Modeling and mitigation of supply-demand mismatches

In this thesis, I develop analytical models to price the value of supply chain investments under demand uncer¬tainty. This thesis includes three self-contained papers. In the first paper, we investigate the value of lead-time reduction under the risk of sudden and abnormal changes in demand forecasts. We first consider the risk of a complete and permanent loss of demand. We then provide a more general jump-diffusion model, where we add a compound Poisson process to a constant-volatility demand process to explore the impact of sudden changes in demand forecasts on the value of lead-time reduction. We use an Edgeworth series expansion to divide the lead-time cost into that arising from constant instantaneous volatility, and that arising from the risk of jumps. We show that the value of lead-time reduction increases substantially in the intensity and/or the magnitude of jumps. In the second paper, we analyze the value of quantity flexibility in the presence of supply-chain dis- intermediation problems. We use the multiplicative martingale model and the "contracts as reference points" theory to capture both positive and negative effects of quantity flexibility for the downstream level in a supply chain. We show that lead-time reduction reduces both supply-chain disintermediation problems and supply- demand mismatches. We furthermore analyze the impact of the supplier's cost structure on the profitability of quantity-flexibility contracts. When the supplier's initial investment cost is relatively low, supply-chain disin¬termediation risk becomes less important, and hence the contract becomes more profitable for the retailer. We also find that the supply-chain efficiency increases substantially with the supplier's ability to disintermediate the chain when the initial investment cost is relatively high. In the third paper, we investigate the value of dual sourcing for the products with heavy-tailed demand distributions. We apply extreme-value theory and analyze the effects of tail heaviness of demand distribution on the optimal dual-sourcing strategy. We find that the effects of tail heaviness depend on the characteristics of demand and profit parameters. When both the profit margin of the product and the cost differential between the suppliers are relatively high, it is optimal to buffer the mismatch risk by increasing both the inventory level and the responsive capacity as demand uncertainty increases. In that case, however, both the optimal inventory level and the optimal responsive capacity decrease as the tail of demand becomes heavier. When the profit margin of the product is relatively high, and the cost differential between the suppliers is relatively low, it is optimal to buffer the mismatch risk by increasing the responsive capacity and reducing the inventory level as the demand uncertainty increases. In that case, how¬ever, it is optimal to buffer with more inventory and less capacity as the tail of demand becomes heavier. We also show that the optimal responsive capacity is higher for the products with heavier tails when the fill rate is extremely high.

Computational analysis of the genetic and environmental contributions to disease-related human phenotypes: From predicting adverse lipid response of HIV patients receiving antiretroviral therapy to genome-wide association studies of cardiovascular and lipid related disorders

Genetic variants influence the risk to develop certain diseases or give rise to differences in drug response. Recent progresses in cost-effective, high-throughput genome-wide techniques, such as microarrays measuring Single Nucleotide Polymorphisms (SNPs), have facilitated genotyping of large clinical and population cohorts. Combining the massive genotypic data with measurements of phenotypic traits allows for the determination of genetic differences that explain, at least in part, the phenotypic variations within a population. So far, models combining the most significant variants can only explain a small fraction of the variance, indicating the limitations of current models. In particular, researchers have only begun to address the possibility of interactions between genotypes and the environment. Elucidating the contributions of such interactions is a difficult task because of the large number of genetic as well as possible environmental factors.In this thesis, I worked on several projects within this context. My first and main project was the identification of possible SNP-environment interactions, where the phenotypes were serum lipid levels of patients from the Swiss HIV Cohort Study (SHCS) treated with antiretroviral therapy. Here the genotypes consisted of a limited set of SNPs in candidate genes relevant for lipid transport and metabolism. The environmental variables were the specific combinations of drugs given to each patient over the treatment period. My work explored bioinformatic and statistical approaches to relate patients' lipid responses to these SNPs, drugs and, importantly, their interactions. The goal of this project was to improve our understanding and to explore the possibility of predicting dyslipidemia, a well-known adverse drug reaction of antiretroviral therapy. Specifically, I quantified how much of the variance in lipid profiles could be explained by the host genetic variants, the administered drugs and SNP-drug interactions and assessed the predictive power of these features on lipid responses. Using cross-validation stratified by patients, we could not validate our hypothesis that models that select a subset of SNP-drug interactions in a principled way have better predictive power than the control models using "random" subsets. Nevertheless, all models tested containing SNP and/or drug terms, exhibited significant predictive power (as compared to a random predictor) and explained a sizable proportion of variance, in the patient stratified cross-validation context. Importantly, the model containing stepwise selected SNP terms showed higher capacity to predict triglyceride levels than a model containing randomly selected SNPs. Dyslipidemia is a complex trait for which many factors remain to be discovered, thus missing from the data, and possibly explaining the limitations of our analysis. In particular, the interactions of drugs with SNPs selected from the set of candidate genes likely have small effect sizes which we were unable to detect in a sample of the present size (<800 patients).In the second part of my thesis, I performed genome-wide association studies within the Cohorte Lausannoise (CoLaus). I have been involved in several international projects to identify SNPs that are associated with various traits, such as serum calcium, body mass index, two-hour glucose levels, as well as metabolic syndrome and its components. These phenotypes are all related to major human health issues, such as cardiovascular disease. I applied statistical methods to detect new variants associated with these phenotypes, contributing to the identification of new genetic loci that may lead to new insights into the genetic basis of these traits. This kind of research will lead to a better understanding of the mechanisms underlying these pathologies, a better evaluation of disease risk, the identification of new therapeutic leads and may ultimately lead to the realization of "personalized" medicine.

Environmental data mining and modeling based on machine learning algorithms and geostatistics

The paper presents some contemporary approaches to spatial environmental data analysis. The main topics are concentrated on the decision-oriented problems of environmental spatial data mining and modeling: valorization and representativity of data with the help of exploratory data analysis, spatial predictions, probabilistic and risk mapping, development and application of conditional stochastic simulation models. The innovative part of the paper presents integrated/hybrid model-machine learning (ML) residuals sequential simulations-MLRSS. The models are based on multilayer perceptron and support vector regression ML algorithms used for modeling long-range spatial trends and sequential simulations of the residuals. NIL algorithms deliver non-linear solution for the spatial non-stationary problems, which are difficult for geostatistical approach. Geostatistical tools (variography) are used to characterize performance of ML algorithms, by analyzing quality and quantity of the spatially structured information extracted from data with ML algorithms. Sequential simulations provide efficient assessment of uncertainty and spatial variability. Case study from the Chernobyl fallouts illustrates the performance of the proposed model. It is shown that probability mapping, provided by the combination of ML data driven and geostatistical model based approaches, can be efficiently used in decision-making process. (C) 2003 Elsevier Ltd. All rights reserved.

The Hydrophobic interaction: modeling hydrophobic interactions and aggregation of non-polar particles in aqueous solutions

Malgré son importance dans notre vie de tous les jours, certaines propriétés de l?eau restent inexpliquées. L'étude des interactions entre l'eau et les particules organiques occupe des groupes de recherche dans le monde entier et est loin d'être finie. Dans mon travail j'ai essayé de comprendre, au niveau moléculaire, ces interactions importantes pour la vie. J'ai utilisé pour cela un modèle simple de l'eau pour décrire des solutions aqueuses de différentes particules. Récemment, l?eau liquide a été décrite comme une structure formée d?un réseau aléatoire de liaisons hydrogènes. En introduisant une particule hydrophobe dans cette structure à basse température, certaines liaisons hydrogènes sont détruites ce qui est énergétiquement défavorable. Les molécules d?eau s?arrangent alors autour de cette particule en formant une cage qui permet de récupérer des liaisons hydrogènes (entre molécules d?eau) encore plus fortes : les particules sont alors solubles dans l?eau. A des températures plus élevées, l?agitation thermique des molécules devient importante et brise les liaisons hydrogènes. Maintenant, la dissolution des particules devient énergétiquement défavorable, et les particules se séparent de l?eau en formant des agrégats qui minimisent leur surface exposée à l?eau. Pourtant, à très haute température, les effets entropiques deviennent tellement forts que les particules se mélangent de nouveau avec les molécules d?eau. En utilisant un modèle basé sur ces changements de structure formée par des liaisons hydrogènes j?ai pu reproduire les phénomènes principaux liés à l?hydrophobicité. J?ai trouvé une région de coexistence de deux phases entre les températures critiques inférieure et supérieure de solubilité, dans laquelle les particules hydrophobes s?agrègent. En dehors de cette région, les particules sont dissoutes dans l?eau. J?ai démontré que l?interaction hydrophobe est décrite par un modèle qui prend uniquement en compte les changements de structure de l?eau liquide en présence d?une particule hydrophobe, plutôt que les interactions directes entre les particules. Encouragée par ces résultats prometteurs, j?ai étudié des solutions aqueuses de particules hydrophobes en présence de co-solvants cosmotropiques et chaotropiques. Ce sont des substances qui stabilisent ou déstabilisent les agrégats de particules hydrophobes. La présence de ces substances peut être incluse dans le modèle en décrivant leur effet sur la structure de l?eau. J?ai pu reproduire la concentration élevée de co-solvants chaotropiques dans le voisinage immédiat de la particule, et l?effet inverse dans le cas de co-solvants cosmotropiques. Ce changement de concentration du co-solvant à proximité de particules hydrophobes est la cause principale de son effet sur la solubilité des particules hydrophobes. J?ai démontré que le modèle adapté prédit correctement les effets implicites des co-solvants sur les interactions de plusieurs corps entre les particules hydrophobes. En outre, j?ai étendu le modèle à la description de particules amphiphiles comme des lipides. J?ai trouvé la formation de différents types de micelles en fonction de la distribution des regions hydrophobes à la surface des particules. L?hydrophobicité reste également un sujet controversé en science des protéines. J?ai défini une nouvelle échelle d?hydrophobicité pour les acides aminés qui forment des protéines, basée sur leurs surfaces exposées à l?eau dans des protéines natives. Cette échelle permet une comparaison meilleure entre les expériences et les résultats théoriques. Ainsi, le modèle développé dans mon travail contribue à mieux comprendre les solutions aqueuses de particules hydrophobes. Je pense que les résultats analytiques et numériques obtenus éclaircissent en partie les processus physiques qui sont à la base de l?interaction hydrophobe.<br/><br/>Despite the importance of water in our daily lives, some of its properties remain unexplained. Indeed, the interactions of water with organic particles are investigated in research groups all over the world, but controversy still surrounds many aspects of their description. In my work I have tried to understand these interactions on a molecular level using both analytical and numerical methods. Recent investigations describe liquid water as random network formed by hydrogen bonds. The insertion of a hydrophobic particle at low temperature breaks some of the hydrogen bonds, which is energetically unfavorable. The water molecules, however, rearrange in a cage-like structure around the solute particle. Even stronger hydrogen bonds are formed between water molecules, and thus the solute particles are soluble. At higher temperatures, this strict ordering is disrupted by thermal movements, and the solution of particles becomes unfavorable. They minimize their exposed surface to water by aggregating. At even higher temperatures, entropy effects become dominant and water and solute particles mix again. Using a model based on these changes in water structure I have reproduced the essential phenomena connected to hydrophobicity. These include an upper and a lower critical solution temperature, which define temperature and density ranges in which aggregation occurs. Outside of this region the solute particles are soluble in water. Because I was able to demonstrate that the simple mixture model contains implicitly many-body interactions between the solute molecules, I feel that the study contributes to an important advance in the qualitative understanding of the hydrophobic effect. I have also studied the aggregation of hydrophobic particles in aqueous solutions in the presence of cosolvents. Here I have demonstrated that the important features of the destabilizing effect of chaotropic cosolvents on hydrophobic aggregates may be described within the same two-state model, with adaptations to focus on the ability of such substances to alter the structure of water. The relevant phenomena include a significant enhancement of the solubility of non-polar solute particles and preferential binding of chaotropic substances to solute molecules. In a similar fashion, I have analyzed the stabilizing effect of kosmotropic cosolvents in these solutions. Including the ability of kosmotropic substances to enhance the structure of liquid water, leads to reduced solubility, larger aggregation regime and the preferential exclusion of the cosolvent from the hydration shell of hydrophobic solute particles. I have further adapted the MLG model to include the solvation of amphiphilic solute particles in water, by allowing different distributions of hydrophobic regions at the molecular surface, I have found aggregation of the amphiphiles, and formation of various types of micelle as a function of the hydrophobicity pattern. I have demonstrated that certain features of micelle formation may be reproduced by the adapted model to describe alterations of water structure near different surface regions of the dissolved amphiphiles. Hydrophobicity remains a controversial quantity also in protein science. Based on the surface exposure of the 20 amino-acids in native proteins I have defined the a new hydrophobicity scale, which may lead to an improvement in the comparison of experimental data with the results from theoretical HP models. Overall, I have shown that the primary features of the hydrophobic interaction in aqueous solutions may be captured within a model which focuses on alterations in water structure around non-polar solute particles. The results obtained within this model may illuminate the processes underlying the hydrophobic interaction.<br/><br/>La vie sur notre planète a commencé dans l'eau et ne pourrait pas exister en son absence : les cellules des animaux et des plantes contiennent jusqu'à 95% d'eau. Malgré son importance dans notre vie de tous les jours, certaines propriétés de l?eau restent inexpliquées. En particulier, l'étude des interactions entre l'eau et les particules organiques occupe des groupes de recherche dans le monde entier et est loin d'être finie. Dans mon travail j'ai essayé de comprendre, au niveau moléculaire, ces interactions importantes pour la vie. J'ai utilisé pour cela un modèle simple de l'eau pour décrire des solutions aqueuses de différentes particules. Bien que l?eau soit généralement un bon solvant, un grand groupe de molécules, appelées molécules hydrophobes (du grecque "hydro"="eau" et "phobia"="peur"), n'est pas facilement soluble dans l'eau. Ces particules hydrophobes essayent d'éviter le contact avec l'eau, et forment donc un agrégat pour minimiser leur surface exposée à l'eau. Cette force entre les particules est appelée interaction hydrophobe, et les mécanismes physiques qui conduisent à ces interactions ne sont pas bien compris à l'heure actuelle. Dans mon étude j'ai décrit l'effet des particules hydrophobes sur l'eau liquide. L'objectif était d'éclaircir le mécanisme de l'interaction hydrophobe qui est fondamentale pour la formation des membranes et le fonctionnement des processus biologiques dans notre corps. Récemment, l'eau liquide a été décrite comme un réseau aléatoire formé par des liaisons hydrogènes. En introduisant une particule hydrophobe dans cette structure, certaines liaisons hydrogènes sont détruites tandis que les molécules d'eau s'arrangent autour de cette particule en formant une cage qui permet de récupérer des liaisons hydrogènes (entre molécules d?eau) encore plus fortes : les particules sont alors solubles dans l'eau. A des températures plus élevées, l?agitation thermique des molécules devient importante et brise la structure de cage autour des particules hydrophobes. Maintenant, la dissolution des particules devient défavorable, et les particules se séparent de l'eau en formant deux phases. A très haute température, les mouvements thermiques dans le système deviennent tellement forts que les particules se mélangent de nouveau avec les molécules d'eau. A l'aide d'un modèle qui décrit le système en termes de restructuration dans l'eau liquide, j'ai réussi à reproduire les phénomènes physiques liés à l?hydrophobicité. J'ai démontré que les interactions hydrophobes entre plusieurs particules peuvent être exprimées dans un modèle qui prend uniquement en compte les liaisons hydrogènes entre les molécules d'eau. Encouragée par ces résultats prometteurs, j'ai inclus dans mon modèle des substances fréquemment utilisées pour stabiliser ou déstabiliser des solutions aqueuses de particules hydrophobes. J'ai réussi à reproduire les effets dûs à la présence de ces substances. De plus, j'ai pu décrire la formation de micelles par des particules amphiphiles comme des lipides dont la surface est partiellement hydrophobe et partiellement hydrophile ("hydro-phile"="aime l'eau"), ainsi que le repliement des protéines dû à l'hydrophobicité, qui garantit le fonctionnement correct des processus biologiques de notre corps. Dans mes études futures je poursuivrai l'étude des solutions aqueuses de différentes particules en utilisant les techniques acquises pendant mon travail de thèse, et en essayant de comprendre les propriétés physiques du liquide le plus important pour notre vie : l'eau.

Dynamic drag modeling of submerged aquatic vegetation canopy flows

Vegetation has a profound effect on flow and sediment transport processes in natural rivers, by increasing both skin friction and form drag. The increase in drag introduces a drag discontinuity between the in-canopy flow and the flow above, which leads to the development of an inflection point in the velocity profile, resembling a free shear layer. Therefore, drag acts as the primary driver for the entire canopy system. Most current numerical hydraulic models which incorporate vegetation rely either on simple, static plant forms, or canopy-scaled drag terms. However, it is suggested that these are insufficient as vegetation canopies represent complex, dynamic, porous blockages within the flow, which are subject to spatially and temporally dynamic drag forces. Here we present a dynamic drag methodology within a CFD framework. Preliminary results for a benchmark cylinder case highlight the accuracy of the method, and suggest its applicability to more complex cases.

Elevated hypertension risk for African-origin populations in biracial societies : Modeling the Epidemiologic Transition Study.

OBJECTIVES: Blood pressures in persons of African descent exceed those of other racial/ethnic groups in the United States. Whether this trait is attributable to the genetic factors in African-origin populations, or a result of inadequately measured environmental exposures, such as racial discrimination, is not known. To study this question, we conducted a multisite comparative study of communities in the African diaspora, drawn from metropolitan Chicago, Kingston, Jamaica, rural Ghana, Cape Town, South Africa, and the Seychelles. METHODS: At each site, 500 participants between the age of 25 and 49 years, with approximately equal sex balance, were enrolled for a longitudinal study of energy expenditure and weight gain. In this study, we describe the patterns of blood pressure and hypertension observed at baseline among the sites. RESULTS: Mean SBP and DBP were very similar in the United States and South Africa in both men and women, although among women, the prevalence of hypertension was higher in the United States (24 vs. 17%, respectively). After adjustment for multiple covariates, relative to participants in the United States, SBP was significantly higher among the South Africans by 9.7 mmHg (P < 0.05) and significantly lower for each of the other sites: for example, Jamaica: -7.9 mmHg (P = 0.06), Ghana: -12.8 mmHg (P < 0.01) and Seychelles: -11.1 mmHg (P = 0.01). CONCLUSION: These data are consistent with prior findings of a blood pressure gradient in societies of the African diaspora and confirm that African-origin populations with lower social status in multiracial societies, such as the United States and South Africa, experience more hypertension than anticipated based on anthropometric and measurable socioeconomic risk factors.

Advances in MRI-based computational neuroanatomy: from morphometry to in-vivo histology.

PURPOSE OF REVIEW: Current computational neuroanatomy based on MRI focuses on morphological measures of the brain. We present recent methodological developments in quantitative MRI (qMRI) that provide standardized measures of the brain, which go beyond morphology. We show how biophysical modelling of qMRI data can provide quantitative histological measures of brain tissue, leading to the emerging field of in-vivo histology using MRI (hMRI). RECENT FINDINGS: qMRI has greatly improved the sensitivity and specificity of computational neuroanatomy studies. qMRI metrics can also be used as direct indicators of the mechanisms driving observed morphological findings. For hMRI, biophysical models of the MRI signal are being developed to directly access histological information such as cortical myelination, axonal diameters or axonal g-ratio in white matter. Emerging results indicate promising prospects for the combined study of brain microstructure and function. SUMMARY: Non-invasive brain tissue characterization using qMRI or hMRI has significant implications for both research and clinics. Both approaches improve comparability across sites and time points, facilitating multicentre/longitudinal studies and standardized diagnostics. hMRI is expected to shed new light on the relationship between brain microstructure, function and behaviour, both in health and disease, and become an indispensable addition to computational neuroanatomy.

A comparison of indices of glucose metabolism in five black populations: data from modeling the epidemiologic transition study (METS).

BACKGROUND: Globally, Africans and African Americans experience a disproportionate burden of type 2 diabetes, compared to other race and ethnic groups. The aim of the study was to examine the association of plasma glucose with indices of glucose metabolism in young adults of African origin from 5 different countries. METHODS: We identified participants from the Modeling the Epidemiologic Transition Study, an international study of weight change and cardiovascular disease (CVD) risk in five populations of African origin: USA (US), Jamaica, Ghana, South Africa, and Seychelles. For the current study, we included 667 participants (34.8 ± 6.3 years), with measures of plasma glucose, insulin, leptin, and adiponectin, as well as moderate and vigorous physical activity (MVPA, minutes/day [min/day]), daily sedentary time (min/day), anthropometrics, and body composition. RESULTS: Among the 282 men, body mass index (BMI) ranged from 22.1 to 29.6 kg/m(2) in men and from 25.8 to 34.8 kg/m(2) in 385 women. MVPA ranged from 26.2 to 47.1 min/day in men, and from 14.3 to 27.3 min/day in women and correlated with adiposity (BMI, waist size, and % body fat) only among US males after controlling for age. Plasma glucose ranged from 4.6 ± 0.8 mmol/L in the South African men to 5.8 mmol/L US men, while the overall prevalence for diabetes was very low, except in the US men and women (6.7 and 12 %, respectively). Using multivariate linear regression, glucose was associated with BMI, age, sex, smoking hypertension, daily sedentary time but not daily MVPA. CONCLUSION: Obesity, metabolic risk, and other potential determinants vary significantly between populations at differing stages of the epidemiologic transition, requiring tailored public health policies to address local population characteristics.

Toward a rational design of combination therapy in cancer.

By merging computational systems modeling and experimental approaches, we have uncovered treatments reprogramming pro-angiogenic monocytes present in breast tumor into immunologically potent cells capable of mediating an anti-tumor immune response. The unraveled pathways and ligands which underlie monocyte pro-angiogenic activity have a strong predictive value for breast cancer patient relapse - free survival.