Specification, refinement and verification of concurrent systems - An integration of Object-Z and CSP

This paper presents a method of formally specifying, refining and verifying concurrent systems which uses the object-oriented state-based specification language Object-Z together with the process algebra CSP. Object-Z provides a convenient way of modelling complex data structures needed to define the component processes of such systems, and CSP enables the concise specification of process interactions. The basis of the integration is a semantics of Object-Z classes identical to that of CSP processes. This allows classes specified in Object-Z to he used directly within the CSP part of the specification. In addition to specification, we also discuss refinement and verification in this model. The common semantic basis enables a unified method of refinement to be used, based upon CSP refinement. To enable state-based techniques to be used fur the Object-Z components of a specification we develop state-based refinement relations which are sound and complete with respect to CSP refinement. In addition, a verification method for static and dynamic properties is presented. The method allows us to verify properties of the CSP system specification in terms of its component Object-Z classes by using the laws of the the CSP operators together with the logic for Object-Z.

Leber Congenital Amaurosis: Comprehensive Survey of the Genetic Heterogeneity, Refinement of the Clinical Definition, and Genotype-Phenotype Correlations as a Strategy for Molecular Diagnosis

Leber congenital amaurosis (LCA) is the earliest and most severe form of all inherited retinal dystrophies, responsible for congenital blindness. Disease-associated mutations have been hitherto reported in seven genes. These genes are all expressed preferentially in the photoreceptor cells or the retinal pigment epithelium but they are involved in strikingly different physiologic pathways resulting in an unforeseeable physiopathologic variety. This wide genetic and physiologic heterogeneity that could largely increase in the coming years, hinders the molecular diagnosis in LCA patients. The genotyping is, however, required to establish genetically defined subgroups of patients ready for therapy. Here, we report a comprehensive mutational analysis of the all known genes in 179 unrelated LCA patients, including 52 familial and 127 sporadic (27/127 consanguineous) cases. Mutations were identified in 47.5% patients. GUCY2D appeared to account for most LCA cases of our series (21.2%), followed by CRB1 (10%), RPE65 (6.1%), RPGRIP1 (4.5%), AIPL1 (3.4%), TULP1 (1.7%), and CRX (0.6%). The clinical history of all patients with mutations was carefully revisited to search for phenotype variations. Sound genotype-phenotype correlations were found that allowed us to divide patients into two main groups. The first one includes patients whose symptoms fit the traditional definition of LCA, i.e., congenital or very early cone-rod dystrophy, while the second group gathers patients affected with severe yet progressive rod-cone dystrophy. Besides, objective ophthalmologic data allowed us to subdivide each group into two subtypes. Based on these findings, we have drawn decisional flowcharts directing the molecular analysis of LCA genes in a given case. These flowcharts will hopefully lighten the heavy task of genotyping new patients but only if one has access to the most precise clinical history since birth.

Examining the information content of time-lapse crosshole GPR data collected under different infiltration conditions to estimate unsaturated soil hydraulic properties

Time-lapse geophysical data acquired during transient hydrological experiments are being increasingly employed to estimate subsurface hydraulic properties at the field scale. In particular, crosshole ground-penetrating radar (GPR) data, collected while water infiltrates into the subsurface either by natural or artificial means, have been demonstrated in a number of studies to contain valuable information concerning the hydraulic properties of the unsaturated zone. Previous work in this domain has considered a variety of infiltration conditions and different amounts of time-lapse GPR data in the estimation procedure. However, the particular benefits and drawbacks of these different strategies as well as the impact of a variety of key and common assumptions remain unclear. Using a Bayesian Markov-chain-Monte-Carlo stochastic inversion methodology, we examine in this paper the information content of time-lapse zero-offset-profile (ZOP) GPR traveltime data, collected under three different infiltration conditions, for the estimation of van Genuchten-Mualem (VGM) parameters in a layered subsurface medium. Specifically, we systematically analyze synthetic and field GPR data acquired under natural loading and two rates of forced infiltration, and we consider the value of incorporating different amounts of time-lapse measurements into the estimation procedure. Our results confirm that, for all infiltration scenarios considered, the ZOP GPR traveltime data contain important information about subsurface hydraulic properties as a function of depth, with forced infiltration offering the greatest potential for VGM parameter refinement because of the higher stressing of the hydrological system. Considering greater amounts of time-lapse data in the inversion procedure is also found to help refine VGM parameter estimates. Quite importantly, however, inconsistencies observed in the field results point to the strong possibility that posterior uncertainties are being influenced by model structural errors, which in turn underlines the fundamental importance of a systematic analysis of such errors in future related studies.

Discovery and refinement of loci associated with lipid levels.

Levels of low-density lipoprotein (LDL) cholesterol, high-density lipoprotein (HDL) cholesterol, triglycerides and total cholesterol are heritable, modifiable risk factors for coronary artery disease. To identify new loci and refine known loci influencing these lipids, we examined 188,577 individuals using genome-wide and custom genotyping arrays. We identify and annotate 157 loci associated with lipid levels at P < 5 × 10(-8), including 62 loci not previously associated with lipid levels in humans. Using dense genotyping in individuals of European, East Asian, South Asian and African ancestry, we narrow association signals in 12 loci. We find that loci associated with blood lipid levels are often associated with cardiovascular and metabolic traits, including coronary artery disease, type 2 diabetes, blood pressure, waist-hip ratio and body mass index. Our results demonstrate the value of using genetic data from individuals of diverse ancestry and provide insights into the biological mechanisms regulating blood lipids to guide future genetic, biological and therapeutic research.

Bayesian Markov chain Monte Carlo inversion of geophysical data for the purpose of estimating the hydraulic properties of the unsaturated zone

Ground-penetrating radar (GPR) has the potential to provide valuable information on hydrological properties of the vadose zone because of their strong sensitivity to soil water content. In particular, recent evidence has suggested that the stochastic inversion of crosshole GPR data within a coupled geophysical-hydrological framework may allow for effective estimation of subsurface van-Genuchten-Mualem (VGM) parameters and their corresponding uncertainties. An important and still unresolved issue, however, is how to best integrate GPR data into a stochastic inversion in order to estimate the VGM parameters and their uncertainties, thus improving hydrological predictions. Recognizing the importance of this issue, the aim of the research presented in this thesis was to first introduce a fully Bayesian inversion called Markov-chain-Monte-carlo (MCMC) strategy to perform the stochastic inversion of steady-state GPR data to estimate the VGM parameters and their uncertainties. Within this study, the choice of the prior parameter probability distributions from which potential model configurations are drawn and tested against observed data was also investigated. Analysis of both synthetic and field data collected at the Eggborough (UK) site indicates that the geophysical data alone contain valuable information regarding the VGM parameters. However, significantly better results are obtained when these data are combined with a realistic, informative prior. A subsequent study explore in detail the dynamic infiltration case, specifically to what extent time-lapse ZOP GPR data, collected during a forced infiltration experiment at the Arrenaes field site (Denmark), can help to quantify VGM parameters and their uncertainties using the MCMC inversion strategy. The findings indicate that the stochastic inversion of time-lapse GPR data does indeed allow for a substantial refinement in the inferred posterior VGM parameter distributions. In turn, this significantly improves knowledge of the hydraulic properties, which are required to predict hydraulic behaviour. Finally, another aspect that needed to be addressed involved the comparison of time-lapse GPR data collected under different infiltration conditions (i.e., natural loading and forced infiltration conditions) to estimate the VGM parameters using the MCMC inversion strategy. The results show that for the synthetic example, considering data collected during a forced infiltration test helps to better refine soil hydraulic properties compared to data collected under natural infiltration conditions. When investigating data collected at the Arrenaes field site, further complications arised due to model error and showed the importance of also including a rigorous analysis of the propagation of model error with time and depth when considering time-lapse data. Although the efforts in this thesis were focused on GPR data, the corresponding findings are likely to have general applicability to other types of geophysical data and field environments. Moreover, the obtained results allow to have confidence for future developments in integration of geophysical data with stochastic inversions to improve the characterization of the unsaturated zone but also reveal important issues linked with stochastic inversions, namely model errors, that should definitely be addressed in future research.

Refinement of Rapid PCC Coarse Aggregate Testing Program, HR-1071, 1999

The characterization and categorization of coarse aggregates for use in portland cement concrete (PCC) pavements is a highly refined process at the Iowa Department of Transportation. Over the past 10 to 15 years, much effort has been directed at pursuing direct testing schemes to supplement or replace existing physical testing schemes. Direct testing refers to the process of directly measuring the chemical and mineralogical properties of an aggregate and then attempting to correlate those measured properties to historical performance information (i.e., field service record). This is in contrast to indirect measurement techniques, which generally attempt to extrapolate the performance of laboratory test specimens to expected field performance. The purpose of this research project was to investigate and refine the use of direct testing methods, such as X-ray analysis techniques and thermal analysis techniques, to categorize carbonate aggregates for use in portland cement concrete. The results of this study indicated that the general testing methods that are currently used to obtain data for estimating service life tend to be very reliable and have good to excellent repeatability. Several changes in the current techniques were recommended to enhance the long-term reliability of the carbonate database. These changes can be summarized as follows: (a) Limits that are more stringent need to be set on the maximum particle size in the samples subjected to testing. This should help to improve the reliability of all three of the test methods studied during this project. (b) X-ray diffraction testing needs to be refined to incorporate the use of an internal standard. This will help to minimize the influence of sample positioning errors and it will also allow for the calculation of the concentration of the various minerals present in the samples. (c) Thermal analysis data needs to be corrected for moisture content and clay content prior to calculating the carbonate content of the sample.

Bayesian Markov-chain-Monte-Carlo inversion of time-lapse cross hole ground-penetrating radar data to characterize the vadose zone at the Arrenaes field site, Denmark

The ground-penetrating radar (GPR) geophysical method has the potential to provide valuable information on the hydraulic properties of the vadose zone because of its strong sensitivity to soil water content. In particular, recent evidence has suggested that the stochastic inversion of crosshole GPR traveltime data can allow for a significant reduction in uncertainty regarding subsurface van Genuchten-Mualem (VGM) parameters. Much of the previous work on the stochastic estimation of VGM parameters from crosshole GPR data has considered the case of steady-state infiltration conditions, which represent only a small fraction of practically relevant scenarios. We explored in detail the dynamic infiltration case, specifically examining to what extent time-lapse crosshole GPR traveltimes, measured during a forced infiltration experiment at the Arreneas field site in Denmark, could help to quantify VGM parameters and their uncertainties in a layered medium, as well as the corresponding soil hydraulic properties. We used a Bayesian Markov-chain-Monte-Carlo inversion approach. We first explored the advantages and limitations of this approach with regard to a realistic synthetic example before applying it to field measurements. In our analysis, we also considered different degrees of prior information. Our findings indicate that the stochastic inversion of the time-lapse GPR data does indeed allow for a substantial refinement in the inferred posterior VGM parameter distributions compared with the corresponding priors, which in turn significantly improves knowledge of soil hydraulic properties. Overall, the results obtained clearly demonstrate the value of the information contained in time-lapse GPR data for characterizing vadose zone dynamics.

Local alignment refinement using structural assessment.

Homology modeling is the most commonly used technique to build a three-dimensional model for a protein sequence. It heavily relies on the quality of the sequence alignment between the protein to model and related proteins with a known three dimensional structure. Alignment quality can be assessed according to the physico-chemical properties of the three dimensional models it produces.In this work, we introduce fifteen predictors designed to evaluate the properties of the models obtained for various alignments. They consist of an energy value obtained from different force fields (CHARMM, ProsaII or ANOLEA) computed on residue selected around misaligned regions. These predictors were evaluated on ten challenging test cases. For each target, all possible ungapped alignments are generated and their corresponding models are computed and evaluated.The best predictor, retrieving the structural alignment for 9 out of 10 test cases, is based on the ANOLEA atomistic mean force potential and takes into account residues around misaligned secondary structure elements. The performance of the other predictors is significantly lower. This work shows that substantial improvement in local alignments can be obtained by careful assessment of the local structure of the resulting models.

Quantitative refinement of reaction-based biomodels

In the field of molecular biology, scientists adopted for decades a reductionist perspective in their inquiries, being predominantly concerned with the intricate mechanistic details of subcellular regulatory systems. However, integrative thinking was still applied at a smaller scale in molecular biology to understand the underlying processes of cellular behaviour for at least half a century. It was not until the genomic revolution at the end of the previous century that we required model building to account for systemic properties of cellular activity. Our system-level understanding of cellular function is to this day hindered by drastic limitations in our capability of predicting cellular behaviour to reflect system dynamics and system structures. To this end, systems biology aims for a system-level understanding of functional intraand inter-cellular activity. Modern biology brings about a high volume of data, whose comprehension we cannot even aim for in the absence of computational support. Computational modelling, hence, bridges modern biology to computer science, enabling a number of assets, which prove to be invaluable in the analysis of complex biological systems, such as: a rigorous characterization of the system structure, simulation techniques, perturbations analysis, etc. Computational biomodels augmented in size considerably in the past years, major contributions being made towards the simulation and analysis of large-scale models, starting with signalling pathways and culminating with whole-cell models, tissue-level models, organ models and full-scale patient models. The simulation and analysis of models of such complexity very often requires, in fact, the integration of various sub-models, entwined at different levels of resolution and whose organization spans over several levels of hierarchy. This thesis revolves around the concept of quantitative model refinement in relation to the process of model building in computational systems biology. The thesis proposes a sound computational framework for the stepwise augmentation of a biomodel. One starts with an abstract, high-level representation of a biological phenomenon, which is materialised into an initial model that is validated against a set of existing data. Consequently, the model is refined to include more details regarding its species and/or reactions. The framework is employed in the development of two models, one for the heat shock response in eukaryotes and the second for the ErbB signalling pathway. The thesis spans over several formalisms used in computational systems biology, inherently quantitative: reaction-network models, rule-based models and Petri net models, as well as a recent formalism intrinsically qualitative: reaction systems. The choice of modelling formalism is, however, determined by the nature of the question the modeler aims to answer. Quantitative model refinement turns out to be not only essential in the model development cycle, but also beneficial for the compilation of large-scale models, whose development requires the integration of several sub-models across various levels of resolution and underlying formal representations.

Bootstrapping high frequency data

Nous développons dans cette thèse, des méthodes de bootstrap pour les données financières de hautes fréquences. Les deux premiers essais focalisent sur les méthodes de bootstrap appliquées à l’approche de "pré-moyennement" et robustes à la présence d’erreurs de microstructure. Le "pré-moyennement" permet de réduire l’influence de l’effet de microstructure avant d’appliquer la volatilité réalisée. En se basant sur cette ap- proche d’estimation de la volatilité intégrée en présence d’erreurs de microstructure, nous développons plusieurs méthodes de bootstrap qui préservent la structure de dépendance et l’hétérogénéité dans la moyenne des données originelles. Le troisième essai développe une méthode de bootstrap sous l’hypothèse de Gaussianité locale des données financières de hautes fréquences. Le premier chapitre est intitulé: "Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns". Nous proposons dans ce chapitre, des méthodes de bootstrap robustes à la présence d’erreurs de microstructure. Particulièrement nous nous sommes focalisés sur la volatilité réalisée utilisant des rendements "pré-moyennés" proposés par Podolskij et Vetter (2009), où les rendements "pré-moyennés" sont construits sur des blocs de rendements à hautes fréquences consécutifs qui ne se chevauchent pas. Le "pré-moyennement" permet de réduire l’influence de l’effet de microstructure avant d’appliquer la volatilité réalisée. Le non-chevauchement des blocs fait que les rendements "pré-moyennés" sont asymptotiquement indépendants, mais possiblement hétéroscédastiques. Ce qui motive l’application du wild bootstrap dans ce contexte. Nous montrons la validité théorique du bootstrap pour construire des intervalles de type percentile et percentile-t. Les simulations Monte Carlo montrent que le bootstrap peut améliorer les propriétés en échantillon fini de l’estimateur de la volatilité intégrée par rapport aux résultats asymptotiques, pourvu que le choix de la variable externe soit fait de façon appropriée. Nous illustrons ces méthodes en utilisant des données financières réelles. Le deuxième chapitre est intitulé : "Bootstrapping pre-averaged realized volatility under market microstructure noise". Nous développons dans ce chapitre une méthode de bootstrap par bloc basée sur l’approche "pré-moyennement" de Jacod et al. (2009), où les rendements "pré-moyennés" sont construits sur des blocs de rendements à haute fréquences consécutifs qui se chevauchent. Le chevauchement des blocs induit une forte dépendance dans la structure des rendements "pré-moyennés". En effet les rendements "pré-moyennés" sont m-dépendant avec m qui croît à une vitesse plus faible que la taille d’échantillon n. Ceci motive l’application d’un bootstrap par bloc spécifique. Nous montrons que le bloc bootstrap suggéré par Bühlmann et Künsch (1995) n’est valide que lorsque la volatilité est constante. Ceci est dû à l’hétérogénéité dans la moyenne des rendements "pré-moyennés" au carré lorsque la volatilité est stochastique. Nous proposons donc une nouvelle procédure de bootstrap qui combine le wild bootstrap et le bootstrap par bloc, de telle sorte que la dépendance sérielle des rendements "pré-moyennés" est préservée à l’intérieur des blocs et la condition d’homogénéité nécessaire pour la validité du bootstrap est respectée. Sous des conditions de taille de bloc, nous montrons que cette méthode est convergente. Les simulations Monte Carlo montrent que le bootstrap améliore les propriétés en échantillon fini de l’estimateur de la volatilité intégrée par rapport aux résultats asymptotiques. Nous illustrons cette méthode en utilisant des données financières réelles. Le troisième chapitre est intitulé: "Bootstrapping realized covolatility measures under local Gaussianity assumption". Dans ce chapitre nous montrons, comment et dans quelle mesure on peut approximer les distributions des estimateurs de mesures de co-volatilité sous l’hypothèse de Gaussianité locale des rendements. En particulier nous proposons une nouvelle méthode de bootstrap sous ces hypothèses. Nous nous sommes focalisés sur la volatilité réalisée et sur le beta réalisé. Nous montrons que la nouvelle méthode de bootstrap appliquée au beta réalisé était capable de répliquer les cummulants au deuxième ordre, tandis qu’il procurait une amélioration au troisième degré lorsqu’elle est appliquée à la volatilité réalisée. Ces résultats améliorent donc les résultats existants dans cette littérature, notamment ceux de Gonçalves et Meddahi (2009) et de Dovonon, Gonçalves et Meddahi (2013). Les simulations Monte Carlo montrent que le bootstrap améliore les propriétés en échantillon fini de l’estimateur de la volatilité intégrée par rapport aux résultats asymptotiques et les résultats de bootstrap existants. Nous illustrons cette méthode en utilisant des données financières réelles.

Patient-specific anisotropic model of human trunk based on MR data

There are many ways to generate geometrical models for numerical simulation, and most of them start with a segmentation step to extract the boundaries of the regions of interest. This paper presents an algorithm to generate a patient-specific three-dimensional geometric model, based on a tetrahedral mesh, without an initial extraction of contours from the volumetric data. Using the information directly available in the data, such as gray levels, we built a metric to drive a mesh adaptation process. The metric is used to specify the size and orientation of the tetrahedral elements everywhere in the mesh. Our method, which produces anisotropic meshes, gives good results with synthetic and real MRI data. The resulting model quality has been evaluated qualitatively and quantitatively by comparing it with an analytical solution and with a segmentation made by an expert. Results show that our method gives, in 90% of the cases, as good or better meshes as a similar isotropic method, based on the accuracy of the volume reconstruction for a given mesh size. Moreover, a comparison of the Hausdorff distances between adapted meshes of both methods and ground-truth volumes shows that our method decreases reconstruction errors faster. Copyright © 2015 John Wiley & Sons, Ltd.

Pose Refinement of Active Models using Forces in 3D

A new algorithm is described for refining the pose of a model of a rigid object, to conform more accurately to the image structure. Elemental 3D forces are considered to act on the model. These are derived from directional derivatives of the image local to the projected model features. The convergence properties of the algorithm is investigated and compared to a previous technique. Its use in a video sequence of a cluttered outdoor traffic scene is also illustrated and assessed.

A Newton method for pose refinement of 3D models

Different optimization methods can be employed to optimize a numerical estimate for the match between an instantiated object model and an image. In order to take advantage of gradient-based optimization methods, perspective inversion must be used in this context. We show that convergence can be very fast by extrapolating to maximum goodness-of-fit with Newton's method. This approach is related to methods which either maximize a similar goodness-of-fit measure without use of gradient information, or else minimize distances between projected model lines and image features. Newton's method combines the accuracy of the former approach with the speed of convergence of the latter.

The method of predicate least squares refinement

Parameters to be determined in a least squares refinement calculation to fit a set of observed data may sometimes usefully be `predicated' to values obtained from some independent source, such as a theoretical calculation. An algorithm for achieving this in a least squares refinement calculation is described, which leaves the operator in full control of the weight that he may wish to attach to the predicate values of the parameters.