8 resultados para Stochastic Frontier Analysis

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


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Una delle realtà economiche più importanti della Sardegna è la produzione di Pecorino Romano DOP. Il contesto nel quale è nato e si è sviluppato ingloba molte delle precondizioni che favoriscono la nascita di un distretto. Il principale obiettivo di questo studio è verificare se il comparto lattiero caseario della Sardegna, focalizzato nella produzione di Pecorino Romano DOP, può creare un effetto distretto. Ciò potrebbe suggerire l'esistenza dello stesso distretto anche se atipico. Per verificare questa ipotesi, in primo luogo è stata esaminata l'efficienza produttiva delle imprese trasformatrici di Pecorino Romano utilizzando il metodo della Frontiera stocastica di produzione. Successivamente sono state cercate le cause delle differenze. Lo studio mostra che i livelli di efficienza osservati sono quasi interamente attribuibili agli input di produzione utilizzati, in particolare al latte. Risulta chiaro che il sistema delle cooperative funziona e che tali aziende ottengono sistematicamente margini di efficienza migliori rispetto alle non cooperative. Le variabili analizzate non permettono di concludere che esiste un "effetto distretto".

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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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In biological world, life of cells is guaranteed by their ability to sense and to respond to a large variety of internal and external stimuli. In particular, excitable cells, like muscle or nerve cells, produce quick depolarizations in response to electrical, mechanical or chemical stimuli: this means that they can change their internal potential through a quick exchange of ions between cytoplasm and the external environment. This can be done thanks to the presence of ion channels, proteins that span the lipid bilayer and act like switches, allowing ionic current to flow opening and shutting in a stochastic way. For a particular class of ion channels, ligand-gated ion channels, the gating processes is strongly influenced by binding between receptive sites located on the channel surface and specific target molecules. These channels, inserted in biomimetic membranes and in presence of a proper electronic system for acquiring and elaborating the electrical signal, could give us the possibility of detecting and quantifying concentrations of specific molecules in complex mixtures from ionic currents across the membrane; in this thesis work, this possibility is investigated. In particular, it reports a description of experiments focused on the creation and the characterization of artificial lipid membranes, the reconstitution of ion channels and the analysis of their electrical and statistical properties. Moreover, after a chapter about the basis of the modelling of the kinetic behaviour of ligand gated ion channels, a possible approach for the estimation of the target molecule concentration, based on a statistical analysis of the ion channel open probability, is proposed. The fifth chapter contains a description of the kinetic characterisation of a ligand gated ion channel: the homomeric α2 isoform of the glycine receptor. It involved both experimental acquisitions and signal analysis. The last chapter represents the conclusions of this thesis, with some remark on the effective performance that may be achieved using ligand gated ion channels as sensing elements.

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Statistical modelling and statistical learning theory are two powerful analytical frameworks for analyzing signals and developing efficient processing and classification algorithms. In this thesis, these frameworks are applied for modelling and processing biomedical signals in two different contexts: ultrasound medical imaging systems and primate neural activity analysis and modelling. In the context of ultrasound medical imaging, two main applications are explored: deconvolution of signals measured from a ultrasonic transducer and automatic image segmentation and classification of prostate ultrasound scans. In the former application a stochastic model of the radio frequency signal measured from a ultrasonic transducer is derived. This model is then employed for developing in a statistical framework a regularized deconvolution procedure, for enhancing signal resolution. In the latter application, different statistical models are used to characterize images of prostate tissues, extracting different features. These features are then uses to segment the images in region of interests by means of an automatic procedure based on a statistical model of the extracted features. Finally, machine learning techniques are used for automatic classification of the different region of interests. In the context of neural activity signals, an example of bio-inspired dynamical network was developed to help in studies of motor-related processes in the brain of primate monkeys. The presented model aims to mimic the abstract functionality of a cell population in 7a parietal region of primate monkeys, during the execution of learned behavioural tasks.

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The application of Concurrency Theory to Systems Biology is in its earliest stage of progress. The metaphor of cells as computing systems by Regev and Shapiro opened the employment of concurrent languages for the modelling of biological systems. Their peculiar characteristics led to the design of many bio-inspired formalisms which achieve higher faithfulness and specificity. In this thesis we present pi@, an extremely simple and conservative extension of the pi-calculus representing a keystone in this respect, thanks to its expressiveness capabilities. The pi@ calculus is obtained by the addition of polyadic synchronisation and priority to the pi-calculus, in order to achieve compartment semantics and atomicity of complex operations respectively. In its direct application to biological modelling, the stochastic variant of the calculus, Spi@, is shown able to model consistently several phenomena such as formation of molecular complexes, hierarchical subdivision of the system into compartments, inter-compartment reactions, dynamic reorganisation of compartment structure consistent with volume variation. The pivotal role of pi@ is evidenced by its capability of encoding in a compositional way several bio-inspired formalisms, so that it represents the optimal core of a framework for the analysis and implementation of bio-inspired languages. In this respect, the encodings of BioAmbients, Brane Calculi and a variant of P Systems in pi@ are formalised. The conciseness of their translation in pi@ allows their indirect comparison by means of their encodings. Furthermore it provides a ready-to-run implementation of minimal effort whose correctness is granted by the correctness of the respective encoding functions. Further important results of general validity are stated on the expressive power of priority. Several impossibility results are described, which clearly state the superior expressiveness of prioritised languages and the problems arising in the attempt of providing their parallel implementation. To this aim, a new setting in distributed computing (the last man standing problem) is singled out and exploited to prove the impossibility of providing a purely parallel implementation of priority by means of point-to-point or broadcast communication.

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The presented study carried out an analysis on rural landscape changes. In particular the study focuses on the understanding of driving forces acting on the rural built environment using a statistical spatial model implemented through GIS techniques. It is well known that the study of landscape changes is essential for a conscious decision making in land planning. From a bibliography review results a general lack of studies dealing with the modeling of rural built environment and hence a theoretical modelling approach for such purpose is needed. The advancement in technology and modernity in building construction and agriculture have gradually changed the rural built environment. In addition, the phenomenon of urbanization of a determined the construction of new volumes that occurred beside abandoned or derelict rural buildings. Consequently there are two types of transformation dynamics affecting mainly the rural built environment that can be observed: the conversion of rural buildings and the increasing of building numbers. It is the specific aim of the presented study to propose a methodology for the development of a spatial model that allows the identification of driving forces that acted on the behaviours of the building allocation. In fact one of the most concerning dynamic nowadays is related to an irrational expansion of buildings sprawl across landscape. The proposed methodology is composed by some conceptual steps that cover different aspects related to the development of a spatial model: the selection of a response variable that better describe the phenomenon under study, the identification of possible driving forces, the sampling methodology concerning the collection of data, the most suitable algorithm to be adopted in relation to statistical theory and method used, the calibration process and evaluation of the model. A different combination of factors in various parts of the territory generated favourable or less favourable conditions for the building allocation and the existence of buildings represents the evidence of such optimum. Conversely the absence of buildings expresses a combination of agents which is not suitable for building allocation. Presence or absence of buildings can be adopted as indicators of such driving conditions, since they represent the expression of the action of driving forces in the land suitability sorting process. The existence of correlation between site selection and hypothetical driving forces, evaluated by means of modeling techniques, provides an evidence of which driving forces are involved in the allocation dynamic and an insight on their level of influence into the process. GIS software by means of spatial analysis tools allows to associate the concept of presence and absence with point futures generating a point process. Presence or absence of buildings at some site locations represent the expression of these driving factors interaction. In case of presences, points represent locations of real existing buildings, conversely absences represent locations were buildings are not existent and so they are generated by a stochastic mechanism. Possible driving forces are selected and the existence of a causal relationship with building allocations is assessed through a spatial model. The adoption of empirical statistical models provides a mechanism for the explanatory variable analysis and for the identification of key driving variables behind the site selection process for new building allocation. The model developed by following the methodology is applied to a case study to test the validity of the methodology. In particular the study area for the testing of the methodology is represented by the New District of Imola characterized by a prevailing agricultural production vocation and were transformation dynamic intensively occurred. The development of the model involved the identification of predictive variables (related to geomorphologic, socio-economic, structural and infrastructural systems of landscape) capable of representing the driving forces responsible for landscape changes.. The calibration of the model is carried out referring to spatial data regarding the periurban and rural area of the study area within the 1975-2005 time period by means of Generalised linear model. The resulting output from the model fit is continuous grid surface where cells assume values ranged from 0 to 1 of probability of building occurrences along the rural and periurban area of the study area. Hence the response variable assesses the changes in the rural built environment occurred in such time interval and is correlated to the selected explanatory variables by means of a generalized linear model using logistic regression. Comparing the probability map obtained from the model to the actual rural building distribution in 2005, the interpretation capability of the model can be evaluated. The proposed model can be also applied to the interpretation of trends which occurred in other study areas, and also referring to different time intervals, depending on the availability of data. The use of suitable data in terms of time, information, and spatial resolution and the costs related to data acquisition, pre-processing, and survey are among the most critical aspects of model implementation. Future in-depth studies can focus on using the proposed model to predict short/medium-range future scenarios for the rural built environment distribution in the study area. In order to predict future scenarios it is necessary to assume that the driving forces do not change and that their levels of influence within the model are not far from those assessed for the time interval used for the calibration.

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This work presents a comprehensive methodology for the reduction of analytical or numerical stochastic models characterized by uncertain input parameters or boundary conditions. The technique, based on the Polynomial Chaos Expansion (PCE) theory, represents a versatile solution to solve direct or inverse problems related to propagation of uncertainty. The potentiality of the methodology is assessed investigating different applicative contexts related to groundwater flow and transport scenarios, such as global sensitivity analysis, risk analysis and model calibration. This is achieved by implementing a numerical code, developed in the MATLAB environment, presented here in its main features and tested with literature examples. The procedure has been conceived under flexibility and efficiency criteria in order to ensure its adaptability to different fields of engineering; it has been applied to different case studies related to flow and transport in porous media. Each application is associated with innovative elements such as (i) new analytical formulations describing motion and displacement of non-Newtonian fluids in porous media, (ii) application of global sensitivity analysis to a high-complexity numerical model inspired by a real case of risk of radionuclide migration in the subsurface environment, and (iii) development of a novel sensitivity-based strategy for parameter calibration and experiment design in laboratory scale tracer transport.

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The uncertainties in the determination of the stratigraphic profile of natural soils is one of the main problems in geotechnics, in particular for landslide characterization and modeling. The study deals with a new approach in geotechnical modeling which relays on a stochastic generation of different soil layers distributions, following a boolean logic – the method has been thus called BoSG (Boolean Stochastic Generation). In this way, it is possible to randomize the presence of a specific material interdigitated in a uniform matrix. In the building of a geotechnical model it is generally common to discard some stratigraphic data in order to simplify the model itself, assuming that the significance of the results of the modeling procedure would not be affected. With the proposed technique it is possible to quantify the error associated with this simplification. Moreover, it could be used to determine the most significant zones where eventual further investigations and surveys would be more effective to build the geotechnical model of the slope. The commercial software FLAC was used for the 2D and 3D geotechnical model. The distribution of the materials was randomized through a specifically coded MatLab program that automatically generates text files, each of them representing a specific soil configuration. Besides, a routine was designed to automate the computation of FLAC with the different data files in order to maximize the sample number. The methodology is applied with reference to a simplified slope in 2D, a simplified slope in 3D and an actual landslide, namely the Mortisa mudslide (Cortina d’Ampezzo, BL, Italy). However, it could be extended to numerous different cases, especially for hydrogeological analysis and landslide stability assessment, in different geological and geomorphological contexts.