Three Carrier Ambiguity Resolutions : Generalised problems, models and solutions

In this paper, the problems of three carrier phase ambiguity resolution (TCAR) and position estimation (PE) are generalized as real time GNSS data processing problems for a continuously observing network on large scale. In order to describe these problems, a general linear equation system is presented to uniform various geometry-free, geometry-based and geometry-constrained TCAR models, along with state transition questions between observation times. With this general formulation, generalized TCAR solutions are given to cover different real time GNSS data processing scenarios, and various simplified integer solutions, such as geometry-free rounding and geometry-based LAMBDA solutions with single and multiple-epoch measurements. In fact, various ambiguity resolution (AR) solutions differ in the floating ambiguity estimation and integer ambiguity search processes, but their theoretical equivalence remains under the same observational systems models and statistical assumptions. TCAR performance benefits as outlined from the data analyses in some recent literatures are reviewed, showing profound implications for the future GNSS development from both technology and application perspectives.

Forecasting time-varying value-at-risk

In this thesis we are interested in financial risk and the instrument we want to use is Value-at-Risk (VaR). VaR is the maximum loss over a given period of time at a given confidence level. Many definitions of VaR exist and some will be introduced throughout this thesis. There two main ways to measure risk and VaR: through volatility and through percentiles. Large volatility in financial returns implies greater probability of large losses, but also larger probability of large profits. Percentiles describe tail behaviour. The estimation of VaR is a complex task. It is important to know the main characteristics of financial data to choose the best model. The existing literature is very wide, maybe controversial, but helpful in drawing a picture of the problem. It is commonly recognised that financial data are characterised by heavy tails, time-varying volatility, asymmetric response to bad and good news, and skewness. Ignoring any of these features can lead to underestimating VaR with a possible ultimate consequence being the default of the protagonist (firm, bank or investor). In recent years, skewness has attracted special attention. An open problem is the detection and modelling of time-varying skewness. Is skewness constant or there is some significant variability which in turn can affect the estimation of VaR? This thesis aims to answer this question and to open the way to a new approach to model simultaneously time-varying volatility (conditional variance) and skewness. The new tools are modifications of the Generalised Lambda Distributions (GLDs). They are four-parameter distributions, which allow the first four moments to be modelled nearly independently: in particular we are interested in what we will call para-moments, i.e., mean, variance, skewness and kurtosis. The GLDs will be used in two different ways. Firstly, semi-parametrically, we consider a moving window to estimate the parameters and calculate the percentiles of the GLDs. Secondly, parametrically, we attempt to extend the GLDs to include time-varying dependence in the parameters. We used the local linear regression to estimate semi-parametrically conditional mean and conditional variance. The method is not efficient enough to capture all the dependence structure in the three indices —ASX 200, S&P 500 and FT 30—, however it provides an idea of the DGP underlying the process and helps choosing a good technique to model the data. We find that GLDs suggest that moments up to the fourth order do not always exist, there existence appears to vary over time. This is a very important finding, considering that past papers (see for example Bali et al., 2008; Hashmi and Tay, 2007; Lanne and Pentti, 2007) modelled time-varying skewness, implicitly assuming the existence of the third moment. However, the GLDs suggest that mean, variance, skewness and in general the conditional distribution vary over time, as already suggested by the existing literature. The GLDs give good results in estimating VaR on three real indices, ASX 200, S&P 500 and FT 30, with results very similar to the results provided by historical simulation.

A Modified inverse integer Cholesky decorrelation method and the performance on ambiguity resolution

One of the research focuses in the integer least squares problem is the decorrelation technique to reduce the number of integer parameter search candidates and improve the efficiency of the integer parameter search method. It remains as a challenging issue for determining carrier phase ambiguities and plays a critical role in the future of GNSS high precise positioning area. Currently, there are three main decorrelation techniques being employed: the integer Gaussian decorrelation, the Lenstra–Lenstra–Lovász (LLL) algorithm and the inverse integer Cholesky decorrelation (IICD) method. Although the performance of these three state-of-the-art methods have been proved and demonstrated, there is still a potential for further improvements. To measure the performance of decorrelation techniques, the condition number is usually used as the criterion. Additionally, the number of grid points in the search space can be directly utilized as a performance measure as it denotes the size of search space. However, a smaller initial volume of the search ellipsoid does not always represent a smaller number of candidates. This research has proposed a modified inverse integer Cholesky decorrelation (MIICD) method which improves the decorrelation performance over the other three techniques. The decorrelation performance of these methods was evaluated based on the condition number of the decorrelation matrix, the number of search candidates and the initial volume of search space. Additionally, the success rate of decorrelated ambiguities was calculated for all different methods to investigate the performance of ambiguity validation. The performance of different decorrelation methods was tested and compared using both simulation and real data. The simulation experiment scenarios employ the isotropic probabilistic model using a predetermined eigenvalue and without any geometry or weighting system constraints. MIICD method outperformed other three methods with conditioning improvements over LAMBDA method by 78.33% and 81.67% without and with eigenvalue constraint respectively. The real data experiment scenarios involve both the single constellation system case and dual constellations system case. Experimental results demonstrate that by comparing with LAMBDA, MIICD method can significantly improve the efficiency of reducing the condition number by 78.65% and 97.78% in the case of single constellation and dual constellations respectively. It also shows improvements in the number of search candidate points by 98.92% and 100% in single constellation case and dual constellations case.

Gene duplication is an evolutionary mechanism for expanding spectral diversity in the long-wavelength photopigments of butterflies

Butterfly long-wavelength (L) photopigments are interesting for comparative studies of adaptive evolution because of the tremendous phenotypic variation that exists in their wavelength of peak absorbance (lambda(max) value). Here we present a comprehensive survey of L photopigment variation by measuring lambda(max) in 12 nymphalid and 1 riodinid species using epi-microspectrophotometry. Together with previous data, we find that L photopigment lambda(max) varies from 510-565 nm in 22 nymphalids, with an even broader 505- to 600-nm range in riodinids. We then surveyed the L opsin genes for which lambda(max) values are available as well as from related taxa and found 2 instances of L opsin gene duplication within nymphalids, in Hermeuptychia hermes and Amathusia phidippus, and 1 instance within riodinids, in the metalmark butterfly Apodemia mormo. Using maximum parsimony and maximum likelihood ancestral state reconstructions to map the evolution of spectral shifts within the L photopigments of nymphalids, we estimate the ancestral pigment had a lambda(max) = 540 nm +/- 10 nm standard error and that blueshifts in wavelength have occurred at least 4 times within the family. We used ancestral state reconstructions to investigate the importance of several amino acid substitutions (Ile17Met, Ala64Ser, Asn70Ser, and Ser137Ala) previously shown to have evolved under positive selection that are correlated with blue spectral shifts. These reconstructions suggest that the Ala64Ser substitution has indeed occurred along the newly identified blueshifted L photopigment lineages. Substitutions at the other 3 sites may also be involved in the functional diversification of L photopigments. Our data strongly suggest that there are limits to the evolution of L photopigment spectral shifts among species with only one L opsin gene and that opsin gene duplication broadens the potential range of lambda(max) values.

Adaptive evolution of color vision as seen through the eyes of butterflies

Butterflies and primates are interesting for comparative color vision studies, because both have evolved middle- (M) and long-wavelength- (L) sensitive photopigments with overlapping absorbance spectrum maxima (lambda(max) values). Although positive selection is important for the maintenance of spectral variation within the primate pigments, it remains an open question whether it contributes similarly to the diversification of butterfly pigments. To examine this issue, we performed epimicrospectrophotometry on the eyes of five Limenitis butterfly species and found a 31-nm range of variation in the lambda(max) values of the L-sensitive photopigments (514-545 nm). We cloned partial Limenitis L opsin gene sequences and found a significant excess of replacement substitutions relative to polymorphisms among species. Mapping of these L photopigment lambda(max) values onto a phylogeny revealed two instances within Lepidoptera of convergently evolved L photopigment lineages whose lambda(max) values were blue-shifted. A codon-based maximum-likelihood analysis indicated that, associated with the two blue spectral shifts, four amino acid sites (Ile17Met, Ala64Ser, Asn70Ser, and Ser137Ala) have evolved substitutions in parallel and exhibit significant d(N)/d(S) >1. Homology modeling of the full-length Limenitis arthemis astyanax L opsin placed all four substitutions within the chromophore-binding pocket. Strikingly, the Ser137Ala substitution is in the same position as a site that in primates is responsible for a 5- to 7-nm blue spectral shift. Our data show that some of the same amino acid sites are under positive selection in the photopigments of both butterflies and primates, spanning an evolutionary distance >500 million years.

Orthogonality defect and reduced search-space size for solving integer least-squares problems

In the context of ambiguity resolution (AR) of Global Navigation Satellite Systems (GNSS), decorrelation among entries of an ambiguity vector, integer ambiguity search and ambiguity validations are three standard procedures for solving integer least-squares problems. This paper contributes to AR issues from three aspects. Firstly, the orthogonality defect is introduced as a new measure of the performance of ambiguity decorrelation methods, and compared with the decorrelation number and with the condition number which are currently used as the judging criterion to measure the correlation of ambiguity variance-covariance matrix. Numerically, the orthogonality defect demonstrates slightly better performance as a measure of the correlation between decorrelation impact and computational efficiency than the condition number measure. Secondly, the paper examines the relationship of the decorrelation number, the condition number, the orthogonality defect and the size of the ambiguity search space with the ambiguity search candidates and search nodes. The size of the ambiguity search space can be properly estimated if the ambiguity matrix is decorrelated well, which is shown to be a significant parameter in the ambiguity search progress. Thirdly, a new ambiguity resolution scheme is proposed to improve ambiguity search efficiency through the control of the size of the ambiguity search space. The new AR scheme combines the LAMBDA search and validation procedures together, which results in a much smaller size of the search space and higher computational efficiency while retaining the same AR validation outcomes. In fact, the new scheme can deal with the case there are only one candidate, while the existing search methods require at least two candidates. If there are more than one candidate, the new scheme turns to the usual ratio-test procedure. Experimental results indicate that this combined method can indeed improve ambiguity search efficiency for both the single constellation and dual constellations respectively, showing the potential for processing high dimension integer parameters in multi-GNSS environment.

Travelling waves for a velocity–jump model of cell migration and proliferation

Cell invasion, characterised by moving fronts of cells, is an essential aspect of development, repair and disease. Typically, mathematical models of cell invasion are based on the Fisher–Kolmogorov equation. These traditional parabolic models can not be used to represent experimental measurements of individual cell velocities within the invading population since they imply that information propagates with infinite speed. To overcome this limitation we study combined cell motility and proliferation based on a velocity–jump process where information propagates with finite speed. The model treats the total population of cells as two interacting subpopulations: a subpopulation of left–moving cells, $L(x,t)$, and a subpopulation of right–moving cells, $R(x,t)$. This leads to a system of hyperbolic partial differential equations that includes a turning rate, $\Lambda \ge 0$, describing the rate at which individuals in the population change direction of movement. We present exact travelling wave solutions of the system of partial differential equations for the special case where $\Lambda = 0$ and in the limit that $\Lambda \to \infty$. For intermediate turning rates, $0 < \Lambda < \infty$, we analyse the travelling waves using the phase plane and we demonstrate a transition from smooth monotone travelling waves to smooth nonmonotone travelling waves as $\Lambda$ decreases through a critical value $\Lambda_{crit}$. We conclude by providing a qualitative comparison between the travelling wave solutions of our model and experimental observations of cell invasion. This comparison indicates that the small $\Lambda$ limit produces results that are consistent with experimental observations.

Direct Observation of Photodissociation Products from Phenylperoxyl Radicals Isolated in the Gas Phase

Gas phase peroxyl radicals are central to our chemical understanding of combustion and atmospheric processes and are typically characterized by strong absorption in the UV (lambda(max) approximate to 240 nm). The analogous maximum absorption feature for arylperoxyl radicals is predicted to shift to the visible but has not previously been characterized nor have any photoproducts arising from this transition been identified. Here we describe the controlled synthesis and isolation in vacuo of an array of charge-substituted phenylperoxyl radicals at room temperature, including the 4-(N,N,N-trimethylammonium)methyl phenylperoxyl radical cation (4-Me3N[+]CH2-C6H4OO center dot), using linear ion-trap mass spectrometry. Photodissociation mass spectra obtained at wavelengths ranging from 310 to 500 nm reveal two major photoproduct channels corresponding to homolysis of aryl-OO and arylO-O bonds resulting in loss of O-2 and O, respectively. Combining the photodissociation yields across this spectral window produces a broad (FWHM approximate to 60 nm) but clearly resolved feature centered at lambda(max) = 403 nm (3.08 eV). The influence of the charge-tag identity and its proximity to the radical site are investigated and demonstrate no effect on the identity of the two dominant photoproduct channels. Electronic structure calculations have located the vertical (B) over tilde <- (X) over tilde transition of these substituted phenylperoxyl radicals within the experimental uncertainty and further predict the analogous transition for unsubstituted phenylperoxyl radical (C6H5OO center dot) to be 457 nm (2.71 eV), nearly 45 nm shorter than previous estimates and in good agreement with recent computational values.

How much information can be obtained from tracking the position of the leading edge in a scratch assay?

Moving cell fronts are an essential feature of wound healing, development and disease. The rate at which a cell front moves is driven, in part, by the cell motility, quantified in terms of the cell diffusivity $D$, and the cell proliferation rate �$\lambda$. Scratch assays are a commonly-reported procedure used to investigate the motion of cell fronts where an initial cell monolayer is scratched and the motion of the front is monitored over a short period of time, often less than 24 hours. The simplest way of quantifying a scratch assay is to monitor the progression of the leading edge. Leading edge data is very convenient since, unlike other methods, it is nondestructive and does not require labeling, tracking or counting individual cells amongst the population. In this work we study short time leading edge data in a scratch assay using a discrete mathematical model and automated image analysis with the aim of investigating whether such data allows us to reliably identify $D$ and $\lambda$�. Using a naıve calibration approach where we simply scan the relevant region of the ($D$;$\lambda$�) parameter space, we show that there are many choices of $D$ and $\lambda$� for which our model produces indistinguishable short time leading edge data. Therefore, without due care, it is impossible to estimate $D$ and $\lambda$� from this kind of data. To address this, we present a modified approach accounting for the fact that cell motility occurs over a much shorter time scale than proliferation. Using this information we divide the duration of the experiment into two periods, and we estimate $D$ using data from the first period, while we estimate �$\lambda$ using data from the second period. We confirm the accuracy of our approach using in silico data and a new set of in vitro data, which shows that our method recovers estimates of $D$ and $\lamdba$� that are consistent with previously-reported values except that that our approach is fast, inexpensive, nondestructive and avoids the need for cell labeling and cell counting.

A linkage study across the T cell receptor A and T cell receptor B loci in families with rheumatoid arthritis

Objective. To examine whether the T cell receptor (TCR) A or TCRB loci exhibit linkage with disease in multiplex rheumatoid arthritis (RA) families. Methods. A linkage study was performed in 184 RA families from the UK Arthritis and Rheumatism Council Repository, each containing at least 1 affected sibpair. The microsatellites D14S50, TCRA, and D14S64 spanning the TCRA locus and D7S509, Vβ6.7, and D7S688 spanning the TCRB locus were used as DNA markers. The subjects were genotyped using a semiautomated polymerase chain reaction-based method. Two-point and multipoint linkage analyses were performed. Results. Nonparametric single-marker likelihood odds (LOD) scores were 0.49 (P = 0.07) for D14S50, 0.65 (P = 0.04) for TCRA, 0.07 (P = 0.29) for D14S64, 0.01 (P = 0.43) for D7S509, 0.0 (P = 0.50) for Vβ6.7, and 0.0 (P = 0.50) for D7S688. By multipoint analysis, there was no evidence of linkage at TCRB (LOD score 0), and the maximum LOD score at the TCRA locus was 0.37 (at D14S50). The presence of a susceptibility locus (LOD score < -2.0) was excluded, with lambda ≤ 1.8 at TCRA and ≤1.4 at TCRB. Conclusion. These linkage studies provide no significant evidence of a major germline-encoded TCRA or TCRB component of susceptibility to RA.

The role of germline polymorphisms in the T-cell receptor in susceptibility to ankylosing spondylitis

The role of germline polymorphisms of the T-cell receptor A/D and B loci in susceptibility to ankylosing spondylitis was investigated by linkage studies using microsatellite markers in 215 affected sibling pairs. The presence of a significant susceptibility gene (lambda ≤ 1.6) at the TCRA/D locus was excluded (LOD score < -2.0). At the TCRB locus, there was weak evidence of the presence of a susceptibility gene (P = 0.01, LOD score 1.1). Further family studies will be required to determine whether this is a true or false-positive finding. It is unlikely that either the TCRA/D or TCRB loci contain genes responsible for more than a moderate proportion of the non-MHC genetic susceptibility to ankylosing spondylitis.

Exclusion of angiotensinogen gene in molecular basis of human hypertension: Sibpair linkage and association analyses in Australian anglo-caucasians

Linkage with essential hypertension has been claimed for a microsatellite marker near the angiotensinogen gene (AGT; chromosome 1q42), as has association for the AGT variants M235T, G(-6)A and A(-20)C. To more rigorously evaluate AGT as a candidate gene for hypertension we performed sibpair analysis with multiple microsatellite markers surrounding this locus and using more sophisticated analysis programs. We also performed an association study of the AGT variants in unrelated subjects with a strong family history (two affected parents). For the linkage study, single and multiplex polymerase chain reaction (PCRs) and automated genescan analysis were conducted on DNA from 175 Australian Anglo-Celtic Caucasian hypertensives for the following markers: D1S2880-(2.1 cM)-D1S213-(2.8 cM)-D1S251-(6.5 cM)-AGT-(2.0 cM) -D1S235. Statistical evaluation of genotype data by nonparametric methods resulted in the following scores: Single-point analysis - SPLINK, P > 0.18; APM method, P > 0.25; ASPEX, MLOD < 0.28; SIB-PAIR, P > 0. 24; Multipoint analysis - MAPMAKER/SIBS, MLOD < 0.24; GENEHUNTER, P > 0.35. Exclusion scores of Lod -4.1 to -5.1 were obtained for these markers using MAPMAKER/SIBS for a lambda(s) of 1.6. The association study of G(-6)A, A(-20)C and M235T variants in 111 hypertensives with strong family history and 190 normotensives with no family history showed significant linkage disequilibrium between particular haplotypes, but we could find no association with hypertension. The present study therefore excludes AGT in the etiology of hypertension, at least in the population of Australian Anglo-Celtic Caucasians studied.