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We propose a physically-realisable biochemical device that is coupled to a biochemical reservoir of mutual information, fuel molecules and a chemical bath. Mutual information allows work to be done on the bath even when the fuel molecules appear to be in equilibrium; alternatively, mutual information can be created by driving from the fuel or the bath. The system exhibits diverse behaviour, including a regime in which the information, despite increasing during the reaction, enhances the extracted work. We further demonstrate that a modified device can function without the need for external manipulation, eliminating the need for a complex and potentially costly control.

This report records and discusses the Third Workshop on Sustainable Software for Science: Practice and Experiences (WSSSPE3). The report includes a description of the keynote presentation of the workshop, which served as an overview of sustainable scientific software. It also summarizes a set of lightning talks in which speakers highlighted to-the-point lessons and challenges pertaining to sustaining scientific software. The final and main contribution of the report is a summary of the discussions, future steps, and future organization for a set of self-organized working groups on topics including developing pathways to funding scientific software; constructing useful common metrics for crediting software stakeholders; identifying principles for sustainable software engineering design; reaching out to research software organizations around the world; and building communities for software sustainability. For each group, we include a point of contact and a landing page that can be used by those who want to join that group's future activities. The main challenge left by the workshop is to see if the groups will execute these activities that they have scheduled, and how the WSSSPE community can encourage this to happen.

We extend balloon and sample-smoothing estimators, two types of variable-bandwidth kernel density estimators, by a shift parameter and derive their asymptotic properties. Our approach facilitates the unified study of a wide range of density estimators which are subsumed under these two general classes of kernel density estimators. We demonstrate our method by deriving the asymptotic bias, variance, and mean (integrated) squared error of density estimators with gamma, log-normal, Birnbaum-Saunders, inverse Gaussian and reciprocal inverse Gaussian kernels. We propose two new density estimators for positive random variables that yield properly-normalised density estimates. Plugin expressions for bandwidth estimation are provided to facilitate easy exploratory data analysis., Comment: 16 pages, 2 figures

Dangerous damage to mitochondrial DNA (mtDNA) can be ameliorated during mammalian development through a highly debated mechanism called the mtDNA bottleneck. Uncertainty surrounding this process limits our ability to address inherited mtDNA diseases. We produce a new, physically motivated, generalisable theoretical model for mtDNA populations during development, allowing the first statistical comparison of proposed bottleneck mechanisms. Using approximate Bayesian computation and mouse data, we find most statistical support for a combination of binomial partitioning of mtDNAs at cell divisions and random mtDNA turnover, meaning that the debated exact magnitude of mtDNA copy number depletion is flexible. New experimental measurements from a wild-derived mtDNA pairing in mice confirm the theoretical predictions of this model. We analytically solve a mathematical description of this mechanism, computing probabilities of mtDNA disease onset, efficacy of clinical sampling strategies, and effects of potential dynamic interventions, thus developing a quantitative and experimentally-supported stochastic theory of the bottleneck., Comment: Main text: 14 pages, 5 figures; Supplement: 17 pages, 4 figures; Total: 31 pages, 9 figures

Many natural, complex systems are remarkably stable thanks to an absence of feedback acting on their elements. When described as networks, these exhibit few or no cycles, and associated matrices have small leading eigenvalues. It has been suggested that this architecture can confer advantages to the system as a whole, such as `qualitative stability', but this observation does not in itself explain how a loopless structure might arise. We show here that the number of feedback loops in a network, as well as the eigenvalues of associated matrices, are determined by a structural property called trophic coherence, a measure of how neatly nodes fall into distinct levels. Our theory correctly classifies a variety of networks -- including those derived from genes, metabolites, species, neurons, words, computers and trading nations -- into two distinct regimes of high and low feedback, and provides a null model to gauge the significance of related magnitudes. Since trophic coherence suppresses feedback, whereas an absence of feedback alone does not lead to coherence, our work suggests that the reasons for `looplessness' in nature should be sought in coherence-inducing mechanisms., Comment: Manuscript plus SI

Stochastic dynamics govern many important processes in cellular biology, and an underlying theoretical approach describing these dynamics is desirable to address a wealth of questions in biology and medicine. Mathematical tools exist for treating several important examples of these stochastic processes, most notably gene expression, and random partitioning at single cell divisions or after a steady state has been reached. Comparatively little work exists exploring different and specific ways that repeated cell divisions can lead to stochastic inheritance of unequilibrated cellular populations. Here we introduce a mathematical formalism to describe cellular agents that are subject to random creation, replication, and/or degradation, and are inherited according to a range of random dynamics at cell divisions. We obtain closed-form generating functions describing systems at any time after any number of cell divisions for binomial partitioning and divisions provoking a deterministic or random, subtractive or additive change in copy number, and show that these solutions agree exactly with stochastic simulation. We apply this general formalism to several example problems involving the dynamics of mitochondrial DNA (mtDNA) during development and organismal lifetimes.

"Back-of-the-envelope" or "rule-of-thumb" calculations involving rough estimates of quantities play a central scientific role in developing intuition about the structure and behaviour of physical systems, for example in so-called `Fermi problems' in the physical sciences. Such calculations can be used to powerfully and quantitatively reason about biological systems, particularly at the interface between physics and biology. However, substantial uncertainties are often associated with values in cell biology, and performing calculations without taking this uncertainty into account may limit the extent to which results can be interpreted for a given problem. We present a means to facilitate such calculations where uncertainties are explicitly tracked through the line of reasoning, and introduce a `probabilistic calculator' called Caladis, a web tool freely available at www.caladis.org, designed to perform this tracking. This approach allows users to perform more statistically robust calculations in cell biology despite having uncertain values, and to identify which quantities need to be measured more precisely in order to make confident statements, facilitating efficient experimental design. We illustrate the use of our tool for tracking uncertainty in several example biological calculations, showing that the results yield powerful and interpretable statistics on the quantities of interest. We also demonstrate that the outcomes of calculations may differ from point estimates when uncertainty is accurately tracked. An integral link between Caladis and the Bionumbers repository of biological quantities further facilitates the straightforward location, selection, and use of a wealth of experimental data in cell biological calculations., Comment: 8 pages, 3 figures

A database of fetal heart rate (FHR) time series measured from 7221 patients during labor is analyzed with the aim of learning the types of features of these recordings that are informative of low cord pH. Our 'highly comparative' analysis involves extracting over 9000 time-series analysis features from each FHR time series, including measures of autocorrelation, entropy, distribution, and various model fits. This diverse collection of features was developed in previous work, and is publicly available. We describe five features that most accurately classify a balanced training set of 59 'low pH' and 59 'normal pH' FHR recordings. We then describe five of the features with the strongest linear correlation to cord pH across the full dataset of FHR time series. The features identified in this work may be used as part of a system for guiding intervention during labor in future. This work successfully demonstrates the utility of comparing across a large, interdisciplinary literature on time-series analysis to automatically contribute new scientific results for specific biomedical signal processing challenges., Comment: 7 pages, 4 figures

A highly comparative, feature-based approach to time series classification is introduced that uses an extensive database of algorithms to extract thousands of interpretable features from time series. These features are derived from across the scientific time-series analysis literature, and include summaries of time series in terms of their correlation structure, distribution, entropy, stationarity, scaling properties, and fits to a range of time-series models. After computing thousands of features for each time series in a training set, those that are most informative of the class structure are selected using greedy forward feature selection with a linear classifier. The resulting feature-based classifiers automatically learn the differences between classes using a reduced number of time-series properties, and circumvent the need to calculate distances between time series. Representing time series in this way results in orders of magnitude of dimensionality reduction, allowing the method to perform well on very large datasets containing long time series or time series of different lengths. For many of the datasets studied, classification performance exceeded that of conventional instance-based classifiers, including one nearest neighbor classifiers using Euclidean distances and dynamic time warping and, most importantly, the features selected provide an understanding of the properties of the dataset, insight that can guide further scientific investigation.

By considering the task of finding the shortest walk through a network we find an algorithm for which the run time is not as O(2^n), with n being the number of nodes, but instead scales with the number of nodes in a coarsened network. This coarsened network has a number of nodes related to the number of dense regions in the original graph. Since we exploit a form of local community detection as a preprocessing, this work gives support to the project of developing heuristic algorithms for detecting dense regions in networks: preprocessing of this kind can accelerate optimization tasks on networks. Our work also suggests a class of empirical conjectures for how structural features of efficient networked systems might scale with system size.

The process of collecting and organizing sets of observations represents a common theme throughout the history of science. However, despite the ubiquity of scientists measuring, recording, and analyzing the dynamics of different processes, an extensive organization of scientific time-series data and analysis methods has never been performed. Addressing this, annotated collections of over 35 000 real-world and model-generated time series and over 9000 time-series analysis algorithms are analyzed in this work. We introduce reduced representations of both time series, in terms of their properties measured by diverse scientific methods, and of time-series analysis methods, in terms of their behaviour on empirical time series, and use them to organize these interdisciplinary resources. This new approach to comparing across diverse scientific data and methods allows us to organize time-series datasets automatically according to their properties, retrieve alternatives to particular analysis methods developed in other scientific disciplines, and automate the selection of useful methods for time-series classification and regression tasks. The broad scientific utility of these tools is demonstrated on datasets of electroencephalograms, self-affine time series, heart beat intervals, speech signals, and others, in each case contributing novel analysis techniques to the existing literature. Highly comparative techniques that compare across an interdisciplinary literature can thus be used to guide more focused research in time-series analysis for applications across the scientific disciplines.

Many biological characteristics of evolutionary interest are not scalar variables but continuous functions. Given a dataset of function-valued traits generated by evolution, we develop a practical statistical approach to infer ancestral function-valued traits, and estimate the generative evolutionary process. We do this by combining dimension reduction and phylogenetic Gaussian process regression, a nonparametric procedure which explicitly accounts for known phylogenetic relationships. We test the methods' performance on simulated function-valued data generated from a stochastic evolutionary model. The methods are applied assuming that only the phylogeny and the function-valued traits of taxa at its tips are known. Our method is robust and applicable to a wide range of function-valued data, and also offers a phylogenetically aware method for estimating the autocorrelation of function-valued traits.

Many biological characteristics of evolutionary interest are not scalar variables but continuous functions. Here we use phylogenetic Gaussian process regression to model the evolution of simulated function-valued traits. Given function-valued data only from the tips of an evolutionary tree and utilising independent principal component analysis (IPCA) as a method for dimension reduction, we construct distributional estimates of ancestral function-valued traits, and estimate parameters describing their evolutionary dynamics.

We present a study investigating the role of mitochondrial variability in generating noise in eukaryotic cells. Noise in cellular physiology plays an important role in many fundamental cellular processes, including transcription, translation, stem cell differentiation and response to medication, but the specific random influences that affect these processes have yet to be clearly elucidated. Here we present a mechanism by which variability in mitochondrial volume and functionality, along with cell cycle dynamics, is linked to variability in transcription rate and hence has a profound effect on downstream cellular processes. Our model mechanism is supported by an appreciable volume of recent experimental evidence, and we present the results of several new experiments with which our model is also consistent. We find that noise due to mitochondrial variability can sometimes dominate over other extrinsic noise sources (such as cell cycle asynchronicity) and can significantly affect large-scale observable properties such as cell cycle length and gene expression levels. We also explore two recent regulatory network-based models for stem cell differentiation, and find that extrinsic noise in transcription rate causes appreciable variability in the behaviour of these model systems. These results suggest that mitochondrial and transcriptional variability may be an important mechanism influencing a large variety of cellular processes and properties.

Many biological, geophysical and technological systems involve the transport of resource over a network. In this paper we present an algorithm for calculating the exact concentration of resource at any point in space or time, given that the resource in the network is lost or delivered out of the network at a given rate, while being subject to advection and diffusion. We consider the implications of advection, diffusion and delivery for simple models of glucose delivery through a vascular network, and conclude that in certain circumstances, increasing the volume of blood and the number of glucose transporters can actually decrease the total rate of glucose delivery. We also consider the case of empirically determined fungal networks, and analyze the distribution of resource that emerges as such networks grow over time. Fungal growth involves the expansion of fluid filled vessels, which necessarily involves the movement of fluid. In three empirically determined fungal networks we found that the minimum currents consistent with the observed growth would effectively transport resource throughout the network over the time-scale of growth. This suggests that in foraging fungi, the active transport mechanisms observed in the growing tips may not be required for long range transport., Comment: 54 pages including appendix, 10 figures

Removing noise from piecewise constant (PWC) signals, is a challenging signal processing problem arising in many practical contexts. For example, in exploration geosciences, noisy drill hole records need separating into stratigraphic zones, and in biophysics, jumps between molecular dwell states need extracting from noisy fluorescence microscopy signals. Many PWC denoising methods exist, including total variation regularization, mean shift clustering, stepwise jump placement, running medians, convex clustering shrinkage and bilateral filtering; conventional linear signal processing methods are fundamentally unsuited however. This paper shows that most of these methods are associated with a special case of a generalized functional, minimized to achieve PWC denoising. The minimizer can be obtained by diverse solver algorithms, including stepwise jump placement, convex programming, finite differences, iterated running medians, least angle regression, regularization path following, and coordinate descent. We introduce novel PWC denoising methods, which, for example, combine global mean shift clustering with local total variation smoothing. Head-to-head comparisons between these methods are performed on synthetic data, revealing that our new methods have a useful role to play. Finally, overlaps between the methods of this paper and others such as wavelet shrinkage, hidden Markov models, and piecewise smooth filtering are touched on., Comment: 32 pages, 5 figures

We investigate financial market correlations using random matrix theory and principal component analysis. We use random matrix theory to demonstrate that correlation matrices of asset price changes contain structure that is incompatible with uncorrelated random price changes. We then identify the principal components of these correlation matrices and demonstrate that a small number of components accounts for a large proportion of the variability of the markets that we consider. We then characterize the time-evolving relationships between the different assets by investigating the correlations between the asset price time series and principal components. Using this approach, we uncover notable changes that occurred in financial markets and identify the assets that were significantly affected by these changes. We show in particular that there was an increase in the strength of the relationships between several different markets following the 2007--2008 credit and liquidity crisis., Comment: 15 pages, 10 figures, 1 table. Accepted for publication in Phys. Rev. E. v2 includes additional sections

The study of networks has grown into a substantial interdisciplinary endeavour that encompasses myriad disciplines in the natural, social, and information sciences. Here we introduce a framework for constructing taxonomies of networks based on their structural similarities. These networks can arise from any of numerous sources: they can be empirical or synthetic, they can arise from multiple realizations of a single process, empirical or synthetic, or they can represent entirely different systems in different disciplines. Since the mesoscopic properties of networks are hypothesized to be important for network function, we base our comparisons on summaries of network community structures. While we use a specific method for uncovering network communities, much of the introduced framework is independent of that choice. After introducing the framework, we apply it to construct a taxonomy for 746 individual networks and demonstrate that our approach usefully identifies similar networks. We also construct taxonomies within individual categories of networks, and in each case we expose non-trivial structure. For example we create taxonomies for similarity networks constructed from both political voting data and financial data. We also construct network taxonomies to compare the social structures of 100 Facebook networks and the growth structures produced by different types of fungi., Comment: Main text & supplementary material; revised version

Cord-forming fungi form extensive networks that continuously adapt to maintain an efficient transport system. As osmotically driven water uptake is often distal from the tips, and aqueous fluids are incompressible, we propose that growth induces mass flows across the mycelium, whether or not there are intrahyphal concentration gradients. We imaged the temporal evolution of networks formed by Phanerochaete velutina, and at each stage calculated the unique set of currents that account for the observed changes in cord volume, while minimising the work required to overcome viscous drag. Predicted speeds were in reasonable agreement with experimental data, and the pressure gradients needed to produce these flows are small. Furthermore, cords that were predicted to carry fast-moving or large currents were significantly more likely to increase in size than cords with slow-moving or small currents. The incompressibility of the fluids within fungi means there is a rapid global response to local fluid movements. Hence velocity of fluid flow is a local signal that conveys quasi-global information about the role of a cord within the mycelium. We suggest that fluid incompressibility and the coupling of growth and mass flow are critical physical features that enable the development of efficient, adaptive, biological transport networks., Comment: To be published in PRSB. 20 pages, plus 8 pages of supplementary information, and 3 page bibliography

This paper considers the state of nuclear and radiological security in the UK and abroad and reports on the methods that could be employed by terrorists with radiological or nuclear material to cause destruction. It is shown that despite current safeguards that problems arise due to materials that are unaccounted for and poor implementation of detection regimes in some geographical regions. The prospect of a future terrorist event that involves nuclear or radiological materials seems likely despite best efforts of prevention., Comment: 9 pages, 4 figures, 3 tables

Biological data objects often have both of the following features: (i) they are functions rather than single numbers or vectors, and (ii) they are correlated due to phylogenetic relationships. In this paper we give a flexible statistical model for such data, by combining assumptions from phylogenetics with Gaussian processes. We describe its use as a nonparametric Bayesian prior distribution, both for prediction (placing posterior distributions on ancestral functions) and model selection (comparing rates of evolution across a phylogeny, or identifying the most likely phylogenies consistent with the observed data). Our work is integrative, extending the popular phylogenetic Brownian Motion and Ornstein-Uhlenbeck models to functional data and Bayesian inference, and extending Gaussian Process regression to phylogenies. We provide a brief illustration of the application of our method., Comment: 7 pages, 1 figure

We report new statistical time-series analysis tools providing significant improvements in the rapid, precision extraction of discrete state dynamics from large databases of experimental observations of molecular machines. By building physical knowledge and statistical innovations into analysis tools, we demonstrate new techniques for recovering discrete state transitions buried in highly correlated molecular noise. We demonstrate the effectiveness of our approach on simulated and real examples of step-like rotation of the bacterial flagellar motor and the F1-ATPase enzyme. We show that our method can clearly identify molecular steps, symmetries and cascaded processes that are too weak for existing algorithms to detect, and can do so much faster than existing algorithms. Our techniques represent a major advance in the drive towards automated, precision, highthroughput studies of molecular machine dynamics. Modular, open-source software that implements these techniques is provided at http://www.eng.ox.ac.uk/samp/members/max/software/

Nature has evolved many molecular machines such as kinesin, myosin, and the rotary flagellar motor powered by an ion current from the mitochondria. Direct observation of the step-like motion of these machines with time series from novel experimental assays has recently become possible. These time series are corrupted by molecular and experimental noise that requires removal, but classical signal processing is of limited use for recovering such step-like dynamics. This paper reports simple, novel Bayesian filters that are robust to step-like dynamics in noise, and introduce an L1-regularized, global filter whose sparse solution can be rapidly obtained by standard convex optimization methods. We show these techniques outperforming classical filters on simulated time series in terms of their ability to accurately recover the underlying step dynamics. To show the techniques in action, we extract step-like speed transitions from Rhodobacter sphaeroides flagellar motor time series. Code implementing these algorithms available from http://www.eng.ox.ac.uk/samp/members/max/software/., Comment: 4 pages, link to code available from author's website.

The WiggleZ Dark Energy Survey is a survey of 240,000 emission line galaxies in the distant universe, measured with the AAOmega spectrograph on the 3.9-m Anglo-Australian Telescope (AAT). The target galaxies are selected using ultraviolet photometry from the GALEX satellite, with a flux limit of NUV<22.8 mag. The redshift range containing 90% of the galaxies is 0.2

The idea of 'date' and 'party' hubs has been influential in the study of protein-protein interaction networks. Date hubs display low co-expression with their partners, whilst party hubs have high co-expression. It was proposed that party hubs are local coordinators whereas date hubs are global connectors. Here we show that the reported importance of date hubs to network connectivity can in fact be attributed to a tiny subset of them. Crucially, these few, extremely central, hubs do not display particularly low expression correlation, undermining the idea of a link between this quantity and hub function. The date/party distinction was originally motivated by an approximately bimodal distribution of hub co-expression; we show that this feature is not always robust to methodological changes. Additionally, topological properties of hubs do not in general correlate with co-expression. Thus, we suggest that a date/party dichotomy is not meaningful and it might be more useful to conceive of roles for protein-protein interactions rather than individual proteins. We find significant correlations between interaction centrality and the functional similarity of the interacting proteins., Comment: 27 pages, 5 main figures, 4 supplementary figures

We use techniques from network science to study correlations in the foreign exchange (FX) market over the period 1991--2008. We consider an FX market network in which each node represents an exchange rate and each weighted edge represents a time-dependent correlation between the rates. To provide insights into the clustering of the exchange rate time series, we investigate dynamic communities in the network. We show that there is a relationship between an exchange rate's functional role within the market and its position within its community and use a node-centric community analysis to track the time dynamics of this role. This reveals which exchange rates dominate the market at particular times and also identifies exchange rates that experienced significant changes in market role. We also use the community dynamics to uncover major structural changes that occurred in the FX market. Our techniques are general and will be similarly useful for investigating correlations in other markets., Comment: 31 pages, 19 figures (some with multiple parts). Section added in v2.

Background: If biology is modular then clusters, or communities, of proteins derived using only protein interaction network structure should define protein modules with similar biological roles. We investigate the link between biological modules and network communities in yeast and its relationship to the scale at which we probe the network. Results: Our results demonstrate that the functional homogeneity of communities depends on the scale selected, and that almost all proteins lie in a functionally homogeneous community at some scale. We judge functional homogeneity using a novel test and three independent characterizations of protein function, and find a high degree of overlap between these measures. We show that a high mean clustering coefficient of a community can be used to identify those that are functionally homogeneous. By tracing the community membership of a protein through multiple scales we demonstrate how our approach could be useful to biologists focusing on a particular protein. Conclusions: We show that there is no one scale of interest in the community structure of the yeast protein interaction network, but we can identify the range of resolution parameters that yield the most functionally coherent communities, and predict which communities are most likely to be functionally homogeneous., Comment: 26 pages, 6 figures

A scheme is presented to extract detailed dynamical signatures from successive measurements of complex systems. Relative entropy based time series tools are used to quantify the gain in predictive power of increasing past knowledge. By lossy compression, data is represented by increasingly coarsened symbolic strings. Each compression resolution is modeled by a machine: a finite memory transition matrix. Applying the relative entropy tools to each machine's memory exposes correlations within many time scales. Examples are given for cardiac arrhythmias and different heart conditions are distinguished., Comment: 4 pages, 2 figures

We study the cluster dynamics of multichannel (multivariate) time series by representing their correlations as time-dependent networks and investigating the evolution of network communities. We employ a node-centric approach that allows us to track the effects of the community evolution on the functional roles of individual nodes without having to track entire communities. As an example, we consider a foreign exchange market network in which each node represents an exchange rate and each edge represents a time-dependent correlation between the rates. We study the period 2005-2008, which includes the recent credit and liquidity crisis. Using dynamical community detection, we find that exchange rates that are strongly attached to their community are persistently grouped with the same set of rates, whereas exchange rates that are important for the transfer of information tend to be positioned on the edges of communities. Our analysis successfully uncovers major trading changes that occurred in the market during the credit crisis., Comment: 8 pages, 6 figures, accepted for publication in Chaos

In many real-world networks, the rates of node and link addition are time dependent. This observation motivates the definition of accelerating networks. There has been relatively little investigation of accelerating networks and previous efforts at analyzing their degree distributions have employed mean-field techniques. By contrast, we show that it is possible to apply a master-equation approach to such network development. We provide full time-dependent expressions for the evolution of the degree distributions for the canonical situations of random and preferential attachment in networks undergoing constant acceleration. These results are in excellent agreement with results obtained from simulations. We note that a growing, non-equilibrium network undergoing constant acceleration with random attachment is equivalent to a classical random graph, bridging the gap between non-equilibrium and classical equilibrium networks., Comment: 6 pages, 1 figure, 1 table

We consider the use of a running measure of power spectrum disorder to distinguish between the normal sinus rhythm of the heart and two forms of cardiac arrhythmia: atrial fibrillation and atrial flutter. This spectral entropy measure is motivated by characteristic differences in the spectra of beat timings during the three rhythms. We plot patient data derived from ten-beat windows on a "disorder map" and identify rhythm-defining ranges in the level and variance of spectral entropy values. Employing the spectral entropy within an automatic arrhythmia detection algorithm enables the classification of periods of atrial fibrillation from the time series of patients' beats. When the algorithm is set to identify abnormal rhythms within 6 s it agrees with 85.7% of the annotations of professional rhythm assessors; for a response time of 30 s this becomes 89.5%, and with 60 s it is 90.3%. The algorithm provides a rapid way to detect atrial fibrillation, demonstrating usable response times as low as 6 s. Measures of disorder in the frequency domain have practical significance in a range of biological signals: the techniques described in this paper have potential application for the rapid identification of disorder in other rhythmic signals., Comment: 11 pages