Testing the random walk hypothesis with variance ratio statistics

Mestrado em Finanças

Testing the effectiveness of phytoscreening to monitor shallow groundwater contamination by chlorinated ethenes

The research presented herein aims to investigate the strengths and weaknesses of a relatively new technique called phytoscreening. Parallel to the well-known phytoremediation, it consists of exploiting the absorbing potential of trees to delineate groundwater contamination plumes, especially for chlorinated ethenes (i.e., PCE, TCE, 1,2-cis DCE, and VC). The latter are prevalent contaminants in groundwater but their fate and transport in surface ecosystems, such as trees, are still poorly understood and subjected to high variability. Moreover, the analytical validity of tree-coring is still limited in many countries due to a lack of knowledge of its application opportunities. Tree-cores are extracted from trunks and generally analyzed by gas chromatography/mass spectrometry. A systematic review of former literature on phytoscreening for chlorinated ethenes is presented in this PhD thesis to evaluate the factors influencing the effectiveness of the technique. Besides, we tested the technique by probing eight sites contaminated by chlorinated ethenes in Italy (Emilia-Romagna) in different hydrogeological and seasonal settings. We coupled the technique with the assessment of gaseous-phase concentrations directly on-site, inserting detector tubes or a photoionization detector in the tree-holes left by the coring tool. Finally, we applied rank order statistic analysis on field data along with literature data to assess under which conditions phytoscreening should be applied to either screen or monitor environmental contamination issues. A relatively high correlation exists between tree-core and groundwater concentrations (Spearman’s ρ > 0.6), being higher for compounds with higher sorption, for sites with shallower and thinner aquifers, and when sampling specific tree types with standardized sampling and extraction protocols. These results indicate the opportunities for assessing the occurrence, type, and concentration of solvents directly from the stem of trees. This can reduce the costs of characterization surveys, allowing rapid identification of hotspots and plume direction and thus optimizing the drilling of boreholes.

Phylogenetics, Ancestral State Reconstruction, And A New Infrafamilial Classification Of The Pantropical Ochnaceae (medusagynaceae, Ochnaceae S.str., Quiinaceae) Based On Five Dna Regions.

Ochnaceae s.str. (Malpighiales) are a pantropical family of about 500 species and 27 genera of almost exclusively woody plants. Infrafamilial classification and relationships have been controversial partially due to the lack of a robust phylogenetic framework. Including all genera except Indosinia and Perissocarpa and DNA sequence data for five DNA regions (ITS, matK, ndhF, rbcL, trnL-F), we provide for the first time a nearly complete molecular phylogenetic analysis of Ochnaceae s.l. resolving most of the phylogenetic backbone of the family. Based on this, we present a new classification of Ochnaceae s.l., with Medusagynoideae and Quiinoideae included as subfamilies and the former subfamilies Ochnoideae and Sauvagesioideae recognized at the rank of tribe. Our data support a monophyletic Ochneae, but Sauvagesieae in the traditional circumscription is paraphyletic because Testulea emerges as sister to the rest of Ochnoideae, and the next clade shows Luxemburgia+Philacra as sister group to the remaining Ochnoideae. To avoid paraphyly, we classify Luxemburgieae and Testuleeae as new tribes. The African genus Lophira, which has switched between subfamilies (here tribes) in past classifications, emerges as sister to all other Ochneae. Thus, endosperm-free seeds and ovules with partly to completely united integuments (resulting in an apparently single integument) are characters that unite all members of that tribe. The relationships within its largest clade, Ochnineae (former Ochneae), are poorly resolved, but former Ochninae (Brackenridgea, Ochna) are polyphyletic. Within Sauvagesieae, the genus Sauvagesia in its broad circumscription is polyphyletic as Sauvagesia serrata is sister to a clade of Adenarake, Sauvagesia spp., and three other genera. Within Quiinoideae, in contrast to former phylogenetic hypotheses, Lacunaria and Touroulia form a clade that is sister to Quiina. Bayesian ancestral state reconstructions showed that zygomorphic flowers with adaptations to buzz-pollination (poricidal anthers), a syncarpous gynoecium (a near-apocarpous gynoecium evolved independently in Quiinoideae and Ochninae), numerous ovules, septicidal capsules, and winged seeds with endosperm are the ancestral condition in Ochnoideae. Although in some lineages poricidal anthers were lost secondarily, the evolution of poricidal superstructures secured the maintenance of buzz-pollination in some of these genera, indicating a strong selective pressure on keeping that specialized pollination system.

Array-CGH testing in spontaneous abortions with normal karyotypes

In about 50% of first trimester spontaneous abortion the cause remains undetermined after standard cytogenetic investigation. We evaluated the usefulness of array-CGH in diagnosing chromosome abnormalities in products of conception from first trimester spontaneous abortions. Cell culture was carried out in short- and long-term cultures of 54 specimens and cytogenetic analysis was successful in 49 of them. Cytogenetic abnormalities (numerical and structural) were detected in 22 (44.89%) specimens. Subsequent, array-CGH based on large insert clones spaced at ~1 Mb intervals over the whole genome was used in 17 cases with normal G-banding karyotype. This revealed chromosome aneuplodies in three additional cases, giving a final total of 51% cases in which an abnormal karyotype was detected. In keeping with other recently published works, this study shows that array-CGH detects abnormalities in a further ~10% of spontaneous abortion specimens considered to be normal using standard cytogenetic methods. As such, array-CGH technique may present a suitable complementary test to cytogenetic analysis in cases with a normal karyotype.

Treadmill exercise testing of asymptomatic men and women without evidence of heart disease

The aim of this study was to test the hypothesis of differences in performance including differences in ST-T wave changes between healthy men and women submitted to an exercise stress test. Two hundred (45.4%) men and 241 (54.6%) women (mean age: 38.7 ± 11.0 years) were submitted to an exercise stress test. Physiologic and electrocardiographic variables were compared by the Student t-test and the chi-square test. To test the hypothesis of differences in ST-segment changes, data were ranked with functional models based on weighted least squares. To evaluate the influence of gender and age on the diagnosis of ST-segment abnormality, a logistic model was adjusted; P < 0.05 was considered to be significant. Rate-pressure product, duration of exercise and estimated functional capacity were higher in men (P < 0.05). Sixteen (6.7%) women and 9 (4.5%) men demonstrated ST-segment upslope ≥0.15 mV or downslope ≥0.10 mV; the difference was not statistically significant. Age increase of one year added 4% to the chance of upsloping of segment ST ≥0.15 mV or downsloping of segment ST ≥0.1 mV (P = 0.03; risk ratio = 1.040, 95% confidence interval (CI) = 1.002-1.080). Heart rate recovery was higher in women (P < 0.05). The chance of women showing an increase of systolic blood pressure ≤30 mmHg was 85% higher (P = 0.01; risk ratio = 1.85, 95%CI = 1.1-3.05). No significant difference in the frequency of ST-T wave changes was observed between men and women. Other differences may be related to different physical conditioning.

Estimating HIV-1 incidence using the serologic testing algorithm for recent HIV infections at HIV counseling and testing centers in the city of São Paulo, Brazil

The network of HIV counseling and testing centers in São Paulo, Brazil is a major source of data used to build epidemiological profiles of the client population. We examined HIV-1 incidence from November 2000 to April 2001, comparing epidemiological and socio-behavioral data of recently-infected individuals with those with long-standing infection. A less sensitive ELISA was employed to identify recent infection. The overall incidence of HIV-1 infection was 0.53/100/year (95% CI: 0.31-0.85/100/year): 0.77/100/year for males (95% CI: 0.42-1.27/100/year) and 0.22/100/ year (95% CI: 0.05-0.59/100/year) for females. Overall HIV-1 prevalence was 3.2% (95% CI: 2.8-3.7%), being 4.0% among males (95% CI: 3.3-4.7%) and 2.1% among females (95% CI: 1.6-2.8%). Recent infections accounted for 15% of the total (95% CI: 10.2-20.8%). Recent infection correlated with being younger and male (p = 0.019). Therefore, recent infection was more common among younger males and older females.

Development and mechanical testing of a short intramedullary nail for fixation of femoral rotational osteotomy in cerebral palsy patients

Background: Rotational osteotomy is frequently indicated to correct excessive femoral anteversion in cerebral palsy patients. Angled blade plate is the standard fixation device used when performed in the proximal femur, but extensile exposure is required for plate accommodation. The authors developed a short locked intramedullary nail to be applied percutaneously in the fixation of femoral rotational osteotomies in children with cerebral palsy and evaluated its mechanical properties. Methods: The study was divided into three stages. In the first part, a prototype was designed and made based on radiographic measurements of the femoral medullary canal of ten-year-old patients. In the second, synthetic femoral models based on rapid-prototyping of 3D reconstructed images of patients with cerebral palsy were obtained and were employed to adjust the nail prototype to the morphological changes observed in this disease. In the third, rotational osteotomies were simulated using synthetic femoral models stabilized by the nail and by the AO-ASIF fixed-angle blade plate. Mechanical testing was done comparing both devices in bending-compression and torsion. Results: The authors observed proper adaptation of the nail to normal and morphologically altered femoral models, and during the simulated osteotomies. Stiffness in bending-compression was significantly higher in the group fixed by the plate (388.97 +/- 57.25 N/mm) than in that fixed by the nail (268.26 +/- 38.51 N/mm) as torsional relative stiffness was significantly higher in the group fixed by the plate (1.07 +/- 0.36 Nm/degrees) than by the nail (0.35 +/- 0.13 Nm/degrees). Conclusions: Although the device presented adequate design and dimension to fit into the pediatric femur, mechanical tests indicated that the nail was less stable than the blade plate in bending-compression and torsion. This may be a beneficial property, and it can be attributed to the more flexible fixation found in intramedullary devices.

TESTING THE DISTANCE-DUALITY RELATION WITH GALAXY CLUSTERS AND TYPE Ia SUPERNOVAE

In this Letter, we propose a new and model-independent cosmological test for the distance-duality (DD) relation, eta = D(L)(z)(1 + z)(-2)/D(A)(z) = 1, where D(L) and D(A) are, respectively, the luminosity and angular diameter distances. For D(L) we consider two sub-samples of Type Ia supernovae (SNe Ia) taken from Constitution data whereas D(A) distances are provided by two samples of galaxy clusters compiled by De Filippis et al. and Bonamente et al. by combining Sunyaev-Zeldovich effect and X-ray surface brightness. The SNe Ia redshifts of each sub-sample were carefully chosen to coincide with the ones of the associated galaxy cluster sample (Delta z < 0.005), thereby allowing a direct test of the DD relation. Since for very low redshifts, D(A)(z) approximate to D(L)(z), we have tested the DD relation by assuming that. is a function of the redshift parameterized by two different expressions: eta(z) = 1 + eta(0)z and eta(z) = 1 +eta(0)z/(1 + z), where eta(0) is a constant parameter quantifying a possible departure from the strict validity of the reciprocity relation (eta(0) = 0). In the best scenario (linear parameterization), we obtain eta(0) = -0.28(-0.44)(+0.44) (2 sigma, statistical + systematic errors) for the De Filippis et al. sample (elliptical geometry), a result only marginally compatible with the DD relation. However, for the Bonamente et al. sample (spherical geometry) the constraint is eta(0) = -0.42(-0.34)(+0.34) (3 sigma, statistical + systematic errors), which is clearly incompatible with the duality-distance relation.

Cyclic variability of the circumstellar disk of the Be star zeta Tauri II. Testing the 2D global disk oscillation model

Context. About 2/3 of the Be stars present the so-called V/R variations, a phenomenon characterized by the quasi-cyclic variation in the ratio between the violet and red emission peaks of the HI emission lines. These variations are generally explained by global oscillations in the circumstellar disk forming a one-armed spiral density pattern that precesses around the star with a period of a few years. Aims. This paper presents self-consistent models of polarimetric, photometric, spectrophotometric, and interferometric observations of the classical Be star zeta Tauri. The primary goal is to conduct a critical quantitative test of the global oscillation scenario. Methods. Detailed three-dimensional, NLTE radiative transfer calculations were carried out using the radiative transfer code HDUST. The most up-to-date research on Be stars was used as input for the code in order to include a physically realistic description for the central star and the circumstellar disk. The model adopts a rotationally deformed, gravity darkened central star, surrounded by a disk whose unperturbed state is given by a steady-state viscous decretion disk model. It is further assumed that this disk is in vertical hydrostatic equilibrium. Results. By adopting a viscous decretion disk model for zeta Tauri and a rigorous solution of the radiative transfer, a very good fit of the time-average properties of the disk was obtained. This provides strong theoretical evidence that the viscous decretion disk model is the mechanism responsible for disk formation. The global oscillation model successfully fitted spatially resolved VLTI/AMBER observations and the temporal V/R variations in the H alpha and Br gamma lines. This result convincingly demonstrates that the oscillation pattern in the disk is a one-armed spiral. Possible model shortcomings, as well as suggestions for future improvements, are also discussed.

Testing Evolutionary and Dispersion Scenarios for the Settlement of the New World

Background: Discussion surrounding the settlement of the New World has recently gained momentum with advances in molecular biology, archaeology and bioanthropology. Recent evidence from these diverse fields is found to support different colonization scenarios. The currently available genetic evidence suggests a ""single migration'' model, in which both early and later Native American groups derive from one expansion event into the continent. In contrast, the pronounced anatomical differences between early and late Native American populations have led others to propose more complex scenarios, involving separate colonization events of the New World and a distinct origin for these groups. Methodology/Principal Findings: Using large samples of Early American crania, we: 1) calculated the rate of morphological differentiation between Early and Late American samples under three different time divergence assumptions, and compared our findings to the predicted morphological differentiation under neutral conditions in each case; and 2) further tested three dispersal scenarios for the colonization of the New World by comparing the morphological distances among early and late Amerindians, East Asians, Australo-Melanesians and early modern humans from Asia to geographical distances associated with each dispersion model. Results indicate that the assumption of a last shared common ancestor outside the continent better explains the observed morphological differences between early and late American groups. This result is corroborated by our finding that a model comprising two Asian waves of migration coming through Bering into the Americas fits the cranial anatomical evidence best, especially when the effects of diversifying selection to climate are taken into account. Conclusions: We conclude that the morphological diversity documented through time in the New World is best accounted for by a model postulating two waves of human expansion into the continent originating in East Asia and entering through Beringia.

Testing Lorentz Invariance and CPT Conservation with NuMI Neutrinos in the MINOS Near Detector

A search for a sidereal modulation in the MINOS near detector neutrino data was performed. If present, this signature could be a consequence of Lorentz and CPT violation as predicted by the effective field theory called the standard-model extension. No evidence for a sidereal signal in the data set was found, implying that there is no significant change in neutrino propagation that depends on the direction of the neutrino beam in a sun-centered inertial frame. Upper limits on the magnitudes of the Lorentz and CPT violating terms in the standard-model extension lie between 10(-4) and 10(-2) of the maximum expected, assuming a suppression of these signatures by a factor of 10(-17).

Testing for large extra dimensions with neutrino oscillations

We consider a model where sterile neutrinos can propagate in a large compactified extra dimension giving rise to Kaluza-Klein (KK) modes and the standard model left-handed neutrinos are confined to a 4-dimensional spacetime brane. The KK modes mix with the standard neutrinos modifying their oscillation pattern. We examine former and current experiments such as CHOOZ, KamLAND, and MINOS to estimate the impact of the possible presence of such KK modes on the determination of the neutrino oscillation parameters and simultaneously obtain limits on the size of the largest extra dimension. We found that the presence of the KK modes does not essentially improve the quality of the fit compared to the case of the standard oscillation. By combining the results from CHOOZ, KamLAND, and MINOS, in the limit of a vanishing lightest neutrino mass, we obtain the stronger bound on the size of the extra dimension as similar to 1.0(0.6) mu m at 99% C.L. for normal (inverted) mass hierarchy. If the lightest neutrino mass turns out to be larger, 0.2 eV, for example, we obtain the bound similar to 0.1 mu m. We also discuss the expected sensitivities on the size of the extra dimension for future experiments such as Double CHOOZ, T2K, and NO nu A.

Testing the interaction between dark energy and dark matter via the latest observations

Cosmological analyses based on currently available observations are unable to rule out a sizeable coupling between dark energy and dark matter. However, the signature of the coupling is not easy to grasp, since the coupling is degenerate with other cosmological parameters, such as the dark energy equation of state and the dark matter abundance. We discuss possible ways to break such degeneracy. Based on the perturbation formalism, we carry out the global fitting by using the latest observational data and get a tight constraint on the interaction between dark sectors. We find that the appropriate interaction can alleviate the coincidence problem.

TESTING STATISTICAL HYPOTHESIS ON RANDOM TREES AND APPLICATIONS TO THE PROTEIN CLASSIFICATION PROBLEM

Efficient automatic protein classification is of central importance in genomic annotation. As an independent way to check the reliability of the classification, we propose a statistical approach to test if two sets of protein domain sequences coming from two families of the Pfam database are significantly different. We model protein sequences as realizations of Variable Length Markov Chains (VLMC) and we use the context trees as a signature of each protein family. Our approach is based on a Kolmogorov-Smirnov-type goodness-of-fit test proposed by Balding et at. [Limit theorems for sequences of random trees (2008), DOI: 10.1007/s11749-008-0092-z]. The test statistic is a supremum over the space of trees of a function of the two samples; its computation grows, in principle, exponentially fast with the maximal number of nodes of the potential trees. We show how to transform this problem into a max-flow over a related graph which can be solved using a Ford-Fulkerson algorithm in polynomial time on that number. We apply the test to 10 randomly chosen protein domain families from the seed of Pfam-A database (high quality, manually curated families). The test shows that the distributions of context trees coming from different families are significantly different. We emphasize that this is a novel mathematical approach to validate the automatic clustering of sequences in any context. We also study the performance of the test via simulations on Galton-Watson related processes.

LATENT RANK CHANGE DETECTION FOR ANALYSIS OF SPLICE-JUNCTION MICROARRAYS WITH NONLINEAR EFFECTS

Alternative splicing of gene transcripts greatly expands the functional capacity of the genome, and certain splice isoforms may indicate specific disease states such as cancer. Splice junction microarrays interrogate thousands of splice junctions, but data analysis is difficult and error prone because of the increased complexity compared to differential gene expression analysis. We present Rank Change Detection (RCD) as a method to identify differential splicing events based upon a straightforward probabilistic model comparing the over-or underrepresentation of two or more competing isoforms. RCD has advantages over commonly used methods because it is robust to false positive errors due to nonlinear trends in microarray measurements. Further, RCD does not depend on prior knowledge of splice isoforms, yet it takes advantage of the inherent structure of mutually exclusive junctions, and it is conceptually generalizable to other types of splicing arrays or RNA-Seq. RCD specifically identifies the biologically important cases when a splice junction becomes more or less prevalent compared to other mutually exclusive junctions. The example data is from different cell lines of glioblastoma tumors assayed with Agilent microarrays.