Redeeming Faustus: Tracing the pacts of Mariken and Faust from the 1500s to the present

This dissertation uncovers and analyzes the complicated history of the devil’s pact in literature from approximately 1330 to 2015, focusing primarily on texts written in German and Dutch. That the tale of the pact with the devil (the so-called Faustian bargain) is one of the most durable and pliable literary themes is undeniable. Yet for too long, the success of Johann Wolfgang von Goethe’s Faust I (1808) decisively shaped scholarship on early devil’s pact tales, leading to a misreading of the texts with Goethe’s concerns being projected onto the earliest manifestations. But Goethe’s Faust really only borrows from the original Faust his name; the two characters could not be more different. Furthermore, Faustus was not the only early pact-maker character and his tale was neither limited to the German language nor to the Protestant faith. Among others, tales written in Dutch about a female, Catholic, latemedieval pact-maker, Mariken van Nieumeghen (1515), illustrate this. This dissertation seeks to redeem the early modern Faustus texts from its misreading and to broaden the scholarship on the literature of the devil’s pact by considering the Mariken and Faust traditions together.

The first chapter outlines the beginnings of pact literature as a Catholic phenomenon, considering the tales of Theophilus and Pope Joan alongside Mariken of Nijmegen. The second chapter turns to the original Faust tale, the Historia von D. Johann Fausten (1587), best read as a Lutheran response to the Catholic pact literature in the wake of the Reformation. In the third chapter, this dissertation offers a new, united reading of the early modern Faust tradition. The fourth and fifth chapters trace the literary preoccupation with the pacts of both Mariken and Faustus from the late early modern to the present.

The dissertation traces the evolution of these two bodies of literature and provides an in-depth analysis and comparison of the two that has not been done before. It argues for a more global literary scholarship that considers texts across multiple languages and one that takes into consideration the rich body of material of the pact tradition.

Data to Decision in a Dynamic Ocean: Robust Species Distribution Models and Spatial Decision Frameworks

Human use of the oceans is increasingly in conflict with conservation of endangered species. Methods for managing the spatial and temporal placement of industries such as military, fishing, transportation and offshore energy, have historically been post hoc; i.e. the time and place of human activity is often already determined before assessment of environmental impacts. In this dissertation, I build robust species distribution models in two case study areas, US Atlantic (Best et al. 2012) and British Columbia (Best et al. 2015), predicting presence and abundance respectively, from scientific surveys. These models are then applied to novel decision frameworks for preemptively suggesting optimal placement of human activities in space and time to minimize ecological impacts: siting for offshore wind energy development, and routing ships to minimize risk of striking whales. Both decision frameworks relate the tradeoff between conservation risk and industry profit with synchronized variable and map views as online spatial decision support systems.

For siting offshore wind energy development (OWED) in the U.S. Atlantic (chapter 4), bird density maps are combined across species with weights of OWED sensitivity to collision and displacement and 10 km2 sites are compared against OWED profitability based on average annual wind speed at 90m hub heights and distance to transmission grid. A spatial decision support system enables toggling between the map and tradeoff plot views by site. A selected site can be inspected for sensitivity to a cetaceans throughout the year, so as to capture months of the year which minimize episodic impacts of pre-operational activities such as seismic airgun surveying and pile driving.

Routing ships to avoid whale strikes (chapter 5) can be similarly viewed as a tradeoff, but is a different problem spatially. A cumulative cost surface is generated from density surface maps and conservation status of cetaceans, before applying as a resistance surface to calculate least-cost routes between start and end locations, i.e. ports and entrance locations to study areas. Varying a multiplier to the cost surface enables calculation of multiple routes with different costs to conservation of cetaceans versus cost to transportation industry, measured as distance. Similar to the siting chapter, a spatial decisions support system enables toggling between the map and tradeoff plot view of proposed routes. The user can also input arbitrary start and end locations to calculate the tradeoff on the fly.

Essential to the input of these decision frameworks are distributions of the species. The two preceding chapters comprise species distribution models from two case study areas, U.S. Atlantic (chapter 2) and British Columbia (chapter 3), predicting presence and density, respectively. Although density is preferred to estimate potential biological removal, per Marine Mammal Protection Act requirements in the U.S., all the necessary parameters, especially distance and angle of observation, are less readily available across publicly mined datasets.

In the case of predicting cetacean presence in the U.S. Atlantic (chapter 2), I extracted datasets from the online OBIS-SEAMAP geo-database, and integrated scientific surveys conducted by ship (n=36) and aircraft (n=16), weighting a Generalized Additive Model by minutes surveyed within space-time grid cells to harmonize effort between the two survey platforms. For each of 16 cetacean species guilds, I predicted the probability of occurrence from static environmental variables (water depth, distance to shore, distance to continental shelf break) and time-varying conditions (monthly sea-surface temperature). To generate maps of presence vs. absence, Receiver Operator Characteristic (ROC) curves were used to define the optimal threshold that minimizes false positive and false negative error rates. I integrated model outputs, including tables (species in guilds, input surveys) and plots (fit of environmental variables, ROC curve), into an online spatial decision support system, allowing for easy navigation of models by taxon, region, season, and data provider.

For predicting cetacean density within the inner waters of British Columbia (chapter 3), I calculated density from systematic, line-transect marine mammal surveys over multiple years and seasons (summer 2004, 2005, 2008, and spring/autumn 2007) conducted by Raincoast Conservation Foundation. Abundance estimates were calculated using two different methods: Conventional Distance Sampling (CDS) and Density Surface Modelling (DSM). CDS generates a single density estimate for each stratum, whereas DSM explicitly models spatial variation and offers potential for greater precision by incorporating environmental predictors. Although DSM yields a more relevant product for the purposes of marine spatial planning, CDS has proven to be useful in cases where there are fewer observations available for seasonal and inter-annual comparison, particularly for the scarcely observed elephant seal. Abundance estimates are provided on a stratum-specific basis. Steller sea lions and harbour seals are further differentiated by ‘hauled out’ and ‘in water’. This analysis updates previous estimates (Williams & Thomas 2007) by including additional years of effort, providing greater spatial precision with the DSM method over CDS, novel reporting for spring and autumn seasons (rather than summer alone), and providing new abundance estimates for Steller sea lion and northern elephant seal. In addition to providing a baseline of marine mammal abundance and distribution, against which future changes can be compared, this information offers the opportunity to assess the risks posed to marine mammals by existing and emerging threats, such as fisheries bycatch, ship strikes, and increased oil spill and ocean noise issues associated with increases of container ship and oil tanker traffic in British Columbia’s continental shelf waters.

Starting with marine animal observations at specific coordinates and times, I combine these data with environmental data, often satellite derived, to produce seascape predictions generalizable in space and time. These habitat-based models enable prediction of encounter rates and, in the case of density surface models, abundance that can then be applied to management scenarios. Specific human activities, OWED and shipping, are then compared within a tradeoff decision support framework, enabling interchangeable map and tradeoff plot views. These products make complex processes transparent for gaming conservation, industry and stakeholders towards optimal marine spatial management, fundamental to the tenets of marine spatial planning, ecosystem-based management and dynamic ocean management.

Bayesian Inference in Large-scale Problems

Many modern applications fall into the category of "large-scale" statistical problems, in which both the number of observations n and the number of features or parameters p may be large. Many existing methods focus on point estimation, despite the continued relevance of uncertainty quantification in the sciences, where the number of parameters to estimate often exceeds the sample size, despite huge increases in the value of n typically seen in many fields. Thus, the tendency in some areas of industry to dispense with traditional statistical analysis on the basis that "n=all" is of little relevance outside of certain narrow applications. The main result of the Big Data revolution in most fields has instead been to make computation much harder without reducing the importance of uncertainty quantification. Bayesian methods excel at uncertainty quantification, but often scale poorly relative to alternatives. This conflict between the statistical advantages of Bayesian procedures and their substantial computational disadvantages is perhaps the greatest challenge facing modern Bayesian statistics, and is the primary motivation for the work presented here.

Two general strategies for scaling Bayesian inference are considered. The first is the development of methods that lend themselves to faster computation, and the second is design and characterization of computational algorithms that scale better in n or p. In the first instance, the focus is on joint inference outside of the standard problem of multivariate continuous data that has been a major focus of previous theoretical work in this area. In the second area, we pursue strategies for improving the speed of Markov chain Monte Carlo algorithms, and characterizing their performance in large-scale settings. Throughout, the focus is on rigorous theoretical evaluation combined with empirical demonstrations of performance and concordance with the theory.

One topic we consider is modeling the joint distribution of multivariate categorical data, often summarized in a contingency table. Contingency table analysis routinely relies on log-linear models, with latent structure analysis providing a common alternative. Latent structure models lead to a reduced rank tensor factorization of the probability mass function for multivariate categorical data, while log-linear models achieve dimensionality reduction through sparsity. Little is known about the relationship between these notions of dimensionality reduction in the two paradigms. In Chapter 2, we derive several results relating the support of a log-linear model to nonnegative ranks of the associated probability tensor. Motivated by these findings, we propose a new collapsed Tucker class of tensor decompositions, which bridge existing PARAFAC and Tucker decompositions, providing a more flexible framework for parsimoniously characterizing multivariate categorical data. Taking a Bayesian approach to inference, we illustrate empirical advantages of the new decompositions.

Latent class models for the joint distribution of multivariate categorical, such as the PARAFAC decomposition, data play an important role in the analysis of population structure. In this context, the number of latent classes is interpreted as the number of genetically distinct subpopulations of an organism, an important factor in the analysis of evolutionary processes and conservation status. Existing methods focus on point estimates of the number of subpopulations, and lack robust uncertainty quantification. Moreover, whether the number of latent classes in these models is even an identified parameter is an open question. In Chapter 3, we show that when the model is properly specified, the correct number of subpopulations can be recovered almost surely. We then propose an alternative method for estimating the number of latent subpopulations that provides good quantification of uncertainty, and provide a simple procedure for verifying that the proposed method is consistent for the number of subpopulations. The performance of the model in estimating the number of subpopulations and other common population structure inference problems is assessed in simulations and a real data application.

In contingency table analysis, sparse data is frequently encountered for even modest numbers of variables, resulting in non-existence of maximum likelihood estimates. A common solution is to obtain regularized estimates of the parameters of a log-linear model. Bayesian methods provide a coherent approach to regularization, but are often computationally intensive. Conjugate priors ease computational demands, but the conjugate Diaconis--Ylvisaker priors for the parameters of log-linear models do not give rise to closed form credible regions, complicating posterior inference. In Chapter 4 we derive the optimal Gaussian approximation to the posterior for log-linear models with Diaconis--Ylvisaker priors, and provide convergence rate and finite-sample bounds for the Kullback-Leibler divergence between the exact posterior and the optimal Gaussian approximation. We demonstrate empirically in simulations and a real data application that the approximation is highly accurate, even in relatively small samples. The proposed approximation provides a computationally scalable and principled approach to regularized estimation and approximate Bayesian inference for log-linear models.

Another challenging and somewhat non-standard joint modeling problem is inference on tail dependence in stochastic processes. In applications where extreme dependence is of interest, data are almost always time-indexed. Existing methods for inference and modeling in this setting often cluster extreme events or choose window sizes with the goal of preserving temporal information. In Chapter 5, we propose an alternative paradigm for inference on tail dependence in stochastic processes with arbitrary temporal dependence structure in the extremes, based on the idea that the information on strength of tail dependence and the temporal structure in this dependence are both encoded in waiting times between exceedances of high thresholds. We construct a class of time-indexed stochastic processes with tail dependence obtained by endowing the support points in de Haan's spectral representation of max-stable processes with velocities and lifetimes. We extend Smith's model to these max-stable velocity processes and obtain the distribution of waiting times between extreme events at multiple locations. Motivated by this result, a new definition of tail dependence is proposed that is a function of the distribution of waiting times between threshold exceedances, and an inferential framework is constructed for estimating the strength of extremal dependence and quantifying uncertainty in this paradigm. The method is applied to climatological, financial, and electrophysiology data.

The remainder of this thesis focuses on posterior computation by Markov chain Monte Carlo. The Markov Chain Monte Carlo method is the dominant paradigm for posterior computation in Bayesian analysis. It has long been common to control computation time by making approximations to the Markov transition kernel. Comparatively little attention has been paid to convergence and estimation error in these approximating Markov Chains. In Chapter 6, we propose a framework for assessing when to use approximations in MCMC algorithms, and how much error in the transition kernel should be tolerated to obtain optimal estimation performance with respect to a specified loss function and computational budget. The results require only ergodicity of the exact kernel and control of the kernel approximation accuracy. The theoretical framework is applied to approximations based on random subsets of data, low-rank approximations of Gaussian processes, and a novel approximating Markov chain for discrete mixture models.

Data augmentation Gibbs samplers are arguably the most popular class of algorithm for approximately sampling from the posterior distribution for the parameters of generalized linear models. The truncated Normal and Polya-Gamma data augmentation samplers are standard examples for probit and logit links, respectively. Motivated by an important problem in quantitative advertising, in Chapter 7 we consider the application of these algorithms to modeling rare events. We show that when the sample size is large but the observed number of successes is small, these data augmentation samplers mix very slowly, with a spectral gap that converges to zero at a rate at least proportional to the reciprocal of the square root of the sample size up to a log factor. In simulation studies, moderate sample sizes result in high autocorrelations and small effective sample sizes. Similar empirical results are observed for related data augmentation samplers for multinomial logit and probit models. When applied to a real quantitative advertising dataset, the data augmentation samplers mix very poorly. Conversely, Hamiltonian Monte Carlo and a type of independence chain Metropolis algorithm show good mixing on the same dataset.

Inter-site and inter-scanner diffusion MRI data harmonization.

We propose a novel method to harmonize diffusion MRI data acquired from multiple sites and scanners, which is imperative for joint analysis of the data to significantly increase sample size and statistical power of neuroimaging studies. Our method incorporates the following main novelties: i) we take into account the scanner-dependent spatial variability of the diffusion signal in different parts of the brain; ii) our method is independent of compartmental modeling of diffusion (e.g., tensor, and intra/extra cellular compartments) and the acquired signal itself is corrected for scanner related differences; and iii) inter-subject variability as measured by the coefficient of variation is maintained at each site. We represent the signal in a basis of spherical harmonics and compute several rotation invariant spherical harmonic features to estimate a region and tissue specific linear mapping between the signal from different sites (and scanners). We validate our method on diffusion data acquired from seven different sites (including two GE, three Philips, and two Siemens scanners) on a group of age-matched healthy subjects. Since the extracted rotation invariant spherical harmonic features depend on the accuracy of the brain parcellation provided by Freesurfer, we propose a feature based refinement of the original parcellation such that it better characterizes the anatomy and provides robust linear mappings to harmonize the dMRI data. We demonstrate the efficacy of our method by statistically comparing diffusion measures such as fractional anisotropy, mean diffusivity and generalized fractional anisotropy across multiple sites before and after data harmonization. We also show results using tract-based spatial statistics before and after harmonization for independent validation of the proposed methodology. Our experimental results demonstrate that, for nearly identical acquisition protocol across sites, scanner-specific differences can be accurately removed using the proposed method.

Advanced Aerogel Composites for Oil Remediation and Recovery

Oil spills in marine environments often damage marine and coastal life if not remediated rapidly and efficiently. In spite of the strict enforcement of environmental legislations (i.e., Oil Pollution Act 1990) following the Exxon Valdez oil spill (June 1989; the second biggest oil spill in U.S. history), the Macondo well blowout disaster (April 2010) released 18 times more oil. Strikingly, the response methods used to contain and capture spilled oil after both accidents were nearly identical, note that more than two decades separate Exxon Valdez (1989) and Macondo well (2010) accidents.

The goal of this dissertation was to investigate new advanced materials (mechanically strong aerogel composite blankets-Cabot® Thermal Wrap™ (TW) and Aspen Aerogels® Spaceloft® (SL)), and their applications for oil capture and recovery to overcome the current material limitations in oil spill response methods. First, uptake of different solvents and oils were studied to answer the following question: do these blanket aerogel composites have competitive oil uptake compared to state-of-the-art oil sorbents (i.e., polyurethane foam-PUF)? In addition to their competitive mechanical strength (766, 380, 92 kPa for Spaceloft, Thermal Wrap, and PUF, respectively), our results showed that aerogel composites have three critical advantages over PUF: rapid (3-5 min.) and high (more than two times of PUF’s uptake) oil uptake, reusability (over 10 cycles), and oil recoverability (up to 60%) via mechanical extraction. Chemical-specific sorption experiments showed that the dominant uptake mechanism of aerogels is adsorption to the internal surface, with some contribution of absorption into the pore space.

Second, we investigated the potential environmental impacts (energy and chemical burdens) associated with manufacturing, use, and disposal of SL aerogel and PUF to remove the oil (i.e., 1 m3 oil) from a location (i.e., Macondo well). Different use (single and multiple use) and end of life (landfill, incinerator, and waste-to-energy) scenarios were assessed, and our results demonstrated that multiple use, and waste-to-energy choices minimize the energy and material use of SL aerogel. Nevertheless, using SL once and disposing via landfill still offers environmental and cost savings benefits relative to PUF, and so these benefits are preserved irrespective of the oil-spill-response operator choices.

To inform future aerogel manufacture, we investigated the different laboratory-scale aerogel fabrication technologies (rapid supercritical extraction (RSCE), CO2 supercritical extraction (CSCE), alcohol supercritical extraction (ASCE)). Our results from anticipatory LCA for laboratory-scaled aerogel fabrication demonstrated that RSCE method offers lower cumulative energy and ecotoxicity impacts compared to conventional aerogel fabrication methods (CSCE and ASCE).

The final objective of this study was to investigate different surface coating techniques to enhance oil recovery by modifying the existing aerogel surface chemistries to develop chemically responsive materials (switchable hydrophobicity in response to a CO2 stimulus). Our results showed that studied surface coating methods (drop casting, dip coating, and physical vapor deposition) were partially successful to modify surface with CO2 switchable chemical (tributylpentanamidine), likely because of the heterogeneous fiber structure of the aerogel blankets. A possible solution to these non-uniform coatings would be to include switchable chemical as a precursor during the gel preparation to chemically attach the switchable chemical to the pores of the aerogel.

Taken as a whole, the implications of this work are that mechanical deployment and recovery of aerogel composite blankets is a viable oil spill response strategy that can be deployed today. This will ultimately enable better oil uptake without the uptake of water, potential reuse of the collected oil, reduced material and energy burdens compared to competitive sorbents (e.g., PUF), and reduced occupational exposure to oiled sorbents. In addition, sorbent blankets and booms could be deployed in coastal and open-ocean settings, respectively, which was previously impossible.

Mixtures of g-priors in Generalized Linear Models

Mixtures of Zellner's g-priors have been studied extensively in linear models and have been shown to have numerous desirable properties for Bayesian variable selection and model averaging. Several extensions of g-priors to Generalized Linear Models (GLMs) have been proposed in the literature; however, the choice of prior distribution of g and resulting properties for inference have received considerably less attention. In this paper, we extend mixtures of g-priors to GLMs by assigning the truncated Compound Confluent Hypergeometric (tCCH) distribution to 1/(1+g) and illustrate how this prior distribution encompasses several special cases of mixtures of g-priors in the literature, such as the Hyper-g, truncated Gamma, Beta-prime, and the Robust prior. Under an integrated Laplace approximation to the likelihood, the posterior distribution of 1/(1+g) is in turn a tCCH distribution, and approximate marginal likelihoods are thus available analytically. We discuss the local geometric properties of the g-prior in GLMs and show that specific choices of the hyper-parameters satisfy the various desiderata for model selection proposed by Bayarri et al, such as asymptotic model selection consistency, information consistency, intrinsic consistency, and measurement invariance. We also illustrate inference using these priors and contrast them to others in the literature via simulation and real examples.