Monte Carlo Greeks

Curran, Michael

doi:10.1002/9780470061602.eqf13004

Cited by 3 publications

(3 citation statements)

References 5 publications

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“…Further, we also observe a general performance improvement upon using FLIGHTED data for the training set (see Figure 4b, right). Here performance is measured using weighted Spearman ρ so results with and without FLIGHTED can be directly compared; the weighted Spearman ρ accounts for variance on the test set [27]. We present correlations with FLIGHTED on the test set here; see Extended Data Figure A3a for results without FLIGHTED on the test set.…”

Section: Resultsmentioning

confidence: 99%

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FLIGHTED: Inferring Fitness Landscapes from Noisy High-Throughput Experimental Data

Sundar,

Tu,

Guan

et al. 2024

Preprint

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Machine learning (ML) for protein design requires large protein fitness datasets generated by high-throughput experiments for training, fine-tuning, and bench-marking models. However, most models do not account for experimental noise inherent in these datasets, harming model performance and changing model rankings in benchmarking studies. Here, we develop FLIGHTED, a Bayesian method for generating fitness landscapes with calibrated errors from noisy high-throughput experimental data. We apply FLIGHTED to single-step selection assays such as phage display and to a novel high-throughput assay DHARMA that ties fitness to base editing activity. Our results show that FLIGHTED robustly generates fitness landscapes with accurate errors. We demonstrate that FLIGHTED improves model performance and enables the generation of protein fitness datasets of up to 10^6 variants with DHARMA. FLIGHTED can be used on any high-throughput assay and makes it easy for ML scientists to account for experimental noise when modeling protein fitness.

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Section: Resultsmentioning

confidence: 99%

“…Performance results are regular MSEs for the datasets without corrections and weighted MSEs for datasets with corrections. Weighted Spearman ρ measurements were made with 100 Monte Carlo replicates [27].…”

Section: Methodsmentioning

confidence: 99%

FLIGHTED: Inferring Fitness Landscapes from Noisy High-Throughput Experimental Data

Sundar,

Tu,

Guan

et al. 2024

Preprint

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“…The northern ME is found to have a median current per radian of azimuth of

{I}_{\Vert }=9.3{4}_{-3.54}^{+5.72}

MA rad −1 , while the southern ME has a median current per radian of azimuth of

{I}_{\Vert }=8.6{1}_{-3.05}^{+6.77}

MA rad −1 . These median values are found using a Monte Carlo bootstrap analysis with lognormal error perturbation (henceforth just “medians”), in order to better account for the measurement errors in the non‐Gaussian distribution of currents (Curran, 2014). Upper and lower errors correspond to the 84th and sixteenth percentiles, respectively, to approximate 1 σ errors.…”

Section: Resultsmentioning

confidence: 99%

Variation in the Pedersen Conductance Near Jupiter's Main Emission Aurora: Comparison of Hubble Space Telescope and Galileo Measurements

Rutala,

Clarke,

Vogt

et al. 2024

JGR Space Physics

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We present the first large‐scale statistical survey of the Jovian main emission (ME) to map auroral properties from their ionospheric locations out into the equatorial plane of the magnetosphere, where they are compared directly to in‐situ spacecraft measurements. We use magnetosphere‐ionosphere (MI) coupling theory to calculate currents from the auroral brightness as measured with the Hubble Space Telescope and from plasma flow speeds measured in‐situ with the Galileo spacecraft. The effective Pedersen conductance of the ionosphere remains a free parameter in this comparison. We calculate the Pedersen conductance from the combined data sets, and find it ranges from mho overall with averages of mho in the north and mho in the south. Considering the HST‐derived field‐aligned currents per radian of azimuth only, we find values of MA rad−1 and MA rad−1 in the north and south, respectively, in general agreement with previous results. Taking the currents and effective Pedersen conductance together, we find that the average ME intensity and plasma flow speed in the middle magnetosphere (10–30 RJ) are broadly consistent with one another under MI coupling theory. We find evidence for peaks in the distribution of near dawn, then again near 12 and 14 hr magnetic local time (MLT). This variation in Pedersen conductance with MLT may indicate the importance of conductance in modulating MLT‐ and local‐time‐asymmetries in the ME, including the apparent subcorotation of some auroral features within the ME.

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Deriving derivatives of derivative securities

Carr

Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering (CIFEr) (Cat. No.0

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Monte Carlo Greeks

Cited by 3 publications

References 5 publications

FLIGHTED: Inferring Fitness Landscapes from Noisy High-Throughput Experimental Data

FLIGHTED: Inferring Fitness Landscapes from Noisy High-Throughput Experimental Data

Variation in the Pedersen Conductance Near Jupiter's Main Emission Aurora: Comparison of Hubble Space Telescope and Galileo Measurements

Deriving derivatives of derivative securities

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