Extremum estimators and stochastic optimization methods

Submitted in partial fulfillment for the Requirements for the Degree of PhD in Mathematics, in the Speciality of Statistics in the Faculdade de Ciências e Tecnologia

CALIBRATION AND USE OF AN IN-HOUSE ANTI-MEASLES IgG STANDARD SERUM

For the purpose of research a large quantity of anti-measles IgG working reference serum was needed. A pool of sera from five teenagers was prepared and named Alexandre Herculano (AH). In order to calibrate the AH serum, 18 EIA assays were performed testing in parallel AH and the 2nd International Standard 1990, Anti-Measles Antibody, 66/202 (IS) in a range of dilutions (from 1/50 to 1/25600). A method which compared parallel lines resulting from the graphic representation of the results of laboratory tests was used to estimate the power of AH relative to IS. A computer programme written by one of the authors was used to analyze the data and make potency estimates. Another method of analysis was used, comparing logistic curves relating serum concentrations with optical density by EIA. For that purpose an existing computer programme (WRANL) was used. The potency of AH relative to IS, by either method, was estimated to be 2.4. As IS has 5000 milli international units (mIU) of anti-measles IgG per millilitre (ml), we concluded that AH has 12000 mIU/ml.

Desenvolvimento de um procedimento de Numerical Site Calibration para um Parque Eólico usando Dinâmica de Fluidos Computacional

Esta dissertação descreve o desenvolvimento e avaliação de um procedimento de \Numerical Site Calibration" (NSC) para um Parque Eólico, situado a sul de Portugal, usando Dinâmica de Fluídos Computacional (CFD). O NSC encontra-se baseado no \Site Calibration" (SC), sendo este um método de medição padronizado pela Comissão Electrónica Internacional através da norma IEC 61400. Este método tem a finalidade de quantificar e reduzir os efeitos provocados pelo terreno e por possíveis obstáculos, na medição do desempenho energético das turbinas eólicas. Assim, no SC são realizadas medições em dois pontos, no mastro referência e no local da turbina (mastro temporário). No entanto, em Parques Eólicos já construídos, este método não é aplicável visto ser necessária a instalação de um mastro de medição no local da turbina e, por conseguinte, o procedimento adequado para estas circunstâncias é o NSC. O desenvolvimento deste método é feito por um código CFD, desenvolvido por uma equipa de investigação do Instituto Superior de Engenharia do Porto, designado de WINDIETM, usado extensivamente pela empresa Megajoule Inovação, Lda em aplicações de energia eólica em todo mundo. Este código é uma ferramenta para simulação de escoamentos tridimensionais em terrenos complexos. As simulações do escoamento são realizadas no regime transiente utilizando as equações de Navier-Stokes médias de Reynolds com aproximação de Bussinesq e o modelo de turbulência TKE 1.5. As condições fronteira são provenientes dos resultados de uma simulação realizada com Weather Research and Forecasting, WRF. Estas simulações dividem-se em dois grupos, um dos conjuntos de simulações utiliza o esquema convectivo Upwind e o outro utiliza o esquema convectivo de 4aordem. A análise deste método é realizada a partir da comparação dos dados obtidos nas simulações realizadas no código WINDIETM e a coleta de dados medidos durante o processo SC. Em suma, conclui-se que o WINDIETM e as suas configurações reproduzem bons resultados de calibração, ja que produzem erros globais na ordem de dois pontos percentuais em relação ao SC realizado para o mesmo local em estudo.

Thermographic and visible spectrum camera calibration for marine robotic target detection

Oceans - San Diego, 2013

Calibration Method for Underwater Visual Ground-Truth System

This work presents an automatic calibration method for a vision based external underwater ground-truth positioning system. These systems are a relevant tool in benchmarking and assessing the quality of research in underwater robotics applications. A stereo vision system can in suitable environments such as test tanks or in clear water conditions provide accurate position with low cost and flexible operation. In this work we present a two step extrinsic camera parameter calibration procedure in order to reduce the setup time and provide accurate results. The proposed method uses a planar homography decomposition in order to determine the relative camera poses and the determination of vanishing points of detected lines in the image to obtain the global pose of the stereo rig in the reference frame. This method was applied to our external vision based ground-truth at the INESC TEC/Robotics test tank. Results are presented in comparison with an precise calibration performed using points obtained from an accurate 3D LIDAR modelling of the environment.

Structured Light System Calibration for Perception in Underwater Tanks

The process of visually exploring underwater environments is still a complex problem. Underwater vision systems require complementary means of sensor information to help overcome water disturbances. This work proposes the development of calibration methods for a structured light based system consisting on a camera and a laser with a line beam. Two different calibration procedures that require only two images from different viewpoints were developed and tested in dry and underwater environments. Results obtained show, an accurate calibration for the camera/projector pair with errors close to 1 mm even in the presence of a small stereos baseline.

Calibration, selection and mosaicing of SMART-1 AMIE images

Dissertação para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores

Identification and energy calibration of hadronically decaying tau leptons with the ATLAS experiment in pp collisions at s√=8 TeV

This paper describes the trigger and offline reconstruction, identification and energy calibration algorithms for hadronic decays of tau leptons employed for the data collected from pp collisions in 2012 with the ATLAS detector at the LHC center-of-mass energy s√ = 8 TeV. The performance of these algorithms is measured in most cases with Z decays to tau leptons using the full 2012 dataset, corresponding to an integrated luminosity of 20.3 fb−1. An uncertainty on the offline reconstructed tau energy scale of 2% to 4%, depending on transverse energy and pseudorapidity, is achieved using two independent methods. The offline tau identification efficiency is measured with a precision of 2.5% for hadronically decaying tau leptons with one associated track, and of 4% for the case of three associated tracks, inclusive in pseudorapidity and for a visible transverse energy greater than 20 GeV. For hadronic tau lepton decays selected by offline algorithms, the tau trigger identification efficiency is measured with a precision of 2% to 8%, depending on the transverse energy. The performance of the tau algorithms, both offline and at the trigger level, is found to be stable with respect to the number of concurrent proton--proton interactions and has supported a variety of physics results using hadronically decaying tau leptons at ATLAS.

Hausman tests for inefficient estimators: application to demand for health care service (revised)

The Hausman (1978) test is based on the vector of differences of two estimators. It is usually assumed that one of the estimators is fully efficient, since this simplifies calculation of the test statistic. However, this assumption limits the applicability of the test, since widely used estimators such as the generalized method of moments (GMM) or quasi maximum likelihood (QML) are often not fully efficient. This paper shows that the test may easily be implemented, using well-known methods, when neither estimator is efficient. To illustrate, we present both simulation results as well as empirical results for utilization of health care services.

Calibration of CES functions for real-world multisectoral modeling

We show how to calibrate CES production and utility functions when indirect taxation affecting inputs and consumption is present. These calibrated functions can then be used in computable general equilibrium models. Taxation modifies the standard calibration procedures since any taxed good has two associated prices and a choice of reference value units has to be made. We also provide an example of computer code to solve the calibration of CES utilities under two alternate normalizations. To our knowledge, this paper fills a methodological gap in the CGE literature.

The Difference, System and ‘Double-D’ GMM Panel Estimators in the Presence of Structural Breaks

The effects of structural breaks in dynamic panels are more complicated than in time series models as the bias can be either negative or positive. This paper focuses on the effects of mean shifts in otherwise stationary processes within an instrumental variable panel estimation framework. We show the sources of the bias and a Monte Carlo analysis calibrated on United States bank lending data demonstrates the size of the bias for a range of auto-regressive parameters. We also propose additional moment conditions that can be used to reduce the biases caused by shifts in the mean of the data.

Dynamic calibration of our sense of time.

An accurate sense of time contributes to functions ranging from the perception and anticipation of sensory events to the production of coordinated movements. However, accumulating evidence demonstrates that time perception is subject to strong illusory distortion. In two experiments, we investigated whether the subjective speed of temporal perception is dependent on our visual environment. By presenting human observers with speed-altered movies of a crowded street scene, we modulated performance on subsequent production of "20s" elapsed intervals. Our results indicate that one's visual environment significantly contributes to calibrating our sense of time, independently of any modulation of arousal. This plasticity generates an assay for the integrity of our sense of time and its rehabilitation in clinical pathologies.

Understanding the low-temperature limitations to forest growth through calibration of a forest dynamics model with tree-ring data

The sensitivity of altitudinal and latitudinal tree-line ecotones to climate change, particularly that of temperature, has received much attention. To improve our understanding of the factors affecting tree-line position, we used the spatially explicit dynamic forest model TreeMig. Although well-suited because of its landscape dynamics functions, TreeMig features a parabolic temperature growth response curve, which has recently been questioned. and the species parameters are not specifically calibrated for cold temperatures. Our main goals were to improve the theoretical basis of the temperature growth response curve in the model and develop a method for deriving that curve's parameters from tree-ring data. We replaced the parabola with an asymptotic curve, calibrated for the main species at the subalpine (Swiss Alps: Pinus cembra, Larix decidua, Picea abies) and boreal (Fennoscandia: Pinus sylvestris, Betula pubescens, P. abies) tree-lines. After fitting new parameters, the growth curve matched observed tree-ring widths better. For the subalpine species, the minimum degree-day sum allowing, growth (kDDMin) was lowered by around 100 degree-days; in the case of Larix, the maximum potential ring-width was increased to 5.19 mm. At the boreal tree-line, the kDDMin for P. sylvestris was lowered by 210 degree-days and its maximum ring-width increased to 2.943 mm; for Betula (new in the model) kDDMin was set to 325 degree-days and the maximum ring-width to 2.51 mm; the values from the only boreal sample site for Picea were similar to the subalpine ones, so the same parameters were used. However, adjusting the growth response alone did not improve the model's output concerning species' distributions and their relative importance at tree-line. Minimum winter temperature (MinWiT, mean of the coldest winter month), which controls seedling establishment in TreeMig, proved more important for determining distribution. Picea, P. sylvestris and Betula did not previously have minimum winter temperature limits, so these values were set to the 95th percentile of each species' coldest MinWiT site (respectively -7, -11, -13). In a case study for the Alps, the original and newly calibrated versions of TreeMig were compared with biomass data from the National Forest Inventor), (NFI). Both models gave similar, reasonably realistic results. In conclusion, this method of deriving temperature responses from tree-rings works well. However, regeneration and its underlying factors seem more important for controlling species' distributions than previously thought. More research on regeneration ecology, especially at the upper limit of forests. is needed to improve predictions of tree-line responses to climate change further.

Calibration of surface contamination monitors for the detection of iodine incorporation in the thyroid gland.

In Switzerland, individuals exposed to the risk of activity intake are required to perform regular monitoring. Monitoring consists in a screening measurement and is meant to be performed using commonly available laboratory instruments. More particularly, iodine intake is measured using a surface contamination monitor. The goal of the present paper is to report the calibration method developed for thyroid screening instruments. It consists of measuring the instrument response to a known activity located in the thyroid gland of a standard neck phantom. One issue of this procedure remains that the iodine radioisotopes have a short half-life. Therefore, the adequacy and limitations to simulate the short-lived radionuclides with so-called mock radionuclides of longer half-life were also evaluated. In light of the results, it has been decided to use only the appropriate iodine sources to perform the calibration.

Phylogeny of subtribe Gentianinae (Gentianaceae): biogeographic inferences despite limitations in temporal calibration points

The subtribe Gentianinae comprises ca. 425 species, most of them within the well-studied genus Gentiana and mainly distributed over the Eurasian continent. Phylogenetic relationships between Gentiana and its closest relatives, the climbing gentians (Crawfurdia, Tripterospermum) and the new genus Metagentiana, remain unclear. All three genera were recently found to be polyphyletic, possibly because of poor sampling of Tripterospermum and Crawfurdia. Highest diversity of Gentianinae occurs in the western Himalaya, but the absence of uncontroversial fossil evidence limits our understanding of its biogeography. In the present study, we generated ITS and atpB-rbcL sequences for 19 species of Tripterospermum, 9 of Crawfurdia and 11 of Metagentiana, together representing about 60 percent of the species diversity of these genera. Our results show that only Metagentiana is polyphyletic and divided into three monophyletic entities. No unambiguous synapomorphies were associated with the three Metagentiana entities. Different combinations of three approximate calibration points were used to generate three divergence time estimation scenarios. Although dating hypotheses were mostly inconsistent, they concurred in associating radiation of Gentiana to an orogenic phase of the Himalaya between 15 and 10 million years ago. Our study illustrates the conceptual difficulties in addressing the time frame of diversification in a group lacking sufficient fossil number and quality.