Structure and dynamics of thin colloidal films

This thesis begins by studying the thickness of evaporative spin coated colloidal crystals and demonstrates the variation of the thickness as a function of suspension concentration and spin rate. Particularly, the films are thicker with higher suspension concentration and lower spin rate. This study also provides evidence for the reproducibility of spin coating in terms of the thickness of the resulting colloidal films. These colloidal films, as well as the ones obtained from various other methods such as convective assembly and dip coating, usually possess a crystalline structure. Due to the lack of a comprehensive method for characterization of order in colloidal structures, a procedure is developed for such a characterization in terms of local and longer range translational and orientational order. Translational measures turn out to be adequate for characterizing small deviations from perfect order, while orientational measures are more informative for polycrystalline and highly disordered crystals. Finally, to obtain an understanding of the relationship between dynamics and structure, the dynamics of colloids in a quasi-2D suspension as a function of packing fraction is studied. The tools that are used are mean square displacement (MSD) and the self part of the van Hove function. The slow down of dynamics is observed as the packing fraction increases, accompanied with the emergence of 6-fold symmetry within the system. The dynamics turns out to be non-Gaussian at early times and Gaussian at later times for packing fractions below 0.6. Above this packing fraction, the dynamics is non-Gaussian at all times. Also the diffusion coefficient is calculated from MSD and the van Hove function. It goes down as the packing fraction is increased.

Métodos heurísticos para un problema multicriterio de distribución de ayuda humanitaria

Large scale disasters, such as the one caused by the Typhoon Haiyan, which devastated portions of the Philippines in 2013, or the catastrophic 2010 Haiti earthquake, which caused major damage in Port-au-Prince and other settlements in the region, have massive and lasting effects on populations. Nowadays, disasters can be considered as a consequence of inappropriately managed risk. These risks are the product of hazards and vulnerability, which refers to the extent to which a community can be affected by the impact of a hazard. In this way, developing countries, due to their greater vulnerability, suffer the highest costs when a disaster occurs. Disaster relief is a challenge for politics, economies, and societies worldwide. Humanitarian organizations face multiple decision problems when responding to disasters. In particular, once a disaster strikes, the distribution of humanitarian aid to the population affected is one of the most fundamental operations in what is called humanitarian logistics. This term is defined as the process of planning, implementing and controlling the effcient, cost-effective ow and storage of goods and materials as well as related information, from the point of origin to the point of consumption, for the purpose of meeting the end bene- ciaries' requirements and alleviate the suffering of vulnerable people, [the Humanitarian Logistics Conference, 2004 (Fritz Institute)]. During the last decade there has been an increasing interest in the OR/MS community in studying this topic, pointing out the similarities and differences between humanitarian and business logistics, and developing models suited to handle the special characteristics of these problems. Several authors have pointed out that traditional logistic objectives, such as minimizing operation cost, are not the most relevant goals in humanitarian operations. Other factors, such as the time of operation, or the design of safe and equitable distribution plans, come to the front, and new models and algorithms are needed to cope with these special features. Up to six attributes related to the distribution plan are considered in our multi-criteria approach. Even though there are usually simple ways to measure the cost of an operation, the evaluation of some other attributes such as security or equity is not easy. As a result, several attribute measures are proposed and developed, focusing on different aspects of the solutions. Furthermore, when metaheuristic solution methods are used, considering non linear objective functions does not increase the complexity of the algorithms significantly, and thus more accurate measures can be utilized...

Bayesian Emulation for Sequential Modeling, Inference and Decision Analysis

The advances in three related areas of state-space modeling, sequential Bayesian learning, and decision analysis are addressed, with the statistical challenges of scalability and associated dynamic sparsity. The key theme that ties the three areas is Bayesian model emulation: solving challenging analysis/computational problems using creative model emulators. This idea defines theoretical and applied advances in non-linear, non-Gaussian state-space modeling, dynamic sparsity, decision analysis and statistical computation, across linked contexts of multivariate time series and dynamic networks studies. Examples and applications in financial time series and portfolio analysis, macroeconomics and internet studies from computational advertising demonstrate the utility of the core methodological innovations.

Chapter 1 summarizes the three areas/problems and the key idea of emulating in those areas. Chapter 2 discusses the sequential analysis of latent threshold models with use of emulating models that allows for analytical filtering to enhance the efficiency of posterior sampling. Chapter 3 examines the emulator model in decision analysis, or the synthetic model, that is equivalent to the loss function in the original minimization problem, and shows its performance in the context of sequential portfolio optimization. Chapter 4 describes the method for modeling the steaming data of counts observed on a large network that relies on emulating the whole, dependent network model by independent, conjugate sub-models customized to each set of flow. Chapter 5 reviews those advances and makes the concluding remarks.

Aspects of Chiral Symmetry Breaking in Lattice QCD

Thesis (Ph.D.)--University of Washington, 2016-08

Modelo de Kuramoto com campos aleatórios em redes complexas

Neste trabalho é estudado o modelo de Kuramoto num grafo completo, em redes scale-free com uma distribuição de ligações P(q) ~ q-Y e na presença de campos aleatórios com magnitude constante e gaussiana. Para tal, foi considerado o método Ott-Antonsen e uma aproximação "annealed network". Num grafo completo, na presença de campos aleatórios gaussianos, e em redes scale-free com 2 < y < 5 na presença de ambos os campos aleatórios referidos, foram encontradas transições de fase contínuas. Considerando a presença de campos aleatórios com magnitude constante num grafo completo e em redes scale-free com y > 5, encontraram-se transições de fase contínua (h < √2) e descontínua (h > √2). Para uma rede SF com y = 3, foi observada uma transição de fase de ordem infinita. Os resultados do modelo de Kuramoto num grafo completo e na presença de campos aleatórios com magnitude constante foram comparados aos de simulações, tendo-se verificado uma boa concordância. Verifica-se que, independentemente da topologia de rede, a constante de acoplamento crítico aumenta com a magnitude do campo considerado. Na topologia de rede scale-free, concluiu-se que o valor do acoplamento crítico diminui à medida que valor de y diminui e que o grau de sincronização aumenta com o aumento do número médio das ligações na rede. A presença de campos aleatórios com magnitude gaussiana num grafo completo e numa rede scale-free com y > 2 não destrói a transição de fase contínua e não altera o comportamento crítico do modelo de Kuramoto.

Estudo de modelos simplificados com interações de longo alcance no ensemble microcanônico

Tese (doutorado)Universidade de Brasília, Instituto de Física, Programa de Pós-Graduação em Física, 2015.

Utilização de plantas medicinais no tratamento de feridas : perfil do stryphnodendron barbatiman

Introdução – O recurso à utilização de plantas com fins terapêuticos, é uma das mais antigas formas de prática medicinal da humanidade, sobretudo por parte da população de países menos desenvolvidos, que ainda hoje, segundo a Organização Mundial de Saúde, recorre, em muitas situações, à utilização das plantas medicinais como a única forma de acesso aos cuidados básicos de saúde. Porém, e apesar do advento da medicina moderna, que se correndo do avanço da biotecnologia, por meio da qual as plantas, consideradas medicinais, podem ter seu potencial terapêutico aprovado pela ciência para fins medicamentosos, uma parte significativa da comercialização de plantas medicinais continua a não ser feita em farmácias ou lojas de produtos naturais, mas sim comercializadas em feiras livres, pelos chamados raizeiros. Partindo deste enquadramento, os objetivos centrais desta investigação foram: identificar quais as espécies de plantas medicinais mais indicadas por comerciantes, raizeiros, no tratamento de feridas e que são comercializadas nas mais importantes feiras livres da cidade de Maceió, e caracterizar a fonte de conhecimento desses raizeiros, em relação às mesmas. Métodos – Realizou-se um estudo que seguiu os pressupostos de uma pesquisa de natureza qualitativa, de matriz transversal, com recurso a uma amostra não probabilística, acidental e por conveniência constituída por 26 raizeiros, na sua maioria pertencentes ao do grupo etário dos 37-52 anos (46,14%), que desenvolvem a atividade comercial de plantas medicinais como sua única e/ou principal atividade produtiva (76,90%), e em que 50% são do sexo feminino. Como instrumento de recolha de dados recorreu-se à entrevista, a partir de convites efectuados pela autora do estudo na sequência da realização de visitas às principais feiras livres da cidade de Maceió-AL. Resultados – Os dados recolhidos pela totalidade das entrevistas permitiram constatar que o barbatimão (Stryphnodendron barbatiman) é a planta mais frequentemente indicada para o tratamento em feridas, logo seguida da Aroeira (MyracrodruonurundeuvaLâmina), e da Sambacaitá (Hyptis pectinata). As menos recomendadas são a Garra do Diabo (Harpagophytum procubens); a Jatobá (Hymenae acourbaril L.) e a Babosa (Aloe arborescens). A maioria dos raizeiros afirmaram também que recomendavam a “casca” e a “entre casca” como a forma farmacêutica mais eficaz. Em relação à aprendizagem/ conhecimento sobre a utilização medicinal do barbatimão (Stryphnodendron barbatiman): 69,3% dos raizeiros entrevistados afirmaram ter aprendido com familiares; 19,2 com amigos e 11,5% através de conversas com outros comerciantes do mesmo ramo de negócio. Cem por cento dos entrevistados afirmaram que o Stryphnodendron barbatiman, independetemente de ser a planta mais recomendada pelos raizeiros, é a planta mais procurada pela população e, que segundo a mesma, é a que apresenta um melhor resultado. Apenas 50% dos entrevistados refere que o barbatimão é armazenado seco e ensacado, e quanto questionados sobre a validade do mesmo, 69,3% dos raizeiros afirmaram que esse prazo é indeterminado. Quanto à duração da “terapia” pelo barbatimão, 100% dos raizeiros entrevistados, afirmaram que deve permanecer durante o tempo que o paciente ou o profissional de saúde que estiver acompanhando o caso, julgar necessário. Conclusões – Os resultados deste estudo vêm confirmar que o recurso à utilização de plantas com fins terapêuticos no tratamento de feridas, por parte da população brasileira, continua sendo muito usual, sendo o barbatimão (Stryphnodendron barbatimam) o mais indicado e conhecido pela cultura popular. Nesse sentido é relevante que, por um lado, o profissional de enfermagem, procure entender a utilização dessa planta medicinal, popularmente utilizada, com afirmativa de êxito, no tratamento de feridas, e por outro, entendemos ser necessária a realização de estudos multidisciplinares que permitam a ampliação e a profundidade dos conhecimentos das plantas medicinais, como agem, quais são os seus efeitos tóxicos e colaterais, e quais as suas verdadeiras indicações terapêuticas. Palavras-chave: Plantas Medicinais, Ferimentos e lesões, Tratamento, Enfermagem, Raizeiros.

Os critérios de gatekeeping que evitam que uma lovebrand se transforme numa hatebrand

A relação marca/consumidor é importante e, atualmente, com a evolução tecnológica e com a disseminação das redes sociais, a sua importância subiu de nível pois o meio online permite que os consumidores estejam mais informados e tenham mais consciência das diversas opções que existem no mercado. Como tal, as marcas aproveitam as redes sociais, tais como o Facebook, para se fazerem notar, para mostrarem o seu lado mais humano e assim estabelecer comunicação com os utilizadores de forma a criar ou manter uma relação mais íntima com o mesmo. Contudo, a liberdade de expressão que existe nas redes sociais nem sempre é favorável às marcas, o que faz com que estas optem por utilizar critérios de gatekeeping para filtrar alguns conteúdos. O que se pretende deste estudo não experimental de tipo exploratório e de método qualitativo, é aferir que critérios de gatekeeping é que são mais suscetíveis de serem utilizados pelas marcas, de forma a evitarem que a relação forte que detêm com o consumidor fique comprometida e manchada pelo ódio e, consequentemente, perceber como é feita a gestão das próprias páginas de Facebook. O objeto do estudo em causa envolve, assim, duas empresas do setor eletrónico que são concorrentes diretas e que têm consumidores muito dedicados e que foram selecionadas através de um método de amostragem não aleatório intencional.

Credit risk & forward price models

Doutoramento em Gestão

New perspectives in statistical mechanics and high-dimensional inference

The main purpose of this thesis is to go beyond two usual assumptions that accompany theoretical analysis in spin-glasses and inference: the i.i.d. (independently and identically distributed) hypothesis on the noise elements and the finite rank regime. The first one appears since the early birth of spin-glasses. The second one instead concerns the inference viewpoint. Disordered systems and Bayesian inference have a well-established relation, evidenced by their continuous cross-fertilization. The thesis makes use of techniques coming both from the rigorous mathematical machinery of spin-glasses, such as the interpolation scheme, and from Statistical Physics, such as the replica method. The first chapter contains an introduction to the Sherrington-Kirkpatrick and spiked Wigner models. The first is a mean field spin-glass where the couplings are i.i.d. Gaussian random variables. The second instead amounts to establish the information theoretical limits in the reconstruction of a fixed low rank matrix, the “spike”, blurred by additive Gaussian noise. In chapters 2 and 3 the i.i.d. hypothesis on the noise is broken by assuming a noise with inhomogeneous variance profile. In spin-glasses this leads to multi-species models. The inferential counterpart is called spatial coupling. All the previous models are usually studied in the Bayes-optimal setting, where everything is known about the generating process of the data. In chapter 4 instead we study the spiked Wigner model where the prior on the signal to reconstruct is ignored. In chapter 5 we analyze the statistical limits of a spiked Wigner model where the noise is no longer Gaussian, but drawn from a random matrix ensemble, which makes its elements dependent. The thesis ends with chapter 6, where the challenging problem of high-rank probabilistic matrix factorization is tackled. Here we introduce a new procedure called "decimation" and we show that it is theoretically to perform matrix factorization through it.

On degeneracy and invariances of random fields paths with applications in Gaussian process modelling

We study pathwise invariances and degeneracies of random fields with motivating applications in Gaussian process modelling. The key idea is that a number of structural properties one may wish to impose a priori on functions boil down to degeneracy properties under well-chosen linear operators. We first show in a second order set-up that almost sure degeneracy of random field paths under some class of linear operators defined in terms of signed measures can be controlled through the two first moments. A special focus is then put on the Gaussian case, where these results are revisited and extended to further linear operators thanks to state-of-the-art representations. Several degeneracy properties are tackled, including random fields with symmetric paths, centred paths, harmonic paths, or sparse paths. The proposed approach delivers a number of promising results and perspectives in Gaussian process modelling. In a first numerical experiment, it is shown that dedicated kernels can be used to infer an axis of symmetry. Our second numerical experiment deals with conditional simulations of a solution to the heat equation, and it is found that adapted kernels notably enable improved predictions of non-linear functionals of the field such as its maximum.

Rotation invariant iris feature extraction using Gaussian Markov random fields with non-separable wavelet

Rotation invariance is important for an iris recognition system since changes of head orientation and binocular vergence may cause eye rotation. The conventional methods of iris recognition cannot achieve true rotation invariance. They only achieve approximate rotation invariance by rotating the feature vector before matching or unwrapping the iris ring at different initial angles. In these methods, the complexity of the method is increased, and when the rotation scale is beyond the certain scope, the error rates of these methods may substantially increase. In order to solve this problem, a new rotation invariant approach for iris feature extraction based on the non-separable wavelet is proposed in this paper. Firstly, a bank of non-separable orthogonal wavelet filters is used to capture characteristics of the iris. Secondly, a method of Markov random fields is used to capture rotation invariant iris feature. Finally, two-class kernel Fisher classifiers are adopted for classification. Experimental results on public iris databases show that the proposed approach has a low error rate and achieves true rotation invariance. © 2010.

Segmental dataset and whole body expression data do not support the hypothesis that non-random movement is an intrinsic property of Drosophila retrogenes

Background: Several studies in Drosophila have shown excessive movement of retrogenes from the X chromosome to autosomes, and that these genes are frequently expressed in the testis. This phenomenon has led to several hypotheses invoking natural selection as the process driving male-biased genes to the autosomes. Metta and Schlotterer (BMC Evol Biol 2010, 10:114) analyzed a set of retrogenes where the parental gene has been subsequently lost. They assumed that this class of retrogenes replaced the ancestral functions of the parental gene, and reported that these retrogenes, although mostly originating from movement out of the X chromosome, showed female-biased or unbiased expression. These observations led the authors to suggest that selective forces (such as meiotic sex chromosome inactivation and sexual antagonism) were not responsible for the observed pattern of retrogene movement out of the X chromosome. Results: We reanalyzed the dataset published by Metta and Schlotterer and found several issues that led us to a different conclusion. In particular, Metta and Schlotterer used a dataset combined with expression data in which significant sex-biased expression is not detectable. First, the authors used a segmental dataset where the genes selected for analysis were less testis-biased in expression than those that were excluded from the study. Second, sex-biased expression was defined by comparing male and female whole-body data and not the expression of these genes in gonadal tissues. This approach significantly reduces the probability of detecting sex-biased expressed genes, which explains why the vast majority of the genes analyzed (parental and retrogenes) were equally expressed in both males and females. Third, the female-biased expression observed by Metta and Schltterer is mostly found for parental genes located on the X chromosome, which is known to be enriched with genes with female-biased expression. Fourth, using additional gonad expression data, we found that autosomal genes analyzed by Metta and Schlotterer are less up regulated in ovaries and have higher chance to be expressed in meiotic cells of spermatogenesis when compared to X-linked genes. Conclusions: The criteria used to select retrogenes and the sex-biased expression data based on whole adult flies generated a segmental dataset of female-biased and unbiased expressed genes that was unable to detect the higher propensity of autosomal retrogenes to be expressed in males. Thus, there is no support for the authors' view that the movement of new retrogenes, which originated from X-linked parental genes, was not driven by selection. Therefore, selection-based genetic models remain the most parsimonious explanations for the observed chromosomal distribution of retrogenes.

Quantifying uncertainty on Pareto fronts with Gaussian process conditional simulations

Multi-objective optimization algorithms aim at finding Pareto-optimal solutions. Recovering Pareto fronts or Pareto sets from a limited number of function evaluations are challenging problems. A popular approach in the case of expensive-to-evaluate functions is to appeal to metamodels. Kriging has been shown efficient as a base for sequential multi-objective optimization, notably through infill sampling criteria balancing exploitation and exploration such as the Expected Hypervolume Improvement. Here we consider Kriging metamodels not only for selecting new points, but as a tool for estimating the whole Pareto front and quantifying how much uncertainty remains on it at any stage of Kriging-based multi-objective optimization algorithms. Our approach relies on the Gaussian process interpretation of Kriging, and bases upon conditional simulations. Using concepts from random set theory, we propose to adapt the Vorob’ev expectation and deviation to capture the variability of the set of non-dominated points. Numerical experiments illustrate the potential of the proposed workflow, and it is shown on examples how Gaussian process simulations and the estimated Vorob’ev deviation can be used to monitor the ability of Kriging-based multi-objective optimization algorithms to accurately learn the Pareto front.