Relationships between host plant architecture and gall abundance and survival

The plant architecture hypothesis predicts that variation in host plant architecture influences insect herbivore community structure, dynamics and performance. In this study we evaluated the effects of Macairea radula (Melastomataceae) architecture on the abundance of galls induced by a moth (Lepidoptera: Gelechiidae). Plant architecture and gall abundance were directly recorded on 58 arbitrarily chosen M. radula host plants in the rainy season of 2006 in an area of Cerrado vegetation, southeastern Brazil. Plant height, dry biomass, number of branches, number of shoots and leaf abundance were used as predicting variables of gall abundance and larval survival. Gall abundance correlated positively with host plant biomass and branch number. Otherwise, no correlation (p > 0.05) was found between gall abundance with shoot number or with the number of leaves/plant. From a total of 124 galls analyzed, 67.7% survived, 14.5% were attacked by parasitoids, while 17.7% died due to unknown causes. Larvae that survived or were parasitized were not influenced by architectural complexity of the host plant. Our results partially corroborate the plant architecture hypothesis, but since parasitism was not related to plant architecture it is argued that bottom-up effects may be more important than top-down effects in controlling the population dynamics of the galling lepidopteran. Because galling insects often decrease plant fitness, the potential of galling insects in selecting for less architectural complex plants is discussed.

Generic finiteness of equilibrium payoffs for bimatrix games

It is shown that in any affine space of payoff matrices the equilibriumpayoffs of bimatrix games are generically finite.

Immatures of Syphrea uberabensis guerini Bechyné (Coleoptera, Chrysomelidae, Alticini)

Immatures of Syphrea uberabensis guerini Bechyné (Coleoptera, Chrysomelidae, Alticini). Larva and pupa of Syphrea uberabensis guerini are described and illustrated for the first time and a comparison with the described immatures of other Alticini species from Neotropical region and also with Hermaeophaga mercurialis (Fabricius, 1792), from Palearctic region, is presented. Tibouchina stenocarpa (DC.) Cogn. (Melastomataceae) (quaresmeira-do-cerrado) is registered as a new host plant for this species of Alticini.

On bounds for network revenue management

The Network Revenue Management problem can be formulated as a stochastic dynamic programming problem (DP or the\optimal" solution V *) whose exact solution is computationally intractable. Consequently, a number of heuristics have been proposed in the literature, the most popular of which are the deterministic linear programming (DLP) model, and a simulation based method, the randomized linear programming (RLP) model. Both methods give upper bounds on the optimal solution value (DLP and PHLP respectively). These bounds are used to provide control values that can be used in practice to make accept/deny decisions for booking requests. Recently Adelman [1] and Topaloglu [18] have proposed alternate upper bounds, the affine relaxation (AR) bound and the Lagrangian relaxation (LR) bound respectively, and showed that their bounds are tighter than the DLP bound. Tight bounds are of great interest as it appears from empirical studies and practical experience that models that give tighter bounds also lead to better controls (better in the sense that they lead to more revenue). In this paper we give tightened versions of three bounds, calling themsAR (strong Affine Relaxation), sLR (strong Lagrangian Relaxation) and sPHLP (strong Perfect Hindsight LP), and show relations between them. Speciffically, we show that the sPHLP bound is tighter than sLR bound and sAR bound is tighter than the LR bound. The techniques for deriving the sLR and sPHLP bounds can potentially be applied to other instances of weakly-coupled dynamic programming.

Gall-inducing insects of an Araucaria Forest in southern Brazil

Gall-inducing insects of an Araucaria Forest in southern Brazil. Diversity of galling insects is reported for the first time in an Araucaria Forest site. We address gall characteristics, host plant identification and the inducer identification and provide additional information about sites of gall occurrence in a mosaic of continuous forest and natural forest patches. After 40h of sampling we found 57 species of five insect orders, the majority of them Diptera (Cecidomyiidae), galling 43 host plant species, which in turn belonged to 18 host plant families. Stem and buds together, compared to leaves, harbored more galls, which were mostly glabrous, isolated, fusiform and green. Myrtaceae, Asteraceae and Melastomataceae were the most representative host families. Similarities in gall characteristics to what has been reported in the literature probably result from spatial correlation in a larger scale driven by ecological and evolutionary processes.

Description and life history of a new cecidogenous species of Palaeomystella Fletcher (Lepidoptera, Momphidae) from Brazil

ABSTRACTMale, female, pupa, and last-instar larva of Palaeomystella beckeri (Moreira and Basilio) a new species from the Atlantic forest, southern Brazil, are described and illustrated with the aid of optical and scanning electron microscopy. Larvae induce galls on apical branches of Tibouchina trichopoda (DC.) Baill. (Melastomataceae) within which pupation occurs. Gall description and preliminary data on life history are also provided.

Atlas-based segmentation of pathological MR brain images using a model of lesion growth.

We propose a method for brain atlas deformation in the presence of large space-occupying tumors, based on an a priori model of lesion growth that assumes radial expansion of the lesion from its starting point. Our approach involves three steps. First, an affine registration brings the atlas and the patient into global correspondence. Then, the seeding of a synthetic tumor into the brain atlas provides a template for the lesion. The last step is the deformation of the seeded atlas, combining a method derived from optical flow principles and a model of lesion growth. Results show that a good registration is performed and that the method can be applied to automatic segmentation of structures and substructures in brains with gross deformation, with important medical applications in neurosurgery, radiosurgery, and radiotherapy.

Biovolúmenes de zooplancton, eufáusidos e ictioplancton de la costa peruana, primavera 2006

En el crucero de Evaluación Hidroacústica de Recursos Pelágicos 0611-12, el biovolumen de zooplancton varió entre 0,8 y 50,0 mL/muestra, mayores núcleos se detectaron fuera de la plataforma. Los eufáusidos, más frecuentes fueron Euphausia mucronata (37,1%), E. eximia (19,3%) y Stylocheiron affine (15,5%). El máximo desove de anchoveta fue en aguas costeras frías y aguas de mezcla; las larvas alcanzaron hasta 200 mn de la costa frente al Callao. Entre los mictófidos destacaron Diogenichthys laternatus, Lampanyctus parvicauda y Triphoturus oculeus.

"Tanti e sì fatti suoni un suono esprime" : metrica e stile della Gerusalemme Liberata

La prima parte della ricerca è un approfondito studio dell'endecasillabo della Gerusalemme Liberata: in particolar modo, analizzo con un metodo statistico-quantitativo morfologia prosodica e tipologie del verso epico tassiano e distribuzione dei diversi tipi ritmici all'interno dell'ottava, tenendo naturalmente conto della necessaria connessione tra fisionomia ritmico-prosodica del verso e le strutture retoriche e sintattiche. Tale analisi, condotta con una prospettiva comparativa nei confronti di altre opere tassiane (Rinaldo, Conquistata) e della precedente tradizione in ottave, porta a riscontrare delle linee evolutive coerenti nella direzione di un progressivo innalzamento verso il modello lirico petrarchesco e dellacasiano e di un complessivo 'aggravamento' delle strutture stilistiche. I risultati permettono di mettere in discussione la vulgata critica che considererebbe monotono l'endecasillabo della Liberata: questo è negato, oltre che dall'evidenza delle statistiche, dal piano melodico e intonativo del verso, dato che diversi fattori stilistici interagenti (inarcature; struttura prevalentemente paratattica; dispositio molto mossa; moltiplicazione delle pause interne al verso) contribuiscono a minare la stabilità intonativa dell'endecasillabo, nella direzione del contrappunto tra movimento della frase e cadenze del verso. Analogamente, lo studio della fisionomia dell'ottava (seconda parte della ricerca) mostra da un lato il mantenimento di un modello di stanza 'pari', sostanzialmente affine al modello ariostesco, dall'altro una disposizione dei materiali verbali tesa a sommuovere internamente l'incedere per distici. Questo è legato alla strategia narrativa, di disposizione delle sequenze diegetiche: si possono infatti notare sovente aggregazioni di distici la cui continuità logico-argomentativa travalica la misura dell'ottava, rinnovando il rapporto dinamico e contrappuntistico tra forme metriche e fluire della narrazione. Ciò ha una funzione solidale proprio con lo sviluppo narrativo, dato che diversi espedienti stilistici paiono concorrere alla realizzazione di quella varietà nell'unità aristotelicamente centrale nell'elaborazione teorica tardocinquecentesca e tassiana in particolare. Nella terza parte del lavoro, infine, provo ad allontanare la lente dalla microscopia metrica e cerco di porre in relazione i dati metrico-stilistici con quelli sintattico-retorici già studiati dalla critica, provando a verificare nella concreta prassi poetica la teoria della commistione degli stili, così come viene progressivamente definendosi nella ricca produzione teorica del Tasso: centrale è la questione del dosaggio di artifici simmetrici, tipici del genere lirico, e asimmetrici, caratteristici dello stile grave, dosaggio coerente che si rivela in grado di illuminare da una prospettiva appunto stilistica le oscillazioni e le screziature del più grande poema tardorinascimentale.

PROBLEMATIQUE DE LA CULTURE EN MEDECINE DE FAMILLE, UNE APPROCHE CENTREE SUR LE PATIENT

Problématique : En réaction à l'émergence de société plurielle, la communauté médicale a mis en place des outils de prise en charge de l'altérité. Cependant, la culture, issue notamment des origines, des croyances et des expériences est unique à chaque patient et lui sert à appréhender la maladie. Ce pourquoi, les outils de prise en compte de la culture, et de valorisation du patient, peuvent être potentiellement étendus à tous. Objectifs : Déterminer la place de la culture en médecine de famille, les enjeux qui en dépendent et la pertinence de l'utilisation des compétences transculturelles avec tous les patients. Perfectionner ces compétences dans le but de créer un modèle bio-psycho-socio-culturel améliorant la communication et la compréhension entre patients et thérapeutes. Méthodologie : Réalisation d'une revue de la littérature en déterminant comment la culture est intégrée à la médecine sous forme de savoir théorique. Réalisation d'une recherche qualitative de type exploratoire sur la base d'entretiens enregistrés auprès de 7 médecins de famille romands, pour montrer comment la notion de culture est intégrée en pratique. Comparaison entre médecine transculturelle et approche pratique de terrain. Résultats : La culture influe sur toutes les étapes de la consultation. La pratique des médecins est influencée par leur conception de la culture. La construction commune d'une représentation de la maladie, basée sur les conceptions du patient, améliore la collaboration thérapeutique. Les compétences cliniques transculturelles actuelles semblent être applicables à tous, mais nécessitent un léger développement en intégrant l'expérience pratique quotidienne de la médecine de famille. Conclusion : L'utilisation des compétences cliniques transculturelles (savoir, savoir-faire, savoir-être) avec tous les patients est réalisable et peut être affinée d'une quatrième compétence le savoir- percevoir : capacité d'être alerte et réceptif à toute subtilité culturelle qui ressurgit de l'interaction.

Cheminformatic studies of molecular properties and their influence on bioactivity in the context of drug discovery

Molecular shape has long been known to be an important property for the process of molecular recognition. Previous studies postulated the existence of a drug-like shape space that could be used to artificially bias the composition of screening libraries, with the aim to increase the chance of success in Hit Identification. In this work, it was analysed to which extend this assumption holds true. Normalized Principal Moments of Inertia Ratios (NPRs) have been used to describe the molecular shape of small molecules. It was investigated, whether active molecules of diverse targets are located in preferred subspaces of the NPR shape space. Results illustrated a significantly stronger clustering than could be expected by chance, with parts of the space unlikely to be occupied by active compounds. Furthermore, a strong enrichment of elongated, rather flat shapes could be observed, while globular compounds were highly underrepresented. This was confirmed for a wide range of small molecule datasets from different origins. Active compounds exhibited a high overlap in their shape distributions across different targets, making a purely shape­ based discrimination very difficult. An additional perspective was provided by comparing the shapes of protein binding pockets with those of their respective ligands. Although more globular than their ligands, it was observed that binding sites shapes exhibited a similarly skewed distribution in shape space: spherical shapes were highly underrepresented. This was different for unoccupied binding pockets of smaller size. These were on the contrary identified to possess a more globular shape. The relation between shape complementarity and exhibited bioactivity was analysed; a moderate correlation between bioactivity and parameters including pocket coverage, distance in shape space, and others could be identified, which reflects the importance of shape complementarity. However, this also suggests that other aspects are of relevance for molecular recognition. A subsequent analysis assessed if and how shape and volume information retrieved from pocket or respective reference ligands could be used as a pre-filter in a virtual screening approach. ln Lead Optimization compounds need to get optimized with respect to a variety of pararneters. Here, the availability of past success stories is very valuable, as they can guide medicinal chemists during their analogue synthesis plans. However, although of tremendous interest for the public domain, so far only large corporations had the ability to mine historical knowledge in their proprietary databases. With the aim to provide such information, the SwissBioisostere database was developed and released during this thesis. This database contains information on 21,293,355 performed substructural exchanges, corresponding to 5,586,462 unique replacements that have been measured in 35,039 assays against 1,948 molecular targets representing 30 target classes, and on their impact on bioactivity . A user-friendly interface was developed that provides facile access to these data and is accessible at http//www.swissbioisostere.ch. The ChEMBL database was used as primary data source of bioactivity information. Matched molecular pairs have been identified in the extracted and cleaned data. Success-based scores were developed and integrated into the database to allow re-ranking of proposed replacements by their past outcomes. It was analysed to which degree these scores correlate with chemical similarity of the underlying fragments. An unexpectedly weak relationship was detected and further investigated. Use cases of this database were envisioned, and functionalities implemented accordingly: replacement outcomes are aggregatable at the assay level, and it was shawn that an aggregation at the target or target class level could also be performed, but should be accompanied by a careful case-by-case assessment. It was furthermore observed that replacement success depends on the activity of the starting compound A within a matched molecular pair A-B. With increasing potency the probability to lose bioactivity through any substructural exchange was significantly higher than in low affine binders. A potential existence of a publication bias could be refuted. Furthermore, often performed medicinal chemistry strategies for structure-activity-relationship exploration were analysed using the acquired data. Finally, data originating from pharmaceutical companies were compared with those reported in the literature. It could be seen that industrial medicinal chemistry can access replacement information not available in the public domain. In contrast, a large amount of often-performed replacements within companies could also be identified in literature data. Preferences for particular replacements differed between these two sources. The value of combining different endpoints in an evaluation of molecular replacements was investigated. The performed studies highlighted furthermore that there seem to exist no universal substructural replacement that always retains bioactivity irrespective of the biological environment. A generalization of bioisosteric replacements seems therefore not possible. - La forme tridimensionnelle des molécules a depuis longtemps été reconnue comme une propriété importante pour le processus de reconnaissance moléculaire. Des études antérieures ont postulé que les médicaments occupent préférentiellement un sous-ensemble de l'espace des formes des molécules. Ce sous-ensemble pourrait être utilisé pour biaiser la composition de chimiothèques à cribler, dans le but d'augmenter les chances d'identifier des Hits. L'analyse et la validation de cette assertion fait l'objet de cette première partie. Les Ratios de Moments Principaux d'Inertie Normalisés (RPN) ont été utilisés pour décrire la forme tridimensionnelle de petites molécules de type médicament. Il a été étudié si les molécules actives sur des cibles différentes se co-localisaient dans des sous-espaces privilégiés de l'espace des formes. Les résultats montrent des regroupements de molécules incompatibles avec une répartition aléatoire, avec certaines parties de l'espace peu susceptibles d'être occupées par des composés actifs. Par ailleurs, un fort enrichissement en formes allongées et plutôt plates a pu être observé, tandis que les composés globulaires étaient fortement sous-représentés. Cela a été confirmé pour un large ensemble de compilations de molécules d'origines différentes. Les distributions de forme des molécules actives sur des cibles différentes se recoupent largement, rendant une discrimination fondée uniquement sur la forme très difficile. Une perspective supplémentaire a été ajoutée par la comparaison des formes des ligands avec celles de leurs sites de liaison (poches) dans leurs protéines respectives. Bien que plus globulaires que leurs ligands, il a été observé que les formes des poches présentent une distribution dans l'espace des formes avec le même type d'asymétrie que celle observée pour les ligands: les formes sphériques sont fortement sous­ représentées. Un résultat différent a été obtenu pour les poches de plus petite taille et cristallisées sans ligand: elles possédaient une forme plus globulaire. La relation entre complémentarité de forme et bioactivité a été également analysée; une corrélation modérée entre bioactivité et des paramètres tels que remplissage de poche, distance dans l'espace des formes, ainsi que d'autres, a pu être identifiée. Ceci reflète l'importance de la complémentarité des formes, mais aussi l'implication d'autres facteurs. Une analyse ultérieure a évalué si et comment la forme et le volume d'une poche ou de ses ligands de référence pouvaient être utilisés comme un pré-filtre dans une approche de criblage virtuel. Durant l'optimisation d'un Lead, de nombreux paramètres doivent être optimisés simultanément. Dans ce contexte, la disponibilité d'exemples d'optimisations réussies est précieuse, car ils peuvent orienter les chimistes médicinaux dans leurs plans de synthèse par analogie. Cependant, bien que d'un extrême intérêt pour les chercheurs dans le domaine public, seules les grandes sociétés pharmaceutiques avaient jusqu'à présent la capacité d'exploiter de telles connaissances au sein de leurs bases de données internes. Dans le but de remédier à cette limitation, la base de données SwissBioisostere a été élaborée et publiée dans le domaine public au cours de cette thèse. Cette base de données contient des informations sur 21 293 355 échanges sous-structuraux observés, correspondant à 5 586 462 remplacements uniques mesurés dans 35 039 tests contre 1948 cibles représentant 30 familles, ainsi que sur leur impact sur la bioactivité. Une interface a été développée pour permettre un accès facile à ces données, accessible à http:/ /www.swissbioisostere.ch. La base de données ChEMBL a été utilisée comme source de données de bioactivité. Une version modifiée de l'algorithme de Hussain et Rea a été implémentée pour identifier les Matched Molecular Pairs (MMP) dans les données préparées au préalable. Des scores de succès ont été développés et intégrés dans la base de données pour permettre un reclassement des remplacements proposés selon leurs résultats précédemment observés. La corrélation entre ces scores et la similarité chimique des fragments correspondants a été étudiée. Une corrélation plus faible qu'attendue a été détectée et analysée. Différents cas d'utilisation de cette base de données ont été envisagés, et les fonctionnalités correspondantes implémentées: l'agrégation des résultats de remplacement est effectuée au niveau de chaque test, et il a été montré qu'elle pourrait également être effectuée au niveau de la cible ou de la classe de cible, sous réserve d'une analyse au cas par cas. Il a en outre été constaté que le succès d'un remplacement dépend de l'activité du composé A au sein d'une paire A-B. Il a été montré que la probabilité de perdre la bioactivité à la suite d'un remplacement moléculaire quelconque est plus importante au sein des molécules les plus actives que chez les molécules de plus faible activité. L'existence potentielle d'un biais lié au processus de publication par articles a pu être réfutée. En outre, les stratégies fréquentes de chimie médicinale pour l'exploration des relations structure-activité ont été analysées à l'aide des données acquises. Enfin, les données provenant des compagnies pharmaceutiques ont été comparées à celles reportées dans la littérature. Il a pu être constaté que les chimistes médicinaux dans l'industrie peuvent accéder à des remplacements qui ne sont pas disponibles dans le domaine public. Par contre, un grand nombre de remplacements fréquemment observés dans les données de l'industrie ont également pu être identifiés dans les données de la littérature. Les préférences pour certains remplacements particuliers diffèrent entre ces deux sources. L'intérêt d'évaluer les remplacements moléculaires simultanément selon plusieurs paramètres (bioactivité et stabilité métabolique par ex.) a aussi été étudié. Les études réalisées ont souligné qu'il semble n'exister aucun remplacement sous-structural universel qui conserve toujours la bioactivité quel que soit le contexte biologique. Une généralisation des remplacements bioisostériques ne semble donc pas possible.

PROBLEMATIQUE DE LA CULTURE EN MEDECINE DE FAMILLE, UNE APPROCHE CENTREE SUR LE PATIENT

Problématique : En réaction à l'émergence de société plurielle, la communauté médicale a mis en place des outils de prise en charge de l'altérité. Cependant, la culture, issue notamment des origines, des croyances et des expériences est unique à chaque patient et lui sert à appréhender la maladie. Ce pourquoi, les outils de prise en compte de la culture, et de valorisation du patient, peuvent être potentiellement étendus à tous. Objectifs : Déterminer la place de la culture en médecine de famille, les enjeux qui en dépendent et la pertinence de l'utilisation des compétences transculturelles avec tous les patients. Perfectionner ces compétences dans le but de créer un modèle bio-psycho-socio-culturel améliorant la communication et la compréhension entre patients et thérapeutes. Méthodologie : Réalisation d'une revue de la littérature en déterminant comment la culture est intégrée à la médecine sous forme de savoir théorique. Réalisation d'une recherche qualitative de type exploratoire sur la base d'entretiens enregistrés auprès de 7 médecins de famille romands, pour montrer comment la notion de culture est intégrée en pratique. Comparaison entre médecine transculturelle et approche pratique de terrain. Résultats : La culture influe sur toutes les étapes de la consultation. La pratique des médecins est influencée par leur conception de la culture. La construction commune d'une représentation de la maladie, basée sur les conceptions du patient, améliore la collaboration thérapeutique. Les compétences cliniques transculturelles actuelles semblent être applicables à tous, mais nécessitent un léger développement en intégrant l'expérience pratique quotidienne de la médecine de famille. Conclusion : L'utilisation des compétences cliniques transculturelles (savoir, savoir-faire, savoir-être) avec tous les patients est réalisable et peut être affinée d'une quatrième compétence le savoir- percevoir : capacité d'être alerte et réceptif à toute subtilité culturelle qui ressurgit de l'interaction.

Estimation of jump-diffusion processes via empirical characteristic functions

Preface The starting point for this work and eventually the subject of the whole thesis was the question: how to estimate parameters of the affine stochastic volatility jump-diffusion models. These models are very important for contingent claim pricing. Their major advantage, availability T of analytical solutions for characteristic functions, made them the models of choice for many theoretical constructions and practical applications. At the same time, estimation of parameters of stochastic volatility jump-diffusion models is not a straightforward task. The problem is coming from the variance process, which is non-observable. There are several estimation methodologies that deal with estimation problems of latent variables. One appeared to be particularly interesting. It proposes the estimator that in contrast to the other methods requires neither discretization nor simulation of the process: the Continuous Empirical Characteristic function estimator (EGF) based on the unconditional characteristic function. However, the procedure was derived only for the stochastic volatility models without jumps. Thus, it has become the subject of my research. This thesis consists of three parts. Each one is written as independent and self contained article. At the same time, questions that are answered by the second and third parts of this Work arise naturally from the issues investigated and results obtained in the first one. The first chapter is the theoretical foundation of the thesis. It proposes an estimation procedure for the stochastic volatility models with jumps both in the asset price and variance processes. The estimation procedure is based on the joint unconditional characteristic function for the stochastic process. The major analytical result of this part as well as of the whole thesis is the closed form expression for the joint unconditional characteristic function for the stochastic volatility jump-diffusion models. The empirical part of the chapter suggests that besides a stochastic volatility, jumps both in the mean and the volatility equation are relevant for modelling returns of the S&P500 index, which has been chosen as a general representative of the stock asset class. Hence, the next question is: what jump process to use to model returns of the S&P500. The decision about the jump process in the framework of the affine jump- diffusion models boils down to defining the intensity of the compound Poisson process, a constant or some function of state variables, and to choosing the distribution of the jump size. While the jump in the variance process is usually assumed to be exponential, there are at least three distributions of the jump size which are currently used for the asset log-prices: normal, exponential and double exponential. The second part of this thesis shows that normal jumps in the asset log-returns should be used if we are to model S&P500 index by a stochastic volatility jump-diffusion model. This is a surprising result. Exponential distribution has fatter tails and for this reason either exponential or double exponential jump size was expected to provide the best it of the stochastic volatility jump-diffusion models to the data. The idea of testing the efficiency of the Continuous ECF estimator on the simulated data has already appeared when the first estimation results of the first chapter were obtained. In the absence of a benchmark or any ground for comparison it is unreasonable to be sure that our parameter estimates and the true parameters of the models coincide. The conclusion of the second chapter provides one more reason to do that kind of test. Thus, the third part of this thesis concentrates on the estimation of parameters of stochastic volatility jump- diffusion models on the basis of the asset price time-series simulated from various "true" parameter sets. The goal is to show that the Continuous ECF estimator based on the joint unconditional characteristic function is capable of finding the true parameters. And, the third chapter proves that our estimator indeed has the ability to do so. Once it is clear that the Continuous ECF estimator based on the unconditional characteristic function is working, the next question does not wait to appear. The question is whether the computation effort can be reduced without affecting the efficiency of the estimator, or whether the efficiency of the estimator can be improved without dramatically increasing the computational burden. The efficiency of the Continuous ECF estimator depends on the number of dimensions of the joint unconditional characteristic function which is used for its construction. Theoretically, the more dimensions there are, the more efficient is the estimation procedure. In practice, however, this relationship is not so straightforward due to the increasing computational difficulties. The second chapter, for example, in addition to the choice of the jump process, discusses the possibility of using the marginal, i.e. one-dimensional, unconditional characteristic function in the estimation instead of the joint, bi-dimensional, unconditional characteristic function. As result, the preference for one or the other depends on the model to be estimated. Thus, the computational effort can be reduced in some cases without affecting the efficiency of the estimator. The improvement of the estimator s efficiency by increasing its dimensionality faces more difficulties. The third chapter of this thesis, in addition to what was discussed above, compares the performance of the estimators with bi- and three-dimensional unconditional characteristic functions on the simulated data. It shows that the theoretical efficiency of the Continuous ECF estimator based on the three-dimensional unconditional characteristic function is not attainable in practice, at least for the moment, due to the limitations on the computer power and optimization toolboxes available to the general public. Thus, the Continuous ECF estimator based on the joint, bi-dimensional, unconditional characteristic function has all the reasons to exist and to be used for the estimation of parameters of the stochastic volatility jump-diffusion models.

Detection, analysis and monitoring of slope movements by high-resolution digital elevation models

Summary Detection, analysis and monitoring of slope movements by high-resolution digital elevation modelsSlope movements, such as rockfalls, rockslides, shallow landslides or debris flows, are frequent in many mountainous areas. These natural hazards endanger the inhabitants and infrastructures making it necessary to assess the hazard and risk caused by these phenomena. This PhD thesis explores various approaches using digital elevation models (DEMs) - and particularly high-resolution DEMs created by aerial or terrestrial laser scanning (TLS) - that contribute to the assessment of slope movement hazard at regional and local scales.The regional detection of areas prone to rockfalls and large rockslides uses different morphologic criteria or geometric instability factors derived from DEMs, i.e. the steepness of the slope, the presence of discontinuities, which enable a sliding mechanism, and the denudation potential. The combination of these factors leads to a map of susceptibility to rockfall initiation that is in good agreement with field studies as shown with the example of the Little Mill Campground area (Utah, USA). Another case study in the Illgraben catchment in the Swiss Alps highlighted the link between areas with a high denudation potential and actual rockfall areas.Techniques for a detailed analysis and characterization of slope movements based on high-resolution DEMs have been developed for specific, localized sites, i.e. ancient slide scars, present active instabilities or potential slope instabilities. The analysis of the site's characteristics mainly focuses on rock slopes and includes structural analyses (orientation of discontinuities); estimation of spacing, persistence and roughness of discontinuities; failure mechanisms based on the structural setting; and volume calculations. For the volume estimation a new 3D approach was tested to reconstruct the topography before a landslide or to construct the basal failure surface of an active or potential instability. The rockslides at Åknes, Tafjord and Rundefjellet in western Norway were principally used as study sites to develop and test the different techniques.The monitoring of slope instabilities investigated in this PhD thesis is essentially based on multitemporal (or sequential) high-resolution DEMs, in particular sequential point clouds acquired by TLS. The changes in the topography due to slope movements can be detected and quantified by sequential TLS datasets, notably by shortest distance comparisons revealing the 3D slope movements over the entire region of interest. A detailed analysis of rock slope movements is based on the affine transformation between an initial and a final state of the rock mass and its decomposition into translational and rotational movements. Monitoring using TLS was very successful on the fast-moving Eiger rockslide in the Swiss Alps, but also on the active rockslides of Åknes and Nordnesfjellet (northern Norway). One of the main achievements on the Eiger and Aknes rockslides is to combine the site's morphology and structural setting with the measured slope movements to produce coherent instability models. Both case studies also highlighted a strong control of the structures in the rock mass on the sliding directions. TLS was also used to monitor slope movements in soils, such as landslides in sensitive clays in Québec (Canada), shallow landslides on river banks (Sorge River, Switzerland) and a debris flow channel (Illgraben).The PhD thesis underlines the broad uses of high-resolution DEMs and especially of TLS in the detection, analysis and monitoring of slope movements. Future studies should explore in more depth the different techniques and approaches developed and used in this PhD, improve them and better integrate the findings in current hazard assessment practices and in slope stability models.Résumé Détection, analyse et surveillance de mouvements de versant à l'aide de modèles numériques de terrain de haute résolutionDes mouvements de versant, tels que des chutes de blocs, glissements de terrain ou laves torrentielles, sont fréquents dans des régions montagneuses et mettent en danger les habitants et les infrastructures ce qui rend nécessaire d'évaluer le danger et le risque causé par ces phénomènes naturels. Ce travail de thèse explore diverses approches qui utilisent des modèles numériques de terrain (MNT) et surtout des MNT de haute résolution créés par scanner laser terrestre (SLT) ou aérien - et qui contribuent à l'évaluation du danger de mouvements de versant à l'échelle régionale et locale.La détection régionale de zones propices aux chutes de blocs ou aux éboulements utilise plusieurs critères morphologiques dérivés d'un MNT, tels que la pente, la présence de discontinuités qui permettent un mécanisme de glissement ou le potentiel de dénudation. La combinaison de ces facteurs d'instabilité mène vers une carte de susceptibilité aux chutes de blocs qui est en accord avec des travaux de terrain comme démontré avec l'exemple du Little Mill Campground (Utah, États-Unis). Un autre cas d'étude - l'Illgraben dans les Alpes valaisannes - a mis en évidence le lien entre les zones à fort potentiel de dénudation et les sources effectives de chutes de blocs et d'éboulements.Des techniques pour l'analyse et la caractérisation détaillée de mouvements de versant basées sur des MNT de haute résolution ont été développées pour des sites spécifiques et localisés, comme par exemple des cicatrices d'anciens éboulements et des instabilités actives ou potentielles. Cette analyse se focalise principalement sur des pentes rocheuses et comprend l'analyse structurale (orientation des discontinuités); l'estimation de l'espacement, la persistance et la rugosité des discontinuités; l'établissement des mécanismes de rupture; et le calcul de volumes. Pour cela une nouvelle approche a été testée en rétablissant la topographie antérieure au glissement ou en construisant la surface de rupture d'instabilités actuelles ou potentielles. Les glissements rocheux d'Åknes, Tafjord et Rundefjellet en Norvège ont été surtout utilisés comme cas d'étude pour développer et tester les diverses approches. La surveillance d'instabilités de versant effectuée dans cette thèse de doctorat est essentiellement basée sur des MNT de haute résolution multi-temporels (ou séquentiels), en particulier des nuages de points séquentiels acquis par SLT. Les changements topographiques dus aux mouvements de versant peuvent être détectés et quantifiés sur l'ensemble d'un glissement, notamment par comparaisons des distances les plus courtes entre deux nuages de points. L'analyse détaillée des mouvements est basée sur la transformation affine entre la position initiale et finale d'un bloc et sa décomposition en mouvements translationnels et rotationnels. La surveillance par SLT a démontré son potentiel avec l'effondrement d'un pan de l'Eiger dans les Alpes suisses, mais aussi aux glissements rocheux d'Aknes et Nordnesfjellet en Norvège. Une des principales avancées à l'Eiger et à Aknes est la création de modèles d'instabilité cohérents en combinant la morphologie et l'agencement structural des sites avec les mesures de déplacements. Ces deux cas d'étude ont aussi démontré le fort contrôle des structures existantes dans le massif rocheux sur les directions de glissement. Le SLT a également été utilisé pour surveiller des glissements dans des terrains meubles comme dans les argiles sensibles au Québec (Canada), sur les berges de la rivière Sorge en Suisse et dans le chenal à laves torrentielles de l'Illgraben.Cette thèse de doctorat souligne le vaste champ d'applications des MNT de haute résolution et particulièrement du SLT dans la détection, l'analyse et la surveillance des mouvements de versant. Des études futures devraient explorer plus en profondeur les différentes techniques et approches développées, les améliorer et mieux les intégrer dans des pratiques actuelles d'analyse de danger et surtout dans la modélisation de stabilité des versants.

Brain Connectivity Analysis in Children. Effects of Prematurity. and Prenatal Growth Restriction

Introduction: Survival of children born prematurely or with very low birth weight has increased dramatically, but the long term developmental outcome remains unknown. Many children have deficits in cognitive capacities, in particular involving executive domains and those disabilities are likely to involve a central nervous system deficit. To understand their neurostructural origin, we use DTI. Structurally segregated and functionally regions of the cerebral cortex are interconnected by a dense network of axonal pathways. We noninvasively map these pathways across cortical hemispheres and construct normalized structural connection matrices derived from DTI MR tractography. Group comparisons of brain connectivity reveal significant changes in fiber density in case of children with poor intrauterine grown and extremely premature children (gestational age<28 weeks at birth) compared to control subjects. This changes suggest a link between cortico-axonal pathways and the central nervous system deficit. Methods: Sixty premature born infants (5-6 years old) were scanned on clinical 3T scanner (Magnetom Trio, Siemens Medical Solutions, Erlangen, Germany) at two hospitals (HUG, Geneva and CHUV, Lausanne). For each subject, T1-weighted MPRAGE images (TR/TE=2500/2.91,TI=1100, resolution=1x1x1mm, matrix=256x154) and DTI images (30 directions, TR/TE=10200/107, in-plane resolution=1.8x1.8x2mm, 64 axial, matrix=112x112) were acquired. Parent(s) provided written consent on prior ethical board approval. The extraction of the Whole Brain Structural Connectivity Matrix was performed following (Cammoun, 2009 and Hagmann, 2008). The MPARGE images were registered using an affine registration to the non-weighted-DTI and WM-GM segmentation performed on it. In order to have equal anatomical localization among subjects, 66 cortical regions with anatomical landmarks were created using the curvature information, i.e. sulcus and gyrus (Cammoun et al, 2007; Fischl et al, 2004; Desikan et al, 2006) with freesurfer software (http://surfer.nmr.mgh.harvard.edu/). Tractography was performed in WM using an algorithm especially designed for DTI/DSI data (Hagmann et al., 2007) and both information were then combined in a matrix. Each row and column of the matrix corresponds to a particular ROI. Each cell of index (i,j) represents the fiber density of the bundle connecting the ROIs i and j. Subdividing each cortical region, we obtained 4 Connectivity Matrices of different resolution (33, 66, 125 and 250 ROI/hemisphere) for each subject . Subjects were sorted in 3 different groups, namely (1) control, (2) Intrauterine Growth Restriction (IUGR), (3) Extreme Prematurity (EP), depending on their gestational age, weight and percentile-weight score at birth. Group-to-group comparisons were performed between groups (1)-(2) and (1)-(3). The mean age at examination of the three groups were similar. Results: Quantitative analysis were performed between groups to determine fibers density differences. For each group, a mean connectivity matrix with 33ROI/hemisphere resolution was computed. On the other hand, for all matrix resolutions (33,66,125,250 ROI/hemisphere), the number of bundles were computed and averaged. As seen in figure 1, EP and IUGR subjects present an overall reduction of fibers density in both interhemispherical and intrahemispherical connections. This is given quantitatively in table 1. IUGR subjects presents a higher percentage of missing fiber bundles than EP when compared to control subjects (~16% against 11%). When comparing both groups to control subjects, for the EP subjects, the occipito-parietal regions seem less interhemispherically connected whilst the intrahemispherical networks present lack of fiber density in the lymbic system. Children born with IUGR, have similar reductions in interhemispherical connections than the EP. However, the cuneus and precuneus connections with the precentral and paracentral lobe are even lower than in the case of the EP. For the intrahemispherical connections the IUGR group preset a loss of fiber density between the deep gray matter structures (striatum) and the frontal and middlefrontal poles, connections typically involved in the control of executive functions. For the qualitative analysis, a t-test comparing number of bundles (p-value<0.05) gave some preliminary significant results (figure 2). Again, even if both IUGR and EP appear to have significantly less connections comparing to the control subjects, the IUGR cohort seems to present a higher lack of fiber density specially relying the cuneus, precuneus and parietal areas. In terms of fiber density, preliminary Wilcoxon tests seem to validate the hypothesis set by the previous analysis. Conclusions: The goal of this study was to determine the effect of extreme prematurity and poor intrauterine growth on neurostructural development at the age of 6 years-old. This data indicates that differences in connectivity may well be the basis for the neurostructural and neuropsychological deficit described in these populations in the absence of overt brain lesions (Inder TE, 2005; Borradori-Tolsa, 2004; Dubois, 2008). Indeed, we suggest that IUGR and prematurity leads to alteration of connectivity between brain structures, especially in occipito-parietal and frontal lobes for EP and frontal and middletemporal poles for IUGR. Overall, IUGR children have a higher loss of connectivity in the overall connectivity matrix than EP children. In both cases, the localized alteration of connectivity suggests a direct link between cortico-axonal pathways and the central nervous system deficit. Our next step is to link these connectivity alterations to the performance in executive function tests.