Search results for "Stochastic"
showing 10 items of 1018 documents
QuBiLS-MAS, open source multi-platform software for atom- and bond-based topological (2D) and chiral (2.5D) algebraic molecular descriptors computati…
2017
Background In previous reports, Marrero-Ponce et al. proposed algebraic formalisms for characterizing topological (2D) and chiral (2.5D) molecular features through atom- and bond-based ToMoCoMD-CARDD (acronym for Topological Molecular Computational Design-Computer Aided Rational Drug Design) molecular descriptors. These MDs codify molecular information based on the bilinear, quadratic and linear algebraic forms and the graph-theoretical electronic-density and edge-adjacency matrices in order to consider atom- and bond-based relations, respectively. These MDs have been successfully applied in the screening of chemical compounds of different therapeutic applications ranging from antimalarials…
A stochastic dynamical social model involving a human happiness index
2018
[EN] This paper presents a new human happiness index built through five dimensions: development, freedom, solidarity, justice and peace. These five dimensions are evaluated through quantitative variables obtained from the Human Development Reports, World Data Bank and Eurostat. The new happiness index has been built following the guidelines set by the Human Development Reports of the UN for the construction of quality indices, and it has been compared on a set of 13 EU countries with the Overall Life Satisfaction Index, which is used by the UN. Moreover, the new index has been included in a dynamic mathematical model through the demographic rates to study the evolution of the population. Th…
The many faces of human sociality: uncovering the distribution and stability of social preferences
2018
There is vast heterogeneity in the human willingness to weigh others' interests in decision making. This heterogeneity concerns the motivational intricacies as well as the strength of other-regarding behaviors, and raises the question how one can parsimoniously model and characterize heterogeneity across several dimensions of social preferences while still being able to predict behavior over time and across situations. We tackle this task with an experiment and a structural model of preferences that allows us to simultaneously estimate outcome-based and reciprocity-based social preferences. We find that non-selfish preferences are the rule rather than the exception. Neither at the level of …
A Geometrical Channel Model for MIMO Mobile-to-Mobile Fading Channels in Cooperative Networks
2009
This paper deals with the modeling and analysis of narrowband multiple-input multiple-output (MIMO) mobile- to-mobile (M2M) fading channels in relay-based cooperative networks. Non-line-of-sight (NLOS) propagation conditions are assumed in the transmission links from the source mobile station to the destination mobile station via the mobile relay. A stochastic narrowband MIMO M2M reference channel model is derived from the geometrical three-ring scattering model, where it is assumed that an infinite number of local scatterers surround the source mobile station, the mobile relay, and the destination mobile station. The complex channel gains associated with the new reference channel model are…
On the stability of some controlled Markov chains and its applications to stochastic approximation with Markovian dynamic
2015
We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical methods. We show in particular how individual Lyapunov functions and associated drift conditions for the parametrized family of Markov transition probabilities and the parameter update can be combined to form Lyapunov functions for the joint process, leading to the proof of the desired stability property. Of particular interest is the fact that the approach applies even in situations where the two components of the process present a time-scale separation, w…
From Feynman–Kac formulae to numerical stochastic homogenization in electrical impedance tomography
2016
In this paper, we use the theory of symmetric Dirichlet forms to derive Feynman–Kac formulae for the forward problem of electrical impedance tomography with possibly anisotropic, merely measurable conductivities corresponding to different electrode models on bounded Lipschitz domains. Subsequently, we employ these Feynman–Kac formulae to rigorously justify stochastic homogenization in the case of a stochastic boundary value problem arising from an inverse anomaly detection problem. Motivated by this theoretical result, we prove an estimate for the speed of convergence of the projected mean-square displacement of the underlying process which may serve as the theoretical foundation for the de…
STABILITY OF A STOCHASTICALLY PERTURBED MODEL OF INTRACELLULAR SINGLE-STRANDED RNA VIRUS REPLICATION
2019
Compared to the replication of double-stranded RNA and DNA viruses, the replication of single-stranded viruses requires the production of a number of intermediate strands that serve as templates for the synthesis of genomic-sense strands. Two theoretical extreme mechanisms for replication for such single-stranded viruses have been proposed; one extreme being represented by the so-called linear stamping machine and the opposite extreme by the exponential growth. Of course, real systems are more complex and examples have been described in which a combination of such extreme mechanisms can also occur: a fraction of the produced progeny resulting from a stamping-machine type of replication that…
Estimation of ADME Properties in Drug Discovery: Predicting Caco-2 Cell Permeability Using Atom-Based Stochastic and Non-stochastic Linear Indices
2007
The in vitro determination of the permeability through cultured Caco-2 cells is the most often-used in vitro model for drug absorption. In this report, we use the largest data set of measured P(Caco-2), consisting of 157 structurally diverse compounds. Linear discriminant analysis (LDA) was used to obtain quantitative models that discriminate higher absorption compounds from those with moderate-poorer absorption. The best LDA model has an accuracy of 90.58% and 84.21% for training and test set. The percentage of good correlation, in the virtual screening of 241 drugs with the reported values of the percentage of human intestinal absorption (HIA), was greater than 81%. In addition, multiple …
Insurance league: Italy vs. U.K
2003
Insurers are competing by adopting product innovations that provide the insured with integrated coverage for actuarial and financial risks. This article compares the contract structures of blended life policies between the insurance markets in Italy and the United Kingdom within the context of asset-liability management and welfare analysis. © Emerald Backfiles 2007.
Initial Enlargement in a Markov chain market model
2011
Enlargement of filtrations is a classical topic in the general theory of stochastic processes. This theory has been applied to stochastic finance in order to analyze models with insider information. In this paper we study initial enlargement in a Markov chain market model, introduced by Norberg. In the enlarged filtration, several things can happen: some of the jumps times can be accessible or predictable, but in the original filtration all the jumps times are totally inaccessible. But even if the jumps times change to accessible or predictable, the insider does not necessarily have arbitrage possibilities.