Search results for "stochastic processes."

showing 10 items of 102 documents

Pleistocene allopatric differentiation followed by recent range expansion explains the distribution and molecular diversity of two congeneric crustac…

2021

AbstractPleistocene glaciations had a tremendous impact on the biota across the Palaearctic, resulting in strong phylogeographic signals of range contraction and rapid postglacial recolonization of the deglaciated areas. Here, we explore the diversity patterns and history of two sibling species of passively dispersing taxa typical of temporary ponds, fairy shrimps (Anostraca). We combine mitochondrial (COI) and nuclear (ITS2 and 18S) markers to conduct a range-wide phylogeographic study including 56 populations of Branchinecta ferox and Branchinecta orientalis in the Palaearctic. Specifically, we investigate whether their largely overlapping ranges in Europe resulted from allopatric differe…

SCALE DISPERSALPleistoceneRange (biology)LARGE BRANCHIOPODS CRUSTACEASciencePopulation DynamicsSettore BIO/05 - ZoologiaAllopatric speciationGENETIC CONSEQUENCESDNA MitochondrialArticleEvolution MolecularANOSTRACAN FAUNAAnimalsGlacial periodPondsEcosystemPhylogenyFAIRY SHRIMPStochastic ProcessesBranchiopodaScience & TechnologyMultidisciplinaryModels GeneticbiologyEcologyGenetic DriftQRGenetic VariationBranchinectaBiodiversityBAYESIAN PHYLOGENETIC INFERENCEFRESH-WATER INVERTEBRATESbiology.organism_classificationBRINE SHRIMPSPhylogeneticsMultidisciplinary SciencesGenetic divergencePhylogeographyPhylogeographyHaplotypesBiogeographyScience & Technology - Other TopicsMEDITERRANEAN BASINPASSIVE DISPERSALBiological dispersalMedicineAnostracaScientific Reports
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Effects of Lévy noise on the dynamics of sine-Gordon solitons in long Josephson junctions

2015

We numerically investigate the generation of solitons in current-biased long Josephson junctions in relation to the superconducting lifetime and the voltage drop across the device. The dynamics of the junction is modelled with a sine-Gordon equation driven by an oscillating field and subject to an external non-Gaussian noise. A wide range of $\alpha$-stable L\'evy distributions is considered as noise source, with varying stability index $\alpha$ and asymmetry parameter $\beta$. In junctions longer than a critical length, the mean switching time (MST) from superconductive to the resistive state assumes a values independent of the device length. Here, we demonstrate that such a value is direc…

PhysicsJosephson effectStatistics and ProbabilityCondensed Matter - SuperconductivityDynamics (mechanics)large deviations in non-equilibrium systemsLarge deviations in non-equilibrium systems; mesoscopic systems (theory); metastable states; stochastic processes (theory); Statistics and Probability; Statistical and Nonlinear Physics; Statistics Probability and UncertaintyStatistical and Nonlinear Physicsstochastic processes (theory)metastable state01 natural sciencesSettore FIS/03 - Fisica Della Materia010305 fluids & plasmasLevy noiseQuantum mechanicsLarge deviations in non-equilibrium systemmesoscopic systems (theory)Condensed Matter::Superconductivitymetastable states0103 physical scienceslarge deviations in non-equilibrium systems; mesoscopic systems (theory); metastable states; stochastic processes (theory)SineStatistics Probability and Uncertainty010306 general physicsStatistical and Nonlinear Physic
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Stochastic Nonlinear Time Series Forecasting Using Time-Delay Reservoir Computers: Performance and Universality

2014

International audience; Reservoir computing is a recently introduced machine learning paradigm that has already shown excellent performances in the processing of empirical data. We study a particular kind of reservoir computers called time-delay reservoirs that are constructed out of the sampling of the solution of a time-delay diFFerential equation and show their good performance in the forecasting of the conditional covariances associated to multivariate discrete-time nonlinear stochastic processes of VEC-GARCH type as well as in the prediction of factual daily market realized volatilities computed with intraday quotes, using as training input daily log-return series of moderate size. We …

Multivariate statisticsMathematical optimizationTime FactorsRealized varianceDifferential equationComputer scienceCognitive NeuroscienceMathematicsofComputing_NUMERICALANALYSIS02 engineering and technologyComputer Communication NetworksArtificial Intelligence0502 economics and business0202 electrical engineering electronic engineering information engineeringHumansTime seriesSimulation050205 econometrics Stochastic Processes[PHYS.PHYS.PHYS-OPTICS]Physics [physics]/Physics [physics]/Optics [physics.optics]Series (mathematics)Artificial neural networkComputersStochastic process05 social sciencesReservoir computingSampling (statistics)Universality (dynamical systems)Nonlinear systemNonlinear DynamicsData Interpretation Statistical020201 artificial intelligence & image processingNeural Networks ComputerForecastingSSRN Electronic Journal
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Predicting antitrichomonal activity: A computational screening using atom-based bilinear indices and experimental proofs

2006

Existing Trichomonas vaginalis therapies are out of reach for most trichomoniasis people in developing countries and, where available, they are limited by their toxicity (mainly in pregnant women) and their cost. New antitrichomonal agents are needed to combat emerging metronidazole-resistant trichomoniasis and reduce the side effects associated with currently available drugs. Toward this end, atom-based bilinear indices, a new TOMOCOMD-CARDD molecular descriptor, and linear discriminant analysis (LDA) were used to discover novel, potent, and non-toxic lead trichomonacidal chemicals. Two discriminant functions were obtained with the use of non-stochastic and stochastic atom-type bilinear in…

Quantitative structure–activity relationshipDatabases FactualMolecular modelStereochemistryClinical BiochemistryDrug Evaluation PreclinicalPharmaceutical ScienceAntitrichomonal AgentsLigandsBiochemistryCross-validationChemometricsStructure-Activity Relationshipchemistry.chemical_compoundArtificial IntelligencePredictive Value of TestsMolecular descriptorDrug DiscoveryTrichomonas vaginalisAnimalsCluster AnalysisComputer SimulationMolecular BiologyStochastic ProcessesOrganic ChemistryComputational BiologyReproducibility of ResultsLinear discriminant analysisAntitrichomonal agentchemistryData Interpretation StatisticalTopological indexLinear ModelsMolecular MedicineBiological systemAlgorithmsBioorganic & Medicinal Chemistry
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Information-based detection of nonlinear Granger causality in multivariate processes via a nonuniform embedding technique

2010

We present an approach, framed in information theory, to assess nonlinear causality between the subsystems of a whole stochastic or deterministic dynamical system. The approach follows a sequential procedure for nonuniform embedding of multivariate time series, whereby embedding vectors are built progressively on the basis of a minimization criterion applied to the entropy of the present state of the system conditioned to its past states. A corrected conditional entropy estimator compensating for the biasing effect of single points in the quantized hyperspace is used to guarantee the existence of a minimum entropy rate at which to terminate the procedure. The causal coupling is detected acc…

Conditional entropyStatistics and ProbabilityStochastic ProcessesInformation transferEntropyInformation TheoryEstimatorElectroencephalographyCondensed Matter PhysicInformation theoryCardiovascular Physiological PhenomenaNonlinear DynamicsMultivariate AnalysisStatisticsSettore ING-INF/06 - Bioingegneria Elettronica E InformaticaRespiratory Physiological PhenomenaEntropy (information theory)Applied mathematicsEmbeddingPredictabilityTime seriesMathematicsStatistical and Nonlinear Physic
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Nucleotide's bilinear indices: Novel bio-macromolecular descriptors for bioinformatics studies of nucleic acids. I. Prediction of paromomycin's affin…

2009

A new set of nucleotide-based bio-macromolecular descriptors are presented. This novel approach to bio-macromolecular design from a linear algebra point of view is relevant to nucleic acids quantitative structure-activity relationship (QSAR) studies. These bio-macromolecular indices are based on the calculus of bilinear maps on Re(n)[b(mk)(x (m),y (m)):Re(n) x Re(n)--Re] in canonical basis. Nucleic acid's bilinear indices are calculated from kth power of non-stochastic and stochastic nucleotide's graph-theoretic electronic-contact matrices, M(m)(k) and (s)M(m)(k), respectively. That is to say, the kth non-stochastic and stochastic nucleic acid's bilinear indices are calculated using M(m)(k)…

Models MolecularStatistics and ProbabilityPure mathematicsQuantitative structure–activity relationshipParomomycinMolecular Sequence DataDNA FootprintingQuantitative Structure-Activity RelationshipBilinear interpolationGeneral Biochemistry Genetics and Molecular BiologyInterpretation (model theory)DNA PackagingLinear regressionOrder (group theory)MathematicsStochastic ProcessesBase SequenceGeneral Immunology and MicrobiologyApplied MathematicsComputational BiologyGeneral MedicineModeling and SimulationDNA ViralLinear algebraStandard basisHIV-1Nucleic acidRNA ViralGeneral Agricultural and Biological SciencesAlgorithmJournal of Theoretical Biology
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Spike train statistics for consonant and dissonant musical accords in a simple auditory sensory model

2010

The phenomena of dissonance and consonance in a simple auditory sensory model composed of three neurons are considered. Two of them, here so-called sensory neurons, are driven by noise and subthreshold periodic signals with different ratio of frequencies, and its outputs plus noise are applied synaptically to a third neuron, so-called interneuron. We present a theoretical analysis with a probabilistic approach to investigate the interspike intervals statistics of the spike train generated by the interneuron. We find that tones with frequency ratios that are considered consonant by musicians produce at the third neuron inter-firing intervals statistics densities that are very distinctive fro…

ConsonantNoise in the nervous system; Analytical theories; Sensor auditory systemStochastic ProcessesQuantitative Biology::Neurons and CognitionInterneuronSensory Receptor CellsSpike trainProbabilistic logicSensor auditory systemSensory systemNoise in the nervous systemConsonance and dissonanceModels BiologicalSettore FIS/03 - Fisica Della MateriaNoiseAnalytical theoriemedicine.anatomical_structureNonlinear DynamicsComputer Science::SoundStatisticsmedicineAuditory PerceptionSpike (software development)MathematicsProbability
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Inverted and mirror repeats in model nucleotide sequences.

2007

We analytically and numerically study the probabilistic properties of inverted and mirror repeats in model sequences of nucleic acids. We consider both perfect and non-perfect repeats, i.e. repeats with mismatches and gaps. The considered sequence models are independent identically distributed (i.i.d.) sequences, Markov processes and long range sequences. We show that the number of repeats in correlated sequences is significantly larger than in i.i.d. sequences and that this discrepancy increases exponentially with the repeat length for long range sequences.

Independent identically distributedTime FactorsMolecular Sequence DataMarkov processNucleic Acid DenaturationQuantitative Biology - Quantitative MethodsCombinatoricssymbols.namesakeExponential growthChromosomes Human inverted repeatsNucleotideQuantitative Biology - GenomicsRNA Small InterferingQuantitative Methods (q-bio.QM)Sequence (medicine)MathematicsProbabilityRepetitive Sequences Nucleic AcidGenomics (q-bio.GN)chemistry.chemical_classificationStochastic ProcessesModels StatisticalBase SequenceNucleotidesProbabilistic logicMarkov ChainschemistryFOS: Biological sciencesNucleic acidsymbolsNucleic Acid RenaturationNucleic Acid ConformationAlgorithmsPhysical review. E, Statistical, nonlinear, and soft matter physics
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A neural network approach to movement pattern analysis.

2004

Movements are time-dependent processes and so can be modelled by time-series of coordinates: E.g., each articulation has geometric coordinates; the set of the coordinates of the relevant articulations build a high-dimensional configuration. These configurations--or "patterns"--give reason for analysing movements by means of neural networks: The Kohonen Feature Map (KFM) is a special type of neural network, which (after having been coined by training with appropriate pattern samples) is able to recognize single patterns as members of pattern clusters. This way, for example, the particular configurations of a given movement can be identified as belonging to respective configuration clusters, …

Self-organizing mapSimilarity (geometry)Computer scienceProcess (engineering)MovementBiophysicsExperimental and Cognitive PsychologyWalkingRunningSet (abstract data type)Software DesignOrientationFeature (machine learning)Computer GraphicsHumansOrthopedics and Sports MedicineMuscle SkeletalGaitStochastic ProcessesArtificial neural networkbusiness.industryBody movementPattern recognitionGeneral MedicineBiomechanical PhenomenaJoggingData Interpretation StatisticalTrajectoryArtificial intelligenceNeural Networks ComputerbusinessAlgorithmsHuman movement science
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Role of sub- and super-Poisson noise sources in population dynamics

2020

In this paper we present a study on pulse noise sources characterized by sub- and super-Poisson statistics. We make a comparison with their uncorrelated counterpart. i.e. pulse noise with Poisson statistics, while showing that the correlation properties of sub- and super-Poisson noise sources can be efficiently applied to population dynamics. Specifically, we consider a termite population, described by a Langevin equation in the presence of a pulse noise source, and we study its dynamics and stability properties for two models. The first one describes a population of several colonies in a new territory with adverse environmental conditions. The second one considers the development of a sing…

Statistics and Probabilityeducation.field_of_studyStochastic processCorrelation functions Fluctuation phenomena Population dynamics Stochastic processesDynamics (mechanics)PopulationShot noiseStatistical and Nonlinear PhysicsStatistical physicsStatistics Probability and UncertaintyeducationMathematicsJournal of Statistical Mechanics: Theory and Experiment
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