Adaptive Markov chain Monte Carlo and Bayesian filtering for state space models

This thesis is concerned with the state and parameter estimation in state space models. The estimation of states and parameters is an important task when mathematical modeling is applied to many different application areas such as the global positioning systems, target tracking, navigation, brain imaging, spread of infectious diseases, biological processes, telecommunications, audio signal processing, stochastic optimal control, machine learning, and physical systems. In Bayesian settings, the estimation of states or parameters amounts to computation of the posterior probability density function. Except for a very restricted number of models, it is impossible to compute this density function in a closed form. Hence, we need approximation methods. A state estimation problem involves estimating the states (latent variables) that are not directly observed in the output of the system. In this thesis, we use the Kalman filter, extended Kalman filter, Gauss–Hermite filters, and particle filters to estimate the states based on available measurements. Among these filters, particle filters are numerical methods for approximating the filtering distributions of non-linear non-Gaussian state space models via Monte Carlo. The performance of a particle filter heavily depends on the chosen importance distribution. For instance, inappropriate choice of the importance distribution can lead to the failure of convergence of the particle filter algorithm. In this thesis, we analyze the theoretical Lᵖ particle filter convergence with general importance distributions, where p ≥2 is an integer. A parameter estimation problem is considered with inferring the model parameters from measurements. For high-dimensional complex models, estimation of parameters can be done by Markov chain Monte Carlo (MCMC) methods. In its operation, the MCMC method requires the unnormalized posterior distribution of the parameters and a proposal distribution. In this thesis, we show how the posterior density function of the parameters of a state space model can be computed by filtering based methods, where the states are integrated out. This type of computation is then applied to estimate parameters of stochastic differential equations. Furthermore, we compute the partial derivatives of the log-posterior density function and use the hybrid Monte Carlo and scaled conjugate gradient methods to infer the parameters of stochastic differential equations. The computational efficiency of MCMC methods is highly depend on the chosen proposal distribution. A commonly used proposal distribution is Gaussian. In this kind of proposal, the covariance matrix must be well tuned. To tune it, adaptive MCMC methods can be used. In this thesis, we propose a new way of updating the covariance matrix using the variational Bayesian adaptive Kalman filter algorithm.

Regional innovation strategies and sustainability in selected EU countries

This study focuses on regional innovation strategy (RIS) and sustainability aspects in selected regions of European Union (EU) countries. It is known that RIS helps a region to innovate locally and to compete globally and it is considered as one of the main policy tools of the EU for innovation support at a regional level. This study is conducted to explore the existence and adoption of RIS in different regions of selected EU countries, and to highlight and compare regional RIS characteristics. The study is also aimed at identifying the factors that characterise the formulation and implementation of RIS as well as the problems associated thereof. In this study, six regions of EU countries are considered: Päijät-Häme Region (Finland); London Region (United Kingdom); Mid-West Region (Ireland); Veneto Region (Italy); Eastern Region (Poland); and West Region (Romania). Data and information are collected by sending questionnaires to the respective regional authorities of these selected regions. Based on the gathered information and analysis, RIS or equivalent strategy document serves as a blueprint for forwarding innovative programmes towards regional sustainability. The objectives of RIS in these regions are found to be dependent on the priority sectors and state of the region’s development. The current environmental sustainability aspects are focused on eco-design, eco-products, and eco-innovation, although each region also has its own specific aspects supported by RIS. Likewise, regional policies typically follow the RIS yet translated in various sectoral focus or priority areas. The main enhancing factors supporting RIS among selected regions have some similarities and variations; among others, some regions are strongly supported by EU while others have support from own regional agencies, organisations and professional networks. RIS implementation is not without challenges and despite the differences in challenges, almost all of reviewed regions consider financial resource as a common problem. Generally, it is learned from this study that RIS and regional sustainability are reinforcing each other mutually. In this study, the strong focus is given towards environmental sustainability in the regions although regional sustainability also includes economic and social aspects. A well-focused and prioritised RIS is beneficial for regional sustainable development.

Exiles and Constituents: Baltic Refugees and American Cold War Politics, 1948- 1960

This dissertation explores the complicated relations between Estonian, Latvian, and Lithuanian postwar refugees and American foreign policymakers between 1948 and 1960. There were seemingly shared interests between the parties during the first decade of the Cold War. Generally, Eastern European refugees refused to recognize Soviet hegemony in their homelands, and American policy towards the Soviet bloc during the Truman and Eisenhower administrations sought to undermine the Kremlin’s standing in the region. More specifically, Baltic refugees and State Department officials sought to preserve the 1940 non-recognition policy towards the Soviet annexation of the Baltic States. I propose that despite the seemingly natural convergence of interests, the American experiment of constructing a State-Private network revolving around fostering relations with exile groups was fraught with difficulties. These difficulties ultimately undermined any ability that the United States might have had to liberate the Baltic States from the Soviet Union. As this dissertation demonstrates, Baltic exiles were primarily concerned with preserving a high level of political continuity to the interwar republics under the assumption that they would be able to regain their positions in liberated, democratic societies. American policymakers, however, were primarily concerned with maintaining the non-recognition policy, the framework in which all policy considerations were analyzed. I argue that these two motivating factors created unnecessary tensions in American policy towards the Baltic republics in the spheres of psychological warfare as well as exile unity in the United States and Europe. Despite these shortcomings, I argue that out of the exiles’ failings was born a generation of Baltic constituents that blurred the political legitimacy line between exiles who sought to return home and ethnic Americans who were loyal to the United States. These Baltic constituents played an important role in garnering the support of the United States Congress, starting in the 1950s, but became increasingly influential after the 1956 Hungarian Revolution, despite the seemingly less important role Eastern Europe played in the Cold War. The actions of the Baltic constituents not only prevented the Baltic question from being forever lost in the memory hole of history, but actually created enough political pressure on the State Department that it was impossible to alter the long-standing policy of not recognizing the Soviet annexation of the Baltic States.

Corporate Social Responsibility in the Oil and Gas Industry: Environmental Management Systems as a Source of Sustainable Development

The environmental aspect of corporate social responsibility (CSR) expressed through the process of the EMS implementation in the oil and gas companies is identified as the main subject of this research. In the theoretical part, the basic attention is paid to justification of a link between CSR and environmental management. The achievement of sustainable competitive advantage as a result of environmental capital growth and inclusion of the socially responsible activities in the corporate strategy is another issue that is of special significance here. Besides, two basic forms of environmental management systems (environmental decision support systems and environmental information management systems) are explored and their role in effective stakeholder interaction is tackled. The most crucial benefits of EMS are also analyzed to underline its importance as a source of sustainable development. Further research is based on the survey of 51 sampled oil and gas companies (both publicly owned and state owned ones) originated from different countries all over the world and providing reports on sustainability issues in the open access. To analyze their approach to sustainable development, a specifically designed evaluation matrix with 37 indicators developed in accordance with the General Reporting Initiative (GRI) guidelines for non-financial reporting was prepared. Additionally, the quality of environmental information disclosure was measured on the basis of a quality – quantity matrix. According to results of research, oil and gas companies prefer implementing reactive measures to the costly and knowledge-intensive proactive techniques for elimination of the negative environmental impacts. Besides, it was identified that the environmental performance disclosure is mostly rather limited, so that the quality of non-financial reporting can be judged as quite insufficient. In spite of the fact that most of the oil and gas companies in the sample claim the EMS to be embedded currently in their structure, they often do not provide any details for the process of their implementation. As a potential for the further development of EMS, author mentions possible integration of their different forms in a single entity, extension of existing structure on the basis of consolidation of the structural and strategic precautions as well as development of a unified certification standard instead of several ones that exist today in order to enhance control on the EMS implementation.

Mistä on hyvät tytöt tehty? Somalitytöt ja maineen merkitykset

Tutkimus käsittelee islaminuskoisten somalityttöjen hyvään ja huonoon maineeseen liittyviä uskonnollisia, kulttuurisia ja etnisiä määrittelyjä ja niiden merkityksiä heidän arjessaan. Turussa hankittu etnografinen tutkimusaineisto koostuu osallistuvaan havainnointiin perustuvasta kenttäpäiväkirja-aineistosta sekä kahdestakymmenestäviidestä 17‒35-vuotiaiden somalityttöjen ja -naisten teemahaastattelusta vuosilta 2003–2006. Tutkimuksen tehtävänä on selvittää, minkälaista somalityttöä pidetään maineeltaan hyvänä ja miten tytön maine voi mennä. Tutkimuksessa tarkastellaan yhtäältä sitä, mikä merkitys sosiaalisilla verkostoilla on tyttöjen maineen määrittelyssä. Toisaalta kysytään, mitä somalitytöt ja nuoret naiset itse ajattelevat tytön maineeseen liittyvistä odotuksista ja miten he niistä tietoisina toimivat. Lähestymistapa rakentuu uskontotieteen, antropologian, sukupuolentutkimuksen, tyttötutkimuksen, nuorisotutkimuksen ja kulttuurimaantieteen näkökulmia yhdistelemällä. Ensimmäisessä aineistontulkintaluvussa tarkastellaan tyttöyteen ja maineen rakentumiseen liittyvää ruumiillista merkityksenantoa pukeutumisen, seksuaalisuuden, tyttöjen ympärileikkausta koskevan asennemuutoksen ja seurustelun teemojen kautta. Toisessa luvussa keskitytään kaupunkitilan ja tyttöjen vapaa-ajanvieton sosiotilallisiin tulkintoihin sekä tyttöjen käytöstä kodin ulkopuolella määritteleviin ja mainetta rakentaviin puheisiin. Haastatellut arvostivat islamiin ja somaliperinteeseen liittyviä arvoja ja pitivät niitä oman käytöksensä ohjenuorina. Omanarvontunto, itsekontrolli ja vastuuntunto omista teoista liitettiin ”hyvään tyttöyteen”. Tyttöjen toimijuus ilmeni heihin kohdistuvien odotusten suuntaisena käyttäytymisenä ja näiden ihanteiden arvostamisena. Toimijuus näkyi myös tiettyjen tyttöihin ja poikiin kohdistuvien erilaisten odotusten kyseenalaistamisena ja joissakin tapauksissa vastoin odotuksia toimimisena. Turkua myös verrattiin somalityttöjen käytöksen osalta pääkaupunkiseutuun. Tässä vertailussa Turku nimettiin kulttuurisen jatkuvuuden, pääkaupunkiseutu kulttuurisen muutoksen paikaksi. Haastateltujen mukaan yhteisöllisiä tulkintoja tyttöjen käytöksestä tehtiin puheissa ja juoruissa, usein suhteessa havaintoihin suomalaistyttöjen käytöksestä. Tyttöjen arkeen nämä etniset ja moraaliset eroteot eivät kuitenkaan vaikuttaneet aina samalla tavoin, koska tulkinnat tyttärille sopivasta ja mahdollisesta käytöksestä voivat vaihdella perheiden välillä. Tutkimus tuo esille, että tytön hyvä maine on eräs perheen hyvinvointiin vaikuttavista tekijöistä. Somalityttöjen käytös on myös eräs yhteisöllinen peili, jota vasten tehdään laajempia tulkintoja somalikulttuurin ja uskonnollisten arvojen tilasta diasporassa. Liiallinen muutos tyttöjen käyttäytymisessä uhkasi yhteisöllistä jatkuvuutta ja uskonnolliskulttuuristen arvojen välittymistä seuraaville sukupolville. Laajasti ymmärrettynä ”hyvä tyttöys” ja hyvä maine oli onnistuneen kulttuurisen neuvottelun tulosta diasporassa. Se tarkoitti, että tyttö kiinnittyi somalialaiseen taustaansa ja sen välittämiin arvoihin, osallistuen samalla kuitenkin myös suomalaiseen yhteiskuntaan.