École normale supérieure de Cachan

About: École normale supérieure de Cachan is a education organization based out in Cachan, Île-de-France, France. It is known for research contribution in the topics: Decidability & Finite element method. The organization has 2717 authors who have published 5585 publications receiving 175925 citations.

Satisfiability of downward XPath with data equality tests

Abstract: In this work we investigate the satisfiability problem for the logic XPath(↓*, ↓,=), that includes all downward axes as well as equality and inequality tests. We address this problem in the absence of DTDs and the sibling axis. We prove that this fragment is decidable, and we nail down its complexity, showing the problem to be ExpTime-complete. The result also holds when path expressions allow closure under the Kleene star operator. To obtain these results, we introduce a new automaton model over data trees that captures XPath(↓*, ↓,=) and has an ExpTime emptiness problem. Furthermore, we give the exact complexity of several downward-looking fragments.

Automatic color palette

Abstract: Color palettes are an important tool for color image analysis, since they are the initial point of different techniques such as quantization or indexing. This paper presents a new method for the automatic construction of a color palette, which adjusts dynamically its number of colors according to the visual content of the image. The method is based on appropriately segmenting the HSI color space, which is achieved by individually partitioning the histograms associated to each color component. As a result we obtain a hierarchical color palette, which represents the color image with a reduced number of colors.

The RNA-binding protein Unr prevents mouse embryonic stem cells differentiation toward the primitive endoderm lineage.

Abstract: The maintenance of embryonic stem cells (ESCs) pluripotency depends on key transcription factors, chromatin remodeling proteins, and microRNAs. The roles of RNA-binding proteins are however poorly understood. We report that the cytoplasmic RNA-binding protein Unr prevents the differentiation of ESCs into primitive endoderm (PrE). We show that unr knockout (unr−/−) ESCs spontaneously differentiate into PrE, and that Unr re-expression in unr−/− ESCs reverses this phenotype. Nevertheless, unr−/− ESCs retain pluripotency, producing differentiated teratomas, and the differentiated unr−/− ESCs coexpress the PrE inducer Gata6 and the pluripotency factors Oct4, Nanog, and Sox2. Interestingly, in the differentiated unr−/− ESCs, Nanog and Sox2 exhibit a dual nuclear and cytoplasmic localization. This situation, that has never been reported, likely reflects an early differentiation state toward PrE. Finally, we show that Unr destabilizes Gata6 mRNAs and we propose that the post-transcriptional repression of Gata6 expression by Unr contributes to the stabilization of the ESCs pluripotent state. STEM CELLS 2011;29:1504–1516

Lack of Critical Slowing Down Suggests that Financial Meltdowns Are Not Critical Transitions, yet Rising Variability Could Signal Systemic Risk.

Abstract: Complex systems inspired analysis suggests a hypothesis that financial meltdowns are abrupt critical transitions that occur when the system reaches a tipping point. Theoretical and empirical studies on climatic and ecological dynamical systems have shown that approach to tipping points is preceded by a generic phenomenon called critical slowing down, i.e. an increasingly slow response of the system to perturbations. Therefore, it has been suggested that critical slowing down may be used as an early warning signal of imminent critical transitions. Whether financial markets exhibit critical slowing down prior to meltdowns remains unclear. Here, our analysis reveals that three major US (Dow Jones Index, S&P 500 and NASDAQ) and two European markets (DAX and FTSE) did not exhibit critical slowing down prior to major financial crashes over the last century. However, all markets showed strong trends of rising variability, quantified by time series variance and spectral function at low frequencies, prior to crashes. These results suggest that financial crashes are not critical transitions that occur in the vicinity of a tipping point. Using a simple model, we argue that financial crashes are likely to be stochastic transitions which can occur even when the system is far away from the tipping point. Specifically, we show that a gradually increasing strength of stochastic perturbations may have caused to abrupt transitions in the financial markets. Broadly, our results highlight the importance of stochastically driven abrupt transitions in real world scenarios. Our study offers rising variability as a precursor of financial meltdowns albeit with a limitation that they may signal false alarms.