Efficient estimation using the characteristic function : theory and applications with high frequency data

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The Capabilities Approach as a Foundation for an Ethical-Political Theory of the Good

L’approche des capabilités a été caractérisée par un développement fulgurant au cours des vingt-cinq dernières années. Bien que formulée à l’origine par Amartya Sen, détenteur du Prix Nobel en économie, Martha Nussbaum reprit cette approche dans le but de s’en servir comme fondation pour une théorie éthico-politique intégrale du bien. Cependant, la version de Nussbaum s’avéra particulièrement vulnérable à plusieurs critiques importantes, mettant sérieusement en doute son efficacité globale. À la lumière de ces faits, cette thèse vise à évaluer la pertinence théorique et pratique de l’approche des capabilités de Nussbaum, en examinant trois groupes de critiques particulièrement percutantes formulées à son encontre.

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

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

Photorealistic Surface Rendering with Microfacet Theory

La synthèse d'images dites photoréalistes nécessite d'évaluer numériquement la manière dont la lumière et la matière interagissent physiquement, ce qui, malgré la puissance de calcul impressionnante dont nous bénéficions aujourd'hui et qui ne cesse d'augmenter, est encore bien loin de devenir une tâche triviale pour nos ordinateurs. Ceci est dû en majeure partie à la manière dont nous représentons les objets: afin de reproduire les interactions subtiles qui mènent à la perception du détail, il est nécessaire de modéliser des quantités phénoménales de géométries. Au moment du rendu, cette complexité conduit inexorablement à de lourdes requêtes d'entrées-sorties, qui, couplées à des évaluations d'opérateurs de filtrage complexes, rendent les temps de calcul nécessaires à produire des images sans défaut totalement déraisonnables. Afin de pallier ces limitations sous les contraintes actuelles, il est nécessaire de dériver une représentation multiéchelle de la matière. Dans cette thèse, nous construisons une telle représentation pour la matière dont l'interface correspond à une surface perturbée, une configuration qui se construit généralement via des cartes d'élévations en infographie. Nous dérivons notre représentation dans le contexte de la théorie des microfacettes (conçue à l'origine pour modéliser la réflectance de surfaces rugueuses), que nous présentons d'abord, puis augmentons en deux temps. Dans un premier temps, nous rendons la théorie applicable à travers plusieurs échelles d'observation en la généralisant aux statistiques de microfacettes décentrées. Dans l'autre, nous dérivons une procédure d'inversion capable de reconstruire les statistiques de microfacettes à partir de réponses de réflexion d'un matériau arbitraire dans les configurations de rétroréflexion. Nous montrons comment cette théorie augmentée peut être exploitée afin de dériver un opérateur général et efficace de rééchantillonnage approximatif de cartes d'élévations qui (a) préserve l'anisotropie du transport de la lumière pour n'importe quelle résolution, (b) peut être appliqué en amont du rendu et stocké dans des MIP maps afin de diminuer drastiquement le nombre de requêtes d'entrées-sorties, et (c) simplifie de manière considérable les opérations de filtrage par pixel, le tout conduisant à des temps de rendu plus courts. Afin de valider et démontrer l'efficacité de notre opérateur, nous synthétisons des images photoréalistes anticrenelées et les comparons à des images de référence. De plus, nous fournissons une implantation C++ complète tout au long de la dissertation afin de faciliter la reproduction des résultats obtenus. Nous concluons avec une discussion portant sur les limitations de notre approche, ainsi que sur les verrous restant à lever afin de dériver une représentation multiéchelle de la matière encore plus générale.

Density matrix functional theory that includes pairing correlations

The extension of density functional theory (DFT) to include pairing correlations without formal violation of the particle-number conservation condition is described. This version of the theory can be considered as a foundation of the application of existing DFT plus pairing approaches to atoms, molecules, ultracooled and magnetically trapped atomic Fermi gases, and atomic nuclei where the number of particles is conserved exactly. The connection with Hartree-Fock-Bogoliubov (HFB) theory is discussed, and the method of quasilocal reduction of the nonlocal theory is also described. This quasilocal reduction allows equations of motion to be obtained which are much simpler for numerical solution than the equations corresponding to the nonlocal case. Our theory is applied to the study of some even Sn isotopes, and the results are compared with those obtained in the standard HFB theory and with the experimental ones.

Slow and Smooth: A Bayesian Theory for the Combination of Local Motion Signals in Human Vision

In order to estimate the motion of an object, the visual system needs to combine multiple local measurements, each of which carries some degree of ambiguity. We present a model of motion perception whereby measurements from different image regions are combined according to a Bayesian estimator --- the estimated motion maximizes the posterior probability assuming a prior favoring slow and smooth velocities. In reviewing a large number of previously published phenomena we find that the Bayesian estimator predicts a wide range of psychophysical results. This suggests that the seemingly complex set of illusions arise from a single computational strategy that is optimal under reasonable assumptions.

Equatorial Kelvin waves as revealed by EOS Microwave Limb Sounder observations and European Centre for Medium-Range Weather Forecasts analyses: Evidence for slow Kelvin waves of zonal wave number 3

[1] Temperature and ozone observations from the Microwave Limb Sounder (MLS) on the EOS Aura satellite are used to study equatorial wave activity in the autumn of 2005. In contrast to previous observations for the same season in other years, the temperature anomalies in the middle and lower tropical stratosphere are found to be characterized by a strong wave-like eastward progression with zonal wave number equal to 3. Extended empirical orthogonal function (EOF) analysis reveals that the wave 3 components detected in the temperature anomalies correspond to a slow Kelvin wave with a period of 8 days and a phase speed of 19 m/s. Fluctuations associated with this Kelvin wave mode are also apparent in ozone profiles. Moreover, as expected by linear theory, the ozone fluctuations observed in the lower stratosphere are in phase with the temperature perturbations, and peak around 20–30 hPa where the mean ozone mixing ratios have the steepest vertical gradient. A search for other Kelvin wave modes has also been made using both the MLS observations and the analyses from one experiment where MLS ozone profiles are assimilated into the European Centre for Medium-Range Weather Forecasts (ECMWF) data assimilation system via a 6-hourly 3D var scheme. Our results show that the characteristics of the wave activity detected in the ECMWF temperature and ozone analyses are in good agreement with MLS data.

Testing the limits of quasi-geostrophic theory: application to observed laboratory flows outside the quasi-geostrophic regime

We compare laboratory observations of equilibrated baroclinic waves in the rotating two-layer annulus, with numerical simulations from a quasi-geostrophic model. The laboratory experiments lie well outside the quasi-geostrophic regime: the Rossby number reaches unity; the depth-to-width aspect ratio is large; and the fluid contains ageostrophic inertia–gravity waves. Despite being formally inapplicable, the quasi-geostrophic model captures the laboratory flows reasonably well. The model displays several systematic biases, which are consequences of its treatment of boundary layers and neglect of interfacial surface tension and which may be explained without invoking the dynamical effects of the moderate Rossby number, large aspect ratio or inertia–gravity waves. We conclude that quasi-geostrophic theory appears to continue to apply well outside its formal bounds.

The impact of harvesting on a formerly endangered tropical bird: insights from life-history theory

1. Life-history theory assumes that trade-offs exist between an individual's life-history components, such that an increased allocation of a resource to one fitness trait might be expected to result in a cost for a conflicting fitness trait. Recent evidence from experimental manipulations of wild individuals supports this assumption. 2. The management of many bird populations involves harvesting for both commercial and conservation purposes. One frequently harvested life-history stage is the egg, but the consequences of repeated egg harvesting for the individual and the long-term dynamics of the population remain poorly understood. 3. We used a well-documented restored population of the Mauritius kestrel Falco punctatus as a model system to explore the consequences of egg harvesting (and associated management practices) for an individual within the context of life-history theory. 4. Our analysis indicated that management practices enhanced both the size and number of clutches laid by managed females, and improved mid-life male and female adult survival relative to unmanaged adult kestrels. 5. Although management resulted in an increased effort in egg production, it reduced parental effort during incubation and the rearing of offspring, which could account for these observed changes. 6. Synthesis and applications. This study demonstrates how a commonly applied harvesting strategy, when examined within the context of life-history theory, can identify improvements in particular fitness traits that might alleviate some of the perceived negative impact of harvesting on the long-term dynamics of a managed population.

Rate-limiting steps in the development of atherosclerosis: the response-to-influx theory

A large number of processes are involved in the pathogenesis of atherosclerosis but it is unclear which of them play a rate-limiting role. One way of resolving this problem is to investigate the highly non-uniform distribution of disease within the arterial system; critical steps in lesion development should be revealed by identifying arterial properties that differ between susceptible and protected sites. Although the localisation of atherosclerotic lesions has been investigated intensively over much of the 20th century, this review argues that the factor determining the distribution of human disease has only recently been identified. Recognition that the distribution changes with age has, for the first time, allowed it to be explained by variation in transport properties of the arterial wall; hitherto, this view could only be applied to experimental atherosclerosis in animals. The newly discovered transport variations which appear to play a critical role in the development of adult disease have underlying mechanisms that differ from those elucidated for the transport variations relevant to experimental atherosclerosis: they depend on endogenous NO synthesis and on blood flow. Manipulation of transport properties might have therapeutic potential. Copyright (C) 2004 S. Karger AG, Basel.

Understanding construction consortia: Theory, practice and opinions

Firms form consortia in order to win contracts. Once a project has been awarded to a consortium each member then concentrates on his or her own contract with the client. Therefore, consortia are marketing devices, which present the impression of teamworking, but the production process is just as fragmented as under conventional procurement methods. In this way, the consortium forms a barrier between the client and the actual construction production process. Firms form consortia, not as a simple development of normal ways of working, but because the circumstances for specific projects make it a necessary vehicle. These circumstances include projects that are too large or too complex to undertake alone or projects that require on-going services which cannot be provided by the individual firms inhouse. It is not a preferred way of working, because participants carry extra risk in the form of liability for the actions of their partners in the consortium. The behaviour of members of consortia is determined by their relative power, based on several factors, including financial commitment and ease of replacement. The level of supply chain visibility to the public sector client and to the industry is reduced by the existence of a consortium because the consortium forms an additional obstacle between the client and the firms undertaking the actual construction work. Supply chain visibility matters to the client who otherwise loses control over the process of construction or service provision, while remaining accountable for cost overruns. To overcome this separation there is a convincing argument in favour of adopting the approach put forward in the Project Partnering Contract 2000 (PPC2000) Agreement. Members of consortia do not necessarily go on to work in the same consortia again because members need to respond flexibly to opportunities as and when they arise. Decision-making processes within consortia tend to be on an ad hoc basis. Construction risk is taken by the contractor and the construction supply chain but the reputational risk is carried by all the firms associated with a consortium. There is a wide variation in the manner that consortia are formed, determined by the individual circumstances of each project; its requirements, size and complexity, and the attitude of individual project leaders. However, there are a number of close working relationships based on generic models of consortia-like arrangements for the purpose of building production, such as the Housing Corporation Guidance Notes and the PPC2000.

Infrared absorption spectra, radiative efficiencies, and global warming potentials of perfluorocarbons: Comparison between experiment and theory

Experimentally and theoretically determined infrared spectra are reported for a series of straight-chain perfluorocarbons: C2F6, C3F8, C4F10, C5F12, C6F14, and C8F18. Theoretical spectra were determined using both density functional (DFT) and ab initio methods. Radiative efficiencies (REs) were determined using the method of Pinnock et al. (1995) and combined with atmospheric lifetimes from the literature to determine global warming potentials (GWPs). Theoretically determined absorption cross sections were within 10% of experimentally determined values. Despite being much less computationally expensive, DFT calculations were generally found to perform better than ab initio methods. There is a strong wavenumber dependence of radiative forcing in the region of the fundamental C-F vibration, and small differences in wavelength between band positions determined by theory and experiment have a significant impact on the REs. We apply an empirical correction to the theoretical spectra and then test this correction on a number of branched chain and cyclic perfluoroalkanes. We then compute absorption cross sections, REs, and GWPs for an additional set of perfluoroalkenes.

A comparison of extreme value theory approaches for determining value at risk

This paper compares a number of different extreme value models for determining the value at risk (VaR) of three LIFFE futures contracts. A semi-nonparametric approach is also proposed, where the tail events are modeled using the generalised Pareto distribution, and normal market conditions are captured by the empirical distribution function. The value at risk estimates from this approach are compared with those of standard nonparametric extreme value tail estimation approaches, with a small sample bias-corrected extreme value approach, and with those calculated from bootstrapping the unconditional density and bootstrapping from a GARCH(1,1) model. The results indicate that, for a holdout sample, the proposed semi-nonparametric extreme value approach yields superior results to other methods, but the small sample tail index technique is also accurate.

A simple analysis of thermodynamic properties for classical plasmas: I. theory

By eliminating the short range negative divergence of the Debye–Hückel pair distribution function, but retaining the exponential charge screening known to operate at large interparticle separation, the thermodynamic properties of one-component plasmas of point ions or charged hard spheres can be well represented even in the strong coupling regime. Predicted electrostatic free energies agree within 5% of simulation data for typical Coulomb interactions up to a factor of 10 times the average kinetic energy. Here, this idea is extended to the general case of a uniform ionic mixture, comprising an arbitrary number of components, embedded in a rigid neutralizing background. The new theory is implemented in two ways: (i) by an unambiguous iterative algorithm that requires numerical methods and breaks the symmetry of cross correlation functions; and (ii) by invoking generalized matrix inverses that maintain symmetry and yield completely analytic solutions, but which are not uniquely determined. The extreme computational simplicity of the theory is attractive when considering applications to complex inhomogeneous fluids of charged particles.