Bayesian Analysis of Linear Inverse Problems with Applications in Economics and Finance

In my PhD thesis I propose a Bayesian nonparametric estimation method for structural econometric models where the functional parameter of interest describes the economic agent's behavior. The structural parameter is characterized as the solution of a functional equation, or by using more technical words, as the solution of an inverse problem that can be either ill-posed or well-posed. From a Bayesian point of view, the parameter of interest is a random function and the solution to the inference problem is the posterior distribution of this parameter. A regular version of the posterior distribution in functional spaces is characterized. However, the infinite dimension of the considered spaces causes a problem of non continuity of the solution and then a problem of inconsistency, from a frequentist point of view, of the posterior distribution (i.e. problem of ill-posedness). The contribution of this essay is to propose new methods to deal with this problem of ill-posedness. The first one consists in adopting a Tikhonov regularization scheme in the construction of the posterior distribution so that I end up with a new object that I call regularized posterior distribution and that I guess it is solution of the inverse problem. The second approach consists in specifying a prior distribution on the parameter of interest of the g-prior type. Then, I detect a class of models for which the prior distribution is able to correct for the ill-posedness also in infinite dimensional problems. I study asymptotic properties of these proposed solutions and I prove that, under some regularity condition satisfied by the true value of the parameter of interest, they are consistent in a "frequentist" sense. Once I have set the general theory, I apply my bayesian nonparametric methodology to different estimation problems. First, I apply this estimator to deconvolution and to hazard rate, density and regression estimation. Then, I consider the estimation of an Instrumental Regression that is useful in micro-econometrics when we have to deal with problems of endogeneity. Finally, I develop an application in finance: I get the bayesian estimator for the equilibrium asset pricing functional by using the Euler equation defined in the Lucas'(1978) tree-type models.

Efficient parallel proximity queries and an application to highly complex motion planning problems with many narrow passages

In vielen Bereichen der industriellen Fertigung, wie zum Beispiel in der Automobilindustrie, wer- den digitale Versuchsmodelle (sog. digital mock-ups) eingesetzt, um die Entwicklung komplexer Maschinen m ̈oglichst gut durch Computersysteme unterstu ̈tzen zu k ̈onnen. Hierbei spielen Be- wegungsplanungsalgorithmen eine wichtige Rolle, um zu gew ̈ahrleisten, dass diese digitalen Pro- totypen auch kollisionsfrei zusammengesetzt werden k ̈onnen. In den letzten Jahrzehnten haben sich hier sampling-basierte Verfahren besonders bew ̈ahrt. Diese erzeugen eine große Anzahl von zuf ̈alligen Lagen fu ̈r das ein-/auszubauende Objekt und verwenden einen Kollisionserken- nungsmechanismus, um die einzelnen Lagen auf Gu ̈ltigkeit zu u ̈berpru ̈fen. Daher spielt die Kollisionserkennung eine wesentliche Rolle beim Design effizienter Bewegungsplanungsalgorith- men. Eine Schwierigkeit fu ̈r diese Klasse von Planern stellen sogenannte “narrow passages” dar, schmale Passagen also, die immer dort auftreten, wo die Bewegungsfreiheit der zu planenden Objekte stark eingeschr ̈ankt ist. An solchen Stellen kann es schwierig sein, eine ausreichende Anzahl von kollisionsfreien Samples zu finden. Es ist dann m ̈oglicherweise n ̈otig, ausgeklu ̈geltere Techniken einzusetzen, um eine gute Performance der Algorithmen zu erreichen.rnDie vorliegende Arbeit gliedert sich in zwei Teile: Im ersten Teil untersuchen wir parallele Kollisionserkennungsalgorithmen. Da wir auf eine Anwendung bei sampling-basierten Bewe- gungsplanern abzielen, w ̈ahlen wir hier eine Problemstellung, bei der wir stets die selben zwei Objekte, aber in einer großen Anzahl von unterschiedlichen Lagen auf Kollision testen. Wir im- plementieren und vergleichen verschiedene Verfahren, die auf Hu ̈llk ̈operhierarchien (BVHs) und hierarchische Grids als Beschleunigungsstrukturen zuru ̈ckgreifen. Alle beschriebenen Verfahren wurden auf mehreren CPU-Kernen parallelisiert. Daru ̈ber hinaus vergleichen wir verschiedene CUDA Kernels zur Durchfu ̈hrung BVH-basierter Kollisionstests auf der GPU. Neben einer un- terschiedlichen Verteilung der Arbeit auf die parallelen GPU Threads untersuchen wir hier die Auswirkung verschiedener Speicherzugriffsmuster auf die Performance der resultierenden Algo- rithmen. Weiter stellen wir eine Reihe von approximativen Kollisionstests vor, die auf den beschriebenen Verfahren basieren. Wenn eine geringere Genauigkeit der Tests tolerierbar ist, kann so eine weitere Verbesserung der Performance erzielt werden.rnIm zweiten Teil der Arbeit beschreiben wir einen von uns entworfenen parallelen, sampling- basierten Bewegungsplaner zur Behandlung hochkomplexer Probleme mit mehreren “narrow passages”. Das Verfahren arbeitet in zwei Phasen. Die grundlegende Idee ist hierbei, in der er- sten Planungsphase konzeptionell kleinere Fehler zuzulassen, um die Planungseffizienz zu erh ̈ohen und den resultierenden Pfad dann in einer zweiten Phase zu reparieren. Der hierzu in Phase I eingesetzte Planer basiert auf sogenannten Expansive Space Trees. Zus ̈atzlich haben wir den Planer mit einer Freidru ̈ckoperation ausgestattet, die es erlaubt, kleinere Kollisionen aufzul ̈osen und so die Effizienz in Bereichen mit eingeschr ̈ankter Bewegungsfreiheit zu erh ̈ohen. Optional erlaubt unsere Implementierung den Einsatz von approximativen Kollisionstests. Dies setzt die Genauigkeit der ersten Planungsphase weiter herab, fu ̈hrt aber auch zu einer weiteren Perfor- mancesteigerung. Die aus Phase I resultierenden Bewegungspfade sind dann unter Umst ̈anden nicht komplett kollisionsfrei. Um diese Pfade zu reparieren, haben wir einen neuartigen Pla- nungsalgorithmus entworfen, der lokal beschr ̈ankt auf eine kleine Umgebung um den bestehenden Pfad einen neuen, kollisionsfreien Bewegungspfad plant.rnWir haben den beschriebenen Algorithmus mit einer Klasse von neuen, schwierigen Metall- Puzzlen getestet, die zum Teil mehrere “narrow passages” aufweisen. Unseres Wissens nach ist eine Sammlung vergleichbar komplexer Benchmarks nicht ̈offentlich zug ̈anglich und wir fan- den auch keine Beschreibung von vergleichbar komplexen Benchmarks in der Motion-Planning Literatur.

Hip2Norm: an object-oriented cross-platform program for 3D analysis of hip joint morphology using 2D pelvic radiographs

We developed an object-oriented cross-platform program to perform three-dimensional (3D) analysis of hip joint morphology using two-dimensional (2D) anteroposterior (AP) pelvic radiographs. Landmarks extracted from 2D AP pelvic radiographs and optionally an additional lateral pelvic X-ray were combined with a cone beam projection model to reconstruct 3D hip joints. Since individual pelvic orientation can vary considerably, a method for standardizing pelvic orientation was implemented to determine the absolute tilt/rotation. The evaluation of anatomically morphologic differences was achieved by reconstructing the projected acetabular rim and the measured hip parameters as if obtained in a standardized neutral orientation. The program had been successfully used to interactively objectify acetabular version in hips with femoro-acetabular impingement or developmental dysplasia. Hip(2)Norm is written in object-oriented programming language C++ using cross-platform software Qt (TrollTech, Oslo, Norway) for graphical user interface (GUI) and is transportable to any platform.

Practical Object-Oriented Back-in-Time Debugging

Back-in-time debuggers are extremely useful tools for identifying the causes of bugs, as they allow us to inspect the past states of objects no longer present in the current execution stack. Unfortunately the "omniscient" approaches that try to remember all previous states are impractical because they either consume too much space or they are far too slow. Several approaches rely on heuristics to limit these penalties, but they ultimately end up throwing out too much relevant information. In this paper we propose a practical approach to back-in-time debugging that attempts to keep track of only the relevant past data. In contrast to other approaches, we keep object history information together with the regular objects in the application memory. Although seemingly counter-intuitive, this approach has the effect that past data that is not reachable from current application objects (and hence, no longer relevant) is automatically garbage collected. In this paper we describe the technical details of our approach, and we present benchmarks that demonstrate that memory consumption stays within practical bounds. Furthermore since our approach works at the virtual machine level, the performance penalty is significantly better than with other approaches.

Taking an Object-Centric View on Dynamic Information with Object Flow Analysis

A large body of research analyzes the runtime execution of a system to extract abstract behavioral views. Those approaches primarily analyze control flow by tracing method execution events or they analyze object graphs of heap snapshots. However, they do not capture how objects are passed through the system at runtime. We refer to the exchange of objects as the object flow, and we claim that object flow is necessary to analyze if we are to understand the runtime of an object-oriented application. We propose and detail Object Flow Analysis, a novel dynamic analysis technique that takes this new information into account. To evaluate its usefulness, we present a visual approach that allows a developer to study classes and components in terms of how they exchange objects at runtime. We illustrate our approach on three case studies.

Generación de Casos de Prueba en Programación Orientada a Objetos = Test Case Generation in Object-Oriented Programming

Las pruebas de software (Testing) son en la actualidad la técnica más utilizada para la validación y la evaluación de la calidad de un programa. El testing está integrado en todas las metodologías prácticas de desarrollo de software y juega un papel crucial en el éxito de cualquier proyecto de software. Desde las unidades de código más pequeñas a los componentes más complejos, su integración en un sistema de software y su despliegue a producción, todas las piezas de un producto de software deben ser probadas a fondo antes de que el producto de software pueda ser liberado a un entorno de producción. La mayor limitación del testing de software es que continúa siendo un conjunto de tareas manuales, representando una buena parte del coste total de desarrollo. En este escenario, la automatización resulta fundamental para aliviar estos altos costes. La generación automática de casos de pruebas (TCG, del inglés test case generation) es el proceso de generar automáticamente casos de prueba que logren un alto recubrimiento del programa. Entre la gran variedad de enfoques hacia la TCG, esta tesis se centra en un enfoque estructural de caja blanca, y más concretamente en una de las técnicas más utilizadas actualmente, la ejecución simbólica. En ejecución simbólica, el programa bajo pruebas es ejecutado con expresiones simbólicas como argumentos de entrada en lugar de valores concretos. Esta tesis se basa en un marco general para la generación automática de casos de prueba dirigido a programas imperativos orientados a objetos (Java, por ejemplo) y basado en programación lógica con restricciones (CLP, del inglés constraint logic programming). En este marco general, el programa imperativo bajo pruebas es primeramente traducido a un programa CLP equivalente, y luego dicho programa CLP es ejecutado simbólicamente utilizando los mecanismos de evaluación estándar de CLP, extendidos con operaciones especiales para el tratamiento de estructuras de datos dinámicas. Mejorar la escalabilidad y la eficiencia de la ejecución simbólica constituye un reto muy importante. Es bien sabido que la ejecución simbólica resulta impracticable debido al gran número de caminos de ejecución que deben ser explorados y a tamaño de las restricciones que se deben manipular. Además, la generación de casos de prueba mediante ejecución simbólica tiende a producir un número innecesariamente grande de casos de prueba cuando es aplicada a programas de tamaño medio o grande. Las contribuciones de esta tesis pueden ser resumidas como sigue. (1) Se desarrolla un enfoque composicional basado en CLP para la generación de casos de prueba, el cual busca aliviar el problema de la explosión de caminos interprocedimiento analizando de forma separada cada componente (p.ej. método) del programa bajo pruebas, almacenando los resultados y reutilizándolos incrementalmente hasta obtener resultados para el programa completo. También se ha desarrollado un enfoque composicional basado en especialización de programas (evaluación parcial) para la herramienta de ejecución simbólica Symbolic PathFinder (SPF). (2) Se propone una metodología para usar información del consumo de recursos del programa bajo pruebas para guiar la ejecución simbólica hacia aquellas partes del programa que satisfacen una determinada política de recursos, evitando la exploración de aquellas partes del programa que violan dicha política. (3) Se propone una metodología genérica para guiar la ejecución simbólica hacia las partes más interesantes del programa, la cual utiliza abstracciones como generadores de trazas para guiar la ejecución de acuerdo a criterios de selección estructurales. (4) Se propone un nuevo resolutor de restricciones, el cual maneja eficientemente restricciones sobre el uso de la memoria dinámica global (heap) durante ejecución simbólica, el cual mejora considerablemente el rendimiento de la técnica estándar utilizada para este propósito, la \lazy initialization". (5) Todas las técnicas propuestas han sido implementadas en el sistema PET (el enfoque composicional ha sido también implementado en la herramienta SPF). Mediante evaluación experimental se ha confirmado que todas ellas mejoran considerablemente la escalabilidad y eficiencia de la ejecución simbólica y la generación de casos de prueba. ABSTRACT Testing is nowadays the most used technique to validate software and assess its quality. It is integrated into all practical software development methodologies and plays a crucial role towards the success of any software project. From the smallest units of code to the most complex components and their integration into a software system and later deployment; all pieces of a software product must be tested thoroughly before a software product can be released. The main limitation of software testing is that it remains a mostly manual task, representing a large fraction of the total development cost. In this scenario, test automation is paramount to alleviate such high costs. Test case generation (TCG) is the process of automatically generating test inputs that achieve high coverage of the system under test. Among a wide variety of approaches to TCG, this thesis focuses on structural (white-box) TCG, where one of the most successful enabling techniques is symbolic execution. In symbolic execution, the program under test is executed with its input arguments being symbolic expressions rather than concrete values. This thesis relies on a previously developed constraint-based TCG framework for imperative object-oriented programs (e.g., Java), in which the imperative program under test is first translated into an equivalent constraint logic program, and then such translated program is symbolically executed by relying on standard evaluation mechanisms of Constraint Logic Programming (CLP), extended with special treatment for dynamically allocated data structures. Improving the scalability and efficiency of symbolic execution constitutes a major challenge. It is well known that symbolic execution quickly becomes impractical due to the large number of paths that must be explored and the size of the constraints that must be handled. Moreover, symbolic execution-based TCG tends to produce an unnecessarily large number of test cases when applied to medium or large programs. The contributions of this dissertation can be summarized as follows. (1) A compositional approach to CLP-based TCG is developed which overcomes the inter-procedural path explosion by separately analyzing each component (method) in a program under test, stowing the results as method summaries and incrementally reusing them to obtain whole-program results. A similar compositional strategy that relies on program specialization is also developed for the state-of-the-art symbolic execution tool Symbolic PathFinder (SPF). (2) Resource-driven TCG is proposed as a methodology to use resource consumption information to drive symbolic execution towards those parts of the program under test that comply with a user-provided resource policy, avoiding the exploration of those parts of the program that violate such policy. (3) A generic methodology to guide symbolic execution towards the most interesting parts of a program is proposed, which uses abstractions as oracles to steer symbolic execution through those parts of the program under test that interest the programmer/tester most. (4) A new heap-constraint solver is proposed, which efficiently handles heap-related constraints and aliasing of references during symbolic execution and greatly outperforms the state-of-the-art standard technique known as lazy initialization. (5) All techniques above have been implemented in the PET system (and some of them in the SPF tool). Experimental evaluation has confirmed that they considerably help towards a more scalable and efficient symbolic execution and TCG.

Land Cover Mapping by an Optimized Object-Oriented Approach. Case of Study Mediterranean Landscapes

Remote sensing information from spaceborne and airborne platforms continues to provide valuable data for different environmental monitoring applications. In this sense, high spatial resolution im-agery is an important source of information for land cover mapping. For the processing of high spa-tial resolution images, the object-based methodology is one of the most commonly used strategies. However, conventional pixel-based methods, which only use spectral information for land cover classification, are inadequate for classifying this type of images. This research presents a method-ology to characterise Mediterranean land covers in high resolution aerial images by means of an object-oriented approach. It uses a self-calibrating multi-band region growing approach optimised by pre-processing the image with a bilateral filtering. The obtained results show promise in terms of both segmentation quality and computational efficiency.

An object-oriented designed finite-difference time-domain simulator for electromagnetic analysis and design in MRI - application to high field analyses

This paper presents a finite-difference time-domain (FDTD) simulator for electromagnetic analysis and design applications in MRI. It is intended to be a complete FDTD model of an MRI system including all RF and low-frequency field generating units and electrical models of the patient. The pro-ram has been constructed in an object-oriented framework. The design procedure is detailed and the numerical solver has been verified against analytical solutions for simple cases and also applied to various field calculation problems. In particular, the simulator is demonstrated for inverse RF coil design, optimized source profile generation, and parallel imaging in high-frequency situations. The examples show new developments enabled by the simulator and demonstrate that the proposed FDTD framework can be used to analyze large-scale computational electromagnetic problems in modern MRI engineering. (C) 2004 Elsevier Inc. All rights reserved.

Modelling Java concurrency with Object-Z

In this paper, we present a formal model of Java concurrency using the Object-Z specification language. This model captures the Java thread synchronization concepts of locking, blocking, waiting and notification. In the model, we take a viewpoints approach, first capturing the role of the objects and threads, and then taking a system view where we capture the way the objects and threads cooperate and communicate. As a simple illustration of how the model can, in general be applied, we use Object-Z inheritance to integrate the model with the classical producer-consumer system to create a specification directly incorporating the Java concurrency constructs.

A flexible, extensible object oriented real-time near photorealistic visualization system:the system framework design

In this paper we describe a novel, extensible visualization system currently under development at Aston University. We introduce modern programming methods, such as the use of data driven programming, design patterns, and the careful definition of interfaces to allow easy extension using plug-ins, to 3D landscape visualization software. We combine this with modern developments in computer graphics, such as vertex and fragment shaders, to create an extremely flexible, extensible real-time near photorealistic visualization system. In this paper we show the design of the system and the main sub-components. We stress the role of modern programming practices and illustrate the benefits these bring to 3D visualization. © 2006 Springer-Verlag Berlin Heidelberg.

The nature of an object-oriented program:how do practitioners understand the nature of what they are creating?

Object-oriented programming is seen as a difficult skill to master. There is considerable debate about the most appropriate way to introduce novice programmers to object-oriented concepts. Is it possible to uncover what the critical aspects or features are that enhance the learning of object-oriented programming? Practitioners have differing understandings of the nature of an object-oriented program. Uncovering these different ways of understanding leads to agreater understanding of the critical aspects and their relationship tothe structure of the program produced. A phenomenographic studywas conducted to uncover practitioner understandings of the nature of an object-oriented program. The study identified five levels of understanding and three dimensions of variation within these levels. These levels and dimensions of variation provide a framework for fostering conceptual change with respect to the nature of an object-oriented program.

The effective use of implicit parallelism through the use of an object-oriented programming language

This thesis explores translating well-written sequential programs in a subset of the Eiffel programming language - without syntactic or semantic extensions - into parallelised programs for execution on a distributed architecture. The main focus is on constructing two object-oriented models: a theoretical self-contained model of concurrency which enables a simplified second model for implementing the compiling process. There is a further presentation of principles that, if followed, maximise the potential levels of parallelism. Model of Concurrency. The concurrency model is designed to be a straightforward target for mapping sequential programs onto, thus making them parallel. It aids the compilation process by providing a high level of abstraction, including a useful model of parallel behaviour which enables easy incorporation of message interchange, locking, and synchronization of objects. Further, the model is sufficient such that a compiler can and has been practically built. Model of Compilation. The compilation-model's structure is based upon an object-oriented view of grammar descriptions and capitalises on both a recursive-descent style of processing and abstract syntax trees to perform the parsing. A composite-object view with an attribute grammar style of processing is used to extract sufficient semantic information for the parallelisation (i.e. code-generation) phase. Programming Principles. The set of principles presented are based upon information hiding, sharing and containment of objects and the dividing up of methods on the basis of a command/query division. When followed, the level of potential parallelism within the presented concurrency model is maximised. Further, these principles naturally arise from good programming practice. Summary. In summary this thesis shows that it is possible to compile well-written programs, written in a subset of Eiffel, into parallel programs without any syntactic additions or semantic alterations to Eiffel: i.e. no parallel primitives are added, and the parallel program is modelled to execute with equivalent semantics to the sequential version. If the programming principles are followed, a parallelised program achieves the maximum level of potential parallelisation within the concurrency model.

An operational approach to object-oriented software development

The traditional waterfall software life cycle model has several weaknesses. One problem is that a working version of a system is unavailable until a late stage in the development; any omissions and mistakes in the specification undetected until that stage can be costly to maintain. The operational approach which emphasises the construction of executable specifications can help to remedy this problem. An operational specification may be exercised to generate the behaviours of the specified system, thereby serving as a prototype to facilitate early validation of the system's functional requirements. Recent ideas have centred on using an existing operational method such as JSD in the specification phase of object-oriented development. An explicit transformation phase following specification is necessary in this approach because differences in abstractions between the two domains need to be bridged. This research explores an alternative approach of developing an operational specification method specifically for object-oriented development. By incorporating object-oriented concepts in operational specifications, the specifications have the advantage of directly facilitating implementation in an object-oriented language without requiring further significant transformations. In addition, object-oriented concepts can help the developer manage the complexity of the problem domain specification, whilst providing the user with a specification that closely reflects the real world and so the specification and its execution can be readily understood and validated. A graphical notation has been developed for the specification method which can capture the dynamic properties of an object-oriented system. A tool has also been implemented comprising an editor to facilitate the input of specifications, and an interpreter which can execute the specifications and graphically animate the behaviours of the specified systems.

Modelling manufacturing planning and control systems:the application of object-oriented principles and discrete-event simulation

Manufacturing planning and control systems are fundamental to the successful operations of a manufacturing organisation. 10 order to improve their business performance, significant investment is made by companies into planning and control systems; however, not all companies realise the benefits sought Many companies continue to suffer from high levels of inventory, shortages, obsolete parts, poor resource utilisation and poor delivery performance. This thesis argues that the fit between the planning and control system and the manufacturing organisation is a crucial element of success. The design of appropriate control systems is, therefore, important. The different approaches to the design of manufacturing planning and control systems are investigated. It is concluded that there is no provision within these design methodologies to properly assess the impact of a proposed design on the manufacturing facility. Consequently, an understanding of how a new (or modified) planning and control system will perform in the context of the complete manufacturing system is unlikely to be gained until after the system has been implemented and is running. There are many modelling techniques available, however discrete-event simulation is unique in its ability to model the complex dynamics inherent in manufacturing systems, of which the planning and control system is an integral component. The existing application of simulation to manufacturing control system issues is limited: although operational issues are addressed, application to the more fundamental design of control systems is rarely, if at all, considered. The lack of a suitable simulation-based modelling tool does not help matters. The requirements of a simulation tool capable of modelling a host of different planning and control systems is presented. It is argued that only through the application of object-oriented principles can these extensive requirements be achieved. This thesis reports on the development of an extensible class library called WBS/Control, which is based on object-oriented principles and discrete-event simulation. The functionality, both current and future, offered by WBS/Control means that different planning and control systems can be modelled: not only the more standard implementations but also hybrid systems and new designs. The flexibility implicit in the development of WBS/Control supports its application to design and operational issues. WBS/Control wholly integrates with an existing manufacturing simulator to provide a more complete modelling environment.

Case-Based Reasoning Tools from Shells to Object-Oriented Frameworks

A Case-Based Reasoning (CBR) tool is software that can be used to develop several applications that require cased-based reasoning methodology. CBR shells are kind of application generators with graphical user interface. They can be used by non-programmer users but the extension or integration of new components in these tools is not possible. In this paper we analyzed three CBR object-oriented framework development environments CBR*Tools, CAT-CBR, and JColibri. These frameworks work as open software development environment and facilitate the reuse of their design as well as implementations.