Comparison and validation of tissue modelization and statistical classification methods in T1-weighted MR brain images.

This paper presents a validation study on statistical nonsupervised brain tissue classification techniques in magnetic resonance (MR) images. Several image models assuming different hypotheses regarding the intensity distribution model, the spatial model and the number of classes are assessed. The methods are tested on simulated data for which the classification ground truth is known. Different noise and intensity nonuniformities are added to simulate real imaging conditions. No enhancement of the image quality is considered either before or during the classification process. This way, the accuracy of the methods and their robustness against image artifacts are tested. Classification is also performed on real data where a quantitative validation compares the methods' results with an estimated ground truth from manual segmentations by experts. Validity of the various classification methods in the labeling of the image as well as in the tissue volume is estimated with different local and global measures. Results demonstrate that methods relying on both intensity and spatial information are more robust to noise and field inhomogeneities. We also demonstrate that partial volume is not perfectly modeled, even though methods that account for mixture classes outperform methods that only consider pure Gaussian classes. Finally, we show that simulated data results can also be extended to real data.

Semivariogram models for estimating fig fly population density throughout the year

The objective of this work was to select semivariogram models to estimate the population density of fig fly (Zaprionus indianus; Diptera: Drosophilidae) throughout the year, using ordinary kriging. Nineteen monitoring sites were demarcated in an area of 8,200 m2, cropped with six fruit tree species: persimmon, citrus, fig, guava, apple, and peach. During a 24 month period, 106 weekly evaluations were done in these sites. The average number of adult fig flies captured weekly per trap, during each month, was subjected to the circular, spherical, pentaspherical, exponential, Gaussian, rational quadratic, hole effect, K-Bessel, J-Bessel, and stable semivariogram models, using ordinary kriging interpolation. The models with the best fit were selected by cross-validation. Each data set (months) has a particular spatial dependence structure, which makes it necessary to define specific models of semivariograms in order to enhance the adjustment to the experimental semivariogram. Therefore, it was not possible to determine a standard semivariogram model; instead, six theoretical models were selected: circular, Gaussian, hole effect, K-Bessel, J-Bessel, and stable.

Improving algorithm speed in PNL mixture separation and Wiener system inversion

This paper proposes a very simple method for increasing the algorithm speed for separating sources from PNL mixtures or invertingWiener systems. The method is based on a pertinent initialization of the inverse system, whose computational cost is very low. The nonlinear part is roughly approximated by pushing the observations to be Gaussian; this method provides a surprisingly good approximation even when the basic assumption is not fully satisfied. The linear part is initialized so that outputs are decorrelated. Experiments shows the impressive speed improvement.

Very high-resolution digital elevation models: are multi-scale-derived variables ecologically relevant?

1. Digital elevation models (DEMs) are often used in landscape ecology to retrieve elevation or first derivative terrain attributes such as slope or aspect in the context of species distribution modelling. However, DEM-derived variables are scale-dependent and, given the increasing availability of very high-resolution (VHR) DEMs, their ecological relevancemust be assessed for different spatial resolutions. 2. In a study area located in the Swiss Western Alps, we computed VHR DEMs-derived variables related to morphometry, hydrology and solar radiation. Based on an original spatial resolution of 0.5 m, we generated DEM-derived variables at 1, 2 and 4 mspatial resolutions, applying a Gaussian Pyramid. Their associations with local climatic factors, measured by sensors (direct and ambient air temperature, air humidity and soil moisture) as well as ecological indicators derived fromspecies composition, were assessed with multivariate generalized linearmodels (GLM) andmixed models (GLMM). 3. Specific VHR DEM-derived variables showed significant associations with climatic factors. In addition to slope, aspect and curvature, the underused wetness and ruggedness indices modelledmeasured ambient humidity and soilmoisture, respectively. Remarkably, spatial resolution of VHR DEM-derived variables had a significant influence on models' strength, with coefficients of determination decreasing with coarser resolutions or showing a local optimumwith a 2 mresolution, depending on the variable considered. 4. These results support the relevance of using multi-scale DEM variables to provide surrogates for important climatic variables such as humidity, moisture and temperature, offering suitable alternatives to direct measurements for evolutionary ecology studies at a local scale.

Optimization of solvent mixtures for extraction from bark of Schinus terebinthifolius by a statistical mixture-design technique and development of a UV-Vis spectrophotometric method for analysis of total polyphenols in the extract

A statistical mixture-design technique was used to study the effects of different solvents and their mixtures on the yield, total polyphenol content, and antioxidant capacity of the crude extracts from the bark of Schinus terebinthifolius Raddi (Anacardiaceae). The experimental results and their response-surface models showed that ternary mixtures with equal portions of all the three solvents (water, ethanol and acetone) were better than the binary mixtures in generating crude extracts with the highest yield (22.04 ± 0.48%), total polyphenol content (29.39 ± 0.39%), and antioxidant capacity (6.38 ± 0.21). An analytical method was developed and validated for the determination of total polyphenols in the extracts. Optimal conditions for the various parameters in this analytical method, namely, the time for the chromophoric reaction to stabilize, wavelength of the absorption maxima to be monitored, the reference standard and the concentration of sodium carbonate were determined to be 5 min, 780 nm, pyrogallol, and 14.06% w v-1, respectively. UV-Vis spectrophotometric monitoring of the reaction under these conditions proved the method to be linear, specific, precise, accurate, reproducible, robust, and easy to perform.

Adaptive Markov chain Monte Carlo and Bayesian filtering for state space models

This thesis is concerned with the state and parameter estimation in state space models. The estimation of states and parameters is an important task when mathematical modeling is applied to many different application areas such as the global positioning systems, target tracking, navigation, brain imaging, spread of infectious diseases, biological processes, telecommunications, audio signal processing, stochastic optimal control, machine learning, and physical systems. In Bayesian settings, the estimation of states or parameters amounts to computation of the posterior probability density function. Except for a very restricted number of models, it is impossible to compute this density function in a closed form. Hence, we need approximation methods. A state estimation problem involves estimating the states (latent variables) that are not directly observed in the output of the system. In this thesis, we use the Kalman filter, extended Kalman filter, Gauss–Hermite filters, and particle filters to estimate the states based on available measurements. Among these filters, particle filters are numerical methods for approximating the filtering distributions of non-linear non-Gaussian state space models via Monte Carlo. The performance of a particle filter heavily depends on the chosen importance distribution. For instance, inappropriate choice of the importance distribution can lead to the failure of convergence of the particle filter algorithm. In this thesis, we analyze the theoretical Lᵖ particle filter convergence with general importance distributions, where p ≥2 is an integer. A parameter estimation problem is considered with inferring the model parameters from measurements. For high-dimensional complex models, estimation of parameters can be done by Markov chain Monte Carlo (MCMC) methods. In its operation, the MCMC method requires the unnormalized posterior distribution of the parameters and a proposal distribution. In this thesis, we show how the posterior density function of the parameters of a state space model can be computed by filtering based methods, where the states are integrated out. This type of computation is then applied to estimate parameters of stochastic differential equations. Furthermore, we compute the partial derivatives of the log-posterior density function and use the hybrid Monte Carlo and scaled conjugate gradient methods to infer the parameters of stochastic differential equations. The computational efficiency of MCMC methods is highly depend on the chosen proposal distribution. A commonly used proposal distribution is Gaussian. In this kind of proposal, the covariance matrix must be well tuned. To tune it, adaptive MCMC methods can be used. In this thesis, we propose a new way of updating the covariance matrix using the variational Bayesian adaptive Kalman filter algorithm.

Neuroprotective effect of ketamine/xylazine on two rat models of Parkinson's disease

There is a great concern in the literature for the development of neuroprotectant drugs to treat Parkinson's disease. Since anesthetic drugs have hyperpolarizing properties, they can possibly act as neuroprotectants. In the present study, we have investigated the neuroprotective effect of a mixture of ketamine (85 mg/kg) and xylazine (3 mg/kg) (K/X) on the 1-methyl-4-phenyl-1,2,3,6-tetrahydropyridine (MPTP) or 6-hydroxydopamine (6-OHDA) rat models of Parkinson's disease. The bilateral infusion of MPTP (100 µg/side) or 6-OHDA (10 µg/side) into the substantia nigra pars compacta of adult male Wistar rats under thiopental anesthesia caused a modest (~67%) or severe (~91%) loss of tyrosine hydroxylase-immunostained cells, respectively. On the other hand, an apparent neuroprotective effect was observed when the rats were anesthetized with K/X, infused 5 min before surgery. This treatment caused loss of only 33% of the nigral tyrosine hydroxylase-immunostained cells due to the MPTP infusion and 51% due to the 6-OHDA infusion. This neuroprotective effect of K/X was also suggested by a less severe reduction of striatal dopamine levels in animals treated with these neurotoxins. In the working memory version of the Morris water maze task, both MPTP- and 6-OHDA-lesioned animals spent nearly 10 s longer to find the hidden platform in the groups where the neurotoxins were infused under thiopental anesthesia, compared to control animals. This amnestic effect was not observed in rats infused with the neurotoxins under K/X anesthesia. These results suggest that drugs with a pharmacological profile similar to that of K/X may be useful to delay the progression of Parkinson's disease.

Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors

We propose finite sample tests and confidence sets for models with unobserved and generated regressors as well as various models estimated by instrumental variables methods. The validity of the procedures is unaffected by the presence of identification problems or \"weak instruments\", so no detection of such problems is required. We study two distinct approaches for various models considered by Pagan (1984). The first one is an instrument substitution method which generalizes an approach proposed by Anderson and Rubin (1949) and Fuller (1987) for different (although related) problems, while the second one is based on splitting the sample. The instrument substitution method uses the instruments directly, instead of generated regressors, in order to test hypotheses about the \"structural parameters\" of interest and build confidence sets. The second approach relies on \"generated regressors\", which allows a gain in degrees of freedom, and a sample split technique. For inference about general possibly nonlinear transformations of model parameters, projection techniques are proposed. A distributional theory is obtained under the assumptions of Gaussian errors and strictly exogenous regressors. We show that the various tests and confidence sets proposed are (locally) \"asymptotically valid\" under much weaker assumptions. The properties of the tests proposed are examined in simulation experiments. In general, they outperform the usual asymptotic inference methods in terms of both reliability and power. Finally, the techniques suggested are applied to a model of Tobin’s q and to a model of academic performance.

Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models

In this paper, we propose several finite-sample specification tests for multivariate linear regressions (MLR) with applications to asset pricing models. We focus on departures from the assumption of i.i.d. errors assumption, at univariate and multivariate levels, with Gaussian and non-Gaussian (including Student t) errors. The univariate tests studied extend existing exact procedures by allowing for unspecified parameters in the error distributions (e.g., the degrees of freedom in the case of the Student t distribution). The multivariate tests are based on properly standardized multivariate residuals to ensure invariance to MLR coefficients and error covariances. We consider tests for serial correlation, tests for multivariate GARCH and sign-type tests against general dependencies and asymmetries. The procedures proposed provide exact versions of those applied in Shanken (1990) which consist in combining univariate specification tests. Specifically, we combine tests across equations using the MC test procedure to avoid Bonferroni-type bounds. Since non-Gaussian based tests are not pivotal, we apply the “maximized MC” (MMC) test method [Dufour (2002)], where the MC p-value for the tested hypothesis (which depends on nuisance parameters) is maximized (with respect to these nuisance parameters) to control the test’s significance level. The tests proposed are applied to an asset pricing model with observable risk-free rates, using monthly returns on New York Stock Exchange (NYSE) portfolios over five-year subperiods from 1926-1995. Our empirical results reveal the following. Whereas univariate exact tests indicate significant serial correlation, asymmetries and GARCH in some equations, such effects are much less prevalent once error cross-equation covariances are accounted for. In addition, significant departures from the i.i.d. hypothesis are less evident once we allow for non-Gaussian errors.

Probe-level linear model fitting and mixture modeling results in high accuracy detection of differential gene expression

Affiliation: Institut de recherche en immunologie et en cancérologie, Université de Montréal

Estimation of State Space Models and Stochastic Volatility

Ma thèse est composée de trois chapitres reliés à l'estimation des modèles espace-état et volatilité stochastique. Dans le première article, nous développons une procédure de lissage de l'état, avec efficacité computationnelle, dans un modèle espace-état linéaire et gaussien. Nous montrons comment exploiter la structure particulière des modèles espace-état pour tirer les états latents efficacement. Nous analysons l'efficacité computationnelle des méthodes basées sur le filtre de Kalman, l'algorithme facteur de Cholesky et notre nouvelle méthode utilisant le compte d'opérations et d'expériences de calcul. Nous montrons que pour de nombreux cas importants, notre méthode est plus efficace. Les gains sont particulièrement grands pour les cas où la dimension des variables observées est grande ou dans les cas où il faut faire des tirages répétés des états pour les mêmes valeurs de paramètres. Comme application, on considère un modèle multivarié de Poisson avec le temps des intensités variables, lequel est utilisé pour analyser le compte de données des transactions sur les marchés financières. Dans le deuxième chapitre, nous proposons une nouvelle technique pour analyser des modèles multivariés à volatilité stochastique. La méthode proposée est basée sur le tirage efficace de la volatilité de son densité conditionnelle sachant les paramètres et les données. Notre méthodologie s'applique aux modèles avec plusieurs types de dépendance dans la coupe transversale. Nous pouvons modeler des matrices de corrélation conditionnelles variant dans le temps en incorporant des facteurs dans l'équation de rendements, où les facteurs sont des processus de volatilité stochastique indépendants. Nous pouvons incorporer des copules pour permettre la dépendance conditionnelle des rendements sachant la volatilité, permettant avoir différent lois marginaux de Student avec des degrés de liberté spécifiques pour capturer l'hétérogénéité des rendements. On tire la volatilité comme un bloc dans la dimension du temps et un à la fois dans la dimension de la coupe transversale. Nous appliquons la méthode introduite par McCausland (2012) pour obtenir une bonne approximation de la distribution conditionnelle à posteriori de la volatilité d'un rendement sachant les volatilités d'autres rendements, les paramètres et les corrélations dynamiques. Le modèle est évalué en utilisant des données réelles pour dix taux de change. Nous rapportons des résultats pour des modèles univariés de volatilité stochastique et deux modèles multivariés. Dans le troisième chapitre, nous évaluons l'information contribuée par des variations de volatilite réalisée à l'évaluation et prévision de la volatilité quand des prix sont mesurés avec et sans erreur. Nous utilisons de modèles de volatilité stochastique. Nous considérons le point de vue d'un investisseur pour qui la volatilité est une variable latent inconnu et la volatilité réalisée est une quantité d'échantillon qui contient des informations sur lui. Nous employons des méthodes bayésiennes de Monte Carlo par chaîne de Markov pour estimer les modèles, qui permettent la formulation, non seulement des densités a posteriori de la volatilité, mais aussi les densités prédictives de la volatilité future. Nous comparons les prévisions de volatilité et les taux de succès des prévisions qui emploient et n'emploient pas l'information contenue dans la volatilité réalisée. Cette approche se distingue de celles existantes dans la littérature empirique en ce sens que ces dernières se limitent le plus souvent à documenter la capacité de la volatilité réalisée à se prévoir à elle-même. Nous présentons des applications empiriques en utilisant les rendements journaliers des indices et de taux de change. Les différents modèles concurrents sont appliqués à la seconde moitié de 2008, une période marquante dans la récente crise financière.

Systematic construction of models for the exchange hole of density functional theory.

Dans ce travail, nous étendons le nombre de conditions physiques actuellement con- nues du trou d’échange exact avec la dérivation de l’expansion de quatrième ordre du trou d’échange sphérique moyenne exacte. Nous comparons les expansions de deux- ième et de quatrième ordre avec le trou d’échange exact pour des systèmes atomiques et moléculaires. Nous avons constaté que, en général, l’expansion du quatrième ordre reproduit plus fidèlement le trou d’échange exact pour les petites valeurs de la distance interélectronique. Nous démontrons que les ensembles de base de type gaussiennes ont une influence significative sur les termes de cette nouvelle condition, en étudiant com- ment les oscillations causées par ces ensembles de bases affectent son premier terme. Aussi, nous proposons quatre modèles de trous d’échange analytiques auxquels nous imposons toutes les conditions actuellement connues du trou d’échange exact et la nou- velle présentée dans ce travail. Nous évaluons la performance des modèles en calculant des énergies d’échange et ses contributions à des énergies d’atomisation. On constate que les oscillations causeés par les bases de type gaussiennes peuvent compromettre la précision et la solution des modèles.

Analysis of Stochastic Volatility Sequences Generated by Product Autoregressive Models

The classical methods of analysing time series by Box-Jenkins approach assume that the observed series uctuates around changing levels with constant variance. That is, the time series is assumed to be of homoscedastic nature. However, the nancial time series exhibits the presence of heteroscedasticity in the sense that, it possesses non-constant conditional variance given the past observations. So, the analysis of nancial time series, requires the modelling of such variances, which may depend on some time dependent factors or its own past values. This lead to introduction of several classes of models to study the behaviour of nancial time series. See Taylor (1986), Tsay (2005), Rachev et al. (2007). The class of models, used to describe the evolution of conditional variances is referred to as stochastic volatility modelsThe stochastic models available to analyse the conditional variances, are based on either normal or log-normal distributions. One of the objectives of the present study is to explore the possibility of employing some non-Gaussian distributions to model the volatility sequences and then study the behaviour of the resulting return series. This lead us to work on the related problem of statistical inference, which is the main contribution of the thesis

An Analysis of the Effect of Gaussian Error in Object Recognition

Object recognition is complicated by clutter, occlusion, and sensor error. Since pose hypotheses are based on image feature locations, these effects can lead to false negatives and positives. In a typical recognition algorithm, pose hypotheses are tested against the image, and a score is assigned to each hypothesis. We use a statistical model to determine the score distribution associated with correct and incorrect pose hypotheses, and use binary hypothesis testing techniques to distinguish between them. Using this approach we can compare algorithms and noise models, and automatically choose values for internal system thresholds to minimize the probability of making a mistake.

Nonlinear Device Noise Models:Thermodynamic Requirements

This paper proposes three tests to determine whether a given nonlinear device noise model is in agreement with accepted thermodynamic principles. These tests are applied to several models. One conclusion is that every Gaussian noise model for any nonlinear device predicts thermodynamically impossible circuit behavior: these models should be abandoned. But the nonlinear shot-noise model predicts thermodynamically acceptable behavior under a constraint derived here. Further, this constraint specifies the current noise amplitude at each operating point from knowledge of the device v - i curve alone. For the Gaussian and shot-noise models, this paper shows how the thermodynamic requirements can be reduced to concise mathematical tests involving no approximatio