Immunological synapse: a mathematical model of the bond formation process:mathematical modelling of the immature synapse

The cell:cell bond between an immune cell and an antigen presenting cell is a necessary event in the activation of the adaptive immune response. At the juncture between the cells, cell surface molecules on the opposing cells form non-covalent bonds and a distinct patterning is observed that is termed the immunological synapse. An important binding molecule in the synapse is the T-cell receptor (TCR), that is responsible for antigen recognition through its binding with a major-histocompatibility complex with bound peptide (pMHC). This bond leads to intracellular signalling events that culminate in the activation of the T-cell, and ultimately leads to the expression of the immune eector function. The temporal analysis of the TCR bonds during the formation of the immunological synapse presents a problem to biologists, due to the spatio-temporal scales (nanometers and picoseconds) that compare with experimental uncertainty limits. In this study, a linear stochastic model, derived from a nonlinear model of the synapse, is used to analyse the temporal dynamics of the bond attachments for the TCR. Mathematical analysis and numerical methods are employed to analyse the qualitative dynamics of the nonequilibrium membrane dynamics, with the specic aim of calculating the average persistence time for the TCR:pMHC bond. A single-threshold method, that has been previously used to successfully calculate the TCR:pMHC contact path sizes in the synapse, is applied to produce results for the average contact times of the TCR:pMHC bonds. This method is extended through the development of a two-threshold method, that produces results suggesting the average time persistence for the TCR:pMHC bond is in the order of 2-4 seconds, values that agree with experimental evidence for TCR signalling. The study reveals two distinct scaling regimes in the time persistent survival probability density prole of these bonds, one dominated by thermal uctuations and the other associated with the TCR signalling. Analysis of the thermal fluctuation regime reveals a minimal contribution to the average time persistence calculation, that has an important biological implication when comparing the probabilistic models to experimental evidence. In cases where only a few statistics can be gathered from experimental conditions, the results are unlikely to match the probabilistic predictions. The results also identify a rescaling relationship between the thermal noise and the bond length, suggesting a recalibration of the experimental conditions, to adhere to this scaling relationship, will enable biologists to identify the start of the signalling regime for previously unobserved receptor:ligand bonds. Also, the regime associated with TCR signalling exhibits a universal decay rate for the persistence probability, that is independent of the bond length.

Dynamics of spatial heterogeneity in a landfill with interacting phase densities:a stochastic analysis

A landfill represents a complex and dynamically evolving structure that can be stochastically perturbed by exogenous factors. Both thermodynamic (equilibrium) and time varying (non-steady state) properties of a landfill are affected by spatially heterogenous and nonlinear subprocesses that combine with constraining initial and boundary conditions arising from the associated surroundings. While multiple approaches have been made to model landfill statistics by incorporating spatially dependent parameters on the one hand (data based approach) and continuum dynamical mass-balance equations on the other (equation based modelling), practically no attempt has been made to amalgamate these two approaches while also incorporating inherent stochastically induced fluctuations affecting the process overall. In this article, we will implement a minimalist scheme of modelling the time evolution of a realistic three dimensional landfill through a reaction-diffusion based approach, focusing on the coupled interactions of four key variables - solid mass density, hydrolysed mass density, acetogenic mass density and methanogenic mass density, that themselves are stochastically affected by fluctuations, coupled with diffusive relaxation of the individual densities, in ambient surroundings. Our results indicate that close to the linearly stable limit, the large time steady state properties, arising out of a series of complex coupled interactions between the stochastically driven variables, are scarcely affected by the biochemical growth-decay statistics. Our results clearly show that an equilibrium landfill structure is primarily determined by the solid and hydrolysed mass densities only rendering the other variables as statistically "irrelevant" in this (large time) asymptotic limit. The other major implication of incorporation of stochasticity in the landfill evolution dynamics is in the hugely reduced production times of the plants that are now approximately 20-30 years instead of the previous deterministic model predictions of 50 years and above. The predictions from this stochastic model are in conformity with available experimental observations.

Productivity analysis and measurement

The state of the art in productivity measurement and analysis shows a gap between simple methods having little relevance in practice and sophisticated mathematical theory which is unwieldy for strategic and tactical planning purposes, -particularly at company level. An extension is made in this thesis to the method of productivity measurement and analysis based on the concept of added value, appropriate to those companies in which the materials, bought-in parts and services change substantially and a number of plants and inter-related units are involved in providing components for final assembly. Reviews and comparisons of productivity measurement dealing with alternative indices and their problems have been made and appropriate solutions put forward to productivity analysis in general and the added value method in particular. Based on this concept and method, three kinds of computerised models two of them deterministic, called sensitivity analysis and deterministic appraisal, and the third one, stochastic, called risk simulation, have been developed to cope with the planning of productivity and productivity growth with reference to the changes in their component variables, ranging from a single value 'to• a class interval of values of a productivity distribution. The models are designed to be flexible and can be adjusted according to the available computer capacity expected accuracy and 'presentation of the output. The stochastic model is based on the assumption of statistical independence between individual variables and the existence of normality in their probability distributions. The component variables have been forecasted using polynomials of degree four. This model is tested by comparisons of its behaviour with that of mathematical model using real historical data from British Leyland, and the results were satisfactory within acceptable levels of accuracy. Modifications to the model and its statistical treatment have been made as required. The results of applying these measurements and planning models to the British motor vehicle manufacturing companies are presented and discussed.

Models and performances of wireless MIMO and cooperative communication systems

Multiple-antenna systems offer significant performance enhancement and will be applied to the next generation broadband wireless communications. This thesis presents the investigations of multiple-antenna systems – multiple-input multiple-output (MIMO) and cooperative communication (CC) – and their performances in more realistic propagation environments than those reported previously. For MIMO systems, the investigations are conducted via theoretical modelling and simulations in a double-scattering environment. The results show that the variations of system performances depend on how scatterer density varies in flat fading channels, and that in frequency-selective fading channels system performances are affected by the length of the coding block as well as scatterer density. In realistic propagation environments, the fading correlation also has an impact on CC systems where the antennas can be further apart than those in MIMO systems. A general stochastic model is applied to studying the effects of fading correlation on the performances of CC systems. This model reflects the asymmetry fact of the wireless channels in a CC system. The results demonstrate the varied effects of fading correlation under different protocols and channel conditions. Performances of CC systems are further studied at the packet level, using both simulations and an experimental testbed. The results obtained have verified various performance trade-offs of the cooperative relaying network (CRN) investigated in different propagation environments. The results suggest that a proper selection of the relaying algorithms and other techniques can meet the requirements of quality of service for different applications.

Distribution modeling of nonlinear inverse controllers under a Bayesian framework

The inverse controller is traditionally assumed to be a deterministic function. This paper presents a pedagogical methodology for estimating the stochastic model of the inverse controller. The proposed method is based on Bayes' theorem. Using Bayes' rule to obtain the stochastic model of the inverse controller allows the use of knowledge of uncertainty from both the inverse and the forward model in estimating the optimal control signal. The paper presents the methodology for general nonlinear systems and is demonstrated on nonlinear single-input-single-output (SISO) and multiple-input-multiple-output (MIMO) examples. © 2006 IEEE.

A Bayesian approach to modeling the conditional density of the inverse controller

The inverse controller is traditionally assumed to be a deterministic function. This paper presents a pedagogical methodology for estimating the stochastic model of the inverse controller. The proposed method is based on Bayes' theorem. Using Bayes' rule to obtain the stochastic model of the inverse controller allows the use of knowledge of uncertainty from both the inverse and the forward model in estimating the optimal control signal. The paper presents the methodology for general nonlinear systems. For illustration purposes, the proposed methodology is applied to linear Gaussian systems. © 2004 IEEE.

Stochastic volatility and the goodness-of-fit of the Heston model

Recently, Drǎgulescu and Yakovenko proposed an analytical formula for computing the probability density function of stock log returns, based on the Heston model, which they tested empirically. Their research design inadvertently favourably biased the fit of the data to the Heston model, thus overstating their empirical results. Furthermore, Drǎgulescu and Yakovenko did not perform any goodness-of-fit statistical tests. This study employs a research design that facilitates statistical tests of the goodness-of-fit of the Heston model to empirical returns. Robustness checks are also performed. In brief, the Heston model outperformed the Gaussian model only at high frequencies and even so does not provide a statistically acceptable fit to the data. The Gaussian model performed (marginally) better at medium and low frequencies, at which points the extra parameters of the Heston model have adverse impacts on the test statistics. © 2005 Taylor & Francis Group Ltd.

Managing uncertainty in complex stochastic models: design and emulation of a Rabies model

In this paper we present a novel method for emulating a stochastic, or random output, computer model and show its application to a complex rabies model. The method is evaluated both in terms of accuracy and computational efficiency on synthetic data and the rabies model. We address the issue of experimental design and provide empirical evidence on the effectiveness of utilizing replicate model evaluations compared to a space-filling design. We employ the Mahalanobis error measure to validate the heteroscedastic Gaussian process based emulator predictions for both the mean and (co)variance. The emulator allows efficient screening to identify important model inputs and better understanding of the complex behaviour of the rabies model.

Semiparametric smooth-coefficient stochastic frontier model

This paper proposes a semiparametric smooth-coefficient (SPSC) stochastic production frontier model where regression coefficients are unknown smooth functions of environmental factors (ZZ). Technical inefficiency is specified in the form of a parametric scaling function which also depends on the ZZ variables. Thus, in our SPSC model the ZZ variables affect productivity directly via the technology parameters as well as through inefficiency. A residual-based bootstrap test of the relevance of the environmental factors in the SPSC model is suggested. An empirical application is also used to illustrate the technique.

Bayesian precalibration of a large stochastic microsimulation model

Calibration of stochastic traffic microsimulation models is a challenging task. This paper proposes a fast iterative probabilistic precalibration framework and demonstrates how it can be successfully applied to a real-world traffic simulation model of a section of the M40 motorway and its surrounding area in the U.K. The efficiency of the method stems from the use of emulators of the stochastic microsimulator, which provides fast surrogates of the traffic model. The use of emulators minimizes the number of microsimulator runs required, and the emulators' probabilistic construction allows for the consideration of the extra uncertainty introduced by the approximation. It is shown that automatic precalibration of this real-world microsimulator, using turn-count observational data, is possible, considering all parameters at once, and that this precalibrated microsimulator improves on the fit to observations compared with the traditional expertly tuned microsimulation. © 2000-2011 IEEE.

Approximate Bayesian techniques for inference in stochastic dynamical systems

This thesis is concerned with approximate inference in dynamical systems, from a variational Bayesian perspective. When modelling real world dynamical systems, stochastic differential equations appear as a natural choice, mainly because of their ability to model the noise of the system by adding a variant of some stochastic process to the deterministic dynamics. Hence, inference in such processes has drawn much attention. Here two new extended frameworks are derived and presented that are based on basis function expansions and local polynomial approximations of a recently proposed variational Bayesian algorithm. It is shown that the new extensions converge to the original variational algorithm and can be used for state estimation (smoothing). However, the main focus is on estimating the (hyper-) parameters of these systems (i.e. drift parameters and diffusion coefficients). The new methods are numerically validated on a range of different systems which vary in dimensionality and non-linearity. These are the Ornstein-Uhlenbeck process, for which the exact likelihood can be computed analytically, the univariate and highly non-linear, stochastic double well and the multivariate chaotic stochastic Lorenz '63 (3-dimensional model). The algorithms are also applied to the 40 dimensional stochastic Lorenz '96 system. In this investigation these new approaches are compared with a variety of other well known methods such as the ensemble Kalman filter / smoother, a hybrid Monte Carlo sampler, the dual unscented Kalman filter (for jointly estimating the systems states and model parameters) and full weak-constraint 4D-Var. Empirical analysis of their asymptotic behaviour as a function of observation density or length of time window increases is provided.

A comparison of variational and Markov chain Monte Carlo methods for inference in partially observed stochastic dynamic systems

In recent work we have developed a novel variational inference method for partially observed systems governed by stochastic differential equations. In this paper we provide a comparison of the Variational Gaussian Process Smoother with an exact solution computed using a Hybrid Monte Carlo approach to path sampling, applied to a stochastic double well potential model. It is demonstrated that the variational smoother provides us a very accurate estimate of mean path while conditional variance is slightly underestimated. We conclude with some remarks as to the advantages and disadvantages of the variational smoother. © 2008 Springer Science + Business Media LLC.

Estimating parameters in stochastic systems:a variational Bayesian approach

This work is concerned with approximate inference in dynamical systems, from a variational Bayesian perspective. When modelling real world dynamical systems, stochastic differential equations appear as a natural choice, mainly because of their ability to model the noise of the system by adding a variation of some stochastic process to the deterministic dynamics. Hence, inference in such processes has drawn much attention. Here a new extended framework is derived that is based on a local polynomial approximation of a recently proposed variational Bayesian algorithm. The paper begins by showing that the new extension of this variational algorithm can be used for state estimation (smoothing) and converges to the original algorithm. However, the main focus is on estimating the (hyper-) parameters of these systems (i.e. drift parameters and diffusion coefficients). The new approach is validated on a range of different systems which vary in dimensionality and non-linearity. These are the Ornstein–Uhlenbeck process, the exact likelihood of which can be computed analytically, the univariate and highly non-linear, stochastic double well and the multivariate chaotic stochastic Lorenz ’63 (3D model). As a special case the algorithm is also applied to the 40 dimensional stochastic Lorenz ’96 system. In our investigation we compare this new approach with a variety of other well known methods, such as the hybrid Monte Carlo, dual unscented Kalman filter, full weak-constraint 4D-Var algorithm and analyse empirically their asymptotic behaviour as a function of observation density or length of time window increases. In particular we show that we are able to estimate parameters in both the drift (deterministic) and the diffusion (stochastic) part of the model evolution equations using our new methods.

Modelling nonlinear stochastic dynamics in financial time series

For analysing financial time series two main opposing viewpoints exist, either capital markets are completely stochastic and therefore prices follow a random walk, or they are deterministic and consequently predictable. For each of these views a great variety of tools exist with which it can be tried to confirm the hypotheses. Unfortunately, these methods are not well suited for dealing with data characterised in part by both paradigms. This thesis investigates these two approaches in order to model the behaviour of financial time series. In the deterministic framework methods are used to characterise the dimensionality of embedded financial data. The stochastic approach includes here an estimation of the unconditioned and conditional return distributions using parametric, non- and semi-parametric density estimation techniques. Finally, it will be shown how elements from these two approaches could be combined to achieve a more realistic model for financial time series.