Dynamic Programming Approaches for Estimating and Applying Large-scale Discrete Choice Models

People go through their life making all kinds of decisions, and some of these decisions affect their demand for transportation, for example, their choices of where to live and where to work, how and when to travel and which route to take. Transport related choices are typically time dependent and characterized by large number of alternatives that can be spatially correlated. This thesis deals with models that can be used to analyze and predict discrete choices in large-scale networks. The proposed models and methods are highly relevant for, but not limited to, transport applications. We model decisions as sequences of choices within the dynamic discrete choice framework, also known as parametric Markov decision processes. Such models are known to be difficult to estimate and to apply to make predictions because dynamic programming problems need to be solved in order to compute choice probabilities. In this thesis we show that it is possible to explore the network structure and the flexibility of dynamic programming so that the dynamic discrete choice modeling approach is not only useful to model time dependent choices, but also makes it easier to model large-scale static choices. The thesis consists of seven articles containing a number of models and methods for estimating, applying and testing large-scale discrete choice models. In the following we group the contributions under three themes: route choice modeling, large-scale multivariate extreme value (MEV) model estimation and nonlinear optimization algorithms. Five articles are related to route choice modeling. We propose different dynamic discrete choice models that allow paths to be correlated based on the MEV and mixed logit models. The resulting route choice models become expensive to estimate and we deal with this challenge by proposing innovative methods that allow to reduce the estimation cost. For example, we propose a decomposition method that not only opens up for possibility of mixing, but also speeds up the estimation for simple logit models, which has implications also for traffic simulation. Moreover, we compare the utility maximization and regret minimization decision rules, and we propose a misspecification test for logit-based route choice models. The second theme is related to the estimation of static discrete choice models with large choice sets. We establish that a class of MEV models can be reformulated as dynamic discrete choice models on the networks of correlation structures. These dynamic models can then be estimated quickly using dynamic programming techniques and an efficient nonlinear optimization algorithm. Finally, the third theme focuses on structured quasi-Newton techniques for estimating discrete choice models by maximum likelihood. We examine and adapt switching methods that can be easily integrated into usual optimization algorithms (line search and trust region) to accelerate the estimation process. The proposed dynamic discrete choice models and estimation methods can be used in various discrete choice applications. In the area of big data analytics, models that can deal with large choice sets and sequential choices are important. Our research can therefore be of interest in various demand analysis applications (predictive analytics) or can be integrated with optimization models (prescriptive analytics). Furthermore, our studies indicate the potential of dynamic programming techniques in this context, even for static models, which opens up a variety of future research directions.

Processus de Poisson généralisé autorégressif d'ordre 1

Mémoire numérisé par la Direction des bibliothèques de l'Université de Montréal.

GPS inferred velocity and strain rate fields in eastern Canada

La vallée du fleuve Saint-Laurent, dans l’est du Canada, est l’une des régions sismiques les plus actives dans l’est de l’Amérique du Nord et est caractérisée par de nombreux tremblements de terre intraplaques. Après la rotation rigide de la plaque tectonique, l’ajustement isostatique glaciaire est de loin la plus grande source de signal géophysique dans l’est du Canada. Les déformations et les vitesses de déformation de la croûte terrestre de cette région ont été étudiées en utilisant plus de 14 ans d’observations (9 ans en moyenne) de 112 stations GPS fonctionnant en continu. Le champ de vitesse a été obtenu à partir de séries temporelles de coordonnées GPS quotidiennes nettoyées en appliquant un modèle combiné utilisant une pondération par moindres carrés. Les vitesses ont été estimées avec des modèles de bruit qui incluent les corrélations temporelles des séries temporelles des coordonnées tridimensionnelles. Le champ de vitesse horizontale montre la rotation antihoraire de la plaque nord-américaine avec une vitesse moyenne de 16,8±0,7 mm/an dans un modèle sans rotation nette (no-net-rotation) par rapport à l’ITRF2008. Le champ de vitesse verticale confirme un soulèvement dû à l’ajustement isostatique glaciaire partout dans l’est du Canada avec un taux maximal de 13,7±1,2 mm/an et un affaissement vers le sud, principalement au nord des États-Unis, avec un taux typique de −1 à −2 mm/an et un taux minimum de −2,7±1,4 mm/an. Le comportement du bruit des séries temporelles des coordonnées GPS tridimensionnelles a été analysé en utilisant une analyse spectrale et la méthode du maximum de vraisemblance pour tester cinq modèles de bruit: loi de puissance; bruit blanc; bruit blanc et bruit de scintillation; bruit blanc et marche aléatoire; bruit blanc, bruit de scintillation et marche aléatoire. Les résultats montrent que la combinaison bruit blanc et bruit de scintillation est le meilleur modèle pour décrire la partie stochastique des séries temporelles. Les amplitudes de tous les modèles de bruit sont plus faibles dans la direction nord et plus grandes dans la direction verticale. Les amplitudes du bruit blanc sont à peu près égales à travers la zone d’étude et sont donc surpassées, dans toutes les directions, par le bruit de scintillation et de marche aléatoire. Le modèle de bruit de scintillation augmente l’incertitude des vitesses estimées par un facteur de 5 à 38 par rapport au modèle de bruit blanc. Les vitesses estimées de tous les modèles de bruit sont statistiquement cohérentes. Les paramètres estimés du pôle eulérien de rotation pour cette région sont légèrement, mais significativement, différents de la rotation globale de la plaque nord-américaine. Cette différence reflète potentiellement les contraintes locales dans cette région sismique et les contraintes causées par la différence des vitesses intraplaques entre les deux rives du fleuve Saint-Laurent. La déformation de la croûte terrestre de la région a été étudiée en utilisant la méthode de collocation par moindres carrés. Les vitesses horizontales interpolées montrent un mouvement cohérent spatialement: soit un mouvement radial vers l’extérieur pour les centres de soulèvement maximal au nord et un mouvement radial vers l’intérieur pour les centres d’affaissement maximal au sud, avec une vitesse typique de 1 à 1,6±0,4 mm/an. Cependant, ce modèle devient plus complexe près des marges des anciennes zones glaciaires. Basées selon leurs directions, les vitesses horizontales intraplaques peuvent être divisées en trois zones distinctes. Cela confirme les conclusions d’autres chercheurs sur l’existence de trois dômes de glace dans la région d’étude avant le dernier maximum glaciaire. Une corrélation spatiale est observée entre les zones de vitesses horizontales intraplaques de magnitude plus élevée et les zones sismiques le long du fleuve Saint-Laurent. Les vitesses verticales ont ensuite été interpolées pour modéliser la déformation verticale. Le modèle montre un taux de soulèvement maximal de 15,6 mm/an au sud-est de la baie d’Hudson et un taux d’affaissement typique de 1 à 2 mm/an au sud, principalement dans le nord des États-Unis. Le long du fleuve Saint-Laurent, les mouvements horizontaux et verticaux sont cohérents spatialement. Il y a un déplacement vers le sud-est d’une magnitude d’environ 1,3 mm/an et un soulèvement moyen de 3,1 mm/an par rapport à la plaque l’Amérique du Nord. Le taux de déformation verticale est d’environ 2,4 fois plus grand que le taux de déformation horizontale intraplaque. Les résultats de l’analyse de déformation montrent l’état actuel de déformation dans l’est du Canada sous la forme d’une expansion dans la partie nord (la zone se soulève) et d’une compression dans la partie sud (la zone s’affaisse). Les taux de rotation sont en moyenne de 0,011°/Ma. Nous avons observé une compression NNO-SSE avec un taux de 3.6 à 8.1 nstrain/an dans la zone sismique du Bas-Saint-Laurent. Dans la zone sismique de Charlevoix, une expansion avec un taux de 3,0 à 7,1 nstrain/an est orientée ENE-OSO. Dans la zone sismique de l’Ouest du Québec, la déformation a un mécanisme de cisaillement avec un taux de compression de 1,0 à 5,1 nstrain/an et un taux d’expansion de 1.6 à 4.1 nstrain/an. Ces mesures sont conformes, au premier ordre, avec les modèles d’ajustement isostatique glaciaire et avec la contrainte de compression horizontale maximale du projet World Stress Map, obtenue à partir de la théorie des mécanismes focaux (focal mechanism method).

Dynamic Programming Approaches for Estimating and Applying Large-scale Discrete Choice Models

People go through their life making all kinds of decisions, and some of these decisions affect their demand for transportation, for example, their choices of where to live and where to work, how and when to travel and which route to take. Transport related choices are typically time dependent and characterized by large number of alternatives that can be spatially correlated. This thesis deals with models that can be used to analyze and predict discrete choices in large-scale networks. The proposed models and methods are highly relevant for, but not limited to, transport applications. We model decisions as sequences of choices within the dynamic discrete choice framework, also known as parametric Markov decision processes. Such models are known to be difficult to estimate and to apply to make predictions because dynamic programming problems need to be solved in order to compute choice probabilities. In this thesis we show that it is possible to explore the network structure and the flexibility of dynamic programming so that the dynamic discrete choice modeling approach is not only useful to model time dependent choices, but also makes it easier to model large-scale static choices. The thesis consists of seven articles containing a number of models and methods for estimating, applying and testing large-scale discrete choice models. In the following we group the contributions under three themes: route choice modeling, large-scale multivariate extreme value (MEV) model estimation and nonlinear optimization algorithms. Five articles are related to route choice modeling. We propose different dynamic discrete choice models that allow paths to be correlated based on the MEV and mixed logit models. The resulting route choice models become expensive to estimate and we deal with this challenge by proposing innovative methods that allow to reduce the estimation cost. For example, we propose a decomposition method that not only opens up for possibility of mixing, but also speeds up the estimation for simple logit models, which has implications also for traffic simulation. Moreover, we compare the utility maximization and regret minimization decision rules, and we propose a misspecification test for logit-based route choice models. The second theme is related to the estimation of static discrete choice models with large choice sets. We establish that a class of MEV models can be reformulated as dynamic discrete choice models on the networks of correlation structures. These dynamic models can then be estimated quickly using dynamic programming techniques and an efficient nonlinear optimization algorithm. Finally, the third theme focuses on structured quasi-Newton techniques for estimating discrete choice models by maximum likelihood. We examine and adapt switching methods that can be easily integrated into usual optimization algorithms (line search and trust region) to accelerate the estimation process. The proposed dynamic discrete choice models and estimation methods can be used in various discrete choice applications. In the area of big data analytics, models that can deal with large choice sets and sequential choices are important. Our research can therefore be of interest in various demand analysis applications (predictive analytics) or can be integrated with optimization models (prescriptive analytics). Furthermore, our studies indicate the potential of dynamic programming techniques in this context, even for static models, which opens up a variety of future research directions.

Didanosine-loaded Chitosan Microspheres Optimized By Surface-response Methodology: A Modified Maximum Likelihood Classification" Approach Formulation For Reverse Transcriptase Inhibitors."

Didanosine-loaded chitosan microspheres were developed applying a surface-response methodology and using a modified Maximum Likelihood Classification. The operational conditions were optimized with the aim of maintaining the active form of didanosine (ddI), which is sensitive to acid pH, and to develop a modified and mucoadhesive formulation. The loading of the drug within the chitosan microspheres was carried out by ionotropic gelation technique with sodium tripolyphosphate (TPP) as cross-linking agent and magnesium hydroxide (Mg(OH)2) to assure the stability of ddI. The optimization conditions were set using a surface-response methodology and applying the Maximum Likelihood Classification, where the initial chitosan concentration, TPP and ddI concentration were set as the independent variables. The maximum ddI-loaded in microspheres (i.e. 1433mg of ddI/g chitosan), was obtained with 2% (w/v) chitosan and 10% TPP. The microspheres depicted an average diameter of 11.42μm and ddI was gradually released during 2h in simulated enteric fluid.

Maximum inhibitory dilution of mouthwashes containing chlorhexidine and polyhexamethylene biguanide against salivary staphylococcus aureus

OBJECTIVE: The aim of the present study was to determine the in vitro maximum inhibitory dilution (MID) of two chlorhexidinebased oral mouthwashes (CHX): Noplak®, Periogard®, and one polyhexamethylene biguanide-based mouthwash (PHMB): Sanifill Premium® against 28 field Staphylococcus aureus strains using the agar dilution method. MATERIALS AND METHODS: For each product, decimal dilutions ranging from 1/10 to 1/655,360 were prepared in distilled water and added to Mueller Hinton Agar culture medium. After homogenization, the culture medium was poured onto Petri dishes. Strains were inoculated using a Steers multipoint inoculator and dishes were incubated at 37ºC for 24hours. For reading, MID was considered as the maximum dilution of the mouthwash still capable of inhibiting microbial growth. RESULTS: Sanifill Premium® inhibited the growth of all strains at 1/40 dilution and of 1 strain at 1/80 dilution. Noplak® inhibited the growth of 23 strains at 1/640 dilution and of all 28 strains at 1/320 dilution. Periogard® showed inhibited growth of 7 strains at 1/640 dilution and of all 28 strains at 1/320 dilution. Data were submitted to Kruskal-Wallis statistical test, showing significant differences between the mouthwashes evaluated (p<0.05). No significant difference was found between Noplak® and Periogard® (p>0.05). Sanifill Premium® was the least effective (p<0.05). CONCLUSION: It was concluded that CHX-based mouthwashes present better antimicrobial activity against S. Aureus than the PHMB-based mouthwash.

Determination of the maximum inhibitory dilution of cetylpyridinium chloride-based mouthwashes against staphylococcus aureus: an in vitro study

The aim of this in vitro study was to determine the maximum inhibitory dilution (MID) of four cetylpyridinium chloride (CPC)-based mouthwashes: CPC+Propolis, CPC+Malva, CPC+Eucaliptol+Juá+Romã+Propolis (Natural Honey®) and CPC (Cepacol®), against 28 Staphylococcus aureus field strains, using the agar dilution method. Decimal dilutions ranging from 1/10 to 1/655,360 were prepared and added to Mueller Hinton Agar. Strains were inoculated using Steers multipoint inoculator. The inocula were seeded onto the surface of the culture medium in Petri dishes containing different dilutions of the mouthwashes. The dishes were incubated at 37ºC for 24 h. For readings, the MID was considered as the maximum dilution of mouthwash still capable of inhibiting microbial growth. The obtained data showed that CPC+Propolis had antimicrobial activity against 27 strains at 1/320 dilution and against all 28 strains at 1/160 dilution, CPC+Malva inhibited the growth of all 28 strains at 1/320 dilution, CPC+Eucaliptol+Juá+Romã+Propolis inhibited the growth of 2 strains at 1/640 dilution and all 28 strains at 1/320 dilution, and Cepacol® showed antimicrobial activity against 3 strains at 1/320 dilution and against all 28 strains at 1/160 dilution. Data were submitted to Kruskal-Wallis test, showing that the MID of Cepacol® was lower than that determined for the other products (p<0.05). In conclusion, CPC-mouthwashes showed antimicrobial activity against S. aureus and the addition of other substances to CPC improved its antimicrobial effect.

Características agronômicas do Panicum maximum cv. "Mombaça" submetido a níveis crescentes de fósforo

O objetivo deste experimento foi avaliar o efeito da adição de doses crescentes de P2O5 sobre a altura do dossel, o número de perfilhos e a produção de matéria seca de folhas e de colmos do capim-Mombaça, em diferentes idades. Foi conduzido um experimento implantado em um Nitossolo Vermelho Eutrófico. O delineamento experimental usado foi o de blocos completos casualizados, com quatro repetições, cinco doses de P2O5 (30, 60, 90, 120 e 150kg ha-1) e uma testemunha. Para a primeira e segunda coletas, observou-se o efeito linear do fósforo sobre o perfilhamento. Para a terceira e quarta coletas, os dados ajustaram-se ao modelo quadrático. A participação das lâminas foliares na matéria seca da parte aérea diminuiu com as doses de P2O5. Por outro lado, a participação de colmos aumentou com as doses de P2O5. A produção de matéria seca (MS) da parte aérea para primeira, segunda e terceira coletas respondeu de forma linear à aplicação de P2O5 observando-se um aumento estimado de 7, 15 e 19kg ha-1 de MS por kg ha-1 de P2O5, respectivamente. Para a quarta coleta, os dados ajustaram-se ao modelo quadrático de regressão, sendo a máxima produção, 8,3Mg ha-1 de MS, obtida com a aplicação de 103kg ha-1 de P2O5.

Herbage accumulation, growth and structural characteristics of Mombasa grass (Panicum maximum Jacq.) harvested at different cutting intervals

The objective of the present study was to evaluate herbage accumulation, morphological composition, growth rate and structural characteristics in Mombasa grass swards subject to different cutting intervals (3, 5 and 7 wk) during the rainy and dry seasons of the year. Treatments were assigned to experimental units (17.5 m(2)) according to a complete randomised block design, with four replicates. Herbage accumulation was greater in the rainy than in the dry season (83 and 17%, respectively). Herbage accumulation (24,300 kg DM ha(-1)), average growth rate (140 kg DM ha(-1) d(-1)) and sward height (111 cm) were highest in the 7 wk cutting interval, but leaf proportion (56%), leaf:stem (1.6) and leaf:non leaf (1.3) ratios decreased. Herbage accumulation, morphological composition and sward structure of Mombasa grass sward may be manipulated through defoliation frequency. The highest leaf proportion was recorded in the 3-wk cutting interval. Longer cutting intervals affected negatively sward structure, with potential negative effects on utilization efficiency, animal intake and performance.

Condylar displacement between centric relation and maximum intercuspation in symptomatic and asymptomatic individuals

Objective: To measure condylar displacement between centric relation (CR) and maximum intercuspation (MIC) in symptomatic and asymptomatic subjects. Materials and Methods: The sample comprised 70 non-deprogrammed individuals, divided equally into two groups, one symptomatic and the other asymptomatic, grouped according to the research diagnostic criteria for temporomandibular disorders (RDC/TMD). Condylar displacement was measured in three dimensions with the condylar position indicator (CPI) device. Dahlberg's index, intraclass correlation coefficient, repeated measures analysis of variance, analysis of variance, and generalized estimating equations were used for statistical analysis. Results: A greater magnitude of difference was observed on the vertical plane on the left side in both symptomatic and asymptomatic individuals (P = .033). The symptomatic group presented higher measurements on the transverse plane (P = .015). The percentage of displacement in the mesial direction was significantly higher in the asymptomatic group than in the symptomatic one (P = .049). Both groups presented a significantly higher percentage of mesial direction on the right side than on the left (P = .036). The presence of bilateral condylar displacement (left and right sides) in an inferior and distal direction was significantly greater in symptomatic individuals (P = .012). However, no statistical difference was noted between genders. Conclusion: Statistically significant differences between CR and MIC were quantifiable at the condylar level in asymptomatic and symptomatic individuals. (Angle Orthod. 2010;80:835-842.)

Measurement of the depth of maximum of extensive air showers above 10(18) eV

We describe the measurement of the depth of maximum, X(max), of the longitudinal development of air showers induced by cosmic rays. Almost 4000 events above 10(18) eV observed by the fluorescence detector of the Pierre Auger Observatory in coincidence with at least one surface detector station are selected for the analysis. The average shower maximum was found to evolve with energy at a rate of (106 +/- 35-21) g/cm(2)/decade below 10(18.24) +/- (0.05) eV, and d24 +/- 3 g/cm(2)/ecade above this energy. The measured shower-to-shower fluctuations decrease from about 55 to 26 g/cm(2). The interpretation of these results in terms of the cosmic ray mass composition is briefly discussed.

FORAMINIFERAL RECORD OF CHANGES IN SUMMER MONSOON PRECIPITATION AT THE SOUTHEASTERN BRAZILIAN CONTINENTAL MARGIN SINCE THE LAST GLACIAL MAXIMUM

Changes in the oxygen isotopic composition of the planktonic foraminifer Globigerinoides ruber and in the foraminifera faunal composition in a core retrieved from the southeastern Brazilian continental margin were used to infer past changes in the hydrological balance and monsoon precipitation in the western South Atlantic since the Last Glacial Maximum (LGM). The results suggest a first-order orbital (precessional) control on the South American Monsoon precipitation. This agrees with previous studies based on continental proxies except for LGM estimates provided by pollen records. The causes for this disagreement are discussed.

Last glacial maximum (LGM) vegetation changes in the Atlantic Forest, southeastern Brazil

This study was carried out in a continental Atlantic Forest located in the southern region of Sao Paulo State, southeastern Brazil. The aim of the study was to evaluate the vegetation dynamics in similar to 70 km forest ecosystem transect that occurred during the late Pleistocene and Holocene in this region, using the stable carbon isotopes (delta C-13) analysis on soil organic matter (SOM) and the C-14 dating of buried charcoal fragments and the humin fraction of SOM. The isotope data (delta C-13) of SOM in the deeper horizons, indicating the presence of more open vegetation than the present, with a probable mixture of C-3 and C-4 plants, suggesting the presence of a drier climate in the period of similar to 20 ka to similar to 16-14 ka BP. From similar to 16 to 14 ka BP to the present, a significant predominance Of C3 plants was observed, indicating an expansion of the forest, probably associated with the presence of a more humid climate than the previous period. The results indicated the presence of open vegetation during the late glacial, probably associated with a drier period, also observed in other regions of Brazil. The Atlantic Forest ecosystem seems to have developed at least since the early Holocene in Southeastern Brazil. (c) 2007 Elsevier Ltd and INQUA. All rights reserved.

The influence of microstructure on the maximum load and fracture energy of refractory castables

Refractory castables are composed of fractions of fine to fairly coarse particles. The fine fraction is constituted primarily of raw materials and calcium aluminate cement, which becomes hydrated, forming chemical bonds that stiffen the concrete during the curing process. The present study focused on an evaluation of several characteristics of two refractory castables with similar chemical compositions but containing aggregates of different sizes. The features evaluated were the maximum load, the fracture energy, and the ""relative crack-propagation work"" of the two castables heat-treated at 110, 650, 1100 and 1550 degrees C. The results enabled us to draw the following conclusions: the heat treatment temperature exerts a significant influence on the matrix/aggregate interaction, different microstructures form in the castables with temperature, and a relationship was noted between the maximum load and the fracture energy. (C) 2009 Elsevier Ltd and Techna Group S.r.l. All rights reserved.

Adaptive Approach for a Maximum Entropy Algorithm in Ecological Niche Modeling

This paper presents an Adaptive Maximum Entropy (AME) approach for modeling biological species. The Maximum Entropy algorithm (MaxEnt) is one of the most used methods in modeling biological species geographical distribution. The approach presented here is an alternative to the classical algorithm. Instead of using the same set features in the training, the AME approach tries to insert or to remove a single feature at each iteration. The aim is to reach the convergence faster without affect the performance of the generated models. The preliminary experiments were well performed. They showed an increasing on performance both in accuracy and in execution time. Comparisons with other algorithms are beyond the scope of this paper. Some important researches are proposed as future works.