Bayesian Emulation for Sequential Modeling, Inference and Decision Analysis

The advances in three related areas of state-space modeling, sequential Bayesian learning, and decision analysis are addressed, with the statistical challenges of scalability and associated dynamic sparsity. The key theme that ties the three areas is Bayesian model emulation: solving challenging analysis/computational problems using creative model emulators. This idea defines theoretical and applied advances in non-linear, non-Gaussian state-space modeling, dynamic sparsity, decision analysis and statistical computation, across linked contexts of multivariate time series and dynamic networks studies. Examples and applications in financial time series and portfolio analysis, macroeconomics and internet studies from computational advertising demonstrate the utility of the core methodological innovations.

Chapter 1 summarizes the three areas/problems and the key idea of emulating in those areas. Chapter 2 discusses the sequential analysis of latent threshold models with use of emulating models that allows for analytical filtering to enhance the efficiency of posterior sampling. Chapter 3 examines the emulator model in decision analysis, or the synthetic model, that is equivalent to the loss function in the original minimization problem, and shows its performance in the context of sequential portfolio optimization. Chapter 4 describes the method for modeling the steaming data of counts observed on a large network that relies on emulating the whole, dependent network model by independent, conjugate sub-models customized to each set of flow. Chapter 5 reviews those advances and makes the concluding remarks.

Optimal static and sequential design : a critical review

The aim of this thesis is to review and augment the theory and methods of optimal experimental design. In Chapter I the scene is set by considering the possible aims of an experimenter prior to an experiment, the statistical methods one might use to achieve those aims and how experimental design might aid this procedure. It is indicated that, given a criterion for design, a priori optimal design will only be possible in certain instances and, otherwise, some form of sequential procedure would seem to be indicated. In Chapter 2 an exact experimental design problem is formulated mathematically and is compared with its continuous analogue. Motivation is provided for the solution of this continuous problem, and the remainder of the chapter concerns this problem. A necessary and sufficient condition for optimality of a design measure is given. Problems which might arise in testing this condition are discussed, in particular with respect to possible non-differentiability of the criterion function at the design being tested. Several examples are given of optimal designs which may be found analytically and which illustrate the points discussed earlier in the chapter. In Chapter 3 numerical methods of solution of the continuous optimal design problem are reviewed. A new algorithm is presented with illustrations of how it should be used in practice. It is shown that, for reasonably large sample size, continuously optimal designs may be approximated to well by an exact design. In situations where this is not satisfactory algorithms for improvement of this design are reviewed. Chapter 4 consists of a discussion of sequentially designed experiments, with regard to both the philosophies underlying, and the application of the methods of, statistical inference. In Chapter 5 we criticise constructively previous suggestions for fully sequential design procedures. Alternative suggestions are made along with conjectures as to how these might improve performance. Chapter 6 presents a simulation study, the aim of which is to investigate the conjectures of Chapter 5. The results of this study provide empirical support for these conjectures. In Chapter 7 examples are analysed. These suggest aids to sequential experimentation by means of reduction of the dimension of the design space and the possibility of experimenting semi-sequentially. Further examples are considered which stress the importance of the use of prior information in situations of this type. Finally we consider the design of experiments when semi-sequential experimentation is mandatory because of the necessity of taking batches of observations at the same time. In Chapter 8 we look at some of the assumptions which have been made and indicate what may go wrong where these assumptions no longer hold.

SEQUENTIAL DECISIONS AND PREDICTIONS IN NATURAL LANGUAGE PROCESSING

Natural language processing has achieved great success in a wide range of ap- plications, producing both commercial language services and open-source language tools. However, most methods take a static or batch approach, assuming that the model has all information it needs and makes a one-time prediction. In this disser- tation, we study dynamic problems where the input comes in a sequence instead of all at once, and the output must be produced while the input is arriving. In these problems, predictions are often made based only on partial information. We see this dynamic setting in many real-time, interactive applications. These problems usually involve a trade-off between the amount of input received (cost) and the quality of the output prediction (accuracy). Therefore, the evaluation considers both objectives (e.g., plotting a Pareto curve). Our goal is to develop a formal understanding of sequential prediction and decision-making problems in natural language processing and to propose efficient solutions. Toward this end, we present meta-algorithms that take an existent batch model and produce a dynamic model to handle sequential inputs and outputs. Webuild our framework upon theories of Markov Decision Process (MDP), which allows learning to trade off competing objectives in a principled way. The main machine learning techniques we use are from imitation learning and reinforcement learning, and we advance current techniques to tackle problems arising in our settings. We evaluate our algorithm on a variety of applications, including dependency parsing, machine translation, and question answering. We show that our approach achieves a better cost-accuracy trade-off than the batch approach and heuristic-based decision- making approaches. We first propose a general framework for cost-sensitive prediction, where dif- ferent parts of the input come at different costs. We formulate a decision-making process that selects pieces of the input sequentially, and the selection is adaptive to each instance. Our approach is evaluated on both standard classification tasks and a structured prediction task (dependency parsing). We show that it achieves similar prediction quality to methods that use all input, while inducing a much smaller cost. Next, we extend the framework to problems where the input is revealed incremen- tally in a fixed order. We study two applications: simultaneous machine translation and quiz bowl (incremental text classification). We discuss challenges in this set- ting and show that adding domain knowledge eases the decision-making problem. A central theme throughout the chapters is an MDP formulation of a challenging problem with sequential input/output and trade-off decisions, accompanied by a learning algorithm that solves the MDP.

Metamorfose planar via métodos Level Set e Particle Level Set para a reconstrução de superfícies tridimensionais

Evolving interfaces were initially focused on solutions to scientific problems in Fluid Dynamics. With the advent of the more robust modeling provided by Level Set method, their original boundaries of applicability were extended. Specifically to the Geometric Modeling area, works published until then, relating Level Set to tridimensional surface reconstruction, centered themselves on reconstruction from a data cloud dispersed in space; the approach based on parallel planar slices transversal to the object to be reconstructed is still incipient. Based on this fact, the present work proposes to analyse the feasibility of Level Set to tridimensional reconstruction, offering a methodology that simultaneously integrates the proved efficient ideas already published about such approximation and the proposals to process the inherent limitations of the method not satisfactorily treated yet, in particular the excessive smoothing of fine characteristics of contours evolving under Level Set. In relation to this, the application of the variant Particle Level Set is suggested as a solution, for its intrinsic proved capability to preserve mass of dynamic fronts. At the end, synthetic and real data sets are used to evaluate the presented tridimensional surface reconstruction methodology qualitatively.

Metamorfose planar via métodos Level Set e Particle Level Set para a reconstrução de superfícies tridimensionais

Evolving interfaces were initially focused on solutions to scientific problems in Fluid Dynamics. With the advent of the more robust modeling provided by Level Set method, their original boundaries of applicability were extended. Specifically to the Geometric Modeling area, works published until then, relating Level Set to tridimensional surface reconstruction, centered themselves on reconstruction from a data cloud dispersed in space; the approach based on parallel planar slices transversal to the object to be reconstructed is still incipient. Based on this fact, the present work proposes to analyse the feasibility of Level Set to tridimensional reconstruction, offering a methodology that simultaneously integrates the proved efficient ideas already published about such approximation and the proposals to process the inherent limitations of the method not satisfactorily treated yet, in particular the excessive smoothing of fine characteristics of contours evolving under Level Set. In relation to this, the application of the variant Particle Level Set is suggested as a solution, for its intrinsic proved capability to preserve mass of dynamic fronts. At the end, synthetic and real data sets are used to evaluate the presented tridimensional surface reconstruction methodology qualitatively.

Creatina quinase e dor muscular tardia na musculação : estudo experimental em adultos e jovens com o "circuit weight training" e o "multiple set system"

Universidade Estadual de Campinas . Faculdade de Educação Física

Determination of picloram in waters by sequential injection chromatography with UV detection

This paper describes a sequential injection chromatography procedure for determination of picloram in waters exploring the low backpressure of a 2.5 cm long monolithic C18 column. Separation of the analyte from the matrix was achieved in less than 60 s using a mobile phase composed by 20:80 (v v-1) acetonitrile:5.0 mmol L-1 H3PO4 and flow rate of 30 μL s-1. Detection was made at 223 nm with a 40 mm optical path length cell. The limits of detection and quantification were 33 and 137 μg L-1, respectively. The proposed method is sensitive enough to monitor the maximum concentration level for picloram in drinking water (500 μg L-1). The sampling frequency is 60 analyses per hour, consuming only 300 μL of acetonitrile per analysis. The proposed methodology was applied to spiked river water samples and no statistically significant differences were observed in comparison to a conventional HPLC-UV method.

Development of a flow through photo-reactor to study degradation of organic compounds by Sequential Injection Analysis (SIA)

This work describes a photo-reactor to perform in line degradation of organic compounds by photo-Fenton reaction using Sequential Injection Analysis (SIA) system. A copper phthalocyanine-3,4',4²,4²¢-tetrasulfonic acid tetrasodium salt dye solution was used as a model compound for the phthalocyanine family, whose pigments have a large use in automotive coatings industry. Based on preliminary tests, 97% of color removal was obtained from a solution containing 20 µmol L-1 of this dye.

A Classificação Internacional de Funcionalidade, Incapacidade e Saúde e a AIDS: uma proposta de core set

O advento da terapia anti-retroviral de alta potência (HAART) alterou a história natural da aids, diminuindo sua mortalidade e a incidência de doenças oportunistas e aumentando a esperança de vida das pessoas vivendo com aids.Como uma doença crônica, outras questões passam a ser relevantes, entre elas a adesão ao tratamento, seus efeitos adversos e a qualidade de vida das pessoas nessa condição. A CIF constitui um instrumento adequado para identificar as características da funcionalidade, do ambiente e condições pessoais que interferem na qualidade de vida. Instrumentos para a sua aplicação, core sets, têm sido desenvolvidos para várias condições de saúde. Com o objetivo de propor um core set para aids, foram desenvolvidas duas etapas preliminares do modelo proposto para a construção desses instrumentos. A primeira etapa, de revisão sistemática buscou no MEDLINE artigos com descritores HAART e qualidade de vida, publicados em inglês, de 2000 a 2004. Foram selecionados 31 estudos que resultou em 87 conceitos dos quais 66 puderam ser identificados como categorias da CIF. Estas formaram as perguntas da entrevista aplicada em 42 voluntários, pacientes de um centro de referência para DST e Aids de São Paulo. Entre as condições mais freqüentemente associadas ao tratamento, estão às mudanças na imagem corporal, conseqüência da lipodistrofia, apontada em 84 por cento dos estudos e em 93 por cento das entrevistas. Alterações das funções digestivas, das relações íntimas, e das funções sexuais foram condições importantes identificadas no estudo. As duas etapas definiram 40 categorias da CIF como proposta preliminar de um core set para pacientes com aids

DEVELOPMENT OF A NOVEL SET OF MICROSATELLITE MARKERS FOR CASTOR BEAN, RICINUS COMMUNIS (EUPHORBIACEAE)

Premise of study: Microsatellite primers were developed for castor bean (Ricinus communis L.) to investigate genetic diversity and population structure, and to provide support to germplasm management. Methods and Results: Eleven microsatellite loci were isolated using an enrichment cloning protocol and used to characterize castor bean germplasm from the collection at the Instituto Agronomico de Campinas (IAC). In a survey of 76 castor bean accessions, the investigated loci displayed polymorphism ranging from two to five alleles. Conclusions: The information derived from microsatellite markers led to significant gains in conserved allelic richness and provides support to the implementation of several molecular breeding strategies for castor bean.

Sequential hygienic behavior in Carniolan honey bees (Apis mellifera carnica)

We examined the sequence, order or steps of hygienic behavior (HB) from pin-killed pupae until the removal of them by the bees. We conducted our study with four colonies of Apis mellifera carnica in Germany and made four repetitions. The pin-killing method was used for evaluation of the HB of bees. The data were collected every 2 h after perforation, totaling 13 observations. Additionally, for one hygienic colony and another non-hygienic colony, individual analyses of each dead pupa were made at every observation, including all details, steps or sequences of HB. The bees recognize the cells containing dead pupae within 2 h after perforation, initially making a hole in the capping, which is the beginning of HB. Uncapping of the dead brood cell reached maximum values from 4 to 6 h after perforation; after 24 h, practically all cells were already uncapped. Another variable, called brood partially removed, was analyzed 4 h after perforation, after the cells had been perforated, which involved uncapping, followed by partial or total removal of the brood. Maximum values of brood partially removed were found 10 h after perforation, though such cells could be found up to 48 h after perforation. The most frequent sequence of events in both colonies was: capped cell -> punctured cell. brood partially removed -> empty cell. A new model of three pairs of recessive genes (uncapping u1, u2 and remover r) was proposed in order to explain the genetic control of the HB in Apis mellifera. We recommend evaluating HB 24 h after perforation and using a correction factor to compensate for control removal levels. We found a series of details of HB, which allow a study of how various factors may affect the sequence of the activities involved in HB and investigation of the genetics that controls this process.

Sequential analysis of global gene expression profiles in immature and in vitro matured bovine oocytes: potential molecular markers of oocyte maturation

Background: Without intensive selection, the majority of bovine oocytes submitted to in vitro embryo production (IVP) fail to develop to the blastocyst stage. This is attributed partly to their maturation status and competences. Using the Affymetrix GeneChip Bovine Genome Array, global mRNA expression analysis of immature (GV) and in vitro matured (IVM) bovine oocytes was carried out to characterize the transcriptome of bovine oocytes and then use a variety of approaches to determine whether the observed transcriptional changes during IVM was real or an artifact of the techniques used during analysis. Results: 8489 transcripts were detected across the two oocyte groups, of which similar to 25.0% (2117 transcripts) were differentially expressed (p < 0.001); corresponding to 589 over-expressed and 1528 under-expressed transcripts in the IVM oocytes compared to their immature counterparts. Over expression of transcripts by IVM oocytes is particularly interesting, therefore, a variety of approaches were employed to determine whether the observed transcriptional changes during IVM were real or an artifact of the techniques used during analysis, including the analysis of transcript abundance in oocytes in vitro matured in the presence of a-amanitin. Subsets of the differentially expressed genes were also validated by quantitative real-time PCR (qPCR) and the gene expression data was classified according to gene ontology and pathway enrichment. Numerous cell cycle linked (CDC2, CDK5, CDK8, HSPA2, MAPK14, TXNL4B), molecular transport (STX5, STX17, SEC22A, SEC22B), and differentiation (NACA) related genes were found to be among the several over-expressed transcripts in GV oocytes compared to the matured counterparts, while ANXA1, PLAU, STC1and LUM were among the over-expressed genes after oocyte maturation. Conclusion: Using sequential experiments, we have shown and confirmed transcriptional changes during oocyte maturation. This dataset provides a unique reference resource for studies concerned with the molecular mechanisms controlling oocyte meiotic maturation in cattle, addresses the existing conflicting issue of transcription during meiotic maturation and contributes to the global goal of improving assisted reproductive technology.

An oligonucleotide primer set for PCR amplification of the complete honey bee mitochondrial genome

Mitochondrial DNA markers have been widely used to address population and evolutionary questions in the honey bee Apis mellifera. Most of the polymorphic markers are restricted to few mitochondrial regions. Here we describe a set of 24 oligonucleotides that allow PCR amplification of the entire mitochondrial genome of the honey bee A. mellifera in 12 amplicons. These fragments have important applications for the study of mitochondrial genes in different subspecies of A. mellifera and as heterospecific probes to characterize mitochondrial genomes in other bee species.

Combining Monte Carlo simulation and density-functional theory to describe the spectral changes of Na(2) in liquid helium

Spectral changes of Na(2) in liquid helium were studied using the sequential Monte Carlo-quantum mechanics method. Configurations composed by Na(2) surrounded by explicit helium atoms sampled from the Monte Carlo simulation were submitted to time-dependent density-functional theory calculations of the electronic absorption spectrum using different functionals. Attention is given to both line shift and line broadening. The Perdew, Burke, and Ernzerhof (PBE1PBE, also known as PBE0) functional, with the PBE1PBE/6-311++G(2d,2p) basis set, gives the spectral shift, compared to gas phase, of 500 cm(-1) for the allowed X (1)Sigma(+)(g) -> B (1)Pi(u) transition, in very good agreement with the experimental value (700 cm(-1)). For comparison, cluster calculations were also performed and the first X (1)Sigma(+)(g) -> A (1)Sigma(+)(u) transition was also considered.

Dynamic polarizability, Cauchy moments, and the optical absorption spectrum of liquid water: A sequential molecular dynamics/quantum mechanical approach

The dynamic polarizability and optical absorption spectrum of liquid water in the 6-15 eV energy range are investigated by a sequential molecular dynamics (MD)/quantum mechanical approach. The MD simulations are based on a polarizable model for liquid water. Calculation of electronic properties relies on time-dependent density functional and equation-of-motion coupled-cluster theories. Results for the dynamic polarizability, Cauchy moments, S(-2), S(-4), S(-6), and dielectric properties of liquid water are reported. The theoretical predictions for the optical absorption spectrum of liquid water are in good agreement with experimental information.