Geometry and Optimization of Relative Arbitrage

Thesis (Ph.D.)--University of Washington, 2016-06

Testing the energetic equivalence rule with helminth endoparasites of vertebrates

As a general test of the energetic equivalence rule, we examined macroecological relationships among abundance, density and host body mass in a comparative analysis of the assemblages of trophically transmitted endoparasitic helminths of 131 species of vertebrate hosts. Both the numbers and total volume of parasites per gram of host decreased allometrically with host body mass, with slopes roughly consistent with those expected from the allometric relationship between host basal metabolic rate and body mass. From an evolutionary perspective, large body size may therefore allow hosts to escape from the deleterious effects of parasitism.

Family structure and age at menarche: A children-of-twins approach

Girls who grow up in households with an unrelated adult male reach menarche earlier than peers, a finding hypothesized to be an evolutionary strategy for families under stress. The authors tested the alternative hypothesis that nonrandom selection into stepfathering due to shared environmental and/or genetic predispositions creates a spurious relation between stepfathering and early menarche. Using the unique controls for genetic and shared environmental experiences offered by the children-of-twins design, the authors found that cousins discordant for stepfathering did not differ in age of menarche. Moreover, controlling for mother's age of menarche eliminated differences in menarcheal age associated with stepfathering in unrelated girls. These findings strongly suggest selection, and not causation, accounts for the relationship between stepfathering and early menarche.

A stochastic metapopulation model accounting for habitat dynamics

A stochastic metapopulation model accounting for habitat dynamics is presented. This is the stochastic SIS logistic model with the novel aspect that it incorporates varying carrying capacity. We present results of Kurtz and Barbour, that provide deterministic and diffusion approximations for a wide class of stochastic models, in a form that most easily allows their direct application to population models. These results are used to show that a suitably scaled version of the metapopulation model converges, uniformly in probability over finite time intervals, to a deterministic model previously studied in the ecological literature. Additionally, they allow us to establish a bivariate normal approximation to the quasi-stationary distribution of the process. This allows us to consider the effects of habitat dynamics on metapopulation modelling through a comparison with the stochastic SIS logistic model and provides an effective means for modelling metapopulations inhabiting dynamic landscapes.

Molecular dynamics characterization of n-octyl-beta-D-glucopyranoside micelle structure in aqueous solution

n-Octyl-beta-D-glueopyranoside (OG) is a non-ionic glycolipid, which is used widely in biotechnical and biochemical applications. All-atom molecular dynamics simulations from two different initial coordinates and velocities in explicit solvent have been performed to characterize the structural behaviour of an OG aggregate at equilibrium conditions. Geometric packing properties determined from the simulations and small angle neutron scattering experiment state that OG micelles are more likely to exist in a non-spherical shape, even at the concentration range near to the critical micelle concentration (0.025 M). Despite few large deviations in the principal moment of inertia ratios, the average micelle shape calculated from both simulations is a prolate ellipsoid. The deviations at these time scales are presumably the temporary shape change of a micelle. However, the size of the micelle and the accessible surface areas were constant during the simulations with the micelle surface being rough and partially elongated. Radial distribution functions computed for the hydroxyl oxygen atoms of an OG show sharper peaks at a minimum van der Waals contact distance than the acetal oxygen, ring oxygen, and anomeric carbon atoms. This result indicates that these atoms are pointed outwards at the hydrophilic/hydrophobic interface, form hydrogen bonds with the water molecules, and thus hydrate the micelle surface effectively. (c) 2005 Elsevier Inc. All rights reserved.

On parameter estimation in population models

We describe methods for estimating the parameters of Markovian population processes in continuous time, thus increasing their utility in modelling real biological systems. A general approach, applicable to any finite-state continuous-time Markovian model, is presented, and this is specialised to a computationally more efficient method applicable to a class of models called density-dependent Markov population processes. We illustrate the versatility of both approaches by estimating the parameters of the stochastic SIS logistic model from simulated data. This model is also fitted to data from a population of Bay checkerspot butterfly (Euphydryas editha bayensis), allowing us to assess the viability of this population. (c) 2006 Elsevier Inc. All rights reserved.

Identification of metastable states in peptide's dynamics

A recently developed spectral method for identifying metastable states in Markov chains is used to analyse the conformational dynamics of a four residue peptide Valine-Proline-Alanine-Leucine. We compare our results to empirically defined conformational states and show that the found metastable states correctly reproduce the conformational dynamics of the system.

Strategic HRM through the cultural looking glass:mapping the cognition of British and Indian managers

This study examines the issues of `integration' of human resource management (HRM) into the corporate strategy, `devolvement' of HRM to line managers and the perceived influence of national culture on HRM in a cross-national comparative context. In order to achieve this, the cognition of personnel specialists from a matched sample of 48 Indian and British firms in the manufacturing sector using the `Visual Cards Sorting' and `CMAP2' methodologies are analyzed. The findings show that even where there is an apparent convergence of strategy — e.g., the desire of both Indian and British personnel managers to increase integration between HRM and business strategy, and to increase the level of devolvement to line managers, the two sets of specialists clearly follow a different logic of action, which is subject to a different set of cross-cultural influences. The implications of pursuing apparently similar HRM solutions in different cross-national contexts are considered. The analysis shows that HRM strategies, when considered in a cross-national context, vary a lot. Different logic leads to the adoption of similar HR strategies, and similar strategies in turn are perceived as producing different outcomes. This variance centres around the existence and perceived influence of several contextual variables such as industrial relations systems, operation of labour markets, and changes in business systems. Specific cross-cultural influences, along with different aspects of competitive business environment associated with the generic HR strategies of integration and devolvement in the two countries are highlighted. This research contributes to the fields of cross-cultural management research, international HRM and managerial and organizational cognition. It also has important messages for policy makers.

Using quantitative analysis to implement autonomic IT systems

The software underpinning today’s IT systems needs to adapt dynamically and predictably to rapid changes in system workload, environment and objectives. We describe a software framework that achieves such adaptiveness for IT systems whose components can be modelled as Markov chains. The framework comprises (i) an autonomic architecture that uses Markov-chain quantitative analysis to dynamically adjust the parameters of an IT system in line with its state, environment and objectives; and (ii) a method for developing instances of this architecture for real-world systems. Two case studies are presented that use the framework successfully for the dynamic power management of disk drives, and for the adaptive management of cluster availability within data centres, respectively.

CADS*: Computer-Aided Development of self-* systems

We present the prototype tool CADS* for the computer-aided development of an important class of self-* systems, namely systems whose components can be modelled as Markov chains. Given a Markov chain representation of the IT components to be included into a self-* system, CADS* automates or aids (a) the development of the artifacts necessary to build the self-* system; and (b) their integration into a fully-operational self-* solution. This is achieved through a combination of formal software development techniques including model transformation, model-driven code generation and dynamic software reconfiguration.

An accurate and scalable analytical model for IEEE 802.15.4 slotted CSMA/CA networks

In this paper a Markov chain based analytical model is proposed to evaluate the slotted CSMA/CA algorithm specified in the MAC layer of IEEE 802.15.4 standard. The analytical model consists of two two-dimensional Markov chains, used to model the state transition of an 802.15.4 device, during the periods of a transmission and between two consecutive frame transmissions, respectively. By introducing the two Markov chains a small number of Markov states are required and the scalability of the analytical model is improved. The analytical model is used to investigate the impact of the CSMA/CA parameters, the number of contending devices, and the data frame size on the network performance in terms of throughput and energy efficiency. It is shown by simulations that the proposed analytical model can accurately predict the performance of slotted CSMA/CA algorithm for uplink, downlink and bi-direction traffic, with both acknowledgement and non-acknowledgement modes.

A meshless method for an inverse two-phase one-dimensional nonlinear Stefan problem

We extend a meshless method of fundamental solutions recently proposed by the authors for the one-dimensional two-phase inverse linear Stefan problem, to the nonlinear case. In this latter situation the free surface is also considered unknown which is more realistic from the practical point of view. Building on the earlier work, the solution is approximated in each phase by a linear combination of fundamental solutions to the heat equation. The implementation and analysis are more complicated in the present situation since one needs to deal with a nonlinear minimization problem to identify the free surface. Furthermore, the inverse problem is ill-posed since small errors in the input measured data can cause large deviations in the desired solution. Therefore, regularization needs to be incorporated in the objective function which is minimized in order to obtain a stable solution. Numerical results are presented and discussed. © 2014 IMACS.

Maximal Number of Successors in a Nginar(1) Process

2000 Mathematics Subject Classification: 60J80, 60J20, 60J10, 60G10, 60G70, 60F99.

A Note on the Extinction Problem for Controlled Multitype Branching Processes

2000 Mathematics Subject Classification: 60J80, 60J10.

Using observation ageing to improve Markovian model learning in QoS engineering

Markovian models are widely used to analyse quality-of-service properties of both system designs and deployed systems. Thanks to the emergence of probabilistic model checkers, this analysis can be performed with high accuracy. However, its usefulness is heavily dependent on how well the model captures the actual behaviour of the analysed system. Our work addresses this problem for a class of Markovian models termed discrete-time Markov chains (DTMCs). We propose a new Bayesian technique for learning the state transition probabilities of DTMCs based on observations of the modelled system. Unlike existing approaches, our technique weighs observations based on their age, to account for the fact that older observations are less relevant than more recent ones. A case study from the area of bioinformatics workflows demonstrates the effectiveness of the technique in scenarios where the model parameters change over time.