On effective linearly ordered sets of comparison functions

Both the existence and the non-existence of a linearly ordered (by certain natural order relations) effective set of comparison functions (=dense comparison classes) are compatible with the ZFC axioms of set theory.

Algorithmic computation of knot polynomials of secondary structure elements of proteins

The classification of protein structures is an important and still outstanding problem. The purpose of this paper is threefold. First, we utilize a relation between the Tutte and homfly polynomial to show that the Alexander-Conway polynomial can be algorithmically computed for a given planar graph. Second, as special cases of planar graphs, we use polymer graphs of protein structures. More precisely, we use three building blocks of the three-dimensional protein structure-alpha-helix, antiparallel beta-sheet, and parallel beta-sheet-and calculate, for their corresponding polymer graphs, the Tutte polynomials analytically by providing recurrence equations for all three secondary structure elements. Third, we present numerical results comparing the results from our analytical calculations with the numerical results of our algorithm-not only to test consistency, but also to demonstrate that all assigned polynomials are unique labels of the secondary structure elements. This paves the way for an automatic classification of protein structures.

A comparative analysis of multidimensional features of objects resembling sets of graphs

In the present paper, we introduce a notion of a style representing abstract, complex objects having characteristics that can be represented as structured objects. Furthermore, we provide some mathematical properties of such styles. As a main result, we present a novel approach to perform a meaningful comparative analysis of such styles by defining and using graph-theoretic measures. We compare two styles by comparing the underlying feature sets representing sets of graph structurally. To determine the structural similarity between the underlying graphs, we use graph similarity measures that are computationally efficient. More precisely, in order to compare styles, we map each feature set to a so-called median graph and compare the resulting median graphs. As an application, we perform an experimental study to compare special styles representing sets of undirected graphs and present numerical results thereof. (C) 2007 Elsevier Inc. All rights reserved.

Genome-wide scans of three independent sets of 90 Irish multiplex schizophrenia families and follow-up of selected regions in all families provides evidence for multiple susceptibility genes

From our linkage study of Irish families with a high density of schizophrenia, we have previously reported evidence for susceptibility genes in regions 5q21-31, 6p24-21, 8p22-21, and 10p15-p11. In this report, we describe the cumulative results from independent genome scans of three a priori random subsets of 90 families each, and from multipoint analysis of all 270 families in ten regions. Of these ten regions, three (13q32, 18p11-q11, and 18q22-23) did not generate scores above the empirical baseline pairwise scan results, and one (6q13-26) generated a weak signal. Six other regions produced more positive pairwise and multipoint results. They showed the following maximum multipoint H-LOD (heterogeneity LOD) and NPL scores: 2p14-13: 0.89 (P = 0.06) and 2.08 (P = 0.02), 4q24-32: 1.84 (P = 0.007) and 1.67 (P = 0.03), 5q21-31: 2.88 (P= 0.0007), and 2.65 (P = 0.002), 6p25-24: 2.13 (P = 0.005) and 3.59 (P = 0.0005), 6p23: 2.42 (P = 0.001) and 3.07 (P = 0.001), 8p22-21: 1.57 (P = 0.01) and 2.56 (P = 0.005), 10p15-11: 2.04 (P = 0.005) and 1.78 (P = 0.03). The degree of 'internal replication' across subsets differed, with 5q, 6p, and 8p being most consistent and 2p and 10p being least consistent. On 6p, the data suggested the presence of two susceptibility genes, in 6p25-24 and 6p23-22. Very few families were positive on more than one region, and little correlation between regions was evident, suggesting substantial locus heterogeneity. The levels of statistical significance were modest, as expected from loci contributing to complex traits. However, our internal replications, when considered along with the positive results obtained in multiple other samples, suggests that most of these six regions are likely to contain genes that influence liability to schizophrenia.

Sets of multiplicity and closable multipliers on group algebras

We undertake a detailed study of the sets of multiplicity in a second countable locally compact group G and their operator versions. We establish a symbolic calculus for normal completely bounded maps from the space B(L-2(G)) of bounded linear operators on L-2 (G) into the von Neumann algebra VN(G) of G and use it to show that a closed subset E subset of G is a set of multiplicity if and only if the set E* = {(s,t) is an element of G x G : ts(-1) is an element of E} is a set of operator multiplicity. Analogous results are established for M-1-sets and M-0-sets. We show that the property of being a set of multiplicity is preserved under various operations, including taking direct products, and establish an Inverse Image Theorem for such sets. We characterise the sets of finite width that are also sets of operator multiplicity, and show that every compact operator supported on a set of finite width can be approximated by sums of rank one operators supported on the same set. We show that, if G satisfies a mild approximation condition, pointwise multiplication by a given measurable function psi : G -> C defines a closable multiplier on the reduced C*-algebra G(r)*(G) of G if and only if Schur multiplication by the function N(psi): G x G -> C, given by N(psi)(s, t) = psi(ts(-1)), is a closable operator when viewed as a densely defined linear map on the space of compact operators on L-2(G). Similar results are obtained for multipliers on VN(C).

Kuznetsov independence for interval-valued expectations and sets of probability distributions: Properties and algorithms

Kuznetsov independence of variables X and Y means that, for any pair of bounded functions f(X) and g(Y), E[f(X)g(Y)]=E[f(X)] *times* E[g(Y)], where E[.] denotes interval-valued expectation and *times* denotes interval multiplication. We present properties of Kuznetsov independence for several variables, and connect it with other concepts of independence in the literature; in particular we show that strong extensions are always included in sets of probability distributions whose lower and upper expectations satisfy Kuznetsov independence. We introduce an algorithm that computes lower expectations subject to judgments of Kuznetsov independence by mixing column generation techniques with nonlinear programming. Finally, we define a concept of conditional Kuznetsov independence, and study its graphoid properties.

Sets of p-multiplicity in locally compact groups

We initiate the study of sets of p-multiplicity in locally compact groups and their operator versions. We show that a closed subset E of a second countable locally compact group G is a set of p-multiplicity if and only if E∗={(s,t):ts−1∈E} is a set of operator p-multiplicity. We exhibit examples of sets of p-multiplicity, establish preservation properties for unions and direct products, and prove a p-version of the Stone–von Neumann Theorem.

On the Assumption of Bivariate Normality in Selection Models: A Copula Approach Applied to Estimating HIV Prevalence

Background: Heckman-type selection models have been used to control HIV prevalence estimates for selection bias when participation in HIV testing and HIV status are associated after controlling for observed variables. These models typically rely on the strong assumption that the error terms in the participation and the outcome equations that comprise the model are distributed as bivariate normal.
Methods: We introduce a novel approach for relaxing the bivariate normality assumption in selection models using copula functions. We apply this method to estimating HIV prevalence and new confidence intervals (CI) in the 2007 Zambia Demographic and Health Survey (DHS) by using interviewer identity as the selection variable that predicts participation (consent to test) but not the outcome (HIV status).
Results: We show in a simulation study that selection models can generate biased results when the bivariate normality assumption is violated. In the 2007 Zambia DHS, HIV prevalence estimates are similar irrespective of the structure of the association assumed between participation and outcome. For men, we estimate a population HIV prevalence of 21% (95% CI = 16%–25%) compared with 12% (11%–13%) among those who consented to be tested; for women, the corresponding figures are 19% (13%–24%) and 16% (15%–17%).
Conclusions: Copula approaches to Heckman-type selection models are a useful addition to the methodological toolkit of HIV epidemiology and of epidemiology in general. We develop the use of this approach to systematically evaluate the robustness of HIV prevalence estimates based on selection models, both empirically and in a simulation study.

Inference in Polytrees with Sets of Probabilities

Inferences in directed acyclic graphs associated with probability intervals and sets of probabilities are NP-hard, even for polytrees. We propose: 1) an improvement on Tessem’s A/R algorithm for inferences on polytrees associated with probability intervals; 2) a new algorithm for approximate inferences based on local search; 3) branch-and-bound algorithms that combine the previous techniques. The first two algorithms produce complementary approximate solutions, while branch-and-bound procedures can generate either exact or approximate solutions. We report improvements on existing techniques for inference with probability sets and intervals, in some cases reducing computational effort by several orders of magnitude.

The Riemann-Hilbert method applied to the theory of orthogonal polynomials

Doutoramento em Matemática

Dynamic power- and failure-aware cloud resources allocation for Sets of independent tasks

Cloud computing is increasingly being adopted in different scenarios, like social networking, business applications, scientific experiments, etc. Relying in virtualization technology, the construction of these computing environments targets improvements in the infrastructure, such as power-efficiency and fulfillment of users’ SLA specifications. The methodology usually applied is packing all the virtual machines on the proper physical servers. However, failure occurrences in these networked computing systems can induce substantial negative impact on system performance, deviating the system from ours initial objectives. In this work, we propose adapted algorithms to dynamically map virtual machines to physical hosts, in order to improve cloud infrastructure power-efficiency, with low impact on users’ required performance. Our decision making algorithms leverage proactive fault-tolerance techniques to deal with systems failures, allied with virtual machine technology to share nodes resources in an accurately and controlled manner. The results indicate that our algorithms perform better targeting power-efficiency and SLA fulfillment, in face of cloud infrastructure failures.

On the pricing of bivariate options in the presence of a discrete dividend payment

A Work Project, presented as part of the requirements for the Award of a Master's Double Degree in Finance from the NOVA School of Business and Economics / Masters Degree in Economics from Insper