A partial dependence factorial analysis to deal with selection bias in observational studis

This thesis presents a creative and practical approach to dealing with the problem of selection bias. Selection bias may be the most important vexing problem in program evaluation or in any line of research that attempts to assert causality. Some of the greatest minds in economics and statistics have scrutinized the problem of selection bias, with the resulting approaches – Rubin’s Potential Outcome Approach(Rosenbaum and Rubin,1983; Rubin, 1991,2001,2004) or Heckman’s Selection model (Heckman, 1979) – being widely accepted and used as the best fixes. These solutions to the bias that arises in particular from self selection are imperfect, and many researchers, when feasible, reserve their strongest causal inference for data from experimental rather than observational studies. The innovative aspect of this thesis is to propose a data transformation that allows measuring and testing in an automatic and multivariate way the presence of selection bias. The approach involves the construction of a multi-dimensional conditional space of the X matrix in which the bias associated with the treatment assignment has been eliminated. Specifically, we propose the use of a partial dependence analysis of the X-space as a tool for investigating the dependence relationship between a set of observable pre-treatment categorical covariates X and a treatment indicator variable T, in order to obtain a measure of bias according to their dependence structure. The measure of selection bias is then expressed in terms of inertia due to the dependence between X and T that has been eliminated. Given the measure of selection bias, we propose a multivariate test of imbalance in order to check if the detected bias is significant, by using the asymptotical distribution of inertia due to T (Estadella et al. 2005) , and by preserving the multivariate nature of data. Further, we propose the use of a clustering procedure as a tool to find groups of comparable units on which estimate local causal effects, and the use of the multivariate test of imbalance as a stopping rule in choosing the best cluster solution set. The method is non parametric, it does not call for modeling the data, based on some underlying theory or assumption about the selection process, but instead it calls for using the existing variability within the data and letting the data to speak. The idea of proposing this multivariate approach to measure selection bias and test balance comes from the consideration that in applied research all aspects of multivariate balance, not represented in the univariate variable- by-variable summaries, are ignored. The first part contains an introduction to evaluation methods as part of public and private decision process and a review of the literature of evaluation methods. The attention is focused on Rubin Potential Outcome Approach, matching methods, and briefly on Heckman’s Selection Model. The second part focuses on some resulting limitations of conventional methods, with particular attention to the problem of how testing in the correct way balancing. The third part contains the original contribution proposed , a simulation study that allows to check the performance of the method for a given dependence setting and an application to a real data set. Finally, we discuss, conclude and explain our future perspectives.

Tecniche di progettazione tollerante alle variazioni per circuiti digitali in tecnologie nanometriche

The digital electronic market development is founded on the continuous reduction of the transistors size, to reduce area, power, cost and increase the computational performance of integrated circuits. This trend, known as technology scaling, is approaching the nanometer size. The lithographic process in the manufacturing stage is increasing its uncertainty with the scaling down of the transistors size, resulting in a larger parameter variation in future technology generations. Furthermore, the exponential relationship between the leakage current and the threshold voltage, is limiting the threshold and supply voltages scaling, increasing the power density and creating local thermal issues, such as hot spots, thermal runaway and thermal cycles. In addiction, the introduction of new materials and the smaller devices dimension are reducing transistors robustness, that combined with high temperature and frequently thermal cycles, are speeding up wear out processes. Those effects are no longer addressable only at the process level. Consequently the deep sub-micron devices will require solutions which will imply several design levels, as system and logic, and new approaches called Design For Manufacturability (DFM) and Design For Reliability. The purpose of the above approaches is to bring in the early design stages the awareness of the device reliability and manufacturability, in order to introduce logic and system able to cope with the yield and reliability loss. The ITRS roadmap suggests the following research steps to integrate the design for manufacturability and reliability in the standard CAD automated design flow: i) The implementation of new analysis algorithms able to predict the system thermal behavior with the impact to the power and speed performances. ii) High level wear out models able to predict the mean time to failure of the system (MTTF). iii) Statistical performance analysis able to predict the impact of the process variation, both random and systematic. The new analysis tools have to be developed beside new logic and system strategies to cope with the future challenges, as for instance: i) Thermal management strategy that increase the reliability and life time of the devices acting to some tunable parameter,such as supply voltage or body bias. ii) Error detection logic able to interact with compensation techniques as Adaptive Supply Voltage ASV, Adaptive Body Bias ABB and error recovering, in order to increase yield and reliability. iii) architectures that are fundamentally resistant to variability, including locally asynchronous designs, redundancy, and error correcting signal encodings (ECC). The literature already features works addressing the prediction of the MTTF, papers focusing on thermal management in the general purpose chip, and publications on statistical performance analysis. In my Phd research activity, I investigated the need for thermal management in future embedded low-power Network On Chip (NoC) devices.I developed a thermal analysis library, that has been integrated in a NoC cycle accurate simulator and in a FPGA based NoC simulator. The results have shown that an accurate layout distribution can avoid the onset of hot-spot in a NoC chip. Furthermore the application of thermal management can reduce temperature and number of thermal cycles, increasing the systemreliability. Therefore the thesis advocates the need to integrate a thermal analysis in the first design stages for embedded NoC design. Later on, I focused my research in the development of statistical process variation analysis tool that is able to address both random and systematic variations. The tool was used to analyze the impact of self-timed asynchronous logic stages in an embedded microprocessor. As results we confirmed the capability of self-timed logic to increase the manufacturability and reliability. Furthermore we used the tool to investigate the suitability of low-swing techniques in the NoC system communication under process variations. In this case We discovered the superior robustness to systematic process variation of low-swing links, which shows a good response to compensation technique as ASV and ABB. Hence low-swing is a good alternative to the standard CMOS communication for power, speed, reliability and manufacturability. In summary my work proves the advantage of integrating a statistical process variation analysis tool in the first stages of the design flow.

Local home bias: Theory and new empirical evidence from Italy

This thesis examines the literature on local home bias, i.e. investor preference towards geographically nearby stocks, and investigates the role of firm’s visibility, profitability, and opacity in explaining such behavior. While firm’s visibility is expected to proxy for the behavioral root originating such a preference, firm’s profitability and opacity are expected to capture the informational one. I find that less visible, and more profitable and opaque firms, conditionally to the demand, benefit from being headquartered in regions characterized by a scarcity of listed firms (local supply of stocks). Specifically, research estimates suggest that firms headquartered in regions with a poor supply of stocks would be worth i) 11 percent more if non-visible, non-profitable and non-opaque; ii) 16 percent more if profitable; and iii) 28 percent more if both profitable and opaque. Overall, as these features are able to explain most, albeit not all, of the local home bias effect, I reasonably argue and then assess that most of the preference for local is determined by a successful attempt to exploit local information advantage (60 percent), while the rest is determined by a mere (irrational) feeling of familiarity with the local firm (40 percent). Several and significant methodological, theoretical, and practical implications come out.

Parameter estimation in a growth model for a biological population

The motivating problem concerns the estimation of the growth curve of solitary corals that follow the nonlinear Von Bertalanffy Growth Function (VBGF). The most common parameterization of the VBGF for corals is based on two parameters: the ultimate length L∞ and the growth rate k. One aim was to find a more reliable method for estimating these parameters, which can capture the influence of environmental covariates. The main issue with current methods is that they force the linearization of VBGF and neglect intra-individual variability. The idea was to use the hierarchical nonlinear model which has the appealing features of taking into account the influence of collection sites, possible intra-site measurement correlation and variance heterogeneity, and that can handle the influence of environmental factors and all the reliable information that might influence coral growth. This method was used on two databases of different solitary corals i.e. Balanophyllia europaea and Leptopsammia pruvoti, collected in six different sites in different environmental conditions, which introduced a decisive improvement in the results. Nevertheless, the theory of the energy balance in growth ascertains the linear correlation of the two parameters and the independence of the ultimate length L∞ from the influence of environmental covariates, so a further aim of the thesis was to propose a new parameterization based on the ultimate length and parameter c which explicitly describes the part of growth ascribable to site-specific conditions such as environmental factors. We explored the possibility of estimating these parameters characterizing the VBGF new parameterization via the nonlinear hierarchical model. Again there was a general improvement with respect to traditional methods. The results of the two parameterizations were similar, although a very slight improvement was observed in the new one. This is, nevertheless, more suitable from a theoretical point of view when considering environmental covariates.

Constraints on neutrino mass fraction using Redshift Space Distortions

Redshift Space Distortions (RSD) are an apparent anisotropy in the distribution of galaxies due to their peculiar motion. These features are imprinted in the correlation function of galaxies, which describes how these structures distribute around each other. RSD can be represented by a distortions parameter $\beta$, which is strictly related to the growth of cosmic structures. For this reason, measurements of RSD can be exploited to give constraints on the cosmological parameters, such us for example the neutrino mass. Neutrinos are neutral subatomic particles that come with three flavours, the electron, the muon and the tau neutrino. Their mass differences can be measured in the oscillation experiments. Information on the absolute scale of neutrino mass can come from cosmology, since neutrinos leave a characteristic imprint on the large scale structure of the universe. The aim of this thesis is to provide constraints on the accuracy with which neutrino mass can be estimated when expoiting measurements of RSD. In particular we want to describe how the error on the neutrino mass estimate depends on three fundamental parameters of a galaxy redshift survey: the density of the catalogue, the bias of the sample considered and the volume observed. In doing this we make use of the BASICC Simulation from which we extract a series of dark matter halo catalogues, characterized by different value of bias, density and volume. This mock data are analysed via a Markov Chain Monte Carlo procedure, in order to estimate the neutrino mass fraction, using the software package CosmoMC, which has been conveniently modified. In this way we are able to extract a fitting formula describing our measurements, which can be used to forecast the precision reachable in future surveys like Euclid, using this kind of observations.

NLGA based Active Control in Aerospace: fault tolerability, disturbance rejection, and parameter estimation

A new control scheme has been presented in this thesis. Based on the NonLinear Geometric Approach, the proposed Active Control System represents a new way to see the reconfigurable controllers for aerospace applications. The presence of the Diagnosis module (providing the estimation of generic signals which, based on the case, can be faults, disturbances or system parameters), mean feature of the depicted Active Control System, is a characteristic shared by three well known control systems: the Active Fault Tolerant Controls, the Indirect Adaptive Controls and the Active Disturbance Rejection Controls. The standard NonLinear Geometric Approach (NLGA) has been accurately investigated and than improved to extend its applicability to more complex models. The standard NLGA procedure has been modified to take account of feasible and estimable sets of unknown signals. Furthermore the application of the Singular Perturbations approximation has led to the solution of Detection and Isolation problems in scenarios too complex to be solved by the standard NLGA. Also the estimation process has been improved, where multiple redundant measuremtent are available, by the introduction of a new algorithm, here called "Least Squares - Sliding Mode". It guarantees optimality, in the sense of the least squares, and finite estimation time, in the sense of the sliding mode. The Active Control System concept has been formalized in two controller: a nonlinear backstepping controller and a nonlinear composite controller. Particularly interesting is the integration, in the controller design, of the estimations coming from the Diagnosis module. Stability proofs are provided for both the control schemes. Finally, different applications in aerospace have been provided to show the applicability and the effectiveness of the proposed NLGA-based Active Control System.