33 resultados para Discrete Markov Random Field Modeling

em AMS Tesi di Dottorato - Alm@DL - Università di Bologna


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The study of random probability measures is a lively research topic that has attracted interest from different fields in recent years. In this thesis, we consider random probability measures in the context of Bayesian nonparametrics, where the law of a random probability measure is used as prior distribution, and in the context of distributional data analysis, where the goal is to perform inference given avsample from the law of a random probability measure. The contributions contained in this thesis can be subdivided according to three different topics: (i) the use of almost surely discrete repulsive random measures (i.e., whose support points are well separated) for Bayesian model-based clustering, (ii) the proposal of new laws for collections of random probability measures for Bayesian density estimation of partially exchangeable data subdivided into different groups, and (iii) the study of principal component analysis and regression models for probability distributions seen as elements of the 2-Wasserstein space. Specifically, for point (i) above we propose an efficient Markov chain Monte Carlo algorithm for posterior inference, which sidesteps the need of split-merge reversible jump moves typically associated with poor performance, we propose a model for clustering high-dimensional data by introducing a novel class of anisotropic determinantal point processes, and study the distributional properties of the repulsive measures, shedding light on important theoretical results which enable more principled prior elicitation and more efficient posterior simulation algorithms. For point (ii) above, we consider several models suitable for clustering homogeneous populations, inducing spatial dependence across groups of data, extracting the characteristic traits common to all the data-groups, and propose a novel vector autoregressive model to study of growth curves of Singaporean kids. Finally, for point (iii), we propose a novel class of projected statistical methods for distributional data analysis for measures on the real line and on the unit-circle.

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Biology is now a “Big Data Science” thanks to technological advancements allowing the characterization of the whole macromolecular content of a cell or a collection of cells. This opens interesting perspectives, but only a small portion of this data may be experimentally characterized. From this derives the demand of accurate and efficient computational tools for automatic annotation of biological molecules. This is even more true when dealing with membrane proteins, on which my research project is focused leading to the development of two machine learning-based methods: BetAware-Deep and SVMyr. BetAware-Deep is a tool for the detection and topology prediction of transmembrane beta-barrel proteins found in Gram-negative bacteria. These proteins are involved in many biological processes and primary candidates as drug targets. BetAware-Deep exploits the combination of a deep learning framework (bidirectional long short-term memory) and a probabilistic graphical model (grammatical-restrained hidden conditional random field). Moreover, it introduced a modified formulation of the hydrophobic moment, designed to include the evolutionary information. BetAware-Deep outperformed all the available methods in topology prediction and reported high scores in the detection task. Glycine myristoylation in Eukaryotes is the binding of a myristic acid on an N-terminal glycine. SVMyr is a fast method based on support vector machines designed to predict this modification in dataset of proteomic scale. It uses as input octapeptides and exploits computational scores derived from experimental examples and mean physicochemical features. SVMyr outperformed all the available methods for co-translational myristoylation prediction. In addition, it allows (as a unique feature) the prediction of post-translational myristoylation. Both the tools here described are designed having in mind best practices for the development of machine learning-based tools outlined by the bioinformatics community. Moreover, they are made available via user-friendly web servers. All this make them valuable tools for filling the gap between sequential and annotated data.

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The term "Brain Imaging" identi�es a set of techniques to analyze the structure and/or functional behavior of the brain in normal and/or pathological situations. These techniques are largely used in the study of brain activity. In addition to clinical usage, analysis of brain activity is gaining popularity in others recent �fields, i.e. Brain Computer Interfaces (BCI) and the study of cognitive processes. In this context, usage of classical solutions (e.g. f MRI, PET-CT) could be unfeasible, due to their low temporal resolution, high cost and limited portability. For these reasons alternative low cost techniques are object of research, typically based on simple recording hardware and on intensive data elaboration process. Typical examples are ElectroEncephaloGraphy (EEG) and Electrical Impedance Tomography (EIT), where electric potential at the patient's scalp is recorded by high impedance electrodes. In EEG potentials are directly generated from neuronal activity, while in EIT by the injection of small currents at the scalp. To retrieve meaningful insights on brain activity from measurements, EIT and EEG relies on detailed knowledge of the underlying electrical properties of the body. This is obtained from numerical models of the electric �field distribution therein. The inhomogeneous and anisotropic electric properties of human tissues make accurate modeling and simulation very challenging, leading to a tradeo�ff between physical accuracy and technical feasibility, which currently severely limits the capabilities of these techniques. Moreover elaboration of data recorded requires usage of regularization techniques computationally intensive, which influences the application with heavy temporal constraints (such as BCI). This work focuses on the parallel implementation of a work-flow for EEG and EIT data processing. The resulting software is accelerated using multi-core GPUs, in order to provide solution in reasonable times and address requirements of real-time BCI systems, without over-simplifying the complexity and accuracy of the head models.

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This dissertation aims at developing advanced analytical tools able to model surface waves propagating in elastic metasurfaces. In particular, four different objectives are defined and pursued throughout this work to enrich the description of the metasurface dynamics. First, a theoretical framework is developed to describe the dispersion properties of a seismic metasurface composed of discrete resonators placed on a porous medium considering part of it fully saturated. Such a model combines classical elasticity theory, Biot’s poroelasticity and an effective medium approach to describe the metasurface dynamics and its coupling with the poroelastic substrate. Second, an exact formulation based on the multiple scattering theory is developed to extend the two-dimensional classical Lamb’s problem to the case of an elastic half-space coupled to an arbitrary number of discrete surface resonators. To this purpose, the incident wavefield generated by a harmonic source and the scattered field generated by each resonator are calculated. The substrate wavefield is then obtained as solutions of the coupled problem due to the interference of the incident field and the multiple scattered fields of the oscillators. Third, the above discussed formulation is extended to three-dimensional contexts. The purpose here is to investigate the dynamic behavior and the topological properties of quasiperiodic elastic metasurfaces. Finally, the multiple scattering formulation is extended to model flexural metasurfaces, i.e., an array of thin plates. To this end, the resonant plates are modeled by means of their equivalent impedance, derived by exploiting the Kirchhoff plate theory. The proposed formulation permits the treatment of a general flexural metasurface, with no limitation on the number of plates and the configuration taken into account. Overall, the proposed analytical tools could pave the way for a better understanding of metasurface dynamics and their implementation in engineered devices.

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This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.

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The inherent stochastic character of most of the physical quantities involved in engineering models has led to an always increasing interest for probabilistic analysis. Many approaches to stochastic analysis have been proposed. However, it is widely acknowledged that the only universal method available to solve accurately any kind of stochastic mechanics problem is Monte Carlo Simulation. One of the key parts in the implementation of this technique is the accurate and efficient generation of samples of the random processes and fields involved in the problem at hand. In the present thesis an original method for the simulation of homogeneous, multi-dimensional, multi-variate, non-Gaussian random fields is proposed. The algorithm has proved to be very accurate in matching both the target spectrum and the marginal probability. The computational efficiency and robustness are very good too, even when dealing with strongly non-Gaussian distributions. What is more, the resulting samples posses all the relevant, welldefined and desired properties of “translation fields”, including crossing rates and distributions of extremes. The topic of the second part of the thesis lies in the field of non-destructive parametric structural identification. Its objective is to evaluate the mechanical characteristics of constituent bars in existing truss structures, using static loads and strain measurements. In the cases of missing data and of damages that interest only a small portion of the bar, Genetic Algorithm have proved to be an effective tool to solve the problem.

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For many years, RF and analog integrated circuits have been mainly developed using bipolar and compound semiconductor technologies due to their better performance. In the last years, the advance made in CMOS technology allowed analog and RF circuits to be built with such a technology, but the use of CMOS technology in RF application instead of bipolar technology has brought more issues in terms of noise. The noise cannot be completely eliminated and will therefore ultimately limit the accuracy of measurements and set a lower limit on how small signals can be detected and processed in an electronic circuit. One kind of noise which affects MOS transistors much more than bipolar ones is the low-frequency noise. In MOSFETs, low-frequency noise is mainly of two kinds: flicker or 1/f noise and random telegraph signal noise (RTS). The objective of this thesis is to characterize and to model the low-frequency noise by studying RTS and flicker noise under both constant and switched bias conditions. The effect of different biasing schemes on both RTS and flicker noise in time and frequency domain has been investigated.

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Water distribution networks optimization is a challenging problem due to the dimension and the complexity of these systems. Since the last half of the twentieth century this field has been investigated by many authors. Recently, to overcome discrete nature of variables and non linearity of equations, the research has been focused on the development of heuristic algorithms. This algorithms do not require continuity and linearity of the problem functions because they are linked to an external hydraulic simulator that solve equations of mass continuity and of energy conservation of the network. In this work, a NSGA-II (Non-dominating Sorting Genetic Algorithm) has been used. This is a heuristic multi-objective genetic algorithm based on the analogy of evolution in nature. Starting from an initial random set of solutions, called population, it evolves them towards a front of solutions that minimize, separately and contemporaneously, all the objectives. This can be very useful in practical problems where multiple and discordant goals are common. Usually, one of the main drawback of these algorithms is related to time consuming: being a stochastic research, a lot of solutions must be analized before good ones are found. Results of this thesis about the classical optimal design problem shows that is possible to improve results modifying the mathematical definition of objective functions and the survival criterion, inserting good solutions created by a Cellular Automata and using rules created by classifier algorithm (C4.5). This part has been tested using the version of NSGA-II supplied by Centre for Water Systems (University of Exeter, UK) in MATLAB® environment. Even if orientating the research can constrain the algorithm with the risk of not finding the optimal set of solutions, it can greatly improve the results. Subsequently, thanks to CINECA help, a version of NSGA-II has been implemented in C language and parallelized: results about the global parallelization show the speed up, while results about the island parallelization show that communication among islands can improve the optimization. Finally, some tests about the optimization of pump scheduling have been carried out. In this case, good results are found for a small network, while the solutions of a big problem are affected by the lack of constraints on the number of pump switches. Possible future research is about the insertion of further constraints and the evolution guide. In the end, the optimization of water distribution systems is still far from a definitive solution, but the improvement in this field can be very useful in reducing the solutions cost of practical problems, where the high number of variables makes their management very difficult from human point of view.

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The wheel - rail contact analysis plays a fundamental role in the multibody modeling of railway vehicles. A good contact model must provide an accurate description of the global contact phenomena (contact forces and torques, number and position of the contact points) and of the local contact phenomena (position and shape of the contact patch, stresses and displacements). The model has also to assure high numerical efficiency (in order to be implemented directly online within multibody models) and a good compatibility with commercial multibody software (Simpack Rail, Adams Rail). The wheel - rail contact problem has been discussed by several authors and many models can be found in the literature. The contact models can be subdivided into two different categories: the global models and the local (or differential) models. Currently, as regards the global models, the main approaches to the problem are the so - called rigid contact formulation and the semi – elastic contact description. The rigid approach considers the wheel and the rail as rigid bodies. The contact is imposed by means of constraint equations and the contact points are detected during the dynamic simulation by solving the nonlinear algebraic differential equations associated to the constrained multibody system. Indentation between the bodies is not permitted and the normal contact forces are calculated through the Lagrange multipliers. Finally the Hertz’s and the Kalker’s theories allow to evaluate the shape of the contact patch and the tangential forces respectively. Also the semi - elastic approach considers the wheel and the rail as rigid bodies. However in this case no kinematic constraints are imposed and the indentation between the bodies is permitted. The contact points are detected by means of approximated procedures (based on look - up tables and simplifying hypotheses on the problem geometry). The normal contact forces are calculated as a function of the indentation while, as in the rigid approach, the Hertz’s and the Kalker’s theories allow to evaluate the shape of the contact patch and the tangential forces. Both the described multibody approaches are computationally very efficient but their generality and accuracy turn out to be often insufficient because the physical hypotheses behind these theories are too restrictive and, in many circumstances, unverified. In order to obtain a complete description of the contact phenomena, local (or differential) contact models are needed. In other words wheel and rail have to be considered elastic bodies governed by the Navier’s equations and the contact has to be described by suitable analytical contact conditions. The contact between elastic bodies has been widely studied in literature both in the general case and in the rolling case. Many procedures based on variational inequalities, FEM techniques and convex optimization have been developed. This kind of approach assures high generality and accuracy but still needs very large computational costs and memory consumption. Due to the high computational load and memory consumption, referring to the current state of the art, the integration between multibody and differential modeling is almost absent in literature especially in the railway field. However this integration is very important because only the differential modeling allows an accurate analysis of the contact problem (in terms of contact forces and torques, position and shape of the contact patch, stresses and displacements) while the multibody modeling is the standard in the study of the railway dynamics. In this thesis some innovative wheel – rail contact models developed during the Ph. D. activity will be described. Concerning the global models, two new models belonging to the semi – elastic approach will be presented; the models satisfy the following specifics: 1) the models have to be 3D and to consider all the six relative degrees of freedom between wheel and rail 2) the models have to consider generic railway tracks and generic wheel and rail profiles 3) the models have to assure a general and accurate handling of the multiple contact without simplifying hypotheses on the problem geometry; in particular the models have to evaluate the number and the position of the contact points and, for each point, the contact forces and torques 4) the models have to be implementable directly online within the multibody models without look - up tables 5) the models have to assure computation times comparable with those of commercial multibody software (Simpack Rail, Adams Rail) and compatible with RT and HIL applications 6) the models have to be compatible with commercial multibody software (Simpack Rail, Adams Rail). The most innovative aspect of the new global contact models regards the detection of the contact points. In particular both the models aim to reduce the algebraic problem dimension by means of suitable analytical techniques. This kind of reduction allows to obtain an high numerical efficiency that makes possible the online implementation of the new procedure and the achievement of performance comparable with those of commercial multibody software. At the same time the analytical approach assures high accuracy and generality. Concerning the local (or differential) contact models, one new model satisfying the following specifics will be presented: 1) the model has to be 3D and to consider all the six relative degrees of freedom between wheel and rail 2) the model has to consider generic railway tracks and generic wheel and rail profiles 3) the model has to assure a general and accurate handling of the multiple contact without simplifying hypotheses on the problem geometry; in particular the model has to able to calculate both the global contact variables (contact forces and torques) and the local contact variables (position and shape of the contact patch, stresses and displacements) 4) the model has to be implementable directly online within the multibody models 5) the model has to assure high numerical efficiency and a reduced memory consumption in order to achieve a good integration between multibody and differential modeling (the base for the local contact models) 6) the model has to be compatible with commercial multibody software (Simpack Rail, Adams Rail). In this case the most innovative aspects of the new local contact model regard the contact modeling (by means of suitable analytical conditions) and the implementation of the numerical algorithms needed to solve the discrete problem arising from the discretization of the original continuum problem. Moreover, during the development of the local model, the achievement of a good compromise between accuracy and efficiency turned out to be very important to obtain a good integration between multibody and differential modeling. At this point the contact models has been inserted within a 3D multibody model of a railway vehicle to obtain a complete model of the wagon. The railway vehicle chosen as benchmark is the Manchester Wagon the physical and geometrical characteristics of which are easily available in the literature. The model of the whole railway vehicle (multibody model and contact model) has been implemented in the Matlab/Simulink environment. The multibody model has been implemented in SimMechanics, a Matlab toolbox specifically designed for multibody dynamics, while, as regards the contact models, the CS – functions have been used; this particular Matlab architecture allows to efficiently connect the Matlab/Simulink and the C/C++ environment. The 3D multibody model of the same vehicle (this time equipped with a standard contact model based on the semi - elastic approach) has been then implemented also in Simpack Rail, a commercial multibody software for railway vehicles widely tested and validated. Finally numerical simulations of the vehicle dynamics have been carried out on many different railway tracks with the aim of evaluating the performances of the whole model. The comparison between the results obtained by the Matlab/ Simulink model and those obtained by the Simpack Rail model has allowed an accurate and reliable validation of the new contact models. In conclusion to this brief introduction to my Ph. D. thesis, we would like to thank Trenitalia and the Regione Toscana for the support provided during all the Ph. D. activity. Moreover we would also like to thank the INTEC GmbH, the society the develops the software Simpack Rail, with which we are currently working together to develop innovative toolboxes specifically designed for the wheel rail contact analysis.

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Design parameters, process flows, electro-thermal-fluidic simulations and experimental characterizations of Micro-Electro-Mechanical-Systems (MEMS) suited for gas-chromatographic (GC) applications are presented and thoroughly described in this thesis, whose topic belongs to the research activities the Institute for Microelectronics and Microsystems (IMM)-Bologna is involved since several years, i.e. the development of micro-systems for chemical analysis, based on silicon micro-machining techniques and able to perform analysis of complex gaseous mixtures, especially in the field of environmental monitoring. In this regard, attention has been focused on the development of micro-fabricated devices to be employed in a portable mini-GC system for the analysis of aromatic Volatile Organic Compounds (VOC) like Benzene, Toluene, Ethyl-benzene and Xylene (BTEX), i.e. chemical compounds which can significantly affect environment and human health because of their demonstrated carcinogenicity (benzene) or toxicity (toluene, xylene) even at parts per billion (ppb) concentrations. The most significant results achieved through the laboratory functional characterization of the mini-GC system have been reported, together with in-field analysis results carried out in a station of the Bologna air monitoring network and compared with those provided by a commercial GC system. The development of more advanced prototypes of micro-fabricated devices specifically suited for FAST-GC have been also presented (silicon capillary columns, Ultra-Low-Power (ULP) Metal OXide (MOX) sensor, Thermal Conductivity Detector (TCD)), together with the technological processes for their fabrication. The experimentally demonstrated very high sensitivity of ULP-MOX sensors to VOCs, coupled with the extremely low power consumption, makes the developed ULP-MOX sensor the most performing metal oxide sensor reported up to now in literature, while preliminary test results proved that the developed silicon capillary columns are capable of performances comparable to those of the best fused silica capillary columns. Finally, the development and the validation of a coupled electro-thermal Finite Element Model suited for both steady-state and transient analysis of the micro-devices has been described, and subsequently implemented with a fluidic part to investigate devices behaviour in presence of a gas flowing with certain volumetric flow rates.

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The field of complex systems is a growing body of knowledge, It can be applied to countless different topics, from physics to computer science, biology, information theory and sociology. The main focus of this work is the use of microscopic models to study the behavior of urban mobility, which characteristics make it a paradigmatic example of complexity. In particular, simulations are used to investigate phase changes in a finite size open Manhattan-like urban road network under different traffic conditions, in search for the parameters to identify phase transitions, equilibrium and non-equilibrium conditions . It is shown how the flow-density macroscopic fundamental diagram of the simulation shows,like real traffic, hysteresis behavior in the transition from the congested phase to the free flow phase, and how the different regimes can be identified studying the statistics of road occupancy.

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We use data from about 700 GPS stations in the EuroMediterranen region to investigate the present-day behavior of the the Calabrian subduction zone within the Mediterranean-scale plates kinematics and to perform local scale studies about the strain accumulation on active structures. We focus attenction on the Messina Straits and Crati Valley faults where GPS data show extentional velocity gradients of ∼3 mm/yr and ∼2 mm/yr, respectively. We use dislocation model and a non-linear constrained optimization algorithm to invert for fault geometric parameters and slip-rates and evaluate the associated uncertainties adopting a bootstrap approach. Our analysis suggest the presence of two partially locked normal faults. To investigate the impact of elastic strain contributes from other nearby active faults onto the observed velocity gradient we use a block modeling approach. Our models show that the inferred slip-rates on the two analyzed structures are strongly impacted by the assumed locking width of the Calabrian subduction thrust. In order to frame the observed local deformation features within the present- day central Mediterranean kinematics we realyze a statistical analysis testing the indipendent motion (w.r.t. the African and Eurasias plates) of the Adriatic, Cal- abrian and Sicilian blocks. Our preferred model confirms a microplate like behaviour for all the investigated blocks. Within these kinematic boundary conditions we fur- ther investigate the Calabrian Slab interface geometry using a combined approach of block modeling and χ2ν statistic. Almost no information is obtained using only the horizontal GPS velocities that prove to be a not sufficient dataset for a multi-parametric inversion approach. Trying to stronger constrain the slab geometry we estimate the predicted vertical velocities performing suites of forward models of elastic dislocations varying the fault locking depth. Comparison with the observed field suggest a maximum resolved locking depth of 25 km.

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Extrusion is a process used to form long products of constant cross section, from simple billets, with a high variety of shapes. Aluminum alloys are the materials most processed in the extrusion industry due to their deformability and the wide field of applications that range from buildings to aerospace and from design to automotive industries. The diverse applications imply different requirements that can be fulfilled by the wide range of alloys and treatments, that is from critical structural application to high quality surface and aesthetical aspect. Whether one or the other is the critical aspect, they both depend directly from microstructure. The extrusion process is moreover marked by high deformations and complex strain gradients making difficult the control of microstructure evolution that is at present not yet fully achieved. Nevertheless the evolution of Finite Element modeling has reached a maturity and can therefore start to be used as a tool for investigation and prediction of microstructure evolution. This thesis will analyze and model the evolution of microstructure throughout the entire extrusion process for 6XXX series aluminum alloys. Core phase of the work was the development of specific tests to investigate the microstructure evolution and validate the model implemented in a commercial FE code. Along with it two essential activities were carried out for a correct calibration of the model beyond the simple research of contour parameters, thus leading to the understanding and control of both code and process. In this direction activities were also conducted on building critical knowhow on the interpretation of microstructure and extrusion phenomena. It is believed, in fact, that the sole analysis of the microstructure evolution regardless of its relevance in the technological aspects of the process would be of little use for the industry as well as ineffective for the interpretation of the results.