On the Maximum of a Branching Process Conditioned on the Total Progeny

The maximum M of a critical Bienaymé-Galton-Watson process conditioned on the total progeny N is studied. Imbedding of the process in a random walk is used. A limit theorem for the distribution of M as N → ∞ is proved. The result is trasferred to the non-critical processes. A corollary for the maximal strata of a random rooted labeled tree is obtained.

Unifractality and multifractality in the Italian stock market

Tests for random walk behaviour in the Italian stock market are presented, based on an investigation of the fractal properties of the log return series for the Mibtel index. The random walk hypothesis is evaluated against alternatives accommodating either unifractality or multifractality. Critical values for the test statistics are generated using Monte Carlo simulations of random Gaussian innovations. Evidence is reported of multifractality, and the departure from random walk behaviour is statistically significant on standard criteria. The observed pattern is attributed primarily to fat tails in the return probability distribution, associated with volatility clustering in returns measured over various time scales. © 2009 Elsevier Inc. All rights reserved.

Unfolding kernel embeddings of graphs:enhancing class separation through manifold learning

In this paper, we investigate the use of manifold learning techniques to enhance the separation properties of standard graph kernels. The idea stems from the observation that when we perform multidimensional scaling on the distance matrices extracted from the kernels, the resulting data tends to be clustered along a curve that wraps around the embedding space, a behavior that suggests that long range distances are not estimated accurately, resulting in an increased curvature of the embedding space. Hence, we propose to use a number of manifold learning techniques to compute a low-dimensional embedding of the graphs in an attempt to unfold the embedding manifold, and increase the class separation. We perform an extensive experimental evaluation on a number of standard graph datasets using the shortest-path (Borgwardt and Kriegel, 2005), graphlet (Shervashidze et al., 2009), random walk (Kashima et al., 2003) and Weisfeiler-Lehman (Shervashidze et al., 2011) kernels. We observe the most significant improvement in the case of the graphlet kernel, which fits with the observation that neglecting the locational information of the substructures leads to a stronger curvature of the embedding manifold. On the other hand, the Weisfeiler-Lehman kernel partially mitigates the locality problem by using the node labels information, and thus does not clearly benefit from the manifold learning. Interestingly, our experiments also show that the unfolding of the space seems to reduce the performance gap between the examined kernels.

Monte Carlo Study of Particle Transport Problem in Air Pollution

2002 Mathematics Subject Classification: 65C05.

Probabilistic Approach to the Neumann Problem for a Symmetric Operator

2000 Mathematics Subject Classification: Primary 60J45, 60J50, 35Cxx; Secondary 31Cxx.

Variational Markov chain Monte Carlo for Bayesian smoothing of non-linear diffusions

In this paper we develop set of novel Markov Chain Monte Carlo algorithms for Bayesian smoothing of partially observed non-linear diffusion processes. The sampling algorithms developed herein use a deterministic approximation to the posterior distribution over paths as the proposal distribution for a mixture of an independence and a random walk sampler. The approximating distribution is sampled by simulating an optimized time-dependent linear diffusion process derived from the recently developed variational Gaussian process approximation method. The novel diffusion bridge proposal derived from the variational approximation allows the use of a flexible blocking strategy that further improves mixing, and thus the efficiency, of the sampling algorithms. The algorithms are tested on two diffusion processes: one with double-well potential drift and another with SINE drift. The new algorithm's accuracy and efficiency is compared with state-of-the-art hybrid Monte Carlo based path sampling. It is shown that in practical, finite sample applications the algorithm is accurate except in the presence of large observation errors and low to a multi-modal structure in the posterior distribution over paths. More importantly, the variational approximation assisted sampling algorithm outperforms hybrid Monte Carlo in terms of computational efficiency, except when the diffusion process is densely observed with small errors in which case both algorithms are equally efficient. © 2011 Springer-Verlag.

Individual-based modelling of the development and transport of a Karenia mikimotoi bloom on the North-West European continental shelf

In 2006, a large and prolonged bloom of the dinoflagellate Karenia mikimotoi occurred in Scottish coastal waters, causing extensive mortalities of benthic organisms including annelids and molluscs and some species of fish ( Davidson et al., 2009). A coupled hydrodynamic-algal transport model was developed to track the progression of the bloom around the Scottish coast during June–September 2006 and hence investigate the processes controlling the bloom dynamics. Within this individual-based model, cells were capable of growth, mortality and phototaxis and were transported by physical processes of advection and turbulent diffusion, using current velocities extracted from operational simulations of the MRCS ocean circulation model of the North-west European continental shelf. Vertical and horizontal turbulent diffusion of cells are treated using a random walk approach. Comparison of model output with remotely sensed chlorophyll concentrations and cell counts from coastal monitoring stations indicated that it was necessary to include multiple spatially distinct seed populations of K. mikimotoi at separate locations on the shelf edge to capture the qualitative pattern of bloom transport and development. We interpret this as indicating that the source population was being transported northwards by the Hebridean slope current from where colonies of K. mikimotoi were injected onto the continental shelf by eddies or other transient exchange processes. The model was used to investigate the effects on simulated K. mikimotoi transport and dispersal of: (1) the distribution of the initial seed population; (2) algal growth and mortality; (3) water temperature; (4) the vertical movement of particles by diurnal migration and eddy diffusion; (5) the relative role of the shelf edge and coastal currents; (6) the role of wind forcing. The numerical experiments emphasized the requirement for a physiologically based biological model and indicated that improved modelling of future blooms will potentially benefit from better parameterisation of temperature dependence of both growth and mortality and finer spatial and temporal hydrodynamic resolution.

Individual-based modelling of the development and transport of a Karenia mikimotoi bloom on the North-West European continental shelf

In 2006, a large and prolonged bloom of the dinoflagellate Karenia mikimotoi occurred in Scottish coastal waters, causing extensive mortalities of benthic organisms including annelids and molluscs and some species of fish ( Davidson et al., 2009). A coupled hydrodynamic-algal transport model was developed to track the progression of the bloom around the Scottish coast during June–September 2006 and hence investigate the processes controlling the bloom dynamics. Within this individual-based model, cells were capable of growth, mortality and phototaxis and were transported by physical processes of advection and turbulent diffusion, using current velocities extracted from operational simulations of the MRCS ocean circulation model of the North-west European continental shelf. Vertical and horizontal turbulent diffusion of cells are treated using a random walk approach. Comparison of model output with remotely sensed chlorophyll concentrations and cell counts from coastal monitoring stations indicated that it was necessary to include multiple spatially distinct seed populations of K. mikimotoi at separate locations on the shelf edge to capture the qualitative pattern of bloom transport and development. We interpret this as indicating that the source population was being transported northwards by the Hebridean slope current from where colonies of K. mikimotoi were injected onto the continental shelf by eddies or other transient exchange processes. The model was used to investigate the effects on simulated K. mikimotoi transport and dispersal of: (1) the distribution of the initial seed population; (2) algal growth and mortality; (3) water temperature; (4) the vertical movement of particles by diurnal migration and eddy diffusion; (5) the relative role of the shelf edge and coastal currents; (6) the role of wind forcing. The numerical experiments emphasized the requirement for a physiologically based biological model and indicated that improved modelling of future blooms will potentially benefit from better parameterisation of temperature dependence of both growth and mortality and finer spatial and temporal hydrodynamic resolution.

Ovarian suppression using luteinizing hormonereleasing hormone agonists during chemotherapy to preserve ovarian function and fertility of breast cancer patients: A meta-analysis of randomized studies

Background: The role of temporary ovarian suppression with luteinizing hormone-releasing hormone agonists (LHRHa) in the prevention of chemotherapy-induced premature ovarian failure (POF) is still controversial. Our meta-analysis of randomized, controlled trials (RCTs) investigates whether the use of LHRHa during chemotherapy in premenopausal breast cancer patients reduces treatment-related POF rate, increases pregnancy rate, and impacts disease-free survival (DFS). Methods: A literature search using PubMed, Embase, and the Cochrane Library, and the proceedings of major conferences, was conducted up to 30 April 2015. Odds ratios (ORs) and 95% confidence intervals (CIs) for POF (i.e. POF by study definition, and POF defined as amenorrhea 1 year after chemotherapy completion) and for patients with pregnancy, as well hazard ratios (HRs) and 95% CI for DFS, were calculated for each trial. Pooled analysis was carried out using the fixed- and random-effects models. Results: A total of 12 RCTs were eligible including 1231 breast cancer patients. The use of LHRHa was associated with a significant reduced risk of POF (OR 0.36, 95% CI 0.23-0.57; P < 0.001), yet with significant heterogeneity (I2 = 47.1%, Pheterogeneity = 0.026). In eight studies reporting amenorrhea rates 1 year after chemotherapy completion, the addition of LHRHa reduced the risk of POF (OR 0.55, 95% CI 0.41-0.73, P < 0.001) without heterogeneity (I2 = 0.0%, Pheterogeneity = 0.936). In five studies reporting pregnancies, more patients treated with LHRHa achieved pregnancy (33 versus 19 women; OR 1.83, 95% CI 1.02-3.28, P = 0.041; I2 = 0.0%, Pheterogeneity = 0.629). In three studies reporting DFS, no difference was observed (HR 1.00, 95% CI 0.49-2.04, P = 0.939; I2 = 68.0%, Pheterogeneity = 0.044). Conclusion: Temporary ovarian suppression with LHRHa in young breast cancer patients is associated with a reduced risk of chemotherapy-induced POF and seems to increase the pregnancy rate, without an apparent negative consequence on prognosis.

Leveraging Multiple Features for Image Retrieval and Matching

The goal of image retrieval and matching is to find and locate object instances in images from a large-scale image database. While visual features are abundant, how to combine them to improve performance by individual features remains a challenging task. In this work, we focus on leveraging multiple features for accurate and efficient image retrieval and matching. We first propose two graph-based approaches to rerank initially retrieved images for generic image retrieval. In the graph, vertices are images while edges are similarities between image pairs. Our first approach employs a mixture Markov model based on a random walk model on multiple graphs to fuse graphs. We introduce a probabilistic model to compute the importance of each feature for graph fusion under a naive Bayesian formulation, which requires statistics of similarities from a manually labeled dataset containing irrelevant images. To reduce human labeling, we further propose a fully unsupervised reranking algorithm based on a submodular objective function that can be efficiently optimized by greedy algorithm. By maximizing an information gain term over the graph, our submodular function favors a subset of database images that are similar to query images and resemble each other. The function also exploits the rank relationships of images from multiple ranked lists obtained by different features. We then study a more well-defined application, person re-identification, where the database contains labeled images of human bodies captured by multiple cameras. Re-identifications from multiple cameras are regarded as related tasks to exploit shared information. We apply a novel multi-task learning algorithm using both low level features and attributes. A low rank attribute embedding is joint learned within the multi-task learning formulation to embed original binary attributes to a continuous attribute space, where incorrect and incomplete attributes are rectified and recovered. To locate objects in images, we design an object detector based on object proposals and deep convolutional neural networks (CNN) in view of the emergence of deep networks. We improve a Fast RCNN framework and investigate two new strategies to detect objects accurately and efficiently: scale-dependent pooling (SDP) and cascaded rejection classifiers (CRC). The SDP improves detection accuracy by exploiting appropriate convolutional features depending on the scale of input object proposals. The CRC effectively utilizes convolutional features and greatly eliminates negative proposals in a cascaded manner, while maintaining a high recall for true objects. The two strategies together improve the detection accuracy and reduce the computational cost.

Simulations of droplet dispersion in the wakes of cylinders and icing tunnel spray bars

Simulations of droplet dispersion behind cylinder wakes and downstream of icing tunnel spray bars were conducted. In both cases, a range of droplet sizes were investigated numerically with a Lagrangian particle trajectory approach while the turbulent air flow was investigated with a hybrid Reynolds-Averaged Navier-Stokes/Large-Eddy Simulations approach scheme. In the first study, droplets were injected downstream of a cylinder at sub-critical conditions (i.e. with laminar boundary layer separation). A stochastic continuous random walk (CRW) turbulence model was used to capture the effects of sub-grid turbulence. Small inertia droplets (characterized by small Stokes numbers) were affected by both the large-scale and small-scale vortex structures and closely followed the air flow, while exhibiting a dispersion consistent with that of a scalar flow field. Droplets with intermediate Stokes numbers were centrifuged by the vortices to the outer edges of the wake, yielding an increased dispersion. Large Stokes number droplets were found to be less responsive to the vortex structures and exhibited the least dispersion. Particle concentration was also correlated with vorticity distribution which yielded preferential bias effects as a function of different particle sizes. This trend was qualitatively similar to results seen in homogenous isotropic turbulence, though the influence of particle inertia was less pronounced for the cylinder wake case. A similar study was completed for droplet dispersion within the Icing Research Tunnel (IRT) at the NASA Glenn Research Center, where it is important to obtain a nearly uniform liquid water content (LWC) distribution in the test section (to recreate atmospheric icing conditions).. For this goal, droplets are diffused by the mean and turbulent flow generated from the nozzle air jets, from the upstream spray bars, and from the vertical strut wakes. To understand the influence of these three components, a set of simulations was conducted with a sequential inclusion of these components. Firstly, a jet in an otherwise quiescent airflow was simulated to capture the impact of the air jet on flow turbulence and droplet distribution, and the predictions compared well with experimental results. The effects of the spray bar wake and vertical strut wake were then included with two more simulation conditions, for which it was found that the air jets were the primary driving force for droplet dispersion, i.e. that the spray bar and vertical strut wake effects were secondary.

Existence and wandering of bumps in a spiking neural network model

We study spatially localized states of a spiking neuronal network populated by a pulse coupled phase oscillator known as the lighthouse model. We show that in the limit of slow synaptic interactions in the continuum limit the dynamics reduce to those of the standard Amari model. For non-slow synaptic connections we are able to go beyond the standard firing rate analysis of localized solutions allowing us to explicitly construct a family of co-existing one-bump solutions, and then track bump width and firing pattern as a function of system parameters. We also present an analysis of the model on a discrete lattice. We show that multiple width bump states can co-exist and uncover a mechanism for bump wandering linked to the speed of synaptic processing. Moreover, beyond a wandering transition point we show that the bump undergoes an effective random walk with a diffusion coefficient that scales exponentially with the rate of synaptic processing and linearly with the lattice spacing.

Neutrophil Chemotaxis in Multiple Chemoattractant Gradients

Chemotaxis, the phenomenon in which cells move in response to extracellular chemical gradients, plays a prominent role in the mammalian immune response. During this process, a number of chemical signals, called chemoattractants, are produced at or proximal to sites of infection and diffuse into the surrounding tissue. Immune cells sense these chemoattractants and move in the direction where their concentration is greatest, thereby locating the source of attractants and their associated targets. Leading the assault against new infections is a specialized class of leukocytes (white blood cells) known as neutrophils, which normally circulate in the bloodstream. Upon activation, these cells emigrate out of the vasculature and navigate through interstitial tissues toward target sites. There they phagocytose bacteria and release a number of proteases and reactive oxygen intermediates with antimicrobial activity. Neutrophils recruited by infected tissue in vivo are likely confronted by complex chemical environments consisting of a number of different chemoattractant species. These signals may include end target chemicals produced in the vicinity of the infectious agents, and endogenous chemicals released by local host tissues during the inflammatory response. To successfully locate their pathogenic targets within these chemically diverse and heterogeneous settings, activated neutrophils must be capable of distinguishing between the different signals and employing some sort of logic to prioritize among them. This ability to simultaneously process and interpret mulitple signals is thought to be essential for efficient navigation of the cells to target areas. In particular, aberrant cell signaling and defects in this functionality are known to contribute to medical conditions such as chronic inflammation, asthma and rheumatoid arthritis. To elucidate the biomolecular mechanisms underlying the neutrophil response to different chemoattractants, a number of efforts have been made toward understanding how cells respond to different combinations of chemicals. Most notably, recent investigations have shown that in the presence of both end target and endogenous chemoattractant variants, the cells migrate preferentially toward the former type, even in very low relative concentrations of the latter. Interestingly, however, when the cells are exposed to two different endogenous chemical species, they exhibit a combinatorial response in which distant sources are favored over proximal sources. Some additional results also suggest that cells located between two endogenous chemoattractant sources will respond to the vectorial sum of the combined gradients. In the long run, this peculiar behavior could result in oscillatory cell trajectories between the two sources. To further explore the significance of these and other observations, particularly in the context of physiological conditions, we introduce in this work a simplified phenomenological model of neutrophil chemotaxis. In particular, this model incorporates a trait commonly known as directional persistence - the tendency for migrating neutrophils to continue moving in the same direction (much like momentum) - while also accounting for the dose-response characteristics of cells to different chemical species. Simulations based on this model suggest that the efficiency of cell migration in complex chemical environments depends significantly on the degree of directional persistence. In particular, with appropriate values for this parameter, cells can improve their odds of locating end targets by drifting through a network of attractant sources in a loosely-guided fashion. This corroborates the prediction that neutrophils randomly migrate from one chemoattractant source to the next while searching for their end targets. These cells may thus use persistence as a general mechanism to avoid being trapped near sources of endogenous chemoattractants - the mathematical analogue of local maxima in a global optimization problem. Moreover, this general foraging strategy may apply to other biological processes involving multiple signals and long-range navigation.

Factors that influence entrepreneurship activity by gender in the European Union

This research work aims to discuss the gender issue concerning entrepreneurship in European Union countries in a period of nine years, from 2007 to 2015, identifying the factors which drive individuals to be entrepreneurs. The study mainly concentrates on identifying and quantifying the personal, social, political and economic features which are motivating individuals, especially women, to be entrepreneurs, as well as the main difficulties they feel during the process of business creation. In order to explore the entrepreneurial activity across a set of developed countries the econometric methodology of panel data (in particular the fixed effects and random effects models) is applied to a data set of entrepreneurial statistical indicators calculated and made available by the Global Entrepreneurship Monitor. The results show that the knowledge of other start-up entrepreneurs, a desired career choice, the governmental support and the existence of public policies that promote entrepreneurship (specially within the framework of small and medium sized firms) and the transfer of R&D are factors influencing negatively on the rate of female entrepreneurship. None of the observed variables are barriers for male entrepreneurs. The perceived capabilities and opportunities, the entrepreneurial intention, the policies to lower taxes and bureaucracy and the social and cultural norms are identified drives for women for engaging in a process of running their own ventures. These findings offer a set of valid knowledge to understand which measures could be implemented or should be changed and improved at a political and managerial level for stimulating entrepreneurship, especially for women.

Relationship between IL-10 gene -819C/T polymorphism and the risk of inflammatory bowel disease: a meta-analysis.

Background: The -819C/T polymorphism in interleukin 10 (IL-10) gene has been reported to be associated with inflammatory bowel disease (IBD) ,but the previous results are conflicting. Materials and Methods: The present study aimed at investigating the association between this polymorphism and risk of IBD using a meta-analysis.PubMed,Web of Science,EMBASE,google scholar and China National Knowledge Infrastructure (CNKI) databases were systematically searched to identify relevant publications from their inception to April 2016.Pooled odds ratio (OR) with 95% confidence interval (CI) was calculated using fixed- or random-effects models. Results: A total of 7 case-control studies containing 1890 patients and 2929 controls were enrolled into this meta-analysis, and our results showed no association between IL-10 gene -819C/T polymorphism and IBD risk(TT vs. CC:OR=0.81,95%CI 0.64- 1.04;CT vs. CC:OR=0.92,95%CI 0.81-1.05; Dominant model: OR=0.90,95%CI 0.80-1.02; Recessive model: OR=0.84,95%CI 0.66-1.06). In a subgroup analysis by nationality, the -819C/T polymorphism was not associated with IBD in both Asians and Caucasians. In the subgroup analysis stratified by IBD type, significant association was found in Crohn’s disease(CD)(CT vs. CC:OR=0.68,95%CI 0.48-0.97). Conclusion: In summary, the present meta-analysis suggests that the IL-10 gene -819C/T polymorphism may be associated with CD risk.