Geometry and Optimization of Relative Arbitrage

Thesis (Ph.D.)--University of Washington, 2016-06

“Tell Me Who You Hang with and I’ll Tell You What You Are:” Gang Identity, Organization, and Desistance

Thesis (Master's)--University of Washington, 2016-06

A class of self-stabilizing MCA learning algorithms

In this letter, we propose a class of self-stabilizing learning algorithms for minor component analysis (MCA), which includes a few well-known MCA learning algorithms. Self-stabilizing means that the sign of the weight vector length change is independent of the presented input vector. For these algorithms, rigorous global convergence proof is given and the convergence rate is also discussed. By combining the positive properties of these algorithms, a new learning algorithm is proposed which can improve the performance. Simulations are employed to confirm our theoretical results.

Physiologically based synthetic models of hepatic disposition

Current Physiologically based pharmacokinetic (PBPK) models are inductive. We present an additional, different approach that is based on the synthetic rather than the inductive approach to modeling and simulation. It relies on object-oriented programming A model of the referent system in its experimental context is synthesized by assembling objects that represent components such as molecules, cells, aspects of tissue architecture, catheters, etc. The single pass perfused rat liver has been well described in evaluating hepatic drug pharmacokinetics (PK) and is the system on which we focus. In silico experiments begin with administration of objects representing actual compounds. Data are collected in a manner analogous to that in the referent PK experiments. The synthetic modeling method allows for recognition and representation of discrete event and discrete time processes, as well as heterogeneity in organization, function, and spatial effects. An application is developed for sucrose and antipyrine, administered separately and together PBPK modeling has made extensive progress in characterizing abstracted PK properties but this has also been its limitation. Now, other important questions and possible extensions emerge. How are these PK properties and the observed behaviors generated? The inherent heuristic limitations of traditional models have hindered getting meaningful, detailed answers to such questions. Synthetic models of the type described here are specifically intended to help answer such questions. Analogous to wet-lab experimental models, they retain their applicability even when broken apart into sub-components. Having and applying this new class of models along with traditional PK modeling methods is expected to increase the productivity of pharmaceutical research at all levels that make use of modeling and simulation.

Description and training of neural network dynamics

Attractor properties of a popular discrete-time neural network model are illustrated through numerical simulations. The most complex dynamics is found to occur within particular ranges of parameters controlling the symmetry and magnitude of the weight matrix. A small network model is observed to produce fixed points, limit cycles, mode-locking, the Ruelle-Takens route to chaos, and the period-doubling route to chaos. Training algorithms for tuning this dynamical behaviour are discussed. Training can be an easy or difficult task, depending whether the problem requires the use of temporal information distributed over long time intervals. Such problems require training algorithms which can handle hidden nodes. The most prominent of these algorithms, back propagation through time, solves the temporal credit assignment problem in a way which can work only if the relevant information is distributed locally in time. The Moving Targets algorithm works for the more general case, but is computationally intensive, and prone to local minima.

The 'moving targets' training algorithm

A simple method for training the dynamical behavior of a neural network is derived. It is applicable to any training problem in discrete-time networks with arbitrary feedback. The method resembles back-propagation in that it is a least-squares, gradient-based optimization method, but the optimization is carried out in the hidden part of state space instead of weight space. A straightforward adaptation of this method to feedforward networks offers an alternative to training by conventional back-propagation. Computational results are presented for simple dynamical training problems, with varied success. The failures appear to arise when the method converges to a chaotic attractor. A patch-up for this problem is proposed. The patch-up involves a technique for implementing inequality constraints which may be of interest in its own right.

Study of Queueing Behaviour in IP Buffers

It is unquestioned that the importance of IP network will further increase and that it will serve as a platform for more and more services, requiring different types and degrees of service quality. Modern architectures and protocols are being standardized, which aims at guaranteeing the quality of service delivered to users. In this paper, we investigate the queueing behaviour found in IP output buffers. This queueing increases because multiple streams of packets with different length are being multiplexed together. We develop balance equations for the state of the system, from which we derive packet loss and delay results. To analyze these types of behaviour, we study the discrete-time version of the “classical” queue model M/M/1/k called Geo/Gx/1/k, where Gx denotes a different packet length distribution defined on a range between a minimum and maximum value.

Algorithm of Decision Support in Emergency

Constant increase of human population result in more and more people living in emergency dangerous regions. In order to protect them from possible emergencies we need effective solution for decision taking in case of emergencies, because lack of time for taking decision and possible lack of data. One among possible methods of taking such decisions is shown in this article.

Robust Estimation in Multitype Branching Processes Based on their Asymptotic Properties

2000 Mathematics Subject Classification: 60J80.

Offspring Mean Estimators in Branching Processes with Immigration

2000 Mathematics Subject Classification: 60J80.

A Note on the Extinction Problem for Controlled Multitype Branching Processes

2000 Mathematics Subject Classification: 60J80, 60J10.

An indexing structure and application model for vehicles moving on road networks

Moving objects database systems are the most challenging sub-category among Spatio-Temporal database systems. A database system that updates in real-time the location information of GPS-equipped moving vehicles has to meet even stricter requirements. Currently existing data storage models and indexing mechanisms work well only when the number of moving objects in the system is relatively small. This dissertation research aimed at the real-time tracking and history retrieval of massive numbers of vehicles moving on road networks. A total solution has been provided for the real-time update of the vehicles' location and motion information, range queries on current and history data, and prediction of vehicles' movement in the near future. ^ To achieve these goals, a new approach called Segmented Time Associated to Partitioned Space (STAPS) was first proposed in this dissertation for building and manipulating the indexing structures for moving objects databases. ^ Applying the STAPS approach, an indexing structure of associating a time interval tree to each road segment was developed for real-time database systems of vehicles moving on road networks. The indexing structure uses affordable storage to support real-time data updates and efficient query processing. The data update and query processing performance it provides is consistent without restrictions such as a time window or assuming linear moving trajectories. ^ An application system design based on distributed system architecture with centralized organization was developed to maximally support the proposed data and indexing structures. The suggested system architecture is highly scalable and flexible. Finally, based on a real-world application model of vehicles moving in region-wide, main issues on the implementation of such a system were addressed. ^

An Indexing Structure and Application Model for Vehicles Moving on Road Networks

Moving objects database systems are the most challenging sub-category among Spatio-Temporal database systems. A database system that updates in real-time the location information of GPS-equipped moving vehicles has to meet even stricter requirements. Currently existing data storage models and indexing mechanisms work well only when the number of moving objects in the system is relatively small. This dissertation research aimed at the real-time tracking and history retrieval of massive numbers of vehicles moving on road networks. A total solution has been provided for the real-time update of the vehicles’ location and motion information, range queries on current and history data, and prediction of vehicles’ movement in the near future. To achieve these goals, a new approach called Segmented Time Associated to Partitioned Space (STAPS) was first proposed in this dissertation for building and manipulating the indexing structures for moving objects databases. Applying the STAPS approach, an indexing structure of associating a time interval tree to each road segment was developed for real-time database systems of vehicles moving on road networks. The indexing structure uses affordable storage to support real-time data updates and efficient query processing. The data update and query processing performance it provides is consistent without restrictions such as a time window or assuming linear moving trajectories. An application system design based on distributed system architecture with centralized organization was developed to maximally support the proposed data and indexing structures. The suggested system architecture is highly scalable and flexible. Finally, based on a real-world application model of vehicles moving in region-wide, main issues on the implementation of such a system were addressed.

Micropartículas contendo nanopartículas de quitosana usando sulfato e genipina para liberação modificada da triancinolona: obtenção, caracterização e estudo em células tumorais

Chitosan is a polymer biocompatibility and biodegradability widely used in drug delivery systems. The co-crosslinking of chitosan with sodium sulfate and genipin, to form particulate systems is related of making them more resistant to acidic pH and to modulate the release kinetics for the oral route. Triamcinolone is a glucocorticoid with anti-inflammatory and immunosuppressive actions. The nanoparticles were prepared by co-crosslinking and characterized for particle size, PDI, zeta potential, crosslinking degree, encapsulation rate, morphology, infrared spectroscopy, thermal analysis, release kinetics and cells studies. The nanoparticles were prepared initially without genipin with sodium sulphate and the particles parameters were monitored in function of different ratio of drug / polymer, different concentrations of sodium sulfate and polysorbate 80 and the drip mode of crosslinkers on polymers. After optimizing conditions, the chosen system parameters without genipin included mean diameter of 312.20 ± 5.70 nm, PDI 0.342 ± 0.013 and zeta potential of 20.18 ± 2.28 mV. The genipin was introduced into the system analyzing different concentrations (0.5, 1.0 and 2.0 mM) and crosslinking times (3, 6, 12 and 24 h). Evaluating crosslinking time with genipin (0.5 mM) it was showed that varying the genipin reaction time the systems size ranged from 235.1 to 334.4 nm, the PDI from 0.321 to 0.392 and zeta potential 20.92 to 30.39 mV. The crosslinking degree that coud vary from 14 to 30 %. Nanoparticles without genipina, 6 h and 24 h crosslinking time were dried by spray-drying method. Analysis by scanning electron micrograph (SEM) revealed that the microparticles showed spherical morphology. The encapsulation rate was 75 ± 2.3 % using validated HPLC methodology. The infrared analysis showed chemical interactions between the components of the formulation. Thermal analysis showed that systems with a higher degree of crosslinking had a higher thermal stability. On release kinetics, increasing the degree of crosslinking was able to decrease the concentration and rate of release of triamcinolone. In studies with liver cancer cells (HepG2) and colon (HT-29), the microparticulate prepared with triamcinolone and 24 h of crosslinking with genipin showed a potential for antitumor activity in hepatic cell line HepG2. Therefore, a new delivery system for triamcinolone on polymeric nanoparticles of chitosan cocrosslinked with genipin and sodium sulfate was obtained with hepatic antitumor potential.