A Bayesian changepoint analysis on spatio-temporal point processes

Changepoint analysis is a well established area of statistical research, but in the context of spatio-temporal point processes it is as yet relatively unexplored. Some substantial differences with regard to standard changepoint analysis have to be taken into account: firstly, at every time point the datum is an irregular pattern of points; secondly, in real situations issues of spatial dependence between points and temporal dependence within time segments raise. Our motivating example consists of data concerning the monitoring and recovery of radioactive particles from Sandside beach, North of Scotland; there have been two major changes in the equipment used to detect the particles, representing known potential changepoints in the number of retrieved particles. In addition, offshore particle retrieval campaigns are believed may reduce the particle intensity onshore with an unknown temporal lag; in this latter case, the problem concerns multiple unknown changepoints. We therefore propose a Bayesian approach for detecting multiple changepoints in the intensity function of a spatio-temporal point process, allowing for spatial and temporal dependence within segments. We use Log-Gaussian Cox Processes, a very flexible class of models suitable for environmental applications that can be implemented using integrated nested Laplace approximation (INLA), a computationally efficient alternative to Monte Carlo Markov Chain methods for approximating the posterior distribution of the parameters. Once the posterior curve is obtained, we propose a few methods for detecting significant change points. We present a simulation study, which consists in generating spatio-temporal point pattern series under several scenarios; the performance of the methods is assessed in terms of type I and II errors, detected changepoint locations and accuracy of the segment intensity estimates. We finally apply the above methods to the motivating dataset and find good and sensible results about the presence and quality of changes in the process.

On the effect of confounding in linear regression models: an approach based on the theory of quadratic forms

The main topic of this thesis is confounding in linear regression models. It arises when a relationship between an observed process, the covariate, and an outcome process, the response, is influenced by an unmeasured process, the confounder, associated with both. Consequently, the estimators for the regression coefficients of the measured covariates might be severely biased, less efficient and characterized by misleading interpretations. Confounding is an issue when the primary target of the work is the estimation of the regression parameters. The central point of the dissertation is the evaluation of the sampling properties of parameter estimators. This work aims to extend the spatial confounding framework to general structured settings and to understand the behaviour of confounding as a function of the data generating process structure parameters in several scenarios focusing on the joint covariate-confounder structure. In line with the spatial statistics literature, our purpose is to quantify the sampling properties of the regression coefficient estimators and, in turn, to identify the most prominent quantities depending on the generative mechanism impacting confounding. Once the sampling properties of the estimator conditionally on the covariate process are derived as ratios of dependent quadratic forms in Gaussian random variables, we provide an analytic expression of the marginal sampling properties of the estimator using Carlson’s R function. Additionally, we propose a representative quantity for the magnitude of confounding as a proxy of the bias, its first-order Laplace approximation. To conclude, we work under several frameworks considering spatial and temporal data with specific assumptions regarding the covariance and cross-covariance functions used to generate the processes involved. This study allows us to claim that the variability of the confounder-covariate interaction and of the covariate plays the most relevant role in determining the principal marker of the magnitude of confounding.

Models and methods for power monolithic microwave integrated circuits

Computer aided design of Monolithic Microwave Integrated Circuits (MMICs) depends critically on active device models that are accurate, computationally efficient, and easily extracted from measurements or device simulators. Empirical models of active electron devices, which are based on actual device measurements, do not provide a detailed description of the electron device physics. However they are numerically efficient and quite accurate. These characteristics make them very suitable for MMIC design in the framework of commercially available CAD tools. In the empirical model formulation it is very important to separate linear memory effects (parasitic effects) from the nonlinear effects (intrinsic effects). Thus an empirical active device model is generally described by an extrinsic linear part which accounts for the parasitic passive structures connecting the nonlinear intrinsic electron device to the external world. An important task circuit designers deal with is evaluating the ultimate potential of a device for specific applications. In fact once the technology has been selected, the designer would choose the best device for the particular application and the best device for the different blocks composing the overall MMIC. Thus in order to accurately reproducing the behaviour of different-in-size devices, good scalability properties of the model are necessarily required. Another important aspect of empirical modelling of electron devices is the mathematical (or equivalent circuit) description of the nonlinearities inherently associated with the intrinsic device. Once the model has been defined, the proper measurements for the characterization of the device are performed in order to identify the model. Hence, the correct measurement of the device nonlinear characteristics (in the device characterization phase) and their reconstruction (in the identification or even simulation phase) are two of the more important aspects of empirical modelling. This thesis presents an original contribution to nonlinear electron device empirical modelling treating the issues of model scalability and reconstruction of the device nonlinear characteristics. The scalability of an empirical model strictly depends on the scalability of the linear extrinsic parasitic network, which should possibly maintain the link between technological process parameters and the corresponding device electrical response. Since lumped parasitic networks, together with simple linear scaling rules, cannot provide accurate scalable models, either complicate technology-dependent scaling rules or computationally inefficient distributed models are available in literature. This thesis shows how the above mentioned problems can be avoided through the use of commercially available electromagnetic (EM) simulators. They enable the actual device geometry and material stratification, as well as losses in the dielectrics and electrodes, to be taken into account for any given device structure and size, providing an accurate description of the parasitic effects which occur in the device passive structure. It is shown how the electron device behaviour can be described as an equivalent two-port intrinsic nonlinear block connected to a linear distributed four-port passive parasitic network, which is identified by means of the EM simulation of the device layout, allowing for better frequency extrapolation and scalability properties than conventional empirical models. Concerning the issue of the reconstruction of the nonlinear electron device characteristics, a data approximation algorithm has been developed for the exploitation in the framework of empirical table look-up nonlinear models. Such an approach is based on the strong analogy between timedomain signal reconstruction from a set of samples and the continuous approximation of device nonlinear characteristics on the basis of a finite grid of measurements. According to this criterion, nonlinear empirical device modelling can be carried out by using, in the sampled voltage domain, typical methods of the time-domain sampling theory.

In defence of modeling simultaneity for a correct approximation of cultural aspects: implications for food consumers studies with latent variables

Dealing with latent constructs (loaded by reflective and congeneric measures) cross-culturally compared means studying how these unobserved variables vary, and/or covary each other, after controlling for possibly disturbing cultural forces. This yields to the so-called ‘measurement invariance’ matter that refers to the extent to which data collected by the same multi-item measurement instrument (i.e., self-reported questionnaire of items underlying common latent constructs) are comparable across different cultural environments. As a matter of fact, it would be unthinkable exploring latent variables heterogeneity (e.g., latent means; latent levels of deviations from the means (i.e., latent variances), latent levels of shared variation from the respective means (i.e., latent covariances), levels of magnitude of structural path coefficients with regard to causal relations among latent variables) across different populations without controlling for cultural bias in the underlying measures. Furthermore, it would be unrealistic to assess this latter correction without using a framework that is able to take into account all these potential cultural biases across populations simultaneously. Since the real world ‘acts’ in a simultaneous way as well. As a consequence, I, as researcher, may want to control for cultural forces hypothesizing they are all acting at the same time throughout groups of comparison and therefore examining if they are inflating or suppressing my new estimations with hierarchical nested constraints on the original estimated parameters. Multi Sample Structural Equation Modeling-based Confirmatory Factor Analysis (MS-SEM-based CFA) still represents a dominant and flexible statistical framework to work out this potential cultural bias in a simultaneous way. With this dissertation I wanted to make an attempt to introduce new viewpoints on measurement invariance handled under covariance-based SEM framework by means of a consumer behavior modeling application on functional food choices.