991 resultados para Stochastic sequences.


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A working memory model is described that is capable of storing and recalling arbitrary temporal sequences of events, including repeated items. These memories encode the invariant temporal order of sequential events that may be presented at widely differing speeds, durations, and interstimulus intervals. This temporal order code is designed to enable all possible groupings of sequential events to be stably learned and remembered in real time, even as new events perturb the system.

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Neural network models of working memory, called Sustained Temporal Order REcurrent (STORE) models, are described. They encode the invariant temporal order of sequential events in short term memory (STM) in a way that mimics cognitive data about working memory, including primacy, recency, and bowed order and error gradients. As new items are presented, the pattern of previously stored items is invariant in the sense that, relative activations remain constant through time. This invariant temporal order code enables all possible groupings of sequential events to be stably learned and remembered in real time, even as new events perturb the system. Such a competence is needed to design self-organizing temporal recognition and planning systems in which any subsequence of events may need to be categorized in order to to control and predict future behavior or external events. STORE models show how arbitrary event sequences may be invariantly stored, including repeated events. A preprocessor interacts with the working memory to represent event repeats in spatially separate locations. It is shown why at least two processing levels are needed to invariantly store events presented with variable durations and interstimulus intervals. It is also shown how network parameters control the type and shape of primacy, recency, or bowed temporal order gradients that will be stored.

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The last 30 years have seen Fuzzy Logic (FL) emerging as a method either complementing or challenging stochastic methods as the traditional method of modelling uncertainty. But the circumstances under which FL or stochastic methods should be used are shrouded in disagreement, because the areas of application of statistical and FL methods are overlapping with differences in opinion as to when which method should be used. Lacking are practically relevant case studies comparing these two methods. This work compares stochastic and FL methods for the assessment of spare capacity on the example of pharmaceutical high purity water (HPW) utility systems. The goal of this study was to find the most appropriate method modelling uncertainty in industrial scale HPW systems. The results provide evidence which suggests that stochastic methods are superior to the methods of FL in simulating uncertainty in chemical plant utilities including HPW systems in typical cases whereby extreme events, for example peaks in demand, or day-to-day variation rather than average values are of interest. The average production output or other statistical measures may, for instance, be of interest in the assessment of workshops. Furthermore the results indicate that the stochastic model should be used only if found necessary by a deterministic simulation. Consequently, this thesis concludes that either deterministic or stochastic methods should be used to simulate uncertainty in chemical plant utility systems and by extension some process system because extreme events or the modelling of day-to-day variation are important in capacity extension projects. Other reasons supporting the suggestion that stochastic HPW models are preferred to FL HPW models include: 1. The computer code for stochastic models is typically less complex than a FL models, thus reducing code maintenance and validation issues. 2. In many respects FL models are similar to deterministic models. Thus the need for a FL model over a deterministic model is questionable in the case of industrial scale HPW systems as presented here (as well as other similar systems) since the latter requires simpler models. 3. A FL model may be difficult to "sell" to an end-user as its results represent "approximate reasoning" a definition of which is, however, lacking. 4. Stochastic models may be applied with some relatively minor modifications on other systems, whereas FL models may not. For instance, the stochastic HPW system could be used to model municipal drinking water systems, whereas the FL HPW model should or could not be used on such systems. This is because the FL and stochastic model philosophies of a HPW system are fundamentally different. The stochastic model sees schedule and volume uncertainties as random phenomena described by statistical distributions based on either estimated or historical data. The FL model, on the other hand, simulates schedule uncertainties based on estimated operator behaviour e.g. tiredness of the operators and their working schedule. But in a municipal drinking water distribution system the notion of "operator" breaks down. 5. Stochastic methods can account for uncertainties that are difficult to model with FL. The FL HPW system model does not account for dispensed volume uncertainty, as there appears to be no reasonable method to account for it with FL whereas the stochastic model includes volume uncertainty.

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Many deterministic models with hysteresis have been developed in the areas of economics, finance, terrestrial hydrology and biology. These models lack any stochastic element which can often have a strong effect in these areas. In this work stochastically driven closed loop systems with hysteresis type memory are studied. This type of system is presented as a possible stochastic counterpart to deterministic models in the areas of economics, finance, terrestrial hydrology and biology. Some price dynamics models are presented as a motivation for the development of this type of model. Numerical schemes for solving this class of stochastic differential equation are developed in order to examine the prototype models presented. As a means of further testing the developed numerical schemes, numerical examination is made of the behaviour near equilibrium of coupled ordinary differential equations where the time derivative of the Preisach operator is included in one of the equations. A model of two phenotype bacteria is also presented. This model is examined to explore memory effects and related hysteresis effects in the area of biology. The memory effects found in this model are similar to that found in the non-ideal relay. This non-ideal relay type behaviour is used to model a colony of bacteria with multiple switching thresholds. This model contains a Preisach type memory with a variable Preisach weight function. Shown numerically for this multi-threshold model is a pattern formation for the distribution of the phenotypes among the available thresholds.

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We exploit the distributional information contained in high-frequency intraday data in constructing a simple conditional moment estimator for stochastic volatility diffusions. The estimator is based on the analytical solutions of the first two conditional moments for the latent integrated volatility, the realization of which is effectively approximated by the sum of the squared high-frequency increments of the process. Our simulation evidence indicates that the resulting GMM estimator is highly reliable and accurate. Our empirical implementation based on high-frequency five-minute foreign exchange returns suggests the presence of multiple latent stochastic volatility factors and possible jumps. © 2002 Elsevier Science B.V. All rights reserved.

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A recent quantum computing paper (G. S. Uhrig, Phys. Rev. Lett. 98, 100504 (2007)) analytically derived optimal pulse spacings for a multiple spin echo sequence designed to remove decoherence in a two-level system coupled to a bath. The spacings in what has been called a "Uhrig dynamic decoupling (UDD) sequence" differ dramatically from the conventional, equal pulse spacing of a Carr-Purcell-Meiboom-Gill (CPMG) multiple spin echo sequence. The UDD sequence was derived for a model that is unrelated to magnetic resonance, but was recently shown theoretically to be more general. Here we show that the UDD sequence has theoretical advantages for magnetic resonance imaging of structured materials such as tissue, where diffusion in compartmentalized and microstructured environments leads to fluctuating fields on a range of different time scales. We also show experimentally, both in excised tissue and in a live mouse tumor model, that optimal UDD sequences produce different T(2)-weighted contrast than do CPMG sequences with the same number of pulses and total delay, with substantial enhancements in most regions. This permits improved characterization of low-frequency spectral density functions in a wide range of applications.

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Continuing our development of a mathematical theory of stochastic microlensing, we study the random shear and expected number of random lensed images of different types. In particular, we characterize the first three leading terms in the asymptotic expression of the joint probability density function (pdf) of the random shear tensor due to point masses in the limit of an infinite number of stars. Up to this order, the pdf depends on the magnitude of the shear tensor, the optical depth, and the mean number of stars through a combination of radial position and the star's mass. As a consequence, the pdf's of the shear components are seen to converge, in the limit of an infinite number of stars, to shifted Cauchy distributions, which shows that the shear components have heavy tails in that limit. The asymptotic pdf of the shear magnitude in the limit of an infinite number of stars is also presented. All the results on the random microlensing shear are given for a general point in the lens plane. Extending to the general random distributions (not necessarily uniform) of the lenses, we employ the Kac-Rice formula and Morse theory to deduce general formulas for the expected total number of images and the expected number of saddle images. We further generalize these results by considering random sources defined on a countable compact covering of the light source plane. This is done to introduce the notion of global expected number of positive parity images due to a general lensing map. Applying the result to microlensing, we calculate the asymptotic global expected number of minimum images in the limit of an infinite number of stars, where the stars are uniformly distributed. This global expectation is bounded, while the global expected number of images and the global expected number of saddle images diverge as the order of the number of stars. © 2009 American Institute of Physics.

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The BUZ/Znf-UBP domain is a protein module found in the cytoplasmic deacetylase HDAC6, E3 ubiquitin ligase BRAP2/IMP, and a subfamily of ubiquitin-specific proteases. Although several BUZ domains have been shown to bind ubiquitin with high affinity by recognizing its C-terminal sequence (RLRGG-COOH), it is currently unknown whether the interaction is sequence-specific or whether the BUZ domains are capable of binding to proteins other than ubiquitin. In this work, the BUZ domains of HDAC6 and Ubp-M were subjected to screening against a one-bead-one-compound (OBOC) peptide library that exhibited random peptide sequences with free C-termini. Sequence analysis of the selected binding peptides as well as alanine scanning studies revealed that the BUZ domains require a C-terminal Gly-Gly motif for binding. At the more N-terminal positions, the two BUZ domains have distinct sequence specificities, allowing them to bind to different peptides and/or proteins. A database search of the human proteome on the basis of the BUZ domain specificities identified 11 and 24 potential partner proteins for Ubp-M and HDAC6 BUZ domains, respectively. Peptides corresponding to the C-terminal sequences of four of the predicted binding partners (FBXO11, histone H4, PTOV1, and FAT10) were synthesized and tested for binding to the BUZ domains by fluorescence polarization. All four peptides bound to the HDAC6 BUZ domain with low micromolar K(D) values and less tightly to the Ubp-M BUZ domain. Finally, in vitro pull-down assays showed that the Ubp-M BUZ domain was capable of binding to the histone H3-histone H4 tetramer protein complex. Our results suggest that BUZ domains are sequence-specific protein-binding modules, with each BUZ domain potentially binding to a different subset of proteins.

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We have used analytical ultracentrifugation to characterize the binding of the methionine repressor protein, MetJ, to synthetic oligonucleotides containing zero to five specific recognition sites, called metboxes. For all lengths of DNA studied, MetJ binds more tightly to repeats of the consensus sequence than to naturally occurring metboxes, which exhibit a variable number of deviations from the consensus. Strong cooperative binding occurs only in the presence of two or more tandem metboxes, which facilitate protein-protein contacts between adjacent MetJ dimers, but weak affinity is detected even with DNA containing zero or one metbox. The affinity of MetJ for all of the DNA sequences studied is enhanced by the addition of SAM, the known cofactor for MetJ in the cell. This effect extends to oligos containing zero or one metbox, both of which bind two MetJ dimers. In the presence of a large excess concentration of metbox DNA, the effect of cooperativity is to favor populations of DNA oligos bound by two or more MetJ dimers rather than a stochastic redistribution of the repressor onto all available metboxes. These results illustrate the dynamic range of binding affinity and repressor assembly that MetJ can exhibit with DNA and the effect of the corepressor SAM on binding to both specific and nonspecific DNA.

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We describe a general technique for determining upper bounds on maximal values (or lower bounds on minimal costs) in stochastic dynamic programs. In this approach, we relax the nonanticipativity constraints that require decisions to depend only on the information available at the time a decision is made and impose a "penalty" that punishes violations of nonanticipativity. In applications, the hope is that this relaxed version of the problem will be simpler to solve than the original dynamic program. The upper bounds provided by this dual approach complement lower bounds on values that may be found by simulating with heuristic policies. We describe the theory underlying this dual approach and establish weak duality, strong duality, and complementary slackness results that are analogous to the duality results of linear programming. We also study properties of good penalties. Finally, we demonstrate the use of this dual approach in an adaptive inventory control problem with an unknown and changing demand distribution and in valuing options with stochastic volatilities and interest rates. These are complex problems of significant practical interest that are quite difficult to solve to optimality. In these examples, our dual approach requires relatively little additional computation and leads to tight bounds on the optimal values. © 2010 INFORMS.

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The transition of the mammalian cell from quiescence to proliferation is a highly variable process. Over the last four decades, two lines of apparently contradictory, phenomenological models have been proposed to account for such temporal variability. These include various forms of the transition probability (TP) model and the growth control (GC) model, which lack mechanistic details. The GC model was further proposed as an alternative explanation for the concept of the restriction point, which we recently demonstrated as being controlled by a bistable Rb-E2F switch. Here, through a combination of modeling and experiments, we show that these different lines of models in essence reflect different aspects of stochastic dynamics in cell cycle entry. In particular, we show that the variable activation of E2F can be described by stochastic activation of the bistable Rb-E2F switch, which in turn may account for the temporal variability in cell cycle entry. Moreover, we show that temporal dynamics of E2F activation can be recast into the frameworks of both the TP model and the GC model via parameter mapping. This mapping suggests that the two lines of phenomenological models can be reconciled through the stochastic dynamics of the Rb-E2F switch. It also suggests a potential utility of the TP or GC models in defining concise, quantitative phenotypes of cell physiology. This may have implications in classifying cell types or states.

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The molecular networks regulating the G1-S transition in budding yeast and mammals are strikingly similar in network structure. However, many of the individual proteins performing similar network roles appear to have unrelated amino acid sequences, suggesting either extremely rapid sequence evolution, or true polyphyly of proteins carrying out identical network roles. A yeast/mammal comparison suggests that network topology, and its associated dynamic properties, rather than regulatory proteins themselves may be the most important elements conserved through evolution. However, recent deep phylogenetic studies show that fungal and animal lineages are relatively closely related in the opisthokont branch of eukaryotes. The presence in plants of cell cycle regulators such as Rb, E2F and cyclins A and D, that appear lost in yeast, suggests cell cycle control in the last common ancestor of the eukaryotes was implemented with this set of regulatory proteins. Forward genetics in non-opisthokonts, such as plants or their green algal relatives, will provide direct information on cell cycle control in these organisms, and may elucidate the potentially more complex cell cycle control network of the last common eukaryotic ancestor.

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© 2015 Society for Industrial and Applied Mathematics.We consider parabolic PDEs with randomly switching boundary conditions. In order to analyze these random PDEs, we consider more general stochastic hybrid systems and prove convergence to, and properties of, a stationary distribution. Applying these general results to the heat equation with randomly switching boundary conditions, we find explicit formulae for various statistics of the solution and obtain almost sure results about its regularity and structure. These results are of particular interest for biological applications as well as for their significant departure from behavior seen in PDEs forced by disparate Gaussian noise. Our general results also have applications to other types of stochastic hybrid systems, such as ODEs with randomly switching right-hand sides.

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We present a theory of hypoellipticity and unique ergodicity for semilinear parabolic stochastic PDEs with "polynomial" nonlinearities and additive noise, considered as abstract evolution equations in some Hilbert space. It is shown that if Hörmander's bracket condition holds at every point of this Hilbert space, then a lower bound on the Malliavin covariance operatorμt can be obtained. Informally, this bound can be read as "Fix any finite-dimensional projection on a subspace of sufficiently regular functions. Then the eigenfunctions of μt with small eigenvalues have only a very small component in the image of Π." We also show how to use a priori bounds on the solutions to the equation to obtain good control on the dependency of the bounds on the Malliavin matrix on the initial condition. These bounds are sufficient in many cases to obtain the asymptotic strong Feller property introduced in [HM06]. One of the main novel technical tools is an almost sure bound from below on the size of "Wiener polynomials," where the coefficients are possibly non-adapted stochastic processes satisfying a Lips chitz condition. By exploiting the polynomial structure of the equations, this result can be used to replace Norris' lemma, which is unavailable in the present context. We conclude by showing that the two-dimensional stochastic Navier-Stokes equations and a large class of reaction-diffusion equations fit the framework of our theory.