Spatial methods for plot-based sampling of wildlife populations

Classical sampling methods can be used to estimate the mean of a finite or infinite population. Block kriging also estimates the mean, but of an infinite population in a continuous spatial domain. In this paper, I consider a finite population version of block kriging (FPBK) for plot-based sampling. The data are assumed to come from a spatial stochastic process. Minimizing mean-squared-prediction errors yields best linear unbiased predictions that are a finite population version of block kriging. FPBK has versions comparable to simple random sampling and stratified sampling, and includes the general linear model. This method has been tested for several years for moose surveys in Alaska, and an example is given where results are compared to stratified random sampling. In general, assuming a spatial model gives three main advantages over classical sampling: (1) FPBK is usually more precise than simple or stratified random sampling, (2) FPBK allows small area estimation, and (3) FPBK allows nonrandom sampling designs.

Análise de variância WAVELET de séries temporais com dados faltantes: avaliação do índice de cintilação ionosférica S4 em sinais de satélite GPS

Pós-graduação em Matematica Aplicada e Computacional - FCT

Nonlocal growth processes and conformal invariance

Up to now the raise-and-peel model was the single known example of a one-dimensional stochastic process where one can observe conformal invariance. The model has one parameter. Depending on its value one has a gapped phase, a critical point where one has conformal invariance, and a gapless phase with changing values of the dynamical critical exponent z. In this model, adsorption is local but desorption is not. The raise-and-strip model presented here, in which desorption is also nonlocal, has the same phase diagram. The critical exponents are different as are some physical properties of the model. Our study suggests the possible existence of a whole class of stochastic models in which one can observe conformal invariance.

Sviluppo di metodologie di localizzazione nel contesto del Comprehensive Nuclear Test-Ban Treaty

Since the first underground nuclear explosion, carried out in 1958, the analysis of seismic signals generated by these sources has allowed seismologists to refine the travel times of seismic waves through the Earth and to verify the accuracy of the location algorithms (the ground truth for these sources was often known). Long international negotiates have been devoted to limit the proliferation and testing of nuclear weapons. In particular the Treaty for the comprehensive nuclear test ban (CTBT), was opened to signatures in 1996, though, even if it has been signed by 178 States, has not yet entered into force, The Treaty underlines the fundamental role of the seismological observations to verify its compliance, by detecting and locating seismic events, and identifying the nature of their sources. A precise definition of the hypocentral parameters represents the first step to discriminate whether a given seismic event is natural or not. In case that a specific event is retained suspicious by the majority of the State Parties, the Treaty contains provisions for conducting an on-site inspection (OSI) in the area surrounding the epicenter of the event, located through the International Monitoring System (IMS) of the CTBT Organization. An OSI is supposed to include the use of passive seismic techniques in the area of the suspected clandestine underground nuclear test. In fact, high quality seismological systems are thought to be capable to detect and locate very weak aftershocks triggered by underground nuclear explosions in the first days or weeks following the test. This PhD thesis deals with the development of two different seismic location techniques: the first one, known as the double difference joint hypocenter determination (DDJHD) technique, is aimed at locating closely spaced events at a global scale. The locations obtained by this method are characterized by a high relative accuracy, although the absolute location of the whole cluster remains uncertain. We eliminate this problem introducing a priori information: the known location of a selected event. The second technique concerns the reliable estimates of back azimuth and apparent velocity of seismic waves from local events of very low magnitude recorded by a trypartite array at a very local scale. For the two above-mentioned techniques, we have used the crosscorrelation technique among digital waveforms in order to minimize the errors linked with incorrect phase picking. The cross-correlation method relies on the similarity between waveforms of a pair of events at the same station, at the global scale, and on the similarity between waveforms of the same event at two different sensors of the try-partite array, at the local scale. After preliminary tests on the reliability of our location techniques based on simulations, we have applied both methodologies to real seismic events. The DDJHD technique has been applied to a seismic sequence occurred in the Turkey-Iran border region, using the data recorded by the IMS. At the beginning, the algorithm was applied to the differences among the original arrival times of the P phases, so the cross-correlation was not used. We have obtained that the relevant geometrical spreading, noticeable in the standard locations (namely the locations produced by the analysts of the International Data Center (IDC) of the CTBT Organization, assumed as our reference), has been considerably reduced by the application of our technique. This is what we expected, since the methodology has been applied to a sequence of events for which we can suppose a real closeness among the hypocenters, belonging to the same seismic structure. Our results point out the main advantage of this methodology: the systematic errors affecting the arrival times have been removed or at least reduced. The introduction of the cross-correlation has not brought evident improvements to our results: the two sets of locations (without and with the application of the cross-correlation technique) are very similar to each other. This can be commented saying that the use of the crosscorrelation has not substantially improved the precision of the manual pickings. Probably the pickings reported by the IDC are good enough to make the random picking error less important than the systematic error on travel times. As a further justification for the scarce quality of the results given by the cross-correlation, it should be remarked that the events included in our data set don’t have generally a good signal to noise ratio (SNR): the selected sequence is composed of weak events ( magnitude 4 or smaller) and the signals are strongly attenuated because of the large distance between the stations and the hypocentral area. In the local scale, in addition to the cross-correlation, we have performed a signal interpolation in order to improve the time resolution. The algorithm so developed has been applied to the data collected during an experiment carried out in Israel between 1998 and 1999. The results pointed out the following relevant conclusions: a) it is necessary to correlate waveform segments corresponding to the same seismic phases; b) it is not essential to select the exact first arrivals; and c) relevant information can be also obtained from the maximum amplitude wavelet of the waveforms (particularly in bad SNR conditions). Another remarkable point of our procedure is that its application doesn’t demand a long time to process the data, and therefore the user can immediately check the results. During a field survey, such feature will make possible a quasi real-time check allowing the immediate optimization of the array geometry, if so suggested by the results at an early stage.

Traces de terre, traces d'encre... La rappresentazione dello spazio nella letteratura caraibica. (Francofona e Anglofona)

This study concerns the representation of space in Caribbean literature, both francophone and Anglophone and, in particular, but not only, in the martinican literature, in the works of the authors born in the island. The analysis focus on the second half of the last century, a period in which the martinican production of novels and romances increased considerably, and where the representation and the rule of space had a relevant place. So, the thesis explores the literary modalities of this representation. The work is constituted of 5 chapters and the critical and methodological approaches are both of an analytical and comparative type. The first chapter “The caribbean space: geography, history and society” presents the geographic context, through an analysis of the historical and political major events occurred in the Caribbean archipelago, in particular of the French Antilles, from the first colonization until the départementalisation. The first paragraph “The colonized space: historical-political excursus” the explores the history of the European colonization that marked forever the theatre of the relationship between Europe, Africa and the New World. This social situation take a long and complex process of “Re-appropriation and renegotiation of the space”, (second paragraph) always the space of the Other, that interest both the Antillean society and the writers’ universe. So, a series of questions take place in the third paragraph “Landscape and identity”: what is the function of space in the process of identity construction? What are the literary forms and representations of space in the Caribbean context? Could the writing be a tool of cultural identity definition, both individual and collective? The second chapter “The literary representation of the Antillean space” is a methodological analysis of the notions of literary space and descriptive gender. The first paragraph “The literary space of and in the novel” is an excursus of the theory of such critics like Blanchot, Bachelard, Genette and Greimas, and in particular the recent innovation of the 20th century; the second one “Space of the Antilles, space of the writing” is an attempt to apply this theory to the Antillean literary space. Finally the last paragraph “Signs on the page: the symbolic places of the antillean novel landscape” presents an inventory of the most recurrent antillean places (mornes, ravines, traces, cachots, En-ville,…), symbols of the history and the past, described in literary works, but according to new modalities of representation. The third chapter, the core of the thesis, “Re-drawing the map of the French Antilles” focused the study of space representation on francophone literature, in particular on a selected works of four martinican writers, like Roland Brival, Édouard Glissant, Patrick Chamoiseau and Raphaël Confiant. Through this section, a spatial evolution comes out step by step, from the first to the second paragraph, whose titles are linked together “The novel space evolution: from the forest of the morne… to the jungle of the ville”. The virgin and uncontaminated space of the Antilles, prior to the colonisation, where the Indios lived in harmony with the nature, find a representation in both works of Brival (Le sang du roucou, Le dernier des Aloukous) and of Glissant (Le Quatrième siècle, Ormerod). The arrival of the European colonizer brings a violent and sudden metamorphosis of the originary space and landscape, together with the traditions and culture of the Caraïbes population. These radical changes are visible in the works of Chamoiseau (Chronique des sept misères, Texaco, L’esclave vieil homme et le molosse, Livret des villes du deuxième monde, Un dimanche au cachot) and Confiant (Le Nègre et l’Amiral, Eau de Café, Ravines du devant-jour, Nègre marron) that explore the urban space of the creole En-ville. The fourth chapter represents the “2nd step: the Anglophone novel space” in the exploration of literary representation of space, through an analytical study of the works of three Anglophone writers, the 19th century Lafcadio Hearn (A Midsummer Trip To the West Indies, Two Years in the French West Indies, Youma) and the contemporary authors Derek Walcott (Omeros, Map of the New World, What the Twilight says) and Edward Kamau Brathwaite (The Arrivants: A New World Trilogy). The Anglophone voice of the Caribbean archipelago brings a very interesting contribution to the critical idea of a spatial evolution in the literary representation of space, started with francophone production: “The spatial evolution goes on: from the Martiniques Sketches of Hearn… to the modern bards of Caribbean archipelago” is the new linked title of the two paragraphs. The fifth chapter “Extended look, space shared: the Caribbean archipelago” is a comparative analysis of the results achieved in the prior sections, through a dialogue between all the texts in the first paragraph “Francophone and Anglophone representation of space compared: differences and analogies”. The last paragraph instead is an attempt of re-negotiate the conventional notions of space and place, from a geographical and physical meaning, to the new concept of “commonplace”, not synonym of prejudice, but “common place” of sharing and dialogue. The question sets in the last paragraph “The “commonplaces” of the physical and mental map of the Caribbean archipelago: toward a non-place?” contains the critical idea of the entire thesis.

Investigations on maar-diatreme volcanoes by inversion of magnetic and gravity data from the Eifel area, Germany

A study of maar-diatreme volcanoes has been perfomed by inversion of gravity and magnetic data. The geophysical inverse problem has been solved by means of the damped nonlinear least-squares method. To ensure stability and convergence of the solution of the inverse problem, a mathematical tool, consisting in data weighting and model scaling, has been worked out. Theoretical gravity and magnetic modeling of maar-diatreme volcanoes has been conducted in order to get information, which is used for a simple rough qualitative and/or quantitative interpretation. The information also serves as a priori information to design models for the inversion and/or to assist the interpretation of inversion results. The results of theoretical modeling have been used to roughly estimate the heights and the dip angles of the walls of eight Eifel maar-diatremes — each taken as a whole. Inversemodeling has been conducted for the Schönfeld Maar (magnetics) and the Hausten-Morswiesen Maar (gravity and magnetics). The geometrical parameters of these maars, as well as the density and magnetic properties of the rocks filling them, have been estimated. For a reliable interpretation of the inversion results, beside the knowledge from theoretical modeling, it was resorted to other tools such like field transformations and spectral analysis for complementary information. Geologic models, based on thesynthesis of the respective interpretation results, are presented for the two maars mentioned above. The results gave more insight into the genesis, physics and posteruptive development of the maar-diatreme volcanoes. A classification of the maar-diatreme volcanoes into three main types has been elaborated. Relatively high magnetic anomalies are indicative of scoria cones embeded within maar-diatremes if they are not caused by a strong remanent component of the magnetization. Smaller (weaker) secondary gravity and magnetic anomalies on the background of the main anomaly of a maar-diatreme — especially in the boundary areas — are indicative for subsidence processes, which probably occurred in the late sedimentation phase of the posteruptive development. Contrary to postulates referring to kimberlite pipes, there exists no generalized systematics between diameter and height nor between geophysical anomaly and the dimensions of the maar-diatreme volcanoes. Although both maar-diatreme volcanoes and kimberlite pipes are products of phreatomagmatism, they probably formed in different thermodynamic and hydrogeological environments. In the case of kimberlite pipes, large amounts of magma and groundwater, certainly supplied by deep and large reservoirs, interacted under high pressure and temperature conditions. This led to a long period phreatomagmatic process and hence to the formation of large structures. Concerning the maar-diatreme and tuff-ring-diatreme volcanoes, the phreatomagmatic process takes place due to an interaction between magma from small and shallow magma chambers (probably segregated magmas) and small amounts of near-surface groundwater under low pressure and temperature conditions. This leads to shorter time eruptions and consequently to structures of smaller size in comparison with kimberlite pipes. Nevertheless, the results show that the diameter to height ratio for 50% of the studied maar-diatremes is around 1, whereby the dip angle of the diatreme walls is similar to that of the kimberlite pipes and lies between 70 and 85°. Note that these numerical characteristics, especially the dip angle, hold for the maars the diatremes of which — estimated by modeling — have the shape of a truncated cone. This indicates that the diatreme can not be completely resolved by inversion.

A moment symbolic representation of Lévy processes with applications

By using a symbolic method, known in the literature as the classical umbral calculus, a symbolic representation of Lévy processes is given and a new family of time-space harmonic polynomials with respect to such processes, which includes and generalizes the exponential complete Bell polynomials, is introduced. The usefulness of time-space harmonic polynomials with respect to Lévy processes is that it is a martingale the stochastic process obtained by replacing the indeterminate x of the polynomials with a Lévy process, whereas the Lévy process does not necessarily have this property. Therefore to find such polynomials could be particularly meaningful for applications. This new family includes Hermite polynomials, time-space harmonic with respect to Brownian motion, Poisson-Charlier polynomials with respect to Poisson processes, Laguerre and actuarial polynomials with respect to Gamma processes , Meixner polynomials of the first kind with respect to Pascal processes, Euler, Bernoulli, Krawtchuk, and pseudo-Narumi polynomials with respect to suitable random walks. The role played by cumulants is stressed and brought to the light, either in the symbolic representation of Lévy processes and their infinite divisibility property, either in the generalization, via umbral Kailath-Segall formula, of the well-known formulae giving elementary symmetric polynomials in terms of power sum symmetric polynomials. The expression of the family of time-space harmonic polynomials here introduced has some connections with the so-called moment representation of various families of multivariate polynomials. Such moment representation has been studied here for the first time in connection with the time-space harmonic property with respect to suitable symbolic multivariate Lévy processes. In particular, multivariate Hermite polynomials and their properties have been studied in connection with a symbolic version of the multivariate Brownian motion, while multivariate Bernoulli and Euler polynomials are represented as powers of multivariate polynomials which are time-space harmonic with respect to suitable multivariate Lévy processes.

On Time Series Analysis of Public Health and Biomedical Data

A time series is a sequence of observations made over time. Examples in public health include daily ozone concentrations, weekly admissions to an emergency department or annual expenditures on health care in the United States. Time series models are used to describe the dependence of the response at each time on predictor variables including covariates and possibly previous values in the series. Time series methods are necessary to account for the correlation among repeated responses over time. This paper gives an overview of time series ideas and methods used in public health research.

Detection of complex point targets with distributed assets in a MIMO radar system

The report explores the problem of detecting complex point target models in a MIMO radar system. A complex point target is a mathematical and statistical model for a radar target that is not resolved in space, but exhibits varying complex reflectivity across the different bistatic view angles. The complex reflectivity can be modeled as a complex stochastic process whose index set is the set of all the bistatic view angles, and the parameters of the stochastic process follow from an analysis of a target model comprising a number of ideal point scatterers randomly located within some radius of the targets center of mass. The proposed complex point targets may be applicable to statistical inference in multistatic or MIMO radar system. Six different target models are summarized here – three 2-dimensional (Gaussian, Uniform Square, and Uniform Circle) and three 3-dimensional (Gaussian, Uniform Cube, and Uniform Sphere). They are assumed to have different distributions on the location of the point scatterers within the target. We develop data models for the received signals from such targets in the MIMO radar system with distributed assets and partially correlated signals, and consider the resulting detection problem which reduces to the familiar Gauss-Gauss detection problem. We illustrate that the target parameter and transmit signal have an influence on the detector performance through target extent and the SNR respectively. A series of the receiver operator characteristic (ROC) curves are generated to notice the impact on the detector for varying SNR. Kullback–Leibler (KL) divergence is applied to obtain the approximate mean difference between density functions the scatterers assume inside the target models to show the change in the performance of the detector with target extent of the point scatterers.

Predictors of depressed mood 12 months after injury. Contribution of self-efficacy and social support

Abstract Purpose: There is evidence that depressed mood and perception of pain are related in patients with chronic illness. However, how individual resources such as self-efficacy and social support play a role in this association remains unclear. The aim of this study was to investigate the influence of both variables as either moderator or mediator. Method: In a longitudinal study, 274 injured workers (M = 43.24 years) were investigated. Data were collected on sociodemographics, depressed mood, pain, social support, and self-efficacy at three months post-injury, and depressed mood one year post-injury. Results: Hierarchical multiple linear regression analyses revealed that pain (β = 0.14; p < 0.01) and social support (β = -0.18; p < 0.001) were significant predictors of depressed mood. Self-efficacy moderated the relationship of pain (β = -0.12; p < 0.05) and depressed mood after one year. Lower self-efficacy in combination with pain had a stronger impact than higher self-efficacy and pain on depressed mood. Social support did not moderate the association. Conclusions: Self-efficacy for managing pain is important in the development of depressed mood. According to the results of this study, we suggest that the detection of low social support and low self-efficacy might be important in long-term rehabilitation process. Implications for Rehabilitation Risk for depressed mood one year after an accident is high: One in five workers report depressed mood. Protective factors for depressed mood in injured workers needs to be considered in the rehabilitation. Focusing on resources like social support and self-efficacy could be protective against depressed mood. The early detection of low social support and low self-efficacy might be important in long-term rehabilitation processes

Motive-Oriented Psychotherapeutic Relationship Facing a Patient Presenting with Narcissistic Personality Disorder: A Case Study

Motive-oriented therapeutic relationship (MOTHER), a prescriptive concept based on an integrative form of case formulation, the Plan Analysis (PA) method (Caspar, in: Eells (ed.), Handbook of psychotherapy case formulations, 2007), has shown to be of particular relevance for the treatment of patients presenting with personality disorders, in particular contributing to better therapeutic outcome and to a more constructive development of the therapeutic alliance over time (Kramer et al., J Nerv Ment Dis 199:244–250, 2011). Several therapy models refer to MOTHER as intervention principle with regard to borderline and Narcissistic Personality Disorder (NPD) (Sachse et al., Clarification-oriented psychotherapy of narcissistic personality disorder, 2011; Caspar and Berger, in: Dulz et al. (eds.), Handbuch der Borderline-Störungen, 2011). The present case study discusses the case of Mark, a 40-year-old patient presenting with NPD, along with anxious, depressive and anger problems. This patient underwent a seven-session long pre-therapy process, based on psychiatric and psychotherapeutic principles complemented with PA and MOTHER, in preparation for further treatment. MOTHER will be illustrated with patient–therapist verbatim from session 4 and the links between MOTHER and confrontation techniques will be discussed in the context of process-outcome hypotheses, in particular the effect of MOTHER on symptom reduction.

Optimal Confidence Bands for Shape-Restricted Curves

Let Y be a stochastic process on [0,1] satisfying dY(t)=n 1/2 f(t)dt+dW(t) , where n≥1 is a given scale parameter (`sample size'), W is standard Brownian motion and f is an unknown function. Utilizing suitable multiscale tests, we construct confidence bands for f with guaranteed given coverage probability, assuming that f is isotonic or convex. These confidence bands are computationally feasible and shown to be asymptotically sharp optimal in an appropriate sense.

Non-Parametric Tests of Real Exchange rates in the Post-Bretton Woods Era

This paper examines the mean-reverting property of real exchange rates. Earlier studies have generally not been able to reject the null hypothesis of a unit-root in real exchange rates, especially for the post-Bretton Woods floating period. The results imply that long-run purchasing power parity does not hold. More recent studies, especially those using panel unit-root tests, have found more favorable results, however. But, Karlsson and Löthgren (2000) and others have recently pointed out several potential pitfalls of panel unit-root tests. Thus, the panel unit-root test results are suggestive, but they are far from conclusive. Moreover, consistent individual country time series evidence that supports long-run purchasing power parity continues to be scarce. In this paper, we test for long memory using Lo's (1991) modified rescaled range test, and the rescaled variance test of Giraitis, Kokoszka, Leipus, and Teyssière (2003). Our testing procedure provides a non-parametric alternative to the parametric tests commonly used in this literature. Our data set consists of monthly observations from April 1973 to April 2001 of the G-7 countries in the OECD. Our two tests find conflicting results when we use U.S. dollar real exchange rates. However, when non-U.S. dollar real exchange rates are used, we find only two cases out of fifteen where the null hypothesis of an unit-root with short-term dependence can be rejected in favor of the alternative hypothesis of long-term dependence using the modified rescaled range test, and only one case when using the rescaled variance test. Our results therefore provide a contrast to the recent favorable panel unit-root test results.

Technology Creation, Diffusion, and Growth Cycles

Standard macroeconomic models that assume an exogenous stochastic process for multifactor productivity offer the interpretation that recessions are the result of ''bad news'' (technological regress) and expansions are the result of ''good news'' (technological advancement). The view taken here is that both expansions and recessions are the result of ''good news'' in the sense that in both cases, aggregate production possibilities have increased. Recessions can be thought of as the transition from one technological frontier to the next.

Interim analysis of clinical trials: Simulation studies of fractional Brownian motion

Interim clinical trial monitoring procedures were motivated by ethical and economic considerations. Classical Brownian motion (Bm) techniques for statistical monitoring of clinical trials were widely used. Conditional power argument and α-spending function based boundary crossing probabilities are popular statistical hypothesis testing procedures under the assumption of Brownian motion. However, it is not rare that the assumptions of Brownian motion are only partially met for trial data. Therefore, I used a more generalized form of stochastic process, called fractional Brownian motion (fBm), to model the test statistics. Fractional Brownian motion does not hold Markov property and future observations depend not only on the present observations but also on the past ones. In this dissertation, we simulated a wide range of fBm data, e.g., H = 0.5 (that is, classical Bm) vs. 0.5< H <1, with treatment effects vs. without treatment effects. Then the performance of conditional power and boundary-crossing based interim analyses were compared by assuming that the data follow Bm or fBm. Our simulation study suggested that the conditional power or boundaries under fBm assumptions are generally higher than those under Bm assumptions when H > 0.5 and also matches better with the empirical results. ^