Spectral density of the correlation matrix of factor models: a random matrix theory approach.

We studied the eigenvalue spectral density of the correlation matrix of factor models of multivariate time series. By making use of the random matrix theory, we analytically quantified the effect of statistical uncertainty on the spectral density due to the finiteness of the sample. We considered a broad range of models, ranging from one-factor models to hierarchical multifactor models.

Hybrid recommendation methods in complex networks.

We propose two recommendation methods, based on the appropriate normalization of already existing similarity measures, and on the convex combination of the recommendation scores derived from similarity between users and between objects. We validate the proposed measures on three data sets, and we compare the performance of our methods to other recommendation systems recently proposed in the literature. We show that the proposed similarity measures allow us to attain an improvement of performances of up to 20% with respect to existing nonparametric methods, and that the accuracy of a recommendation can vary widely from one specific bipartite network to another, which suggests that a careful choice of the most suitable method is highly relevant for an effective recommendation on a given system. Finally, we study how an increasing presence of random links in the network affects the recommendation scores, finding that one of the two recommendation algorithms introduced here can systematically outperform the others in noisy data sets.

Power-law relaxation in a complex system: Omori law after a financial market crash.

We study the relaxation dynamics of a financial market just after the occurrence of a crash by investigating the number of times the absolute value of an index return is exceeding a given threshold value. We show that the empirical observation of a power law evolution of the number of events exceeding the selected threshold (a behavior known as the Omori law in geophysics) is consistent with the simultaneous occurrence of (i) a return probability density function characterized by a power law asymptotic behavior and (ii) a power-law relaxation decay of its typical scale. Our empirical observation cannot be explained within the framework of simple and widespread stochastic volatility models.

Linear and nonlinear experimental regimes of stochastic resonance.

We investigate the stochastic resonance phenomenon in a physical system based on a tunnel diode. The experimental control parameters are set to allow the control of the frequency and amplitude of the deterministic modulating signal over an interval of values spanning several orders of magnitude. We observe both a regime described by the linear-response theory and the nonlinear deviation from it. In the nonlinear regime we detect saturation of the power spectral density of the output signal detected at the frequency of the modulating signal and a dip in the noise level of the same spectral density. When these effects are observed we detect a phase and frequency synchronization between the stochastic output and the deterministic input.

Fractals in biology and medicine.

Our purpose is to describe some recent progress in applying fractal concepts to systems of relevance to biology and medicine. We review several biological systems characterized by fractal geometry, with a particular focus on the long-range power-law correlations found recently in DNA sequences containing noncoding material. Furthermore, we discuss the finding that the exponent alpha quantifying these long-range correlations ("fractal complexity") is smaller for coding than for noncoding sequences. We also discuss the application of fractal scaling analysis to the dynamics of heartbeat regulation, and report the recent finding that the normal heart is characterized by long-range "anticorrelations" which are absent in the diseased heart.

Statistical properties of DNA sequences.

We review evidence supporting the idea that the DNA sequence in genes containing non-coding regions is correlated, and that the correlation is remarkably long range--indeed, nucleotides thousands of base pairs distant are correlated. We do not find such a long-range correlation in the coding regions of the gene. We resolve the problem of the "non-stationarity" feature of the sequence of base pairs by applying a new algorithm called detrended fluctuation analysis (DFA). We address the claim of Voss that there is no difference in the statistical properties of coding and non-coding regions of DNA by systematically applying the DFA algorithm, as well as standard FFT analysis, to every DNA sequence (33301 coding and 29453 non-coding) in the entire GenBank database. Finally, we describe briefly some recent work showing that the non-coding sequences have certain statistical features in common with natural and artificial languages. Specifically, we adapt to DNA the Zipf approach to analyzing linguistic texts. These statistical properties of non-coding sequences support the possibility that non-coding regions of DNA may carry biological information.

Statistical mechanics in biology: how ubiquitous are long-range correlations?

The purpose of this opening talk is to describe examples of recent progress in applying statistical mechanics to biological systems. We first briefly review several biological systems, and then focus on the fractal features characterized by the long-range correlations found recently in DNA sequences containing non-coding material. We discuss the evidence supporting the finding that for sequences containing only coding regions, there are no long-range correlations. We also discuss the recent finding that the exponent alpha characterizing the long-range correlations increases with evolution, and we discuss two related models, the insertion model and the insertion-deletion model, that may account for the presence of long-range correlations. Finally, we summarize the analysis of long-term data on human heartbeats (up to 10(4) heart beats) that supports the possibility that the successive increments in the cardiac beat-to-beat intervals of healthy subjects display scale-invariant, long-range "anti-correlations" (a tendency to beat faster is balanced by a tendency to beat slower later on). In contrast, for a group of subjects with severe heart disease, long-range correlations vanish. This finding suggests that the classical theory of homeostasis, according to which stable physiological processes seek to maintain "constancy," should be extended to account for this type of dynamical, far from equilibrium, behavior.

Statistical and linguistic features of DNA sequences.

We present evidence supporting the idea that the DNA sequence in genes containing noncoding regions is correlated, and that the correlation is remarkably long range--indeed, base pairs thousands of base pairs distant are correlated. We do not find such a long-range correlation in the coding regions of the gene. We resolve the problem of the "non-stationary" feature of the sequence of base pairs by applying a new algorithm called Detrended Fluctuation Analysis (DFA). We address the claim of Voss that there is no difference in the statistical properties of coding and noncoding regions of DNA by systematically applying the DFA algorithm, as well as standard FFT analysis, to all eukaryotic DNA sequences (33 301 coding and 29 453 noncoding) in the entire GenBank database. We describe a simple model to account for the presence of long-range power-law correlations which is based upon a generalization of the classic Levy walk. Finally, we describe briefly some recent work showing that the noncoding sequences have certain statistical features in common with natural languages. Specifically, we adapt to DNA the Zipf approach to analyzing linguistic texts, and the Shannon approach to quantifying the "redundancy" of a linguistic text in terms of a measurable entropy function. We suggest that noncoding regions in plants and invertebrates may display a smaller entropy and larger redundancy than coding regions, further supporting the possibility that noncoding regions of DNA may carry biological information.

A tool for filtering information in complex systems.

We introduce a technique to filter out complex data sets by extracting a subgraph of representative links. Such a filtering can be tuned up to any desired level by controlling the genus of the resulting graph. We show that this technique is especially suitable for correlation-based graphs, giving filtered graphs that preserve the hierarchical organization of the minimum spanning tree but containing a larger amount of information in their internal structure. In particular in the case of planar filtered graphs (genus equal to 0), triangular loops and four-element cliques are formed. The application of this filtering procedure to 100 stocks in the U.S. equity markets shows that such loops and cliques have important and significant relationships with the market structure and properties.

Posidonia oceanica as a historical monitor device of lead concentration in marine environment.

We show that Posidonia oceanica is able to reliably monitor the variability of environmental lead (Pb). We analyze lead concentration measured in the scales and rhizomes of Posidonia oceanica collected in seven sites along the coasts of the Sicily island and subsequently fractioned them according to a lepidochronological analysis. We measure lead concentration in Posidonia oceanica tissues by using the flame atomic absorption spectrophotometry technique. We compare the measured lead concentration with the estimated lead emission in air due to the gasoline sold and used for combustion in car engines in Sicily. By computation of the Pearson cross-correlation coefficient, we show that lead concentration, which is measured in the scales of Posidonia oceanica, is statistically correlated to lead emission in air and reflects the level of lead pollution in the coastal marine environment.

Quantitative analysis of senile plaques in Alzheimer disease: observation of log-normal size distribution and molecular epidemiology of differences associated with apolipoprotein E genotype and trisomy 21 (Down syndrome).

The discovery that the epsilon 4 allele of the apolipoprotein E (apoE) gene is a putative risk factor for Alzheimer disease (AD) in the general population has highlighted the role of genetic influences in this extremely common and disabling illness. It has long been recognized that another genetic abnormality, trisomy 21 (Down syndrome), is associated with early and severe development of AD neuropathological lesions. It remains a challenge, however, to understand how these facts relate to the pathological changes in the brains of AD patients. We used computerized image analysis to examine the size distribution of one of the characteristic neuropathological lesions in AD, deposits of A beta peptide in senile plaques (SPs). Surprisingly, we find that a log-normal distribution fits the SP size distribution quite well, motivating a porous model of SP morphogenesis. We then analyzed SP size distribution curves in genotypically defined subgroups of AD patients. The data demonstrate that both apoE epsilon 4/AD and trisomy 21/AD lead to increased amyloid deposition, but by apparently different mechanisms. The size distribution curve is shifted toward larger plaques in trisomy 21/AD, probably reflecting increased A beta production. In apoE epsilon 4/AD, the size distribution is unchanged but the number of SP is increased compared to apoE epsilon 3, suggesting increased probability of SP initiation. These results demonstrate that subgroups of AD patients defined on the basis of molecular characteristics have quantitatively different neuropathological phenotypes.

Systematic analysis of coding and noncoding DNA sequences using methods of statistical linguistics.

We compare the statistical properties of coding and noncoding regions in eukaryotic and viral DNA sequences by adapting two tests developed for the analysis of natural languages and symbolic sequences. The data set comprises all 30 sequences of length above 50 000 base pairs in GenBank Release No. 81.0, as well as the recently published sequences of C. elegans chromosome III (2.2 Mbp) and yeast chromosome XI (661 Kbp). We find that for the three chromosomes we studied the statistical properties of noncoding regions appear to be closer to those observed in natural languages than those of coding regions. In particular, (i) a n-tuple Zipf analysis of noncoding regions reveals a regime close to power-law behavior while the coding regions show logarithmic behavior over a wide interval, while (ii) an n-gram entropy measurement shows that the noncoding regions have a lower n-gram entropy (and hence a larger "n-gram redundancy") than the coding regions. In contrast to the three chromosomes, we find that for vertebrates such as primates and rodents and for viral DNA, the difference between the statistical properties of coding and noncoding regions is not pronounced and therefore the results of the analyses of the investigated sequences are less conclusive. After noting the intrinsic limitations of the n-gram redundancy analysis, we also briefly discuss the failure of the zeroth- and first-order Markovian models or simple nucleotide repeats to account fully for these "linguistic" features of DNA. Finally, we emphasize that our results by no means prove the existence of a "language" in noncoding DNA.

Long-range correlation properties of coding and noncoding DNA sequences: GenBank analysis.

An open question in computational molecular biology is whether long-range correlations are present in both coding and noncoding DNA or only in the latter. To answer this question, we consider all 33301 coding and all 29453 noncoding eukaryotic sequences--each of length larger than 512 base pairs (bp)--in the present release of the GenBank to dtermine whether there is any statistically significant distinction in their long-range correlation properties. Standard fast Fourier transform (FFT) analysis indicates that coding sequences have practically no correlations in the range from 10 bp to 100 bp (spectral exponent beta=0.00 +/- 0.04, where the uncertainty is two standard deviations). In contrast, for noncoding sequences, the average value of the spectral exponent beta is positive (0.16 +/- 0.05) which unambiguously shows the presence of long-range correlations. We also separately analyze the 874 coding and the 1157 noncoding sequences that have more than 4096 bp and find a larger region of power-law behavior. We calculate the probability that these two data sets (coding and noncoding) were drawn from the same distribution and we find that it is less than 10(-10). We obtain independent confirmation of these findings using the method of detrended fluctuation analysis (DFA), which is designed to treat sequences with statistical heterogeneity, such as DNA's known mosaic structure ("patchiness") arising from the nonstationarity of nucleotide concentration. The near-perfect agreement between the two independent analysis methods, FFT and DFA, increases the confidence in the reliability of our conclusion.

Correlation approach to identify coding regions in DNA sequences.

Recently, it was observed that noncoding regions of DNA sequences possess long-range power-law correlations, whereas coding regions typically display only short-range correlations. We develop an algorithm based on this finding that enables investigators to perform a statistical analysis on long DNA sequences to locate possible coding regions. The algorithm is particularly successful in predicting the location of lengthy coding regions. For example, for the complete genome of yeast chromosome III (315,344 nucleotides), at least 82% of the predictions correspond to putative coding regions; the algorithm correctly identified all coding regions larger than 3000 nucleotides, 92% of coding regions between 2000 and 3000 nucleotides long, and 79% of coding regions between 1000 and 2000 nucleotides. The predictive ability of this new algorithm supports the claim that there is a fundamental difference in the correlation property between coding and noncoding sequences. This algorithm, which is not species-dependent, can be implemented with other techniques for rapidly and accurately locating relatively long coding regions in genomic sequences.

Linguistic features of noncoding DNA sequences.

We extend the Zipf approach to analyzing linguistic texts to the statistical study of DNA base pair sequences and find that the noncoding regions are more similar to natural languages than the coding regions. We also adapt the Shannon approach to quantifying the "redundancy" of a linguistic text in terms of a measurable entropy function, and demonstrate that noncoding regions in eukaryotes display a smaller entropy and larger redundancy than coding regions, supporting the possibility that noncoding regions of DNA may carry biological information.