992 resultados para Almost stochastic dominance


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Genomic and proteomic analyses have attracted a great deal of interests in biological research in recent years. Many methods have been applied to discover useful information contained in the enormous databases of genomic sequences and amino acid sequences. The results of these investigations inspire further research in biological fields in return. These biological sequences, which may be considered as multiscale sequences, have some specific features which need further efforts to characterise using more refined methods. This project aims to study some of these biological challenges with multiscale analysis methods and stochastic modelling approach. The first part of the thesis aims to cluster some unknown proteins, and classify their families as well as their structural classes. A development in proteomic analysis is concerned with the determination of protein functions. The first step in this development is to classify proteins and predict their families. This motives us to study some unknown proteins from specific families, and to cluster them into families and structural classes. We select a large number of proteins from the same families or superfamilies, and link them to simulate some unknown large proteins from these families. We use multifractal analysis and the wavelet method to capture the characteristics of these linked proteins. The simulation results show that the method is valid for the classification of large proteins. The second part of the thesis aims to explore the relationship of proteins based on a layered comparison with their components. Many methods are based on homology of proteins because the resemblance at the protein sequence level normally indicates the similarity of functions and structures. However, some proteins may have similar functions with low sequential identity. We consider protein sequences at detail level to investigate the problem of comparison of proteins. The comparison is based on the empirical mode decomposition (EMD), and protein sequences are detected with the intrinsic mode functions. A measure of similarity is introduced with a new cross-correlation formula. The similarity results show that the EMD is useful for detection of functional relationships of proteins. The third part of the thesis aims to investigate the transcriptional regulatory network of yeast cell cycle via stochastic differential equations. As the investigation of genome-wide gene expressions has become a focus in genomic analysis, researchers have tried to understand the mechanisms of the yeast genome for many years. How cells control gene expressions still needs further investigation. We use a stochastic differential equation to model the expression profile of a target gene. We modify the model with a Gaussian membership function. For each target gene, a transcriptional rate is obtained, and the estimated transcriptional rate is also calculated with the information from five possible transcriptional regulators. Some regulators of these target genes are verified with the related references. With these results, we construct a transcriptional regulatory network for the genes from the yeast Saccharomyces cerevisiae. The construction of transcriptional regulatory network is useful for detecting more mechanisms of the yeast cell cycle.

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Focusing on the conditions that an optimization problem may comply with, the so-called convergence conditions have been proposed and sequentially a stochastic optimization algorithm named as DSZ algorithm is presented in order to deal with both unconstrained and constrained optimizations. The principle is discussed in the theoretical model of DSZ algorithm, from which we present the practical model of DSZ algorithm. Practical model efficiency is demonstrated by the comparison with the similar algorithms such as Enhanced simulated annealing (ESA), Monte Carlo simulated annealing (MCS), Sniffer Global Optimization (SGO), Directed Tabu Search (DTS), and Genetic Algorithm (GA), using a set of well-known unconstrained and constrained optimization test cases. Meanwhile, further attention goes to the strategies how to optimize the high-dimensional unconstrained problem using DSZ algorithm.

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We study the regret of optimal strategies for online convex optimization games. Using von Neumann's minimax theorem, we show that the optimal regret in this adversarial setting is closely related to the behavior of the empirical minimization algorithm in a stochastic process setting: it is equal to the maximum, over joint distributions of the adversary's action sequence, of the difference between a sum of minimal expected losses and the minimal empirical loss. We show that the optimal regret has a natural geometric interpretation, since it can be viewed as the gap in Jensen's inequality for a concave functional--the minimizer over the player's actions of expected loss--defined on a set of probability distributions. We use this expression to obtain upper and lower bounds on the regret of an optimal strategy for a variety of online learning problems. Our method provides upper bounds without the need to construct a learning algorithm; the lower bounds provide explicit optimal strategies for the adversary. Peter L. Bartlett, Alexander Rakhlin

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Maximum-likelihood estimates of the parameters of stochastic differential equations are consistent and asymptotically efficient, but unfortunately difficult to obtain if a closed-form expression for the transitional probability density function of the process is not available. As a result, a large number of competing estimation procedures have been proposed. This article provides a critical evaluation of the various estimation techniques. Special attention is given to the ease of implementation and comparative performance of the procedures when estimating the parameters of the Cox–Ingersoll–Ross and Ornstein–Uhlenbeck equations respectively.

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The Upper Roper River is one of the Australia’s unique tropical rivers which have been largely untouched by development. The Upper Roper River catchment comprises the sub-catchments of the Waterhouse River and Roper Creek, the two tributaries of the Roper River. There is a complex geological setting with different aquifer types. In this seasonal system, close interaction between surface water and groundwater contributes to both streamflow and sustaining ecosystems. The interaction is highly variable between seasons. A conceptual hydrogeological model was developed to investigate the different hydrological processes and geochemical parameters, and determine the baseline characteristics of water resources of this pristine catchment. In the catchment, long term average rainfall is around 850 mm and is summer dominant which significantly influences the total hydrological system. The difference between seasons is pronounced, with high rainfall up to 600 mm/month in the wet season, and negligible rainfall in the dry season. Canopy interception significantly reduces the amount of effective rainfall because of the native vegetation cover in the pristine catchment. Evaporation exceeds rainfall the majority of the year. Due to elevated evaporation and high temperature in the tropics, at least 600 mm of annual rainfall is required to generate potential recharge. Analysis of 120 years of rainfall data trend helped define “wet” and “dry periods”: decreasing trend corresponds to dry periods, and increasing trend to wet periods. The period from 1900 to 1970 was considered as Dry period 1, when there were years with no effective rainfall, and if there was, the intensity of rainfall was around 300 mm. The period 1970 – 1985 was identified as the Wet period 2, when positive effective rainfall occurred in almost every year, and the intensity reached up to 700 mm. The period 1985 – 1995 was the Dry period 2, with similar characteristics as Dry period 1. Finally, the last decade was the Wet period 2, with effective rainfall intensity up to 800 mm. This variability in rainfall over decades increased/decreased recharge and discharge, improving/reducing surface water and groundwater quantity and quality in different wet and dry periods. The stream discharge follows the rainfall pattern. In the wet season, the aquifer is replenished, groundwater levels and groundwater discharge are high, and surface runoff is the dominant component of streamflow. Waterhouse River contributes two thirds and Roper Creek one third to Roper River flow. As the dry season progresses, surface runoff depletes, and groundwater becomes the main component of stream flow. Flow in Waterhouse River is negligible, the Roper Creek dries up, but the Roper River maintains its flow throughout the year. This is due to the groundwater and spring discharge from the highly permeable Tindall Limestone and tufa aquifers. Rainfall seasonality and lithology of both the catchment and aquifers are shown to influence water chemistry. In the wet season, dilution of water bodies by rainwater is the main process. In the dry season, when groundwater provides baseflow to the streams, their chemical composition reflects lithology of the aquifers, in particular the karstic areas. Water chemistry distinguishes four types of aquifer materials described as alluvium, sandstone, limestone and tufa. Surface water in the headwaters of the Waterhouse River, the Roper Creek and their tributaries are freshwater, and reflect the alluvium and sandstone aquifers. At and downstream of the confluence of the Roper River, river water chemistry indicates the influence of rainfall dilution in the wet season, and the signature of the Tindall Limestone and tufa aquifers in the dry. Rainbow Spring on the Waterhouse River and Bitter Spring on the Little Roper River (known as Roper Creek at the headwaters) discharge from the Tindall Limestone. Botanic Walk Spring and Fig Tree Spring discharge into the Roper River from tufa. The source of water was defined based on water chemical composition of the springs, surface and groundwater. The mechanisms controlling surface water chemistry were examined to define the dominance of precipitation, evaporation or rock weathering on the water chemical composition. Simple water balance models for the catchment have been developed. The important aspects to be considered in water resource planning of this total system are the naturally high salinity in the region, especially the downstream sections, and how unpredictable climate variation may impact on the natural seasonal variability of water volumes and surface-subsurface interaction.

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Bistability arises within a wide range of biological systems from the λ phage switch in bacteria to cellular signal transduction pathways in mammalian cells. Changes in regulatory mechanisms may result in genetic switching in a bistable system. Recently, more and more experimental evidence in the form of bimodal population distributions indicates that noise plays a very important role in the switching of bistable systems. Although deterministic models have been used for studying the existence of bistability properties under various system conditions, these models cannot realize cell-to-cell fluctuations in genetic switching. However, there is a lag in the development of stochastic models for studying the impact of noise in bistable systems because of the lack of detailed knowledge of biochemical reactions, kinetic rates, and molecular numbers. In this work, we develop a previously undescribed general technique for developing quantitative stochastic models for large-scale genetic regulatory networks by introducing Poisson random variables into deterministic models described by ordinary differential equations. Two stochastic models have been proposed for the genetic toggle switch interfaced with either the SOS signaling pathway or a quorum-sensing signaling pathway, and we have successfully realized experimental results showing bimodal population distributions. Because the introduced stochastic models are based on widely used ordinary differential equation models, the success of this work suggests that this approach is a very promising one for studying noise in large-scale genetic regulatory networks.

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We seek numerical methods for second‐order stochastic differential equations that reproduce the stationary density accurately for all values of damping. A complete analysis is possible for scalar linear second‐order equations (damped harmonic oscillators with additive noise), where the statistics are Gaussian and can be calculated exactly in the continuous‐time and discrete‐time cases. A matrix equation is given for the stationary variances and correlation for methods using one Gaussian random variable per timestep. The only Runge–Kutta method with a nonsingular tableau matrix that gives the exact steady state density for all values of damping is the implicit midpoint rule. Numerical experiments, comparing the implicit midpoint rule with Heun and leapfrog methods on nonlinear equations with additive or multiplicative noise, produce behavior similar to the linear case.

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Discrete stochastic simulations, via techniques such as the Stochastic Simulation Algorithm (SSA) are a powerful tool for understanding the dynamics of chemical kinetics when there are low numbers of certain molecular species. However, an important constraint is the assumption of well-mixedness and homogeneity. In this paper, we show how to use Monte Carlo simulations to estimate an anomalous diffusion parameter that encapsulates the crowdedness of the spatial environment. We then use this parameter to replace the rate constants of bimolecular reactions by a time-dependent power law to produce an SSA valid in cases where anomalous diffusion occurs or the system is not well-mixed (ASSA). Simulations then show that ASSA can successfully predict the temporal dynamics of chemical kinetics in a spatially constrained environment.