The role of pinning and instability in a class of non-equilibrium growth models

We study the dynamics of a growing crystalline facet where the growth mechanism is controlled by the geometry of the local curvature. A continuum model, in (2+1) dimensions, is developed in analogy with the Kardar-Parisi-Zhang (KPZ) model is considered for the purpose. Following standard coarse graining procedures, it is shown that in the large time, long distance limit, the continuum model predicts a curvature independent KPZ phase, thereby suppressing all explicit effects of curvature and local pinning in the system, in the "perturbative" limit. A direct numerical integration of this growth equation, in 1+1 dimensions, supports this observation below a critical parametric range, above which generic instabilities, in the form of isolated pillared structures lead to deviations from standard scaling behaviour. Possibilities of controlling this instability by introducing statistically "irrelevant" (in the sense of renormalisation groups) higher ordered nonlinearities have also been discussed.

Large-scale molecular dynamics simulations of HLA-A*0201 complexed with a tumor-specific antigenic peptide:can the α3 and β2m domains be neglected?

Large-scale massively parallel molecular dynamics (MD) simulations of the human class I major histo-compatibility complex (MHC) protein HLA-A*0201 bound to a decameric tumor-specific antigenic peptide GVY-DGREHTV were performed using a scalable MD code on high-performance computing platforms. Such computational capabilities put us in reach of simulations of various scales and complexities. The supercomputing resources available Large-scale massively parallel molecular dynamics (MD) simulations of the human class I major histocompatibility complex (MHC) protein HLA-A*0201 bound to a decameric tumor-specific antigenic peptide GVYDGREHTV were performed using a scalable MD code on high-performance computing platforms. Such computational capabilities put us in reach of simulations of various scales and complexities. The supercomputing resources available for this study allow us to compare directly differences in the behavior of very large molecular models; in this case, the entire extracellular portion of the peptide–MHC complex vs. the isolated peptide binding domain. Comparison of the results from the partial and the whole system simulations indicates that the peptide is less tightly bound in the partial system than in the whole system. From a detailed study of conformations, solvent-accessible surface area, the nature of the water network structure, and the binding energies, we conclude that, when considering the conformation of the α1–α2 domain, the α3 and β2m domains cannot be neglected. © 2004 Wiley Periodicals, Inc. J Comput Chem 25: 1803–1813, 2004

A Sensitive Metric of Class Cohesion

Metrics estimate the quality of different aspects of software. In particular, cohesion indicates how well the parts of a system hold together. A metric to evaluate class cohesion is important in object-oriented programming because it gives an indication of a good design of classes. There are several proposals of metrics for class cohesion but they have several problems (for instance, low discrimination). In this paper, a new metric to evaluate class cohesion is proposed, called SCOM, which has several relevant features. It has an intuitive and analytical formulation, what is necessary to apply it to large-size software systems. It is normalized to produce values in the range [0..1], thus yielding meaningful values. It is also more sensitive than those previously reported in the literature. The attributes and methods used to evaluate SCOM are unambiguously stated. SCOM has an analytical threshold, which is a very useful but rare feature in software metrics. We assess the metric with several sample cases, showing that it gives more sensitive values than other well know cohesion metrics.

A Method for Solving a Class of Multiple-Criteria Analysis Problems

AMS subject classification: 90C29.

Langevin dynamics, large deviations and instantons for the quasi-geostrophic model and two-dimensional Euler equations

We investigate a class of simple models for Langevin dynamics of turbulent flows, including the one-layer quasi-geostrophic equation and the two-dimensional Euler equations. Starting from a path integral representation of the transition probability, we compute the most probable fluctuation paths from one attractor to any state within its basin of attraction. We prove that such fluctuation paths are the time reversed trajectories of the relaxation paths for a corresponding dual dynamics, which are also within the framework of quasi-geostrophic Langevin dynamics. Cases with or without detailed balance are studied. We discuss a specific example for which the stationary measure displays either a second order (continuous) or a first order (discontinuous) phase transition and a tricritical point. In situations where a first order phase transition is observed, the dynamics are bistable. Then, the transition paths between two coexisting attractors are instantons (fluctuation paths from an attractor to a saddle), which are related to the relaxation paths of the corresponding dual dynamics. For this example, we show how one can analytically determine the instantons and compute the transition probabilities for rare transitions between two attractors.

Explaining the effects of class size on faculty and students

This study explored the effects of class size on faculty and students. Specifically, it examined the relationship of class size and students' participation in class, faculty interactive styles, and academic environment and how these behaviors affected student achievement (percentage of students passing). The sample was composed of 629 students in 30 sections of Algebra I at a large, urban community college. A survey was administered to the students to solicit their perceptions on their participation in class, their faculty interaction style, and the academic environment in their classes. Selected classes were observed to triangulate the findings. The relationship of class size to student participation, faculty interactive styles, and academic environment was determined by using hierarchical linear modeling (HLM). A significant difference was found on the participation of students related to class size. Students in smaller classes participated more and were more engaged than students in larger classes. Regression analysis using the same variables in small and large classes showed that faculty interactive styles significantly predicted student achievement. Stepwise regression analyses of student and faculty background variables showed that (a) students' estimate of GPA was significantly related to their achievement (r = .63); (b) older students reported more participation than did younger ones, (c) students in classes taught by female, Hispanic faculty earned higher passing grades, and (d) students' participation was greater with adjunct professors. Class observations corroborated these findings. The analysis and observational data provided sufficient evidence to warrant the conclusion that small classes were not always most effective in promoting achievement. It was found that small classes may be an artifact of ineffectual teaching, actual or by reputation. While students in small classes participate and are more engaged than students in larger classes, the class-size effect is essentially due to what happens in instruction to promote learning. The interaction of the faculty with students significantly predicted students' achievement regardless of class size. Since college students select their own classes, students do not register for classes taught by faculty with poor teaching reputation, thereby leading to small classes. Further studies are suggested to determine reasons why classes differ in size.

Quantitative Comparison of Plant Community Hydrology Using Large-Extent, Long-Term Data

Large-extent vegetation datasets that co-occur with long-term hydrology data provide new ways to develop biologically meaningful hydrologic variables and to determine plant community responses to hydrology. We analyzed the suitability of different hydrological variables to predict vegetation in two water conservation areas (WCAs) in the Florida Everglades, USA, and developed metrics to define realized hydrologic optima and tolerances. Using vegetation data spatially co-located with long-term hydrological records, we evaluated seven variables describing water depth, hydroperiod length, and number of wet/dry events; each variable was tested for 2-, 4- and 10-year intervals for Julian annual averages and environmentally-defined hydrologic intervals. Maximum length and maximum water depth during the wet period calculated for environmentally-defined hydrologic intervals over a 4-year period were the best predictors of vegetation type. Proportional abundance of vegetation types along hydrological gradients indicated that communities had different realized optima and tolerances across WCAs. Although in both WCAs, the trees/shrubs class was on the drier/shallower end of hydrological gradients, while slough communities occupied the wetter/deeper end, the distribution ofCladium, Typha, wet prairie and Salix communities, which were intermediate for most hydrological variables, varied in proportional abundance along hydrologic gradients between WCAs, indicating that realized optima and tolerances are context-dependent.

Bayesian Inference in Large-scale Problems

Many modern applications fall into the category of "large-scale" statistical problems, in which both the number of observations n and the number of features or parameters p may be large. Many existing methods focus on point estimation, despite the continued relevance of uncertainty quantification in the sciences, where the number of parameters to estimate often exceeds the sample size, despite huge increases in the value of n typically seen in many fields. Thus, the tendency in some areas of industry to dispense with traditional statistical analysis on the basis that "n=all" is of little relevance outside of certain narrow applications. The main result of the Big Data revolution in most fields has instead been to make computation much harder without reducing the importance of uncertainty quantification. Bayesian methods excel at uncertainty quantification, but often scale poorly relative to alternatives. This conflict between the statistical advantages of Bayesian procedures and their substantial computational disadvantages is perhaps the greatest challenge facing modern Bayesian statistics, and is the primary motivation for the work presented here.

Two general strategies for scaling Bayesian inference are considered. The first is the development of methods that lend themselves to faster computation, and the second is design and characterization of computational algorithms that scale better in n or p. In the first instance, the focus is on joint inference outside of the standard problem of multivariate continuous data that has been a major focus of previous theoretical work in this area. In the second area, we pursue strategies for improving the speed of Markov chain Monte Carlo algorithms, and characterizing their performance in large-scale settings. Throughout, the focus is on rigorous theoretical evaluation combined with empirical demonstrations of performance and concordance with the theory.

One topic we consider is modeling the joint distribution of multivariate categorical data, often summarized in a contingency table. Contingency table analysis routinely relies on log-linear models, with latent structure analysis providing a common alternative. Latent structure models lead to a reduced rank tensor factorization of the probability mass function for multivariate categorical data, while log-linear models achieve dimensionality reduction through sparsity. Little is known about the relationship between these notions of dimensionality reduction in the two paradigms. In Chapter 2, we derive several results relating the support of a log-linear model to nonnegative ranks of the associated probability tensor. Motivated by these findings, we propose a new collapsed Tucker class of tensor decompositions, which bridge existing PARAFAC and Tucker decompositions, providing a more flexible framework for parsimoniously characterizing multivariate categorical data. Taking a Bayesian approach to inference, we illustrate empirical advantages of the new decompositions.

Latent class models for the joint distribution of multivariate categorical, such as the PARAFAC decomposition, data play an important role in the analysis of population structure. In this context, the number of latent classes is interpreted as the number of genetically distinct subpopulations of an organism, an important factor in the analysis of evolutionary processes and conservation status. Existing methods focus on point estimates of the number of subpopulations, and lack robust uncertainty quantification. Moreover, whether the number of latent classes in these models is even an identified parameter is an open question. In Chapter 3, we show that when the model is properly specified, the correct number of subpopulations can be recovered almost surely. We then propose an alternative method for estimating the number of latent subpopulations that provides good quantification of uncertainty, and provide a simple procedure for verifying that the proposed method is consistent for the number of subpopulations. The performance of the model in estimating the number of subpopulations and other common population structure inference problems is assessed in simulations and a real data application.

In contingency table analysis, sparse data is frequently encountered for even modest numbers of variables, resulting in non-existence of maximum likelihood estimates. A common solution is to obtain regularized estimates of the parameters of a log-linear model. Bayesian methods provide a coherent approach to regularization, but are often computationally intensive. Conjugate priors ease computational demands, but the conjugate Diaconis--Ylvisaker priors for the parameters of log-linear models do not give rise to closed form credible regions, complicating posterior inference. In Chapter 4 we derive the optimal Gaussian approximation to the posterior for log-linear models with Diaconis--Ylvisaker priors, and provide convergence rate and finite-sample bounds for the Kullback-Leibler divergence between the exact posterior and the optimal Gaussian approximation. We demonstrate empirically in simulations and a real data application that the approximation is highly accurate, even in relatively small samples. The proposed approximation provides a computationally scalable and principled approach to regularized estimation and approximate Bayesian inference for log-linear models.

Another challenging and somewhat non-standard joint modeling problem is inference on tail dependence in stochastic processes. In applications where extreme dependence is of interest, data are almost always time-indexed. Existing methods for inference and modeling in this setting often cluster extreme events or choose window sizes with the goal of preserving temporal information. In Chapter 5, we propose an alternative paradigm for inference on tail dependence in stochastic processes with arbitrary temporal dependence structure in the extremes, based on the idea that the information on strength of tail dependence and the temporal structure in this dependence are both encoded in waiting times between exceedances of high thresholds. We construct a class of time-indexed stochastic processes with tail dependence obtained by endowing the support points in de Haan's spectral representation of max-stable processes with velocities and lifetimes. We extend Smith's model to these max-stable velocity processes and obtain the distribution of waiting times between extreme events at multiple locations. Motivated by this result, a new definition of tail dependence is proposed that is a function of the distribution of waiting times between threshold exceedances, and an inferential framework is constructed for estimating the strength of extremal dependence and quantifying uncertainty in this paradigm. The method is applied to climatological, financial, and electrophysiology data.

The remainder of this thesis focuses on posterior computation by Markov chain Monte Carlo. The Markov Chain Monte Carlo method is the dominant paradigm for posterior computation in Bayesian analysis. It has long been common to control computation time by making approximations to the Markov transition kernel. Comparatively little attention has been paid to convergence and estimation error in these approximating Markov Chains. In Chapter 6, we propose a framework for assessing when to use approximations in MCMC algorithms, and how much error in the transition kernel should be tolerated to obtain optimal estimation performance with respect to a specified loss function and computational budget. The results require only ergodicity of the exact kernel and control of the kernel approximation accuracy. The theoretical framework is applied to approximations based on random subsets of data, low-rank approximations of Gaussian processes, and a novel approximating Markov chain for discrete mixture models.

Data augmentation Gibbs samplers are arguably the most popular class of algorithm for approximately sampling from the posterior distribution for the parameters of generalized linear models. The truncated Normal and Polya-Gamma data augmentation samplers are standard examples for probit and logit links, respectively. Motivated by an important problem in quantitative advertising, in Chapter 7 we consider the application of these algorithms to modeling rare events. We show that when the sample size is large but the observed number of successes is small, these data augmentation samplers mix very slowly, with a spectral gap that converges to zero at a rate at least proportional to the reciprocal of the square root of the sample size up to a log factor. In simulation studies, moderate sample sizes result in high autocorrelations and small effective sample sizes. Similar empirical results are observed for related data augmentation samplers for multinomial logit and probit models. When applied to a real quantitative advertising dataset, the data augmentation samplers mix very poorly. Conversely, Hamiltonian Monte Carlo and a type of independence chain Metropolis algorithm show good mixing on the same dataset.

Dynamic Programming Approaches for Estimating and Applying Large-scale Discrete Choice Models

People go through their life making all kinds of decisions, and some of these decisions affect their demand for transportation, for example, their choices of where to live and where to work, how and when to travel and which route to take. Transport related choices are typically time dependent and characterized by large number of alternatives that can be spatially correlated. This thesis deals with models that can be used to analyze and predict discrete choices in large-scale networks. The proposed models and methods are highly relevant for, but not limited to, transport applications. We model decisions as sequences of choices within the dynamic discrete choice framework, also known as parametric Markov decision processes. Such models are known to be difficult to estimate and to apply to make predictions because dynamic programming problems need to be solved in order to compute choice probabilities. In this thesis we show that it is possible to explore the network structure and the flexibility of dynamic programming so that the dynamic discrete choice modeling approach is not only useful to model time dependent choices, but also makes it easier to model large-scale static choices. The thesis consists of seven articles containing a number of models and methods for estimating, applying and testing large-scale discrete choice models. In the following we group the contributions under three themes: route choice modeling, large-scale multivariate extreme value (MEV) model estimation and nonlinear optimization algorithms. Five articles are related to route choice modeling. We propose different dynamic discrete choice models that allow paths to be correlated based on the MEV and mixed logit models. The resulting route choice models become expensive to estimate and we deal with this challenge by proposing innovative methods that allow to reduce the estimation cost. For example, we propose a decomposition method that not only opens up for possibility of mixing, but also speeds up the estimation for simple logit models, which has implications also for traffic simulation. Moreover, we compare the utility maximization and regret minimization decision rules, and we propose a misspecification test for logit-based route choice models. The second theme is related to the estimation of static discrete choice models with large choice sets. We establish that a class of MEV models can be reformulated as dynamic discrete choice models on the networks of correlation structures. These dynamic models can then be estimated quickly using dynamic programming techniques and an efficient nonlinear optimization algorithm. Finally, the third theme focuses on structured quasi-Newton techniques for estimating discrete choice models by maximum likelihood. We examine and adapt switching methods that can be easily integrated into usual optimization algorithms (line search and trust region) to accelerate the estimation process. The proposed dynamic discrete choice models and estimation methods can be used in various discrete choice applications. In the area of big data analytics, models that can deal with large choice sets and sequential choices are important. Our research can therefore be of interest in various demand analysis applications (predictive analytics) or can be integrated with optimization models (prescriptive analytics). Furthermore, our studies indicate the potential of dynamic programming techniques in this context, even for static models, which opens up a variety of future research directions.

A Scalable General Purpose System for Large-Scale Graph Processing

Graph analytics is an important and computationally demanding class of data analytics. It is essential to balance scalability, ease-of-use and high performance in large scale graph analytics. As such, it is necessary to hide the complexity of parallelism, data distribution and memory locality behind an abstract interface. The aim of this work is to build a scalable graph analytics framework that does not demand significant parallel programming experience based on NUMA-awareness.
The realization of such a system faces two key problems:
(i)~how to develop a scale-free parallel programming framework that scales efficiently across NUMA domains; (ii)~how to efficiently apply graph partitioning in order to create separate and largely independent work items that can be distributed among threads.

A Rare Loss-of-Function Variant in Scavenger Receptor Class B Type I (SCARB1) Raises HDL Cholesterol and Increases Risk of Coronary Disease

Scavenger receptor BI (SR-BI) is the major receptor for high-density lipoprotein (HDL)
cholesterol (HDL-C). In humans, high amounts of HDL-C in plasma are associated with a
lower risk of coronary heart disease (CHD). Mice that have depleted Scarb1 (SR-BI
knockout mice) have markedly elevated HDL-C levels but, paradoxically, increased
atherosclerosis. The impact of SR-BI on HDL metabolism and CHD risk in humans remains
unclear. Through targeted sequencing of coding regions of lipid-modifying genes in 328
individuals with extremely high plasma HDL-C levels, we identified a homozygote for a lossof-function
variant, in which leucine replaces proline 376 (P376L), in SCARB1, the gene
encoding SR-BI. The P376L variant impairs posttranslational processing of SR-BI and
abrogates selective HDL cholesterol uptake in transfected cells, in hepatocyte-like cells
derived from induced pluripotent stem cells from the homozygous subject, and in mice.
Large population-based studies revealed that subjects who are heterozygous carriers of
the P376L variant have significantly increased levels of plasma HDL-C. P376L carriers have
a profound HDL-related phenotype and an increased risk of CHD (odds ratio = 1.79, which is
statistically significant).

A Biocultural Examination of Student Learning Behaviors in Large Undergraduate Lectures

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

Dynamic Programming Approaches for Estimating and Applying Large-scale Discrete Choice Models

People go through their life making all kinds of decisions, and some of these decisions affect their demand for transportation, for example, their choices of where to live and where to work, how and when to travel and which route to take. Transport related choices are typically time dependent and characterized by large number of alternatives that can be spatially correlated. This thesis deals with models that can be used to analyze and predict discrete choices in large-scale networks. The proposed models and methods are highly relevant for, but not limited to, transport applications. We model decisions as sequences of choices within the dynamic discrete choice framework, also known as parametric Markov decision processes. Such models are known to be difficult to estimate and to apply to make predictions because dynamic programming problems need to be solved in order to compute choice probabilities. In this thesis we show that it is possible to explore the network structure and the flexibility of dynamic programming so that the dynamic discrete choice modeling approach is not only useful to model time dependent choices, but also makes it easier to model large-scale static choices. The thesis consists of seven articles containing a number of models and methods for estimating, applying and testing large-scale discrete choice models. In the following we group the contributions under three themes: route choice modeling, large-scale multivariate extreme value (MEV) model estimation and nonlinear optimization algorithms. Five articles are related to route choice modeling. We propose different dynamic discrete choice models that allow paths to be correlated based on the MEV and mixed logit models. The resulting route choice models become expensive to estimate and we deal with this challenge by proposing innovative methods that allow to reduce the estimation cost. For example, we propose a decomposition method that not only opens up for possibility of mixing, but also speeds up the estimation for simple logit models, which has implications also for traffic simulation. Moreover, we compare the utility maximization and regret minimization decision rules, and we propose a misspecification test for logit-based route choice models. The second theme is related to the estimation of static discrete choice models with large choice sets. We establish that a class of MEV models can be reformulated as dynamic discrete choice models on the networks of correlation structures. These dynamic models can then be estimated quickly using dynamic programming techniques and an efficient nonlinear optimization algorithm. Finally, the third theme focuses on structured quasi-Newton techniques for estimating discrete choice models by maximum likelihood. We examine and adapt switching methods that can be easily integrated into usual optimization algorithms (line search and trust region) to accelerate the estimation process. The proposed dynamic discrete choice models and estimation methods can be used in various discrete choice applications. In the area of big data analytics, models that can deal with large choice sets and sequential choices are important. Our research can therefore be of interest in various demand analysis applications (predictive analytics) or can be integrated with optimization models (prescriptive analytics). Furthermore, our studies indicate the potential of dynamic programming techniques in this context, even for static models, which opens up a variety of future research directions.

Development of a novel platform for high-throughput gene design and artificial gene synthesis to produce large libraries of recombinant venom peptides for drug discovery

Tese de Doutoramento em Ciências Veterinárias na Especialidade de Ciências Biológicas e Biomédicas