Bayesian Analysis of Linear Inverse Problems with Applications in Economics and Finance

In my PhD thesis I propose a Bayesian nonparametric estimation method for structural econometric models where the functional parameter of interest describes the economic agent's behavior. The structural parameter is characterized as the solution of a functional equation, or by using more technical words, as the solution of an inverse problem that can be either ill-posed or well-posed. From a Bayesian point of view, the parameter of interest is a random function and the solution to the inference problem is the posterior distribution of this parameter. A regular version of the posterior distribution in functional spaces is characterized. However, the infinite dimension of the considered spaces causes a problem of non continuity of the solution and then a problem of inconsistency, from a frequentist point of view, of the posterior distribution (i.e. problem of ill-posedness). The contribution of this essay is to propose new methods to deal with this problem of ill-posedness. The first one consists in adopting a Tikhonov regularization scheme in the construction of the posterior distribution so that I end up with a new object that I call regularized posterior distribution and that I guess it is solution of the inverse problem. The second approach consists in specifying a prior distribution on the parameter of interest of the g-prior type. Then, I detect a class of models for which the prior distribution is able to correct for the ill-posedness also in infinite dimensional problems. I study asymptotic properties of these proposed solutions and I prove that, under some regularity condition satisfied by the true value of the parameter of interest, they are consistent in a "frequentist" sense. Once I have set the general theory, I apply my bayesian nonparametric methodology to different estimation problems. First, I apply this estimator to deconvolution and to hazard rate, density and regression estimation. Then, I consider the estimation of an Instrumental Regression that is useful in micro-econometrics when we have to deal with problems of endogeneity. Finally, I develop an application in finance: I get the bayesian estimator for the equilibrium asset pricing functional by using the Euler equation defined in the Lucas'(1978) tree-type models.

Numerical invariants for measurable cocycles

The theory of numerical invariants for representations can be generalized to measurable cocycles. This provides a natural notion of maximality for cocycles associated to complex hyperbolic lattices with values in groups of Hermitian type. Among maximal cocycles, the class of Zariski dense ones turns out to have a rigid behavior. An alternative implementation of numerical invariants can be given by using equivariant maps at the level of boundaries and by exploiting the Burger-Monod approach to bounded cohomology. Due to their crucial role in this theory, we prove existence results in two different contexts. Precisely, we construct boundary maps for non-elementary cocycles into the isometry group of CAT(0)-spaces of finite telescopic dimension and for Zariski dense cocycles into simple Lie groups. Then we approach numerical invariants. Our first goal is to study cocycles from complex hyperbolic lattices into the Hermitian group SU(p,q). Following the theory recently developed by Moraschini and Savini, we define the Toledo invariant by using the pullback along cocycles, also by involving boundary maps. For cocycles Γ × X → SU(p,q) with 1infinite dimensional version of PU(p,q). We show that maximal cocycles are reducible, namely that, modulo cohomology, their image is contained in a finite dimensional algebraic subgroup of PU(p,∞). Finally, we classify Zariski dense measurable cocycles Γ × X → G from finitely generated groups into Hermitian groups not of tube-type. Precisely, we show that the pullback of the Kahler class completely determines the cohomology class of such cocycles.

Rafael Moneo: la complessità del vuoto. Dalle matrici formali dell'opera di Oteiza e Chillida

The experience of void, essential to the production of forms and to make use them, can be considered as the base of the activities that attend to the formative processes. If void and matter constitutes the basic substances of architecture. Their role in the definition of form, the symbolic value and the constructive methods of it defines the quality of the space. This job inquires the character of space in the architecture of Moneo interpreting the meaning of the void in the Basque culture through the reading of the form matrices in the work of Jorge Oteiza and Eduardo Chillida. In the tie with the Basque culture a reading key is characterized by concurring to put in relation some of the theoretical principles expressed by Moneo on the relationship between place and time, in an unique and specific vision of the space. In the analysis of the process that determines the genesis of the architecture of Moneo emerges a trajectory whose direction is constructed on two pivos: on the one hand architecture like instrument of appropriation of the place, gushed from an acquaintance process who leans itself to the reading of the relations that define the place and of the resonances through which measuring it, on the other hand the architecture whose character is able to represent and to extend the time in which he is conceived, through the autonomy that is conferred to them from values. Following the trace characterized from this hypothesis, that is supported on the theories elaborated from Moneo, surveying deepens the reading of the principles that construct the sculptural work of Oteiza and Chillida, features from a search around the topic of the void and to its expression through the form. It is instrumental to the definition of a specific area that concurs to interpret the character of the space subtended to a vision of the place and the time, affine to the sensibility of Moneo and in some way not stranger to its cultural formation. The years of the academic formation, during which Moneo enters in contact with the Basque artistic culture, seem to be an important period in the birth of that knowledge that will leads him to the formulation of theories tied to the relationship between time, place and architecture. The values expressed through the experimental work of Oteiza and Chillida during years '50 are valid bases to the understanding of such relationships. In tracing a profile of the figures of Oteiza and Chillida, without the pretension that it is exhaustive for the reading of the complex historical period in which they are placed, but with the needs to put the work in a context, I want to be evidenced the important role carried out from the two artists from the Basque cultural area within which Moneo moves its first steps. The tie that approaches Moneo to the Basque culture following the personal trajectory of the formative experience interlaces to that one of important figures of the art and the Spanish architecture. One of the more meaningful relationships is born just during the years of his academic formation, from 1958 to the 1961, when he works like student in the professional office of the architect Francisco Sáenz de Oiza, who was teaching architectural design at the ETSAM. In these years many figures of Basque artists alternated at the professional office of Oiza that enjoys the important support of the manufacturer and maecenas Juan Huarte Beaumont, introduced to he from Oteiza. The tie between Huarte and Oteiza is solid and continuous in the years and it realizes in a contribution to many of the initiatives that makes of Oteiza a forwarder of the Basque culture. In the four years of collaboration with Oiza, Moneo has the opportunity to keep in contact with an atmosphere permeated by a constant search in the field of the plastic art and with figures directly connected to such atmosphere. It’s of a period of great intensity as in the production like in the promotion of the Basque art. The collective “Blanco y Negro”, than is held in 1959 at the Galería Darro to Madrid, is only one of the many times of an exhibition of the work of Oteiza and Chillida. The end of the Fifties is a period of international acknowledgment for Chillida that for Oteiza. The decade of the Fifties consecrates the hypotheses of a mythical past of the Basque people through the spread of the studies carried out in the antecedent years. The archaeological discoveries that join to a context already rich of signs of the prehistoric era, consolidate the knowledge of a strong cultural identity. Oteiza, like Chillida and other contemporary artists, believe in a cosmogonist conception belonging to the Basques, connected to their matriarchal mythological past. The void in its meaning of absence, in the Basque culture, thus as in various archaic and oriental religions, is equivalent to the spiritual fullness as essential condition to the revealing of essence. Retracing the archaic origins of the Basque culture emerges the deep meaning that the void assumes as key element in the religious interpretation of the passage from the life to the death. The symbology becomes rich of meaningful characters who derive from the fact that it is a chthonic cult. A representation of earth like place in which divine manifest itself but also like connection between divine and human, and this manipulation of the matter of which the earth it is composed is the tangible projection of the continuous search of the man towards God. The search of equilibrium between empty and full, that characterizes also the development of the form in architecture, in the Basque culture assumes therefore a peculiar value that returns like constant in great part of the plastic expressions, than in this context seem to be privileged regarding the other expressive forms. Oteiza and Chillida develop two original points of view in the representation of the void through the form. Both use of rigorous systems of rules sensitive to the physics principles and the characters of the matter. The last aim of the Oteiza’s construction is the void like limit of the knowledge, like border between known and unknown. It doesn’t means to reduce the sculptural object to an only allusive dimension because the void as physical and spiritual power is an active void, that possesses that value able to reveal the being through the trace of un-being. The void in its transcendental manifestation acts at the same time from universal and from particular, like in the atomic structure of the matter, in which on one side it constitutes the inner structure of every atom and on the other one it is necessary condition to the interaction between all the atoms. The void can be seen therefore as the action field that concurs the relations between the forms but is also the necessary condition to the same existence of the form. In the construction of Chillida the void represents that counterpart structuring the matter, inborn in it, the element in absence of which wouldn’t be variations neither distinctive characters to define the phenomenal variety of the world. The physics laws become the subject of the sculptural representation, the void are the instrument that concurs to catch up the equilibrium. Chillida dedicate himself to experience the space through the senses, to perceive of the qualities, to tell the physics laws which forge the matter in the form and the form arranges the places. From the artistic experience of the two sculptors they can be transposed, to the architectonic work of Moneo, those matrices on which they have constructed their original lyric expressions, where the void is absolute protagonist. An ambit is defined thus within which the matrices form them drafts from the work of Oteiza and Chillida can be traced in the definition of the process of birth and construction of the architecture of Moneo, but also in the relation that the architecture establishes with the place and in the time. The void becomes instrument to read the space constructed in its relationships that determine the proportions, rhythms, and relations. In this way the void concurs to interpret the architectonic space and to read the value of it, the quality of the spaces constructing it. This because it’s like an instrument of the composition, whose role is to maintain to the separation between the elements putting in evidence the field of relations. The void is that instrument that serves to characterize the elements that are with in the composition, related between each other, but distinguished. The meaning of the void therefore pushes the interpretation of the architectonic composition on the game of the relations between the elements that, independent and distinguished, strengthen themselves in their identity. On the one hand if void, as measurable reality, concurs all the dimensional changes quantifying the relationships between the parts, on the other hand its dialectic connotation concurs to search the equilibrium that regulated such variations. Equilibrium that therefore does not represent an obtained state applying criteria setting up from arbitrary rules but that depends from the intimate nature of the matter and its embodiment in the form. The production of a form, or a formal system that can be finalized to the construction of a building, is indissolubly tied to the technique that is based on the acquaintance of the formal vocation of the matter, and what it also can representing, meaning, expresses itself in characterizing the site. For Moneo, in fact, the space defined from the architecture is above all a site, because the essence of the site is based on the construction. When Moneo speaks about “birth of the idea of plan” like essential moment in the construction process of the architecture, it refers to a process whose complexity cannot be born other than from a deepened acquaintance of the site that leads to the comprehension of its specificity. Specificity arise from the infinite sum of relations, than for Moneo is the story of the oneness of a site, of its history, of the cultural identity and of the dimensional characters that that they are tied to it beyond that to the physical characteristics of the site. This vision is leaned to a solid made physical structure of perceptions, of distances, guideline and references that then make that the process is first of all acquaintance, appropriation. Appropriation that however does not happen for directed consequence because does not exist a relationship of cause and effect between place and architecture, thus as an univocal and exclusive way does not exist to arrive to a representation of an idea. An approach that, through the construction of the place where the architecture acquires its being, searches an expression of its sense of the truth. The proposal of a distinction for areas like space, matter, spirit and time, answering to the issues that scan the topics of the planning search of Moneo, concurs a more immediate reading of the systems subtended to the composition principles, through which is related the recurrent architectonic elements in its planning dictionary. From the dialectic between the opposites that is expressed in the duality of the form, through the definition of a complex element that can mediate between inside and outside as a real system of exchange, Moneo experiences the form development of the building deepening the relations that the volume establishes in the site. From time to time the invention of a system used to answer to the needs of the program and to resolve the dual character of the construction in an only gesture, involves a deep acquaintance of the professional practice. The technical aspect is the essential support to which the construction of the system is indissolubly tied. What therefore arouses interest is the search of the criteria and the way to construct that can reveal essential aspects of the being of the things. The constructive process demands, in fact, the acquaintance of the formative properties of the matter. Property from which the reflections gush on the relations that can be born around the architecture through the resonance produced from the forms. The void, in fact, through the form is in a position to constructing the site establishing a reciprocity relation. A reciprocity that is determined in the game between empty and full and of the forms between each other, regarding around, but also with regard to the subjective experience. The construction of a background used to amplify what is arranged on it and to clearly show the relations between the parts and at the same time able to tie itself with around opening the space of the vision, is a system that in the architecture of Moneo has one of its more effective applications in the use of the platform used like architectonic element. The spiritual force of this architectonic gesture is in the ability to define a place whose projecting intention is perceived and shared with who experience and has lived like some instrument to contact the cosmic forces, in a delicate process that lead to the equilibrium with them, but in completely physical way. The principles subtended to the construction of the form taken from the study of the void and the relations that it concurs, lead to express human values in the construction of the site. The validity of these principles however is tested from the time. The time is what Moneo considers as filter that every architecture is subordinate to and the survival of architecture, or any of its formal characters, reveals them the validity of the principles that have determined it. It manifests thus, in the tie between the spatial and spiritual dimension, between the material and the worldly dimension, the state of necessity that leads, in the construction of the architecture, to establish a contact with the forces of the universe and the intimate world, through a process that translate that necessity in elaboration of a formal system.

Three dimensional seismic imaging and earthquake locations in a complex, segmented fault region in Southern Apennines (Italy)

The southern Apennines of Italy have been experienced several destructive earthquakes both in historic and recent times. The present day seismicity, characterized by small-to-moderate magnitude earthquakes, was used like a probe to obatin a deeper knowledge of the fault structures where the largest earthquakes occurred in the past. With the aim to infer a three dimensional seismic image both the problem of data quality and the selection of a reliable and robust tomographic inversion strategy have been faced. The data quality has been obtained to develop optimized procedures for the measurements of P- and S-wave arrival times, through the use of polarization filtering and to the application of a refined re-picking technique based on cross-correlation of waveforms. A technique of iterative tomographic inversion, linearized, damped combined with a strategy of multiscale inversion type has been adopted. The retrieved P-wave velocity model indicates the presence of a strong velocity variation along a direction orthogonal to the Apenninic chain. This variation defines two domains which are characterized by a relatively low and high velocity values. From the comparison between the inferred P-wave velocity model with a portion of a structural section available in literature, the high velocity body was correlated with the Apulia carbonatic platforms whereas the low velocity bodies was associated to the basinal deposits. The deduced Vp/Vs ratio shows that the ratio is lower than 1.8 in the shallower part of the model, while for depths ranging between 5 km and 12 km the ratio increases up to 2.1 in correspondence to the area of higher seismicity. This confirms that areas characterized by higher values are more prone to generate earthquakes as a response to the presence of fluids and higher pore-pressures.

Influence of the natural environment on health: evaluation of different environmental contexts (urban, green spaces) and intervention proposals

Urbanization has grown during the last decades, with an increase in population concentrated in cities. Cities are usually relatively nature-poor, and the loss of green urban space likely leads to less contact with the natural world for urban dwellers. It is known that the natural environment could provide important advantages, and the loss of contact with this type of environment has potential negative impacts on the quality of life. The use of green urban space demonstrated stronger benefits for mental health and stress reduction. In general, exposure to green urban space is linked to a reduction in mortality rates, due to the promotion of a healthy lifestyle. Green urban space could be an optimal environment in which to perform physical activity. Undertaking regular physical activity is one of the major determinants of health. The benefits of exercise have been widely demonstrated through a wide range of studies. Benefits are linked to the treatment and prevention of most chronic and non-communicable diseases, that are not contagious, but they are usually long-lasting. Regular physical activity could reduce mental health problems, such as anxiety. The World Health Organization proposed to improve physical activity programs through the implementation of interventions in green urban spaces. Green urban space provides a safe, accessible, and attractive place to perform physical activity. All the interventions aimed to promote the practice of physical activity and to reduce sedentary behavior are important. It is well known that physical activity has several positive effects, a great amount of the population remains inactive. A good strategy could be to show people how integrated physical activity into their all-day life, for example through the use of green urban space or active commuting. The results in the present thesis showed the effectiveness of performing physical activity in a natural environment and of active commuting.

A 3D biomimetic in vitro model: a novel strategy to investigate glioma biology

Gliomas are one of the most frequent primary malignant brain tumors. Acquisition of stem-like features likely contributes to the malignant nature of high-grade gliomas and may be responsible for the initiation, growth, and recurrence of these tumors. In this regard, although the traditional 2D cell culture system has been widely used in cancer research, it shows limitations in maintaining the stemness properties of cancer and in mimicking the in vivo microenvironment. In order to overcome these limitations, different three-dimensional (3D) culture systems have been developed to mimic better the tumor microenvironment. Cancer cells cultured in 3D structures may represent a more reliable in vitro model due to increased cell-cell and cell-extracellular matrix (ECM) interaction. Several attempts to recreate brain cancer tissue in vitro are described in literature. However, to date, it is still unclear which main characteristics the ideal model should reproduce. The overall goal of this project was the development of a 3D in vitro model able to reproduce the brain ECM microenvironment and to recapitulate pathological condition for the study of tumor stroma interactions, tumor invasion ability, and molecular phenotype of glioma cells. We performed an in silico bioinformatic analysis using GEPIA2 Software to compare the expression level of seven matrix protein in the LGG tumors with healthy tissues. Then, we carried out a FFPE retrospective study in order to evaluate the percentage of expression of selected proteins. Thus, we developed a 3D scaffold composed by Hyaluronic Acid and Collagen IV in a ratio of 50:50. We used two astrocytoma cell lines, HTB-12 and HTB-13. In conclusion, we developed an in vitro 3D model able to reproduce the composition of brain tumor ECM, demonstrating that it is a feasible platform to investigate the interaction between tumor cells and the matrix.

A Trans-dimensional inversion algorithm to model deformation sources with unconstrained shape in finite element domains

Ground deformation provides valuable insights on subsurface processes with pattens reflecting the characteristics of the source at depth. In active volcanic sites displacements can be observed in unrest phases; therefore, a correct interpretation is essential to assess the hazard potential. Inverse modeling is employed to obtain quantitative estimates of parameters describing the source. However, despite the robustness of the available approaches, a realistic imaging of these reservoirs is still challenging. While analytical models return quick but simplistic results, assuming an isotropic and elastic crust, more sophisticated numerical models, accounting for the effects of topographic loads, crust inelasticity and structural discontinuities, require much higher computational effort and information about the crust rheology may be challenging to infer. All these approaches are based on a-priori source shape constraints, influencing the solution reliability. In this thesis, we present a new approach aimed at overcoming the aforementioned limitations, modeling sources free of a-priori shape constraints with the advantages of FEM simulations, but with a cost-efficient procedure. The source is represented as an assembly of elementary units, consisting in cubic elements of a regular FE mesh loaded with a unitary stress tensors. The surface response due to each of the six stress tensor components is computed and linearly combined to obtain the total displacement field. In this way, the source can assume potentially any shape. Our tests prove the equivalence of the deformation fields due to our assembly and that of corresponding cavities with uniform boundary pressure. Our ability to simulate pressurized cavities in a continuum domain permits to pre-compute surface responses, avoiding remeshing. A Bayesian trans-dimensional inversion algorithm implementing this strategy is developed. 3D Voronoi cells are used to sample the model domain, selecting the elementary units contributing to the source solution and those remaining inactive as part of the crust.