Convergence results for stochastic particle systems with social interaction

We consider stochastic individual-based models for social behaviour of groups of animals. In these models the trajectory of each animal is given by a stochastic differential equation with interaction. The social interaction is contained in the drift term of the SDE. We consider a global aggregation force and a short-range repulsion force. The repulsion range and strength gets rescaled with the number of animals N. We show that for N tending to infinity stochastic fluctuations disappear and a smoothed version of the empirical process converges uniformly towards the solution of a nonlinear, nonlocal partial differential equation of advection-reaction-diffusion type. The rescaling of the repulsion in the individual-based model implies that the corresponding term in the limit equation is local while the aggregation term is non-local. Moreover, we discuss the effect of a predator on the system and derive an analogous convergence result. The predator acts as an repulsive force. Different laws of motion for the predator are considered.

Chargaff symmetric stochastic processes

Scopo della modellizzazione delle stringhe di DNA è la formulazione di modelli matematici che generano sequenze di basi azotate compatibili con il genoma esistente. In questa tesi si prendono in esame quei modelli matematici che conservano un'importante proprietà, scoperta nel 1952 dal biochimico Erwin Chargaff, chiamata oggi "seconda regola di Chargaff". I modelli matematici che tengono conto delle simmetrie di Chargaff si dividono principalmente in due filoni: uno la ritiene un risultato dell'evoluzione sul genoma, mentre l'altro la ipotizza peculiare di un genoma primitivo e non intaccata dalle modifiche apportate dall'evoluzione. Questa tesi si propone di analizzare un modello del secondo tipo. In particolare ci siamo ispirati al modello definito da da Sobottka e Hart. Dopo un'analisi critica e lo studio del lavoro degli autori, abbiamo esteso il modello ad un più ampio insieme di casi. Abbiamo utilizzato processi stocastici come Bernoulli-scheme e catene di Markov per costruire una possibile generalizzazione della struttura proposta nell'articolo, analizzando le condizioni che implicano la validità della regola di Chargaff. I modelli esaminati sono costituiti da semplici processi stazionari o concatenazioni di processi stazionari. Nel primo capitolo vengono introdotte alcune nozioni di biologia. Nel secondo si fa una descrizione critica e prospettica del modello proposto da Sobottka e Hart, introducendo le definizioni formali per il caso generale presentato nel terzo capitolo, dove si sviluppa l'apparato teorico del modello generale.

Fluctuation properties in random walks on networks and simple integrate and fire models

In questa tesi si è studiato l’insorgere di eventi critici in un semplice modello neurale del tipo Integrate and Fire, basato su processi dinamici stocastici markoviani definiti su una rete. Il segnale neurale elettrico è stato modellato da un flusso di particelle. Si è concentrata l’attenzione sulla fase transiente del sistema, cercando di identificare fenomeni simili alla sincronizzazione neurale, la quale può essere considerata un evento critico. Sono state studiate reti particolarmente semplici, trovando che il modello proposto ha la capacità di produrre effetti "a cascata" nell’attività neurale, dovuti a Self Organized Criticality (auto organizzazione del sistema in stati instabili); questi effetti non vengono invece osservati in Random Walks sulle stesse reti. Si è visto che un piccolo stimolo random è capace di generare nell’attività della rete delle fluttuazioni notevoli, in particolar modo se il sistema si trova in una fase al limite dell’equilibrio. I picchi di attività così rilevati sono stati interpretati come valanghe di segnale neurale, fenomeno riconducibile alla sincronizzazione.

Markers Models in Survival Analysis and Applications to Issues Associated with AIDS

Jewell and Kalbfleisch (1992) consider the use of marker processes for applications related to estimation of the survival distribution of time to failure. Marker processes were assumed to be stochastic processes that, at a given point in time, provide information about the current hazard and consequently on the remaining time to failure. Particular attention was paid to calculations based on a simple additive model for the relationship between the hazard function at time t and the history of the marker process up until time t. Specific applications to the analysis of AIDS data included the use of markers as surrogate responses for onset of AIDS with censored data and as predictors of the time elapsed since infection in prevalent individuals. Here we review recent work on the use of marker data to tackle these kinds of problems with AIDS data. The Poisson marker process with an additive model, introduced in Jewell and Kalbfleisch (1992) may be a useful "test" example for comparison of various procedures.

Hybrid stochastic simulations of intracellular reaction-diffusion systems.

With the observation that stochasticity is important in biological systems, chemical kinetics have begun to receive wider interest. While the use of Monte Carlo discrete event simulations most accurately capture the variability of molecular species, they become computationally costly for complex reaction-diffusion systems with large populations of molecules. On the other hand, continuous time models are computationally efficient but they fail to capture any variability in the molecular species. In this study a hybrid stochastic approach is introduced for simulating reaction-diffusion systems. We developed an adaptive partitioning strategy in which processes with high frequency are simulated with deterministic rate-based equations, and those with low frequency using the exact stochastic algorithm of Gillespie. Therefore the stochastic behavior of cellular pathways is preserved while being able to apply it to large populations of molecules. We describe our method and demonstrate its accuracy and efficiency compared with the Gillespie algorithm for two different systems. First, a model of intracellular viral kinetics with two steady states and second, a compartmental model of the postsynaptic spine head for studying the dynamics of Ca+2 and NMDA receptors.

Minimum carbon payment along an aridity gradient for dryland afforestation in non annex I countries with stochastic weather and prices

Recent findings demonstrate that trees in deserts are efficient carbon sinks. It remains however unknown whether the Clean Development Mechanism will accelerate the planting of trees in Non Annex I dryland countries. We estimated the price of carbon at which a farmer would be indifferent between his customary activity and the planting of trees to trade carbon credits, along an aridity gradient. Carbon yields were simulated by means of the CO2FIX v3.1 model for Pinus halepensis with its respective yield classes along the gradient (Arid – 100mm to Dry Sub Humid conditions – 900mm). Wheat and pasture yields were predicted on somewhat similar nitrogen-based quadratic models, using 30 years of weather data to simulate moisture stress. Stochastic production, input and output prices were afterwards simulated on a Monte Carlo matrix. Results show that, despite the high levels of carbon uptake, carbon trading by afforesting is unprofitable anywhere along the gradient. Indeed, the price of carbon would have to raise unrealistically high, and the certification costs would have to drop significantly, to make the Clean Development Mechanism worthwhile for non annex I dryland countries farmers. From a government agency's point of view the Clean Development Mechanism is attractive. However, such agencies will find it difficult to demonstrate “additionality”, even if the rule may be somewhat flexible. Based on these findings, we will further discuss why the Clean Development Mechanism, a supposedly pro-poor instrument, fails to assist farmers in Non Annex I dryland countries living at minimum subsistence level.

Zonal playfield attributes – A stochastic approach to subjective passing affordances in football

Introduction: According to the ecological view, coordination establishes byvirtueof social context. Affordances thought of as situational opportunities to interact are assumed to represent the guiding principles underlying decisions involved in interpersonal coordination. It’s generally agreed that affordances are not an objective part of the (social) environment but that they depend on the constructive perception of involved subjects. Theory and empirical data hold that cognitive operations enabling domain-specific efficacy beliefs are involved in the perception of affordances. The aim of the present study was to test the effects of these cognitive concepts in the subjective construction of local affordances and their influence on decision making in football. Methods: 71 football players (M = 24.3 years, SD = 3.3, 21 % women) from different divisions participated in the study. Participants were presented scenarios of offensive game situations. They were asked to take the perspective of the person on the ball and to indicate where they would pass the ball from within each situation. The participants stated their decisions in two conditions with different game score (1:0 vs. 0:1). The playing fields of all scenarios were then divided into ten zones. For each zone, participants were asked to rate their confidence in being able to pass the ball there (self-efficacy), the likelihood of the group staying in ball possession if the ball were passed into the zone (group-efficacy I), the likelihood of the ball being covered safely by a team member (pass control / group-efficacy II), and whether a pass would establish a better initial position to attack the opponents’ goal (offensive convenience). Answers were reported on visual analog scales ranging from 1 to 10. Data were analyzed specifying general linear models for binomially distributed data (Mplus). Maximum likelihood with non-normality robust standard errors was chosen to estimate parameters. Results: Analyses showed that zone- and domain-specific efficacy beliefs significantly affected passing decisions. Because of collinearity with self-efficacy and group-efficacy I, group-efficacy II was excluded from the models to ease interpretation of the results. Generally, zones with high values in the subjective ratings had a higher probability to be chosen as passing destination (βself-efficacy = 0.133, p < .001, OR = 1.142; βgroup-efficacy I = 0.128, p < .001, OR = 1.137; βoffensive convenience = 0.057, p < .01, OR = 1.059). There were, however, characteristic differences in the two score conditions. While group-efficacy I was the only significant predictor in condition 1 (βgroup-efficacy I = 0.379, p < .001), only self-efficacy and offensive convenience contributed to passing decisions in condition 2 (βself-efficacy = 0.135, p < .01; βoffensive convenience = 0.120, p < .001). Discussion: The results indicate that subjectively distinct attributes projected to playfield zones affect passing decisions. The study proposes a probabilistic alternative to Lewin’s (1951) hodological and deterministic field theory and enables insight into how dimensions of the psychological landscape afford passing behavior. Being part of a team, this psychological landscape is not only constituted by probabilities that refer to the potential and consequences of individual behavior, but also to that of the group system of which individuals are part of. Hence, in regulating action decisions in group settings, informers are extended to aspects referring to the group-level. References: Lewin, K. (1951). In D. Cartwright (Ed.), Field theory in social sciences: Selected theoretical papers by Kurt Lewin. New York: Harper & Brothers.

Selection bias and the cross-validation of regression models for prediction

Strategies are compared for the development of a linear regression model with stochastic (multivariate normal) regressor variables and the subsequent assessment of its predictive ability. Bias and mean squared error of four estimators of predictive performance are evaluated in simulated samples of 32 population correlation matrices. Models including all of the available predictors are compared with those obtained using selected subsets. The subset selection procedures investigated include two stopping rules, C$\sb{\rm p}$ and S$\sb{\rm p}$, each combined with an 'all possible subsets' or 'forward selection' of variables. The estimators of performance utilized include parametric (MSEP$\sb{\rm m}$) and non-parametric (PRESS) assessments in the entire sample, and two data splitting estimates restricted to a random or balanced (Snee's DUPLEX) 'validation' half sample. The simulations were performed as a designed experiment, with population correlation matrices representing a broad range of data structures.^ The techniques examined for subset selection do not generally result in improved predictions relative to the full model. Approaches using 'forward selection' result in slightly smaller prediction errors and less biased estimators of predictive accuracy than 'all possible subsets' approaches but no differences are detected between the performances of C$\sb{\rm p}$ and S$\sb{\rm p}$. In every case, prediction errors of models obtained by subset selection in either of the half splits exceed those obtained using all predictors and the entire sample.^ Only the random split estimator is conditionally (on $\\beta$) unbiased, however MSEP$\sb{\rm m}$ is unbiased on average and PRESS is nearly so in unselected (fixed form) models. When subset selection techniques are used, MSEP$\sb{\rm m}$ and PRESS always underestimate prediction errors, by as much as 27 percent (on average) in small samples. Despite their bias, the mean squared errors (MSE) of these estimators are at least 30 percent less than that of the unbiased random split estimator. The DUPLEX split estimator suffers from large MSE as well as bias, and seems of little value within the context of stochastic regressor variables.^ To maximize predictive accuracy while retaining a reliable estimate of that accuracy, it is recommended that the entire sample be used for model development, and a leave-one-out statistic (e.g. PRESS) be used for assessment. ^

Detecting genetic and nutritional lung cancer risk factors related to folate metabolism using Bayesian generalized linear models

Complex diseases, such as cancer, are caused by various genetic and environmental factors, and their interactions. Joint analysis of these factors and their interactions would increase the power to detect risk factors but is statistically. Bayesian generalized linear models using student-t prior distributions on coefficients, is a novel method to simultaneously analyze genetic factors, environmental factors, and interactions. I performed simulation studies using three different disease models and demonstrated that the variable selection performance of Bayesian generalized linear models is comparable to that of Bayesian stochastic search variable selection, an improved method for variable selection when compared to standard methods. I further evaluated the variable selection performance of Bayesian generalized linear models using different numbers of candidate covariates and different sample sizes, and provided a guideline for required sample size to achieve a high power of variable selection using Bayesian generalize linear models, considering different scales of number of candidate covariates. ^ Polymorphisms in folate metabolism genes and nutritional factors have been previously associated with lung cancer risk. In this study, I simultaneously analyzed 115 tag SNPs in folate metabolism genes, 14 nutritional factors, and all possible genetic-nutritional interactions from 1239 lung cancer cases and 1692 controls using Bayesian generalized linear models stratified by never, former, and current smoking status. SNPs in MTRR were significantly associated with lung cancer risk across never, former, and current smokers. In never smokers, three SNPs in TYMS and three gene-nutrient interactions, including an interaction between SHMT1 and vitamin B12, an interaction between MTRR and total fat intake, and an interaction between MTR and alcohol use, were also identified as associated with lung cancer risk. These lung cancer risk factors are worthy of further investigation.^

Oscillatory genetic circuits: new designs and mathematical models

Introduction and motivation: A wide variety of organisms have developed in-ternal biomolecular clocks in order to adapt to cyclic changes of the environment. Clock operation involves genetic networks. These genetic networks have to be mod¬eled in order to understand the underlying mechanism of oscillations and to design new synthetic cellular clocks. This doctoral thesis has resulted in two contributions to the fields of genetic clocks and systems and synthetic biology, generally. The first contribution is a new genetic circuit model that exhibits an oscillatory behav¬ior through catalytic RNA molecules. The second and major contribution is a new genetic circuit model demonstrating that a repressor molecule acting on the positive feedback of a self-activating gene produces reliable oscillations. First contribution: A new model of a synthetic genetic oscillator based on a typical two-gene motif with one positive and one negative feedback loop is pre¬sented. The originality is that the repressor is a catalytic RNA molecule rather than a protein or a non-catalytic RNA molecule. This catalytic RNA is a ribozyme that acts post-transcriptionally by binding to and cleaving target mRNA molecules. This genetic clock involves just two genes, a mRNA and an activator protein, apart from the ribozyme. Parameter values that produce a circadian period in both determin¬istic and stochastic simulations have been chosen as an example of clock operation. The effects of the stochastic fluctuations are quantified by a period histogram and autocorrelation function. The conclusion is that catalytic RNA molecules can act as repressor proteins and simplify the design of genetic oscillators. Second and major contribution: It is demonstrated that a self-activating gene in conjunction with a simple negative interaction can easily produce robust matically validated. This model is comprised of two clearly distinct parts. The first is a positive feedback created by a protein that binds to the promoter of its own gene and activates the transcription. The second is a negative interaction in which a repressor molecule prevents this protein from binding to its promoter. A stochastic study shows that the system is robust to noise. A deterministic study identifies that the oscillator dynamics are mainly driven by two types of biomolecules: the protein, and the complex formed by the repressor and this protein. The main conclusion of this study is that a simple and usual negative interaction, such as degradation, se¬questration or inhibition, acting on the positive transcriptional feedback of a single gene is a sufficient condition to produce reliable oscillations. One gene is enough and the positive transcriptional feedback signal does not need to activate a second repressor gene. At the genetic level, this means that an explicit negative feedback loop is not necessary. Unlike many genetic oscillators, this model needs neither cooperative binding reactions nor the formation of protein multimers. Applications and future research directions: Recently, RNA molecules have been found to play many new catalytic roles. The first oscillatory genetic model proposed in this thesis uses ribozymes as repressor molecules. This could provide new synthetic biology design principles and a better understanding of cel¬lular clocks regulated by RNA molecules. The second genetic model proposed here involves only a repression acting on a self-activating gene and produces robust oscil¬lations. Unlike current two-gene oscillators, this model surprisingly does not require a second repressor gene. This result could help to clarify the design principles of cellular clocks and constitute a new efficient tool for engineering synthetic genetic oscillators. Possible follow-on research directions are: validate models in vivo and in vitro, research the potential of second model as a genetic memory, investigate new genetic oscillators regulated by non-coding RNAs and design a biosensor of positive feedbacks in genetic networks based on the operation of the second model Resumen Introduccion y motivacion: Una amplia variedad de organismos han desarro-llado relojes biomoleculares internos con el fin de adaptarse a los cambios ciclicos del entorno. El funcionamiento de estos relojes involucra redes geneticas. El mo delado de estas redes geneticas es esencial tanto para entender los mecanismos que producen las oscilaciones como para diseiiar nuevos circuitos sinteticos en celulas. Esta tesis doctoral ha dado lugar a dos contribuciones dentro de los campos de los circuitos geneticos en particular, y biologia de sistemas y sintetica en general. La primera contribucion es un nuevo modelo de circuito genetico que muestra un comportamiento oscilatorio usando moleculas de ARN cataliticas. La segunda y principal contribucion es un nuevo modelo de circuito genetico que demuestra que una molecula represora actuando sobre el lazo de un gen auto-activado produce oscilaciones robustas. Primera contribucion: Es un nuevo modelo de oscilador genetico sintetico basado en una tipica red genetica compuesta por dos genes con dos lazos de retroa-limentacion, uno positivo y otro negativo. La novedad de este modelo es que el represor es una molecula de ARN catalftica, en lugar de una protefna o una molecula de ARN no-catalitica. Este ARN catalitico es una ribozima que actua despues de la transcription genetica uniendose y cortando moleculas de ARN mensajero (ARNm). Este reloj genetico involucra solo dos genes, un ARNm y una proteina activadora, aparte de la ribozima. Como ejemplo de funcionamiento, se han escogido valores de los parametros que producen oscilaciones con periodo circadiano (24 horas) tanto en simulaciones deterministas como estocasticas. El efecto de las fluctuaciones es-tocasticas ha sido cuantificado mediante un histograma del periodo y la función de auto-correlacion. La conclusion es que las moleculas de ARN con propiedades cataliticas pueden jugar el misnio papel que las protemas represoras, y por lo tanto, simplificar el diseno de los osciladores geneticos. Segunda y principal contribucion: Es un nuevo modelo de oscilador genetico que demuestra que un gen auto-activado junto con una simple interaction negativa puede producir oscilaciones robustas. Este modelo ha sido estudiado y validado matematicamente. El modelo esta compuesto de dos partes bien diferenciadas. La primera parte es un lazo de retroalimentacion positiva creado por una proteina que se une al promotor de su propio gen activando la transcription. La segunda parte es una interaction negativa en la que una molecula represora evita la union de la proteina con el promotor. Un estudio estocastico muestra que el sistema es robusto al ruido. Un estudio determinista muestra que la dinamica del sistema es debida principalmente a dos tipos de biomoleculas: la proteina, y el complejo formado por el represor y esta proteina. La conclusion principal de este estudio es que una simple y usual interaction negativa, tal como una degradation, un secuestro o una inhibition, actuando sobre el lazo de retroalimentacion positiva de un solo gen es una condition suficiente para producir oscilaciones robustas. Un gen es suficiente y el lazo de retroalimentacion positiva no necesita activar a un segundo gen represor, tal y como ocurre en los relojes actuales con dos genes. Esto significa que a nivel genetico un lazo de retroalimentacion negativa no es necesario de forma explicita. Ademas, este modelo no necesita reacciones cooperativas ni la formation de multimeros proteicos, al contrario que en muchos osciladores geneticos. Aplicaciones y futuras lineas de investigacion: En los liltimos anos, se han descubierto muchas moleculas de ARN con capacidad catalitica. El primer modelo de oscilador genetico propuesto en esta tesis usa ribozimas como moleculas repre¬soras. Esto podria proporcionar nuevos principios de diseno en biologia sintetica y una mejor comprension de los relojes celulares regulados por moleculas de ARN. El segundo modelo de oscilador genetico propuesto aqui involucra solo una represion actuando sobre un gen auto-activado y produce oscilaciones robustas. Sorprendente-mente, un segundo gen represor no es necesario al contrario que en los bien conocidos osciladores con dos genes. Este resultado podria ayudar a clarificar los principios de diseno de los relojes celulares naturales y constituir una nueva y eficiente he-rramienta para crear osciladores geneticos sinteticos. Algunas de las futuras lineas de investigation abiertas tras esta tesis son: (1) la validation in vivo e in vitro de ambos modelos, (2) el estudio del potential del segundo modelo como circuito base para la construction de una memoria genetica, (3) el estudio de nuevos osciladores geneticos regulados por ARN no codificante y, por ultimo, (4) el rediseno del se¬gundo modelo de oscilador genetico para su uso como biosensor capaz de detectar genes auto-activados en redes geneticas.

Maximum likelihood estimation of new state space models for operational modal analysis

The modal analysis of a structural system consists on computing its vibrational modes. The experimental way to estimate these modes requires to excite the system with a measured or known input and then to measure the system output at different points using sensors. Finally, system inputs and outputs are used to compute the modes of vibration. When the system refers to large structures like buildings or bridges, the tests have to be performed in situ, so it is not possible to measure system inputs such as wind, traffic, . . .Even if a known input is applied, the procedure is usually difficult and expensive, and there are still uncontrolled disturbances acting at the time of the test. These facts led to the idea of computing the modes of vibration using only the measured vibrations and regardless of the inputs that originated them, whether they are ambient vibrations (wind, earthquakes, . . . ) or operational loads (traffic, human loading, . . . ). This procedure is usually called Operational Modal Analysis (OMA), and in general consists on to fit a mathematical model to the measured data assuming the unobserved excitations are realizations of a stationary stochastic process (usually white noise processes). Then, the modes of vibration are computed from the estimated model. The first issue investigated in this thesis is the performance of the Expectation- Maximization (EM) algorithm for the maximum likelihood estimation of the state space model in the field of OMA. The algorithm is described in detail and it is analysed how to apply it to vibration data. After that, it is compared to another well known method, the Stochastic Subspace Identification algorithm. The maximum likelihood estimate enjoys some optimal properties from a statistical point of view what makes it very attractive in practice, but the most remarkable property of the EM algorithm is that it can be used to address a wide range of situations in OMA. In this work, three additional state space models are proposed and estimated using the EM algorithm: • The first model is proposed to estimate the modes of vibration when several tests are performed in the same structural system. Instead of analyse record by record and then compute averages, the EM algorithm is extended for the joint estimation of the proposed state space model using all the available data. • The second state space model is used to estimate the modes of vibration when the number of available sensors is lower than the number of points to be tested. In these cases it is usual to perform several tests changing the position of the sensors from one test to the following (multiple setups of sensors). Here, the proposed state space model and the EM algorithm are used to estimate the modal parameters taking into account the data of all setups. • And last, a state space model is proposed to estimate the modes of vibration in the presence of unmeasured inputs that cannot be modelled as white noise processes. In these cases, the frequency components of the inputs cannot be separated from the eigenfrequencies of the system, and spurious modes are obtained in the identification process. The idea is to measure the response of the structure corresponding to different inputs; then, it is assumed that the parameters common to all the data correspond to the structure (modes of vibration), and the parameters found in a specific test correspond to the input in that test. The problem is solved using the proposed state space model and the EM algorithm. Resumen El análisis modal de un sistema estructural consiste en calcular sus modos de vibración. Para estimar estos modos experimentalmente es preciso excitar el sistema con entradas conocidas y registrar las salidas del sistema en diferentes puntos por medio de sensores. Finalmente, los modos de vibración se calculan utilizando las entradas y salidas registradas. Cuando el sistema es una gran estructura como un puente o un edificio, los experimentos tienen que realizarse in situ, por lo que no es posible registrar entradas al sistema tales como viento, tráfico, . . . Incluso si se aplica una entrada conocida, el procedimiento suele ser complicado y caro, y todavía están presentes perturbaciones no controladas que excitan el sistema durante el test. Estos hechos han llevado a la idea de calcular los modos de vibración utilizando sólo las vibraciones registradas en la estructura y sin tener en cuenta las cargas que las originan, ya sean cargas ambientales (viento, terremotos, . . . ) o cargas de explotación (tráfico, cargas humanas, . . . ). Este procedimiento se conoce en la literatura especializada como Análisis Modal Operacional, y en general consiste en ajustar un modelo matemático a los datos registrados adoptando la hipótesis de que las excitaciones no conocidas son realizaciones de un proceso estocástico estacionario (generalmente ruido blanco). Posteriormente, los modos de vibración se calculan a partir del modelo estimado. El primer problema que se ha investigado en esta tesis es la utilización de máxima verosimilitud y el algoritmo EM (Expectation-Maximization) para la estimación del modelo espacio de los estados en el ámbito del Análisis Modal Operacional. El algoritmo se describe en detalle y también se analiza como aplicarlo cuando se dispone de datos de vibraciones de una estructura. A continuación se compara con otro método muy conocido, el método de los Subespacios. Los estimadores máximo verosímiles presentan una serie de propiedades que los hacen óptimos desde un punto de vista estadístico, pero la propiedad más destacable del algoritmo EM es que puede utilizarse para resolver un amplio abanico de situaciones que se presentan en el Análisis Modal Operacional. En este trabajo se proponen y estiman tres modelos en el espacio de los estados: • El primer modelo se utiliza para estimar los modos de vibración cuando se dispone de datos correspondientes a varios experimentos realizados en la misma estructura. En lugar de analizar registro a registro y calcular promedios, se utiliza algoritmo EM para la estimación conjunta del modelo propuesto utilizando todos los datos disponibles. • El segundo modelo en el espacio de los estados propuesto se utiliza para estimar los modos de vibración cuando el número de sensores disponibles es menor que vi Resumen el número de puntos que se quieren analizar en la estructura. En estos casos es usual realizar varios ensayos cambiando la posición de los sensores de un ensayo a otro (múltiples configuraciones de sensores). En este trabajo se utiliza el algoritmo EM para estimar los parámetros modales teniendo en cuenta los datos de todas las configuraciones. • Por último, se propone otro modelo en el espacio de los estados para estimar los modos de vibración en la presencia de entradas al sistema que no pueden modelarse como procesos estocásticos de ruido blanco. En estos casos, las frecuencias de las entradas no se pueden separar de las frecuencias del sistema y se obtienen modos espurios en la fase de identificación. La idea es registrar la respuesta de la estructura correspondiente a diferentes entradas; entonces se adopta la hipótesis de que los parámetros comunes a todos los registros corresponden a la estructura (modos de vibración), y los parámetros encontrados en un registro específico corresponden a la entrada en dicho ensayo. El problema se resuelve utilizando el modelo propuesto y el algoritmo EM.

Cooperative Multi-robot Patrolling: A study of distributed approaches based on mathematical models of game theory to protect infrastructures

El principio de Teoría de Juegos permite desarrollar modelos estocásticos de patrullaje multi-robot para proteger infraestructuras criticas. La protección de infraestructuras criticas representa un gran reto para los países al rededor del mundo, principalmente después de los ataques terroristas llevados a cabo la década pasada. En este documento el termino infraestructura hace referencia a aeropuertos, plantas nucleares u otros instalaciones. El problema de patrullaje se define como la actividad de patrullar un entorno determinado para monitorear cualquier actividad o sensar algunas variables ambientales. En esta actividad, un grupo de robots debe visitar un conjunto de puntos de interés definidos en un entorno en intervalos de tiempo irregulares con propósitos de seguridad. Los modelos de partullaje multi-robot son utilizados para resolver este problema. Hasta el momento existen trabajos que resuelven este problema utilizando diversos principios matemáticos. Los modelos de patrullaje multi-robot desarrollados en esos trabajos representan un gran avance en este campo de investigación. Sin embargo, los modelos con los mejores resultados no son viables para aplicaciones de seguridad debido a su naturaleza centralizada y determinista. Esta tesis presenta cinco modelos de patrullaje multi-robot distribuidos e impredecibles basados en modelos matemáticos de aprendizaje de Teoría de Juegos. El objetivo del desarrollo de estos modelos está en resolver los inconvenientes presentes en trabajos preliminares. Con esta finalidad, el problema de patrullaje multi-robot se formuló utilizando conceptos de Teoría de Grafos, en la cual se definieron varios juegos en cada vértice de un grafo. Los modelos de patrullaje multi-robot desarrollados en este trabajo de investigación se han validado y comparado con los mejores modelos disponibles en la literatura. Para llevar a cabo tanto la validación como la comparación se ha utilizado un simulador de patrullaje y un grupo de robots reales. Los resultados experimentales muestran que los modelos de patrullaje desarrollados en este trabajo de investigación trabajan mejor que modelos de trabajos previos en el 80% de 150 casos de estudio. Además de esto, estos modelos cuentan con varias características importantes tales como distribución, robustez, escalabilidad y dinamismo. Los avances logrados con este trabajo de investigación dan evidencia del potencial de Teoría de Juegos para desarrollar modelos de patrullaje útiles para proteger infraestructuras. ABSTRACT Game theory principle allows to developing stochastic multi-robot patrolling models to protect critical infrastructures. Critical infrastructures protection is a great concern for countries around the world, mainly due to terrorist attacks in the last decade. In this document, the term infrastructures includes airports, nuclear power plants, and many other facilities. The patrolling problem is defined as the activity of traversing a given environment to monitoring any activity or sensing some environmental variables If this activity were performed by a fleet of robots, they would have to visit some places of interest of an environment at irregular intervals of time for security purposes. This problem is solved using multi-robot patrolling models. To date, literature works have been solved this problem applying various mathematical principles.The multi-robot patrolling models developed in those works represent great advances in this field. However, the models that obtain the best results are unfeasible for security applications due to their centralized and predictable nature. This thesis presents five distributed and unpredictable multi-robot patrolling models based on mathematical learning models derived from Game Theory. These multi-robot patrolling models aim at overcoming the disadvantages of previous work. To this end, the multi-robot patrolling problem was formulated using concepts of Graph Theory to represent the environment. Several normal-form games were defined at each vertex of a graph in this formulation. The multi-robot patrolling models developed in this research work have been validated and compared with best ranked multi-robot patrolling models in the literature. Both validation and comparison were preformed by using both a patrolling simulator and real robots. Experimental results show that the multirobot patrolling models developed in this research work improve previous ones in as many as 80% of 150 cases of study. Moreover, these multi-robot patrolling models rely on several features to highlight in security applications such as distribution, robustness, scalability, and dynamism. The achievements obtained in this research work validate the potential of Game Theory to develop patrolling models to protect infrastructures.

Stochastic processes strongly influence HIV-1 evolution during suboptimal protease-inhibitor therapy

It has long been assumed that HIV-1 evolution is best described by deterministic evolutionary models because of the large population size. Recently, however, it was suggested that the effective population size (Ne) may be rather small, thereby allowing chance to influence evolution, a situation best described by a stochastic evolutionary model. To gain experimental evidence supporting one of the evolutionary models, we investigated whether the development of resistance to the protease inhibitor ritonavir affected the evolution of the env gene. Sequential serum samples from five patients treated with ritonavir were used for analysis of the protease gene and the V3 domain of the env gene. Multiple reverse transcription–PCR products were cloned, sequenced, and used to construct phylogenetic trees and to calculate the genetic variation and Ne. Genotypic resistance to ritonavir developed in all five patients, but each patient displayed a unique combination of mutations, indicating a stochastic element in the development of ritonavir resistance. Furthermore, development of resistance induced clear bottleneck effects in the env gene. The mean intrasample genetic variation, which ranged from 1.2% to 5.7% before treatment, decreased significantly (P < 0.025) during treatment. In agreement with these findings, Ne was estimated to be very small (500–15,000) compared with the total HIV-1 RNA copy number. This study combines three independent observations, strong population bottlenecking, small Ne, and selection of different combinations of protease-resistance mutations, all of which indicate that HIV-1 evolution is best described by a stochastic evolutionary model.

Models of natural language understanding.

This paper surveys some of the fundamental problems in natural language (NL) understanding (syntax, semantics, pragmatics, and discourse) and the current approaches to solving them. Some recent developments in NL processing include increased emphasis on corpus-based rather than example- or intuition-based work, attempts to measure the coverage and effectiveness of NL systems, dealing with discourse and dialogue phenomena, and attempts to use both analytic and stochastic knowledge. Critical areas for the future include grammars that are appropriate to processing large amounts of real language; automatic (or at least semi-automatic) methods for deriving models of syntax, semantics, and pragmatics; self-adapting systems; and integration with speech processing. Of particular importance are techniques that can be tuned to such requirements as full versus partial understanding and spoken language versus text. Portability (the ease with which one can configure an NL system for a particular application) is one of the largest barriers to application of this technology.

Stochastic choice analysis of tourism destinations

The analysis of tourist destination choice, defined by intra-country administrative units and by product types “coastal/inland and village/city”, permits the characterisation of tourist flow behaviour, which is fundamental for public planning and business management. In this study, we analyse the determinant factors of tourist destination choice, proposing various research hypotheses relative to the impact of destination attributes and the personal characteristics of tourists. The methodology applied estimates Nested and Random Coefficients Multinomial Logit Models, which allow control over possible correlations among different destinations. The empirical application is realised in Spain on a sample of 3,781 individuals and allows us to conclude that prices, distance to the destination and personal motivations are determinants in destination choice.