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Articles 1 - 6 of 6
Full-Text Articles in Physical Sciences and Mathematics
Running And Tumbling With E. Coli In Polymeric Solutions, Alison E. Patteson, Arvind Gopinath, Mark Goulian, Paulo E. Arratia
Running And Tumbling With E. Coli In Polymeric Solutions, Alison E. Patteson, Arvind Gopinath, Mark Goulian, Paulo E. Arratia
Physics - All Scholarship
Run-and-tumble motility is widely used by swimming microorganisms including numerous prokaryotic and eukaryotic organisms. Here, we experimentally investigate the run-and-tumble dynamics of the bacterium E. coli in polymeric solutions. We find that even small amounts of polymer in solution can drastically change E. colidynamics: cells tumble less and their velocity increases, leading to an enhancement in cell translational diffusion and a sharp decline in rotational diffusion. We show that suppression of tumbling is due to fluid viscosity while the enhancement in swimming speed is mainly due to fluid elasticity. Visualization of single fluorescently labeled DNA polymers reveals that the …
Soil Chemistry On Watershed 1: 1998 - 2014, Chris E. Johnson
Soil Chemistry On Watershed 1: 1998 - 2014, Chris E. Johnson
Civil and Environmental Engineering
No abstract provided.
Pinpoint: Efficient And Effective Resource Isolation For Mobile Security And Privacy, Paul Ratazzi, Ashok Bommisetti, Nian Ji, Wenliang Du
Pinpoint: Efficient And Effective Resource Isolation For Mobile Security And Privacy, Paul Ratazzi, Ashok Bommisetti, Nian Ji, Wenliang Du
Electrical Engineering and Computer Science - All Scholarship
Virtualization is frequently used to isolate untrusted processes and control their access to sensitive resources. However, isolation usually carries a price in terms of less resource sharing and reduced inter-process communication. In an open architecture such as Android, this price and its impact on performance, usability, and transparency must be carefully considered. Although previous efforts in developing general-purpose isolation solutions have shown that some of these negative sideeffects can be mitigated, doing so involves overcoming significant design challenges by incorporating numerous additional platform complexities not directly related to improved security. Thus, the general purpose solutions become inefficient and burdensome if …
Averaged Instrumental Variables Estimators, Yoonseok Lee, Yu Zhou
Averaged Instrumental Variables Estimators, Yoonseok Lee, Yu Zhou
Center for Policy Research
We develop averaged instrumental variables estimators as a way to deal with many weak instruments. We propose a weighted average of the preliminary k-class estimators, where each estimator is obtained using different subsets of the available instrumental variables. The averaged estimators are shown to be consistent and to satisfy asymptotic normality. Furthermore, its approximate mean squared error reveals that using a small number of instruments for each preliminary k-class estimator reduces the finite sample bias, while averaging prevents the variance from inflating. Monte Carlo simulations find that the averaged estimators compare favorably with alternative instrumental-variable-selection approaches when the strength levels …
Estimation Of Heterogeneous Panels With Structural Breaks, Badi Baltagi
Estimation Of Heterogeneous Panels With Structural Breaks, Badi Baltagi
Center for Policy Research
This paper extends Pesaran's (2006) work on common correlated effects (CCE) estimators for large heterogeneous panels with a general multifactor error structure by allowing for unknown common structural breaks. Structural breaks due to new policy implementation or major technological shocks, are more likely to occur over a longer time span. Consequently, ignoring structural breaks may lead to inconsistent estimation and invalid inference. We propose a general framework that includes heterogeneous panel data models and structural break models as special cases. The least squares method proposed by Bai (1997a, 2010) is applied to estimate the common change points, and the consistency …
Estimation And Identification Of Change Points In Panel Models With Nonstationary Or Stationary Regressors And Error Term, Badi H. Baltagi, Chihwa Kao, Long Liu
Estimation And Identification Of Change Points In Panel Models With Nonstationary Or Stationary Regressors And Error Term, Badi H. Baltagi, Chihwa Kao, Long Liu
Center for Policy Research
This paper studies the estimation of change point in panel models. We extend Bai (2010) and Feng, Kao and Lazarová (2009) to the case of stationary or nonstationary regressors and error term, and whether the change point is present or not. We prove consistency and derive the asymptotic distributions of the Ordinary Least Squares (OLS) and First Difference (FD) estimators. We find that the FD estimator is robust for all cases considered.