Machine learning analysis and modeling of interest rate curves

The present research deals with the review of the analysis and modeling of Swiss franc interest rate curves (IRC) by using unsupervised (SOM, Gaussian Mixtures) and supervised machine (MLP) learning algorithms. IRC are considered as objects embedded into different feature spaces: maturities; maturity-date, parameters of Nelson-Siegel model (NSM). Analysis of NSM parameters and their temporal and clustering structures helps to understand the relevance of model and its potential use for the forecasting. Mapping of IRC in a maturity-date feature space is presented and analyzed for the visualization and forecasting purposes.

Debris flow modeling for susceptibility mapping at regional to national scale in Norway

Debris flows and related landslide processes occur in many regions all over Norway and pose a significant hazard to inhabited areas. Within the framework of the development of a national debris flows susceptibility map, we are working on a modeling approach suitable for Norway with a nationwide coverage. The discrimination of source areas is based on an index approach, which includes topographic parameters and hydrological settings. For the runout modeling, we use the Flow-R model (IGAR, University of Lausanne), which is based on combined probabilistic and energetic algorithms for the assessment of the spreading of the flow and maximum runout distances. First results for different test areas have shown that runout distances can be modeled reliably. For the selection of source areas, however, additional factors have to be considered, such as the lithological and quaternary geological setting, in order to accommodate the strong variation in debris flow activity in the different geological, geomorphological and climate regions of Norway.

Photopolymerizable hydrogels for implants: Monte-Carlo modeling and experimental in vitro validation.

Photopolymerization is commonly used in a broad range of bioapplications, such as drug delivery, tissue engineering, and surgical implants, where liquid materials are injected and then hardened by means of illumination to create a solid polymer network. However, photopolymerization using a probe, e.g., needle guiding both the liquid and the curing illumination, has not been thoroughly investigated. We present a Monte Carlo model that takes into account the dynamic absorption and scattering parameters as well as solid-liquid boundaries of the photopolymer to yield the shape and volume of minimally invasively injected, photopolymerized hydrogels. In the first part of the article, our model is validated using a set of well-known poly(ethylene glycol) dimethacrylate hydrogels showing an excellent agreement between simulated and experimental volume-growth-rates. In the second part, in situ experimental results and simulations for photopolymerization in tissue cavities are presented. It was found that a cavity with a volume of 152  mm3 can be photopolymerized from the output of a 0.28-mm2 fiber by adding scattering lipid particles while only a volume of 38  mm3 (25%) was achieved without particles. The proposed model provides a simple and robust method to solve complex photopolymerization problems, where the dimension of the light source is much smaller than the volume of the photopolymerizable hydrogel.

Niche, distribution and global change : modeling insights into biogeography and conservation biology Olivier Broennimann

RESUME Les évidences montrant que les changements globaux affectent la biodiversité s'accumulent. Les facteurs les plus influant dans ce processus sont les changements et destructions d'habitat, l'expansion des espèces envahissantes et l'impact des changements climatiques. Une évaluation pertinente de la réponse des espèces face à ces changements est essentielle pour proposer des mesures permettant de réduire le déclin actuel de la biodiversité. La modélisation de la répartition d'espèces basée sur la niche (NBM) est l'un des rares outils permettant cette évaluation. Néanmoins, leur application dans le contexte des changements globaux repose sur des hypothèses restrictives et demande une interprétation critique. Ce travail présente une série d'études de cas investiguant les possibilités et limitations de cette approche pour prédire l'impact des changements globaux. Deux études traitant des menaces sur les espèces rares et en danger d'extinction sont présentées. Les caractéristiques éco-géographiques de 118 plantes avec un haut degré de priorité de conservation sont revues. La prévalence des types de rareté sont analysées en relation avec leur risque d'extinction UICN. La revue souligne l'importance de la conservation à l'échelle régionale. Une évaluation de la rareté à échelle globale peut être trompeuse pour certaine espèces car elle ne tient pas en compte des différents degrés de rareté que présente une espèce à différentes échelles spatiales. La deuxième étude test une approche pour améliorer l'échantillonnage d'espèces rares en incluant des phases itératives de modélisation et d'échantillonnage sur le terrain. L'application de l'approche en biologie de la conservation (illustrée ici par le cas du chardon bleu, Eryngium alpinum), permettrait de réduire le temps et les coûts d'échantillonnage. Deux études sur l'impact des changements climatiques sur la faune et la flore africaine sont présentées. La première étude évalue la sensibilité de 227 mammifères africains face aux climatiques d'ici 2050. Elle montre qu'un nombre important d'espèces pourrait être bientôt en danger d'extinction et que les parcs nationaux africains (principalement ceux situé en milieux xériques) pourraient ne pas remplir leur mandat de protection de la biodiversité dans le futur. La seconde étude modélise l'aire de répartition en 2050 de 975 espèces de plantes endémiques du sud de l'Afrique. L'étude propose l'inclusion de méthodes améliorant la prédiction des risques liés aux changements climatiques. Elle propose également une méthode pour estimer a priori la sensibilité d'une espèce aux changements climatiques à partir de ses propriétés écologiques et des caractéristiques de son aire de répartition. Trois études illustrent l'utilisation des modèles dans l'étude des invasions biologiques. Une première étude relate l'expansion de la laitue sáuvage (Lactuca serriola) vers le nord de l'Europe en lien avec les changements du climat depuis 250 ans. La deuxième étude analyse le potentiel d'invasion de la centaurée tachetée (Centaures maculosa), une mauvaise herbe importée en Amérique du nord vers 1890. L'étude apporte la preuve qu'une espèce envahissante peut occuper une niche climatique différente après introduction sur un autre continent. Les modèles basés sur l'aire native prédisent de manière incorrecte l'entier de l'aire envahie mais permettent de prévoir les aires d'introductions potentielles. Une méthode alternative, incluant la calibration du modèle à partir des deux aires où l'espèce est présente, est proposée pour améliorer les prédictions de l'invasion en Amérique du nord. Je présente finalement une revue de la littérature sur la dynamique de la niche écologique dans le temps et l'espace. Elle synthétise les récents développements théoriques concernant le conservatisme de la niche et propose des solutions pour améliorer la pertinence des prédictions d'impact des changements climatiques et des invasions biologiques. SUMMARY Evidences are accumulating that biodiversity is facing the effects of global change. The most influential drivers of change in ecosystems are land-use change, alien species invasions and climate change impacts. Accurate projections of species' responses to these changes are needed to propose mitigation measures to slow down the on-going erosion of biodiversity. Niche-based models (NBM) currently represent one of the only tools for such projections. However, their application in the context of global changes relies on restrictive assumptions, calling for cautious interpretations. In this thesis I aim to assess the effectiveness and shortcomings of niche-based models for the study of global change impacts on biodiversity through the investigation of specific, unsolved limitations and suggestion of new approaches. Two studies investigating threats to rare and endangered plants are presented. I review the ecogeographic characteristic of 118 endangered plants with high conservation priority in Switzerland. The prevalence of rarity types among plant species is analyzed in relation to IUCN extinction risks. The review underlines the importance of regional vs. global conservation and shows that a global assessment of rarity might be misleading for some species because it can fail to account for different degrees of rarity at a variety of spatial scales. The second study tests a modeling framework including iterative steps of modeling and field surveys to improve the sampling of rare species. The approach is illustrated with a rare alpine plant, Eryngium alpinum and shows promise for complementing conservation practices and reducing sampling costs. Two studies illustrate the impacts of climate change on African taxa. The first one assesses the sensitivity of 277 mammals at African scale to climate change by 2050 in terms of species richness and turnover. It shows that a substantial number of species could be critically endangered in the future. National parks situated in xeric ecosystems are not expected to meet their mandate of protecting current species diversity in the future. The second study model the distribution in 2050 of 975 endemic plant species in southern Africa. The study proposes the inclusion of new methodological insights improving the accuracy and ecological realism of predictions of global changes studies. It also investigates the possibility to estimate a priori the sensitivity of a species to climate change from the geographical distribution and ecological proprieties of the species. Three studies illustrate the application of NBM in the study of biological invasions. The first one investigates the Northwards expansion of Lactuca serriola L. in Europe during the last 250 years in relation with climate changes. In the last two decades, the species could not track climate change due to non climatic influences. A second study analyses the potential invasion extent of spotted knapweed, a European weed first introduced into North America in the 1890s. The study provides one of the first empirical evidence that an invasive species can occupy climatically distinct niche spaces following its introduction into a new area. Models fail to predict the current full extent of the invasion, but correctly predict areas of introduction. An alternative approach, involving the calibration of models with pooled data from both ranges, is proposed to improve predictions of the extent of invasion on models based solely on the native range. I finally present a review on the dynamic nature of ecological niches in space and time. It synthesizes the recent theoretical developments to the niche conservatism issues and proposes solutions to improve confidence in NBM predictions of the impacts of climate change and species invasions on species distributions.

Using toxicokinetic modeling approach to determine biological reference values (BRVs) and to assess human exposure to pesticides

Exposure to various pesticides has been characterized in workers and the general population, but interpretation and assessment of biomonitoring data from a health risk perspective remains an issue. For workers, a Biological Exposure Index (BEI®) has been proposed for some substances, but most BEIs are based on urinary biomarker concentrations at Threshold Limit Value - Time Weighted Average (TLV-TWA) airborne exposure while occupational exposure can potentially occurs through multiple routes, particularly by skin contact (i.e.captan, chlorpyrifos, malathion). Similarly, several biomonitoring studies have been conducted to assess environmental exposure to pesticides in different populations, but dose estimates or health risks related to these environmental exposures (mainly through the diet), were rarely characterized. Recently, biological reference values (BRVs) in the form of urinary pesticide metabolites have been proposed for both occupationally exposed workers and children. These BRVs were established using toxicokinetic models developed for each substance, and correspond to safe levels of absorption in humans, regardless of the exposure scenario. The purpose of this chapter is to present a review of a toxicokinetic modeling approach used to determine biological reference values. These are then used to facilitate health risk assessments and decision-making on occupational and environmental pesticide exposures. Such models have the ability to link absorbed dose of the parent compound to exposure biomarkers and critical biological effects. To obtain the safest BRVs for the studied population, simulations of exposure scenarios were performed using a conservative reference dose such as a no-observed-effect level (NOEL). The various examples discussed in this chapter show the importance of knowledge on urine collections (i.e. spot samples and complete 8-h, 12-h or 24-h collections), sampling strategies, metabolism, relative proportions of the different metabolites in urine, absorption fraction, route of exposure and background contribution of prior exposures. They also show that relying on urinary measurements of specific metabolites appears more accurate when applying this approach to the case of occupational exposures. Conversely, relying on semi-specific metabolites (metabolites common to a category of pesticides) appears more accurate for the health risk assessment of environmental exposures given that the precise pesticides to which subjects are exposed are often unknown. In conclusion, the modeling approach to define BRVs for the relevant pesticides may be useful for public health authorities for managing issues related to health risks resulting from environmental and occupational exposures to pesticides.

Analysis and spatial modeling of the indoor radon Swiss data

The present research deals with an important public health threat, which is the pollution created by radon gas accumulation inside dwellings. The spatial modeling of indoor radon in Switzerland is particularly complex and challenging because of many influencing factors that should be taken into account. Indoor radon data analysis must be addressed from both a statistical and a spatial point of view. As a multivariate process, it was important at first to define the influence of each factor. In particular, it was important to define the influence of geology as being closely associated to indoor radon. This association was indeed observed for the Swiss data but not probed to be the sole determinant for the spatial modeling. The statistical analysis of data, both at univariate and multivariate level, was followed by an exploratory spatial analysis. Many tools proposed in the literature were tested and adapted, including fractality, declustering and moving windows methods. The use of Quan-tité Morisita Index (QMI) as a procedure to evaluate data clustering in function of the radon level was proposed. The existing methods of declustering were revised and applied in an attempt to approach the global histogram parameters. The exploratory phase comes along with the definition of multiple scales of interest for indoor radon mapping in Switzerland. The analysis was done with a top-to-down resolution approach, from regional to local lev¬els in order to find the appropriate scales for modeling. In this sense, data partition was optimized in order to cope with stationary conditions of geostatistical models. Common methods of spatial modeling such as Κ Nearest Neighbors (KNN), variography and General Regression Neural Networks (GRNN) were proposed as exploratory tools. In the following section, different spatial interpolation methods were applied for a par-ticular dataset. A bottom to top method complexity approach was adopted and the results were analyzed together in order to find common definitions of continuity and neighborhood parameters. Additionally, a data filter based on cross-validation was tested with the purpose of reducing noise at local scale (the CVMF). At the end of the chapter, a series of test for data consistency and methods robustness were performed. This lead to conclude about the importance of data splitting and the limitation of generalization methods for reproducing statistical distributions. The last section was dedicated to modeling methods with probabilistic interpretations. Data transformation and simulations thus allowed the use of multigaussian models and helped take the indoor radon pollution data uncertainty into consideration. The catego-rization transform was presented as a solution for extreme values modeling through clas-sification. Simulation scenarios were proposed, including an alternative proposal for the reproduction of the global histogram based on the sampling domain. The sequential Gaussian simulation (SGS) was presented as the method giving the most complete information, while classification performed in a more robust way. An error measure was defined in relation to the decision function for data classification hardening. Within the classification methods, probabilistic neural networks (PNN) show to be better adapted for modeling of high threshold categorization and for automation. Support vector machines (SVM) on the contrary performed well under balanced category conditions. In general, it was concluded that a particular prediction or estimation method is not better under all conditions of scale and neighborhood definitions. Simulations should be the basis, while other methods can provide complementary information to accomplish an efficient indoor radon decision making.

Brain lactate kinetics: Modeling evidence for neuronal lactate uptake upon activation.

A critical issue in brain energy metabolism is whether lactate produced within the brain by astrocytes is taken up and metabolized by neurons upon activation. Although there is ample evidence that neurons can efficiently use lactate as an energy substrate, at least in vitro, few experimental data exist to indicate that it is indeed the case in vivo. To address this question, we used a modeling approach to determine which mechanisms are necessary to explain typical brain lactate kinetics observed upon activation. On the basis of a previously validated model that takes into account the compartmentalization of energy metabolism, we developed a mathematical model of brain lactate kinetics, which was applied to published data describing the changes in extracellular lactate levels upon activation. Results show that the initial dip in the extracellular lactate concentration observed at the onset of stimulation can only be satisfactorily explained by a rapid uptake within an intraparenchymal cellular compartment. In contrast, neither blood flow increase, nor extracellular pH variation can be major causes of the lactate initial dip, whereas tissue lactate diffusion only tends to reduce its amplitude. The kinetic properties of monocarboxylate transporter isoforms strongly suggest that neurons represent the most likely compartment for activation-induced lactate uptake and that neuronal lactate utilization occurring early after activation onset is responsible for the initial dip in brain lactate levels observed in both animals and humans.

Dosage optimization of treatments using population pharmacokinetic modeling and simulation.

Pharmacokinetic variability in drug levels represent for some drugs a major determinant of treatment success, since sub-therapeutic concentrations might lead to toxic reactions, treatment discontinuation or inefficacy. This is true for most antiretroviral drugs, which exhibit high inter-patient variability in their pharmacokinetics that has been partially explained by some genetic and non-genetic factors. The population pharmacokinetic approach represents a very useful tool for the description of the dose-concentration relationship, the quantification of variability in the target population of patients and the identification of influencing factors. It can thus be used to make predictions and dosage adjustment optimization based on Bayesian therapeutic drug monitoring (TDM). This approach has been used to characterize the pharmacokinetics of nevirapine (NVP) in 137 HIV-positive patients followed within the frame of a TDM program. Among tested covariates, body weight, co-administration of a cytochrome (CYP) 3A4 inducer or boosted atazanavir as well as elevated aspartate transaminases showed an effect on NVP elimination. In addition, genetic polymorphism in the CYP2B6 was associated with reduced NVP clearance. Altogether, these factors could explain 26% in NVP variability. Model-based simulations were used to compare the adequacy of different dosage regimens in relation to the therapeutic target associated with treatment efficacy. In conclusion, the population approach is very useful to characterize the pharmacokinetic profile of drugs in a population of interest. The quantification and the identification of the sources of variability is a rational approach to making optimal dosage decision for certain drugs administered chronically.

Développement d'une méthode microgravimétrique urbaine : intégration dans un SIG et application au projet du M2 lausannois

Résumé La réalisation d'une seconde ligne de métro (M2) dès 2004, passant dans le centre ville de Lausanne, a été l'opportunité de développer une méthodologie concernant des campagnes microgravimétriques dans un environnement urbain perturbé. Les corrections topographiques prennent une dimension particulière dans un tel milieu, car de nombreux objets non géologiques d'origine anthropogénique comme toutes sortes de sous-sols vides viennent perturber les mesures gravimétriques. Les études de génie civil d'avant projet de ce métro nous ont fournis une quantité importante d'informations cadastrales, notamment sur les contours des bâtiments, sur la position prévue du tube du M2, sur des profondeurs de sous-sol au voisinage du tube, mais aussi sur la géologie rencontré le long du corridor du M2 (issue des données lithologiques de forages géotechniques). La planimétrie des sous-sols a été traitée à l'aide des contours des bâtiments dans un SIG (Système d'Information Géographique), alors qu'une enquête de voisinage fut nécessaire pour mesurer la hauteur des sous-sols. Il a été alors possible, à partir d'un MNT (Modèle Numérique de Terrain) existant sur une grille au mètre, de mettre à jour celui ci avec les vides que représentent ces sous-sols. Les cycles de mesures gravimétriques ont été traités dans des bases de données Ac¬cess, pour permettre un plus grand contrôle des données, une plus grande rapidité de traitement, et une correction de relief rétroactive plus facile, notamment lorsque des mises à jour de la topographie ont lieu durant les travaux. Le quartier Caroline (entre le pont Bessières et la place de l'Ours) a été choisi comme zone d'étude. Le choix s'est porté sur ce quartier du fait que, durant ce travail de thèse, nous avions chronologiquement les phases pré et post creusement du tunnel du M2. Cela nous a permis d'effectuer deux campagnes gravimétriques (avant le creu¬sement durant l'été 2005 et après le creusement durant l'été 2007). Ces réitérations nous ont permis de tester notre modélisation du tunnel. En effet, en comparant les mesures des deux campagnes et la réponse gravifique du modèle du tube discrétisé en prismes rectangulaires, nous avons pu valider notre méthode de modélisation. La modélisation que nous avons développée nous permet de construire avec détail la forme de l'objet considéré avec la possibilité de recouper plusieurs fois des interfaces de terrains géologiques et la surface topographique. Ce type de modélisation peut s'appliquer à toutes constructions anthropogéniques de formes linéaires. Abstract The realization of a second underground (M2) in 2004, in downtown Lausanne, was the opportunity to develop a methodology of microgravity in urban environment. Terrain corrections take on special meaning in such environment. Many non-geologic anthropogenic objects like basements act as perturbation of gravity measurements. Civil engineering provided a large amount of cadastral informations, including out¬lines of buildings, M2 tube position, depths of some basements in the vicinity of the M2 corridor, and also on the geology encountered along the M2 corridor (from the lithological data from boreholes). Geometry of basements was deduced from building outlines in a GIS (Geographic Information System). Field investigation was carried out to measure or estimate heights of basements. A DEM (Digital Elevation Model) of the city of Lausanne is updated from voids of basements. Gravity cycles have been processed in Access database, to enable greater control of data, enhance speed processing, and retroactive terrain correction easier, when update of topographic surface are available. Caroline area (between the bridge Saint-Martin and Place de l'Ours) was chosen as the study area. This area was in particular interest because it was before and after digging in this thesis. This allowed us to conduct two gravity surveys (before excavation during summer 2005 and after excavation during summer 2007). These re-occupations enable us to test our modélisation of the tube. Actually, by comparing the difference of measurements between the both surveys and the gravity response of our model (by rectangular prisms), we were able to validate our modeling. The modeling method we developed allows us to construct detailed shape of an object with possibility to cross land geological interfaces and surface topography. This type of modélisation can be applied to all anthropogenic structures.

Reflections on Partial Least Squares Path Modeling

The purpose of the present article is to take stock of a recent exchange in Organizational Research Methods between critics (Rönkkö & Evermann, 2013) and proponents (Henseler et al., 2014) of partial least squares path modeling (PLS-PM). The two target articles were centered around six principal issues, namely whether PLS-PM: (1) can be truly characterized as a technique for structural equation modeling (SEM); (2) is able to correct for measurement error; (3) can be used to validate measurement models; (4) accommodates small sample sizes; (5) is able to provide null hypothesis tests for path coefficients; and (6) can be employed in an exploratory, model-building fashion. We summarize and elaborate further on the key arguments underlying the exchange, drawing from the broader methodological and statistical literature in order to offer additional thoughts concerning the utility of PLS-PM and ways in which the technique might be improved. We conclude with recommendations as to whether and how PLS-PM serves as a viable contender to SEM approaches for estimating and evaluating theoretical models.