Two dynamic discrete choice estimation problems and simulation method solutions

This paper considers two problems that frequently arise in dynamic discrete choice problems but have not received much attention with regard to simulation methods. The first problem is how to simulate unbiased simulators of probabilities conditional on past history. The second is simulating a discrete transition probability model when the underlying dependent variable is really continuous. Both methods work well relative to reasonable alternatives in the application discussed. However, in both cases, for this application, simpler methods also provide reasonably good results.

Applications of Spreadsheets in Education : The Amazing Power of a Simple Tool

This e-book is devoted to the use of spreadsheets in the service of education in a broad spectrum of disciplines: science, mathematics, engineering, business, and general education. The effort is aimed at collecting the works of prominent researchers and educators that make use of spreadsheets as a means to communicate concepts with high educational value. The e-book brings some of the most recent applications of spreadsheets in education and research to the fore. To offer the reader a broad overview of the diversity of applications, carefully chosen articles from engineering (power systems and control), mathematics (calculus, differential equations, and probability), science (physics and chemistry), and education are provided. Some of these applications make use of Visual Basic for Applications (VBA), a versatile computer language that further expands the functionality of spreadsheets. The material included in this e-book should inspire readers to devise their own applications and enhance their teaching and/or learning experience.

PRMT2 and RORγ expression are associated with breast cancer survival outcomes

Protein arginine methyltransferases (PRMTs) methylate arginine residues on histones and target transcription factors that play critical roles in many cellular processes, including gene transcription, mRNA splicing, proliferation, and differentiation. Recent studies have linked PRMT-dependent epigenetic marks and modifications to carcinogenesis and metastasis in cancer. However, the role of PRMT2-dependent signaling in breast cancer remains obscure. We demonstrate PRMT2 mRNA expression was significantly decreased in breast cancer relative to normal breast. Gene expression profiling, Ingenuity and protein-protein interaction network analysis after PRMT2-short interfering RNA transfection into MCF-7 cells, revealed that PRMT2-dependent gene expression is involved in cell-cycle regulation and checkpoint control, chromosomal instability, DNA repair, and carcinogenesis. For example, PRMT2 depletion achieved the following: 1) increased p21 and decreased cyclinD1 expression in (several) breast cancer cell lines, 2) decreased cell migration, 3) induced an increase in nucleotide excision repair and homologous recombination DNA repair, and 4) increased the probability of distance metastasis free survival (DMFS). The expression of PRMT2 and retinoid-related orphan receptor-γ (RORγ) is inversely correlated in estrogen receptor-positive breast cancer and increased RORγ expression increases DMFS. Furthermore, we found decreased expression of the PRMT2-dependent signature is significantly associated with increased probability of DMFS. Finally, weighted gene coexpression network analysis demonstrated a significant correlation between PRMT2-dependent genes and cell-cycle checkpoint, kinetochore, and DNA repair circuits. Strikingly, these PRMT2-dependent circuits are correlated with pan-cancer metagene signatures associated with epithelial-mesenchymal transition and chromosomal instability. This study demonstrates the role and significant correlation between a histone methyltransferase (PRMT2)-dependent signature, RORγ, the cell-cycle regulation, DNA repair circuits, and breast cancer survival outcomes.

An attack-localizing watermarking scheme for natural language documents

We present a text watermarking scheme that embeds a bitstream watermark Wi in a text document P preserving the meaning, context, and flow of the document. The document is viewed as a set of paragraphs, each paragraph being a set of sentences. The sequence of paragraphs and sentences used to embed watermark bits is permuted using a secret key. Then, English language sentence transformations are used to modify sentence lengths, thus embedding watermarking bits in the Least Significant Bits (LSB) of the sentences’ cardinalities. The embedding and extracting algorithms are public, while the secrecy and security of the watermark depends on a secret key K. The probability of False Positives is extremely small, hence avoiding incidental occurrences of our watermark in random text documents. Majority voting provides security against text addition, deletion, and swapping attacks, further reducing the probability of False Positives. The scheme is secure against the general attacks on text watermarks such as reproduction (photocopying, FAX), reformatting, synonym substitution, text addition, text deletion, text swapping, paragraph shuffling and collusion attacks.

Cheating immune secret sharing

We consider secret sharing with binary shares. This model allows us to use the well developed theory of cryptographically strong boolean functions. We prove that for given secret sharing, the average cheating probability over all cheating and original vectors, i.e., ρ ¯= 1 n ⋅ 2 −n ∑ n c=1 ∑ α∈Vn ρ c,α , satisfies ρ ¯⩾ 1 2 , and the equality holds ⇔ ρc,α satisfies ρc,α = 1/2 for every cheating vector δc and every original vector α. In this case the secret sharing is said to be cheating immune. We further establish a relationship between cheating-immune secret sharing and cryptographic criteria of boolean functions. This enables us to construct cheating-immune secret sharing.

Estimating present day extreme total water level exceedance probabilities around the Australian coastline

The occurrence of extreme water level events along low-lying, highly populated and/or developed coastlines can lead to devastating impacts on coastal infrastructure. Therefore it is very important that the probabilities of extreme water levels are accurately evaluated to inform flood and coastal management and for future planning. The aim of this study was to provide estimates of present day extreme total water level exceedance probabilities around the whole coastline of Australia, arising from combinations of mean sea level, astronomical tide and storm surges generated by both extra-tropical and tropical storms, but exclusive of surface gravity waves. The study has been undertaken in two main stages. In the first stage, a high-resolution (~10 km along the coast) hydrodynamic depth averaged model has been configured for the whole coastline of Australia using the Danish Hydraulics Institute’s Mike21 modelling suite of tools. The model has been forced with astronomical tidal levels, derived from the TPX07.2 global tidal model, and meteorological fields, from the US National Center for Environmental Prediction’s global reanalysis, to generate a 61-year (1949 to 2009) hindcast of water levels. This model output has been validated against measurements from 30 tide gauge sites around Australia with long records. At each of the model grid points located around the coast, time series of annual maxima and the several highest water levels for each year were derived from the multi-decadal water level hindcast and have been fitted to extreme value distributions to estimate exceedance probabilities. Stage 1 provided a reliable estimate of the present day total water level exceedance probabilities around southern Australia, which is mainly impacted by extra-tropical storms. However, as the meteorological fields used to force the hydrodynamic model only weakly include the effects of tropical cyclones the resultant water levels exceedance probabilities were underestimated around western, northern and north-eastern Australia at higher return periods. Even if the resolution of the meteorological forcing was adequate to represent tropical cyclone-induced surges, multi-decadal periods yielded insufficient instances of tropical cyclones to enable the use of traditional extreme value extrapolation techniques. Therefore, in the second stage of the study, a statistical model of tropical cyclone tracks and central pressures was developed using histroic observations. This model was then used to generate synthetic events that represented 10,000 years of cyclone activity for the Australia region, with characteristics based on the observed tropical cyclones over the last ~40 years. Wind and pressure fields, derived from these synthetic events using analytical profile models, were used to drive the hydrodynamic model to predict the associated storm surge response. A random time period was chosen, during the tropical cyclone season, and astronomical tidal forcing for this period was included to account for non-linear interactions between the tidal and surge components. For each model grid point around the coast, annual maximum total levels for these synthetic events were calculated and these were used to estimate exceedance probabilities. The exceedance probabilities from stages 1 and 2 were then combined to provide a single estimate of present day extreme water level probabilities around the whole coastline of Australia.

Converse results to the Wiener attack on RSA

A well-known attack on RSA with low secret-exponent d was given by Wiener about 15 years ago. Wiener showed that using continued fractions, one can efficiently recover the secret-exponent d from the public key (N,e) as long as d < N 1/4. Interestingly, Wiener stated that his attack may sometimes also work when d is slightly larger than N 1/4. This raises the question of how much larger d can be: could the attack work with non-negligible probability for d=N 1/4 + ρ for some constant ρ > 0? We answer this question in the negative by proving a converse to Wiener’s result. Our result shows that, for any fixed ε > 0 and all sufficiently large modulus lengths, Wiener’s attack succeeds with negligible probability over a random choice of d < N δ (in an interval of size Ω(N δ )) as soon as δ > 1/4 + ε. Thus Wiener’s success bound d 1/4. The known attacks in this class (by Verheul and Van Tilborg and Dujella) run in exponential time, so it is natural to ask whether there exists an attack in this class with subexponential run-time. Our second converse result answers this question also in the negative.

Cryptanalysis of block ciphers with overdefined systems of equations

Several recently proposed ciphers, for example Rijndael and Serpent, are built with layers of small S-boxes interconnected by linear key-dependent layers. Their security relies on the fact, that the classical methods of cryptanalysis (e.g. linear or differential attacks) are based on probabilistic characteristics, which makes their security grow exponentially with the number of rounds N r r. In this paper we study the security of such ciphers under an additional hypothesis: the S-box can be described by an overdefined system of algebraic equations (true with probability 1). We show that this is true for both Serpent (due to a small size of S-boxes) and Rijndael (due to unexpected algebraic properties). We study general methods known for solving overdefined systems of equations, such as XL from Eurocrypt’00, and show their inefficiency. Then we introduce a new method called XSL that uses the sparsity of the equations and their specific structure. The XSL attack uses only relations true with probability 1, and thus the security does not have to grow exponentially in the number of rounds. XSL has a parameter P, and from our estimations is seems that P should be a constant or grow very slowly with the number of rounds. The XSL attack would then be polynomial (or subexponential) in N r> , with a huge constant that is double-exponential in the size of the S-box. The exact complexity of such attacks is not known due to the redundant equations. Though the presented version of the XSL attack always gives always more than the exhaustive search for Rijndael, it seems to (marginally) break 256-bit Serpent. We suggest a new criterion for design of S-boxes in block ciphers: they should not be describable by a system of polynomial equations that is too small or too overdefined.

Distinguishing attack on SOBER-128 with linear masking

We present a distinguishing attack against SOBER-128 with linear masking. We found a linear approximation which has a bias of 2^− − 8.8 for the non-linear filter. The attack applies the observation made by Ekdahl and Johansson that there is a sequence of clocks for which the linear combination of some states vanishes. This linear dependency allows that the linear masking method can be applied. We also show that the bias of the distinguisher can be improved (or estimated more precisely) by considering quadratic terms of the approximation. The probability bias of the quadratic approximation used in the distinguisher is estimated to be equal to O(2^− − 51.8), so that we claim that SOBER-128 is distinguishable from truly random cipher by observing O(2^103.6) keystream words.

Field validation of controlled Monte Carlo data generation for statistical damage identification employing Mahalanobis squared distance

This article presents the field applications and validations for the controlled Monte Carlo data generation scheme. This scheme was previously derived to assist the Mahalanobis squared distance–based damage identification method to cope with data-shortage problems which often cause inadequate data multinormality and unreliable identification outcome. To do so, real-vibration datasets from two actual civil engineering structures with such data (and identification) problems are selected as the test objects which are then shown to be in need of enhancement to consolidate their conditions. By utilizing the robust probability measures of the data condition indices in controlled Monte Carlo data generation and statistical sensitivity analysis of the Mahalanobis squared distance computational system, well-conditioned synthetic data generated by an optimal controlled Monte Carlo data generation configurations can be unbiasedly evaluated against those generated by other set-ups and against the original data. The analysis results reconfirm that controlled Monte Carlo data generation is able to overcome the shortage of observations, improve the data multinormality and enhance the reliability of the Mahalanobis squared distance–based damage identification method particularly with respect to false-positive errors. The results also highlight the dynamic structure of controlled Monte Carlo data generation that makes this scheme well adaptive to any type of input data with any (original) distributional condition.

The effect of microscopic texture on the direct plasma surface passivation of Si solar cells

Textured silicon surfaces are widely used in manufacturing of solar cells due to increasing the light absorption probability and also the antireflection properties. However, these Si surfaces have a high density of surface defects that need to be passivated. In this study, the effect of the microscopic surface texture on the plasma surface passivation of solar cells is investigated. The movement of 105 H+ ions in the texture-modified plasma sheath is studied by Monte Carlo numerical simulation. The hydrogen ions are driven by the combined electric field of the plasma sheath and the textured surface. The ion dynamics is simulated, and the relative ion distribution over the textured substrate is presented. This distribution can be used to interpret the quality of the Si dangling bonds saturation and consequently, the direct plasma surface passivation.

Proteins, drug targets and the mechanisms they control : the simple truth about complex networks

Realizing the promise of molecularly targeted inhibitors for cancer therapy will require a new level of knowledge about how a drug target is wired into the control circuitry of a complex cellular network. Here we review general homeostatic principles of cellular networks that enable the cell to be resilient in the face of molecular perturbations, while at the same time being sensitive to subtle input signals. Insights into such mechanisms may facilitate the development of combination therapies that take advantage of the cellular control circuitry, with the aim of achieving higher efficacy at a lower drug dosage and with a reduced probability of drug-resistance development.

Generation of uniform plasmas by crossed internal oscillating current sheets : key concepts and experimental verification

The results of comprehensive experimental studies of the operation, stability, and plasma parameters of the low-frequency (0.46 MHz) inductively coupled plasmas sustained by the internal oscillating rf current are reported. The rf plasma is generated by using a custom-designed configuration of the internal rf coil that comprises two perpendicular sets of eight currents in each direction. Various diagnostic tools, such as magnetic probes, optical emission spectroscopy, and an rf-compensated Langmuir probe were used to investigate the electromagnetic, optical, and global properties of the argon plasma in wide ranges of the applied rf power and gas feedstock pressure. It is found that the uniformity of the electromagnetic field inside the plasma reactor is improved as compared to the conventional sources of inductively coupled plasmas with the external flat coil configuration. A reasonable agreement between the experimental data and computed electromagnetic field topography inside the chamber is reported. The Langmuir probe measurements reveal that the spatial profiles of the electron density, the effective electron temperature, plasma potential, and electron energy distribution/probability functions feature a high degree of the radial and axial uniformity and a weak azimuthal dependence, which is consistent with the earlier theoretical predictions. As the input rf power increases, the azimuthal dependence of the global plasma parameters vanishes. The obtained results demonstrate that by introducing the internal oscillated rf currents one can noticeably improve the uniformity of electromagnetic field topography, rf power deposition, and the plasma density in the reactor.

The cost-effectiveness of total laparoscopic hysterectomy compared to total abdominal hysterectomy for the treatment of early stage endometrial cancer

Objective To summarise how costs and health benefits will change with the adoption of total laparoscopic hysterectomy compared to total abdominal hysterectomy for the treatment of early stage endometrial cancer. Design Cost-effectiveness modelling using the information from a randomised controlled trial. Participants Two hypothetical modelled cohorts of 1000 individuals undergoing total laparoscopic hysterectomy and total abdominal hysterectomy. Outcome measures Surgery costs; hospital bed days used; total healthcare costs; quality-adjusted life years; and net monetary benefits. Results For 1000 individuals receiving total laparoscopic hysterectomy surgery, the costs were $509 575 higher, 3548 hospital fewer bed days were used and total health services costs were reduced by $3 746 221. There were 39.13 more quality-adjusted life years for a 5 year period following surgery. Conclusions The adoption of total laparoscopic hysterectomy is almost certainly a good decision for health services policy makers. There is 100% probability that it will be cost saving to health services, a 86.8% probability that it will increase health benefits and a 99.5% chance that it returns net monetary benefits greater than zero.

Control and diagnostics of inductively coupled plasmas for chemical vapour deposition of nanocomposite carbon nitride-based films

Control and diagnostics of low-frequency (∼ 500 kHz) inductively coupled plasmas for chemical vapor deposition (CVD) of nano-composite carbon nitride-based films is reported. Relation between the discharge control parameters, plasma electron energy distribution/probability functions (EEDF/EEPF), and elemental composition in the deposited C-N based thin films is investigated. Langmuir probe technique is employed to monitor the plasma density and potential, effective electron temperature, and EEDFs/EEPFs in Ar + N2 + CH4 discharges. It is revealed that varying RF power and gas composition/pressure one can engineer the EEDFs/EEPFs to enhance the desired plasma-chemical gas-phase reactions thus controlling the film chemical structure. Auxiliary diagnostic tools for study of the RF power deposition, plasma composition, stability, and optical emission are discussed as well.