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Bayesian Testing Of Granger Causality In Functional Time Series

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arXiv 2021年

作者： Sen, Rituparna Majumdar, Anandamayee Sikaria, Shubhangi Applied Statistics Unit Indian Statistical Institute 8th Mile Mysore Rd RVCE Post KA Bangalore560059 India Stock Assessment Program Inter-American Tropical Tuna Commission San DiegoCA United States Department of Mathematics Indian Institute of Technology Madras TN Chennai India

We develop a multivariate functional autoregressive model (MFAR), which captures the cross-correlation among multiple functional time series and thus improves forecast accuracy. We estimate the parameters under the Bayesian dynamic linear models (DLM) framework. In order to capture Granger causality from one FAR series to another we employ Bayes Factor. Motivated by the broad application of functional data in finance, we investigate the causality between the yield curves of two countries. Furthermore, we illustrate a climatology example, examining whether the weather conditions Granger cause pollutant daily levels in a city. Copyright © 2021, The Authors. All rights reserved.

关键词： Statistical tests

Spectral Top-Down Recovery of Latent Tree Models

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arXiv 2021年

作者： Aizenbud, Yariv Jaffe, Ariel Wang, Meng Hu, Amber Amsel, Noah Nadler, Boaz Chang, Joseph T. Kluger, Yuval Program in Applied Mathematics Yale University New HavenCT06511 United States Department of Computer Science Weizmann Institute of Science Rehovot76100 Israel Department of Statistics Yale University New HavenCT06520 United States Interdepartmental Program in Computational Biology and Bioinformatics Yale University New HavenCT06511 United States Department of Pathology Yale University New HavenCT06511 United States

Modeling the distribution of high dimensional data by a latent tree graphical model is a prevalent approach in multiple scientific domains. A common task is to infer the underlying tree structure, given only observations of its terminal nodes. Many algorithms for tree recovery are computationally intensive, which limits their applicability to trees of moderate size. For large trees, a common approach, termed divide-and-conquer, is to recover the tree structure in two steps. First, recover the structure separately of multiple, possibly random subsets of the terminal nodes. Second, merge the resulting subtrees to form a full tree. Here, we develop Spectral Top-Down Recovery (STDR), a deterministic divide-and-conquer approach to infer large latent tree models. Unlike previous methods, STDR partitions the terminal nodes in a non random way, based on the Fiedler vector of a suitable Laplacian matrix related to the observed nodes. We prove that under certain conditions, this partitioning is consistent with the tree structure. This, in turn, leads to a significantly simpler merging procedure of the small subtrees. We prove that STDR is statistically consistent and bound the number of samples required to accurately recover the tree with high probability. Using simulated data from several common tree models in phylogenetics, we demonstrate that STDR has a significant advantage in terms of runtime, with improved or similar accuracy. Copyright © 2021, The Authors. All rights reserved.

关键词： Recovery

Ecumenical modal logic

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arXiv 2020年

作者： Marin, Sonia Pereira, Luiz Carlos Pimentel, Elaine Sales, Emerson Department of Computer Science University College London United Kingdom Philosophy Department PUC-Rio Brazil Department of Mathematics UFRN Brazil Graduate Program of Applied Mathematics and Statistics UFRN Brazil

The discussion about how to put together Gentzen's systems for classical and intuitionistic logic in a single unified system is back in fashion. Indeed, recently Prawitz and others have been discussing the so called Ecumenical Systems, where connectives from these logics can co-exist in peace. In Prawitz' system, the classical logician and the intuitionistic logician would share the universal quantifier, conjunction, negation, and the constant for the absurd, but they would each have their own existential quantifier, disjunction, and implication, with different meanings. Prawitz' main idea is that these different meanings are given by a semantical framework that can be accepted by both parties. In a recent work, Ecumenical sequent calculi and a nested system were presented, and some very interesting proof theoretical properties of the systems were established. In this work we extend Prawitz' Ecumenical idea to alethic *** Codes 03B45, 03F03 Copyright © 2020, The Authors. All rights reserved.

关键词： Computer circuits

Theoretical background of innovation in services in small and medium-sized enterprises: literature mapping

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Journal of Innovation and Entrepreneurship 2020年第1期9卷 1-26页

作者： de Oliveira Sousa, Saymon Ricardo da Silva, Wesley Vieira da Veiga, Claudimar Pereira Zanini, Roselaine Ruviaro Statistics Department Federal University of Santa Maria – UFSM Building 13 Office 1205 C – CCNE Roraima Ave 1000 Santa Maria RS Brazil Department of General Applied Administration Federal University of Parana – UFPR Lathório Meissner Ave 632 Curitiba PR Brazil Post-Graduation Program of Production Engineering Federal University of Santa Maria UFSM Roraima Ave 1000 Santa Maria 97105-100 RS Brazil

The aim of this study was to map the innovation of services in small and medium-sized enterprises, as reported on the Web of Science and SCOPUS databases, using a structured review, involving 121 papers published between 1946 and 2019. There has been an increase in the number of studies in recent years, covering 23 countries on six continents, with the UK representing 48.78% of the studies. Patterns in the use of methods applied in research were identified, as well as a conceptual structure of the field. The main areas of science were finance, marketing, energy, and green engineering. The study makes an original contribution to the literature, highlighting the interest in the expansion of knowledge among the academic community, in addition to enabling a deeper analysis of the relation between the evaluated constructs. © 2020, The Author(s).

关键词： Innovation in services Literature mapping Small and medium-sized enterprises Systematic literature review

Periodicity Scoring of Time Series Encodes Dynamical Behavior of the Tumor Suppressor p53 ⁎ ⁎

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IFAC-PapersOnLine 2021年第9期54卷 488-495页

作者： Caroline Moosmüller Christopher J. Tralie Mahdi Kooshkbaghi Zehor Belkhatir Maryam Pouryahya José Reyes Joseph O. Deasy Allen R. Tannenbaum Ioannis G. Kevrekidis C. Moosmüller and C. Tralie contributed equally to this work Department of Mathematics University of California San Diego La Jolla CA 92093 USA Department of Medical Physics Memorial Sloan-Kettering Cancer Center NY USA Department of Chemical and Biomolecular Engineering Johns Hopkins University Baltimore MD 21218 USA Department of Mathematics and Computer Science Ursinus College Collegeville PA USA Program in Applied and Computational Mathematics Princeton University NJ USA School of Engineering and Sustainable Development De Montfort University Leicester UK Cancer Biology and Genetics Program and Computational and Systems Biology Program Memorial Sloan-Kettering Cancer Center New York NY 10065 USA and Department of Systems Biology Harvard Medical School Boston MA 02115 USA Departments of Computer Science and Applied Mathematics & Statistics Stony Brook University NY USA

In this paper we analyze the dynamical behavior of the tumor suppressor protein p53, an essential player in the cellular stress response, which prevents a cell from dividing if severe DNA damage is present. When this response system is malfunctioning, e.g. due to mutations in p53, uncontrolled cell proliferation may lead to the development of cancer. Understanding the behavior of p53 is thus crucial to prevent its failing. It has been shown in various experiments that periodicity of the p53 signal is one of the main descriptors of its dynamics, and that its pulsing behavior (regular vs. spontaneous) indicates the level and type of cellular stress. In the present work, we introduce an algorithm to score the local periodicity of a given time series (such as the p53 signal), which we call Detrended Autocorrelation Periodicity Scoring (DAPS). It applies pitch detection (via autocorrelation) on sliding windows of the entire time series to describe the overall periodicity by a distribution of localized pitch scores. We apply DAPS to the p53 time series obtained from single cell experiments and establish a correlation between the periodicity scoring of a cell’s p53 signal and the number of cell division events. In particular, we show that high periodicity scoring of p53 is correlated to a low number of cell divisions and vice versa. We show similar results with a more computationally intensive state-of-the-art periodicity scoring algorithm based on topology known as Sw1PerS. This correlation has two major implications: It demonstrates that periodicity scoring of the p53 signal is a good descriptor for cellular stress, and it connects the high variability of p53 periodicity observed in cell populations to the variability in the number of cell division events.

关键词： Systems biology cellular systems time series modeling bioinformatics computational biology

Parallelized Domain Decomposition for Multi-Dimensional Lagrangian Random Walk, Mass-Transfer Particle Tracking Schemes

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SSRN

SSRN 2022年

作者： Schauer, Lucas Schmidt, Michael J. Engdahl, Nicholas B. Pankavich, Stephen D. Benson, David A. Bolster, Diogo Department of Applied Mathematics and Statistics Colorado School of Mines GoldenCO80401 United States Center for Computing Research Sandia National Laboratories AlbuquerqueNM87185 United States Department of Civil and Environmental Engineering Washington State University PullmanWA99164 United States Hydrologic Science and Engineering Program Department of Geology and Geological Engineering Colorado School of Mines GoldenCO80401 United States Department of Civil and Environmental Engineering and Earth Sciences University of Notre Dame Notre DameIN46556 United States

We develop a multi-dimensional, parallelized domain decomposition strategy (DDC) for mass-transfer particle tracking (MTPT) methods. These methods are a type of Lagrangian algorithm for simulating reactive transport and are able to be parallelized by employing large numbers of CPU cores to accelerate run times. In this work, we investigate different procedures for "tiling" the domain in two and three dimensions, (2-d and 3-d), as this type of formal DDC construction is currently limited to 1-d. An optimal tiling is prescribed based on physical problem parameters and the number of available CPU cores, as each tiling provides distinct results in both accuracy and run time. We further extend the most efficient technique to 3-d for comparison, leading to an analytical discussion of the effect of dimensionality on strategies for implementing DDC schemes. Increasing computational resources (cores) within the DDC method produces a trade-off between inter-node communication and on-node work. For an optimally subdivided diffusion problem, the 2-d parallelized algorithm achieves nearly perfect linear speedup in comparison with the serial run up to around 2700 cores, reducing a 5-hour simulation to 8 seconds, and the 3-d algorithm maintains appreciable speedup up to 1700 cores. © 2022, The Authors. All rights reserved.

关键词： Lagrange multipliers

Parallelized Domain Decomposition for Multi-Dimensional Lagrangian Random Walk, Mass-Transfer Particle Tracking Schemes

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arXiv 2022年

关键词： Lagrange multipliers

Machine learning based non-Newtonian fluid model with molecular fidelity

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arXiv 2020年

作者： Lei, Huan Wu, Lei Weinan, E. Department of Computational Mathematics Science & Engineering Department of Statistics & Probability Michigan State University MI48824 United States Department of Mathematics and Program in Applied and Computational Mathematics Princeton University NJ08544 United States

We introduce a machine-learning-based framework for constructing continuum non-Newtonian fluid dynamics model directly from a micro-scale description. Polymer solution is used as an example to demonstrate the essential ideas. To faithfully retain molecular fidelity, we establish a micro-macro correspondence via a set of encoders for the micro-scale polymer configurations and their macro-scale counterparts, a set of nonlinear conformation tensors. The dynamics of these conformation tensors can be derived from the micro-scale model and the relevant terms can be parametrized using machine learning. The final model, named the deep non-Newtonian model (DeePN2), takes the form of conventional non-Newtonian fluid dynamics models, with a new form of the objective tensor derivative. Numerical results demonstrate the accuracy of DeePN2. Copyright © 2020, The Authors. All rights reserved.

关键词： Viscous flow

Using Cluster Analysis and Dynamic programming for Demand Response applied to Electricity Load in Residential Homes

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Journal of Engineering for Sustainable Buildings and Cities 2020年第1期1卷 011006页

作者： Chanpiwat, Pattanun Gabriel, Steven A. Moglen, Rachel L. Siemann, Michael J. Department of Mechanical Engineering University of Maryland College Park 20742 MD United States Department of Mechanical Engineering and the Applied Mathematics Statistics and Scientific Computation Program University of Maryland College Park 20742 MD United States Department of Industrial Economics and Technology Management Norwegian University of Science and Technology Trondheim NO-7491 Norway Operations Research and Industrial Engineering The University of Texas at Austin Austin 78712 TX United States Resideo Technologies Austin 78702 TX United States

This paper develops means to analyze and cluster residential households into homogeneous groups based on the electricity load. Classifying customers by electricity load profiles is a top priority for retail electric providers (REPs), so they can plan and conduct demand response (DR) effectively. We present a practical method to identify the most DR-profitable customer groups as opposed to tailoring DR programs for each separate household, which may be computationally prohibitive. Electricity load data of 10,000 residential households from 2017 located in Texas was used. The study proposed the clustered load-profile method (CLPM) to classify residential customers based on their electricity load profiles in combination with a dynamic program for DR scheduling to optimize DR profits. The main conclusions are that the proposed approach has an average 2.3% profitability improvement over a business-as-usual heuristic. In addition, the proposed method on average is approximately 70 times faster than running the DR dynamic programming separately for each household. Thus, our method not only is an important application to provide computational business insights for REPs and other power market participants but also enhances resilience for power grid with an advanced DR scheduling tool. Copyright © 2020 by ASME.

关键词： cluster analysis customer classification demand response dynamic programming energy efficiency integrated systems occupant behavior optimization residential household