk e le catene di Markov sono tra i processi aleatori che hanno trovato maggiore diffusione in ambito applicativo grazie alla loro capacità di cogliere le caratteristiche salienti di molti sistemi complessi, pur mantenendo semplice la descrizione di questi. Nello specifico, la trattazione si concentra sull’applicazione di questi nel contesto dell’analisi statistica delle sequenze genomiche. Il DNA può essere rappresentato in prima approssimazione da una sequenza di nucleotidi che risulta ben riprodotta dal modello a catena di Markov; ciò rappresenta il punto di partenza per andare a studiare le proprietà statistiche delle catene di DNA. Si approfondisce questo discorso andando ad analizzare uno studio che si ripropone di caratterizzare le sequenze di DNA tramite le distribuzioni delle distanze inter-dinucleotidiche. Se ne commentano i risultati, al fine di mostrare le potenzialità di questi modelli nel fare emergere caratteristiche rilevanti in altri ambiti, in questo caso quello biologico.

Early bursts of body size and shape evolution are rare in comparative data

George Gaylord Simpson famously postulated that much of life's diversity originated as adaptive radiations-more or less simultaneous divergences of numerous lines from a single ancestral adaptive type. However, identifying adaptive radiations has proven difficult due to a lack of broad-scale comparative datasets. Here, we use phylogenetic comparative data on body size and shape in a diversity of animal clades to test a key model of adaptive radiation, in which initially rapid morphological evolution is followed by relative stasis. We compared the fit of this model to both single selective peak and random walk models. We found little support for the early-burst model of adaptive radiation, whereas both other models, particularly that of selective peaks, were commonly supported. In addition, we found that the net rate of morphological evolution varied inversely with clade age. The youngest clades appear to evolve most rapidly because long-term change typically does not attain the amount of divergence predicted from rates measured over short time scales. Across our entire analysis, the dominant pattern was one of constraints shaping evolution continually through time rather than rapid evolution followed by stasis. We suggest that the classical model of adaptive radiation, where morphological evolution is initially rapid and slows through time, may be rare in comparative data.

How do indirect measures of evaluation work? Evaluating the inference of prejudice in the Implicit Association Test

There has been significant interest in indirect measures of attitudes like the Implicit Association Test (IAT), presumably because of the possibility of uncovering implicit prejudices. The authors derived a set of qualitative predictions for people's performance in the IAT on the basis of random walk models. These were supported in 3 experiments comparing clearly positive or negative categories to nonwords. They also provided evidence that participants shift their response criterion when doing the IAT. Because of these criterion shifts, a response pattern in the IAT can have multiple causes. Thus, it is not possible to infer a single cause (such as prejudice) from IAT results. A surprising additional result was that nonwords were treated as though they were evaluated more negatively than obviously negative items like insects, suggesting that low familiarity items may generate the pattern of data previously interpreted as evidence for implicit prejudice.

Multifractional Poisson process, multistable subordinator and related limit theorems

We introduce a multistable subordinator, which generalizes the stable subordinator to the case of time-varying stability index. This enables us to define a multifractional Poisson process. We study properties of these processes and establish the convergence of a continuous-time random walk to the multifractional Poisson process.

Effectiveness of non-steroidal anti-inflammatory drugs for the treatment of pain in knee and hip osteoarthritis: a network meta-analysis.

BACKGROUND Non-steroidal anti-inflammatory drugs (NSAIDs) are the backbone of osteoarthritis pain management. We aimed to assess the effectiveness of different preparations and doses of NSAIDs on osteoarthritis pain in a network meta-analysis. METHODS For this network meta-analysis, we considered randomised trials comparing any of the following interventions: NSAIDs, paracetamol, or placebo, for the treatment of osteoarthritis pain. We searched the Cochrane Central Register of Controlled Trials (CENTRAL) and the reference lists of relevant articles for trials published between Jan 1, 1980, and Feb 24, 2015, with at least 100 patients per group. The prespecified primary and secondary outcomes were pain and physical function, and were extracted in duplicate for up to seven timepoints after the start of treatment. We used an extension of multivariable Bayesian random effects models for mixed multiple treatment comparisons with a random effect at the level of trials. For the primary analysis, a random walk of first order was used to account for multiple follow-up outcome data within a trial. Preparations that used different total daily dose were considered separately in the analysis. To assess a potential dose-response relation, we used preparation-specific covariates assuming linearity on log relative dose. FINDINGS We identified 8973 manuscripts from our search, of which 74 randomised trials with a total of 58 556 patients were included in this analysis. 23 nodes concerning seven different NSAIDs or paracetamol with specific daily dose of administration or placebo were considered. All preparations, irrespective of dose, improved point estimates of pain symptoms when compared with placebo. For six interventions (diclofenac 150 mg/day, etoricoxib 30 mg/day, 60 mg/day, and 90 mg/day, and rofecoxib 25 mg/day and 50 mg/day), the probability that the difference to placebo is at or below a prespecified minimum clinically important effect for pain reduction (effect size [ES] -0·37) was at least 95%. Among maximally approved daily doses, diclofenac 150 mg/day (ES -0·57, 95% credibility interval [CrI] -0·69 to -0·46) and etoricoxib 60 mg/day (ES -0·58, -0·73 to -0·43) had the highest probability to be the best intervention, both with 100% probability to reach the minimum clinically important difference. Treatment effects increased as drug dose increased, but corresponding tests for a linear dose effect were significant only for celecoxib (p=0·030), diclofenac (p=0·031), and naproxen (p=0·026). We found no evidence that treatment effects varied over the duration of treatment. Model fit was good, and between-trial heterogeneity and inconsistency were low in all analyses. All trials were deemed to have a low risk of bias for blinding of patients. Effect estimates did not change in sensitivity analyses with two additional statistical models and accounting for methodological quality criteria in meta-regression analysis. INTERPRETATION On the basis of the available data, we see no role for single-agent paracetamol for the treatment of patients with osteoarthritis irrespective of dose. We provide sound evidence that diclofenac 150 mg/day is the most effective NSAID available at present, in terms of improving both pain and function. Nevertheless, in view of the safety profile of these drugs, physicians need to consider our results together with all known safety information when selecting the preparation and dose for individual patients. FUNDING Swiss National Science Foundation (grant number 405340-104762) and Arco Foundation, Switzerland.

An empirical analysis on the efficiency of the microfinance investment market

This paper empirically analyzes the market efficiency of microfinance investment funds. For the empirical analysis, we use an index of the microfinance investment funds and apply two kinds of variance ratio tests to examine whether or not this index follows a random walk. We use the entire sample period from December 2003 to June 2010 as well as two sub-samples which divide the entire period before and after January 2007. The empirical evidence demonstrates that the index does not follow a random walk, suggesting that the market of the microfinance investment funds is not efficient. This result is not affected by changes in either empirical techniques or sample periods.