Hypothesis test for changes in variance using a statistic based in P-values in a time series of normal independent observations.

The present work proposes a Hypothesis Test to detect a shift in the variance of a series of independent normal observations using a statistic based on the p-values of the F distribution. Since the probability distribution function of this statistic is intractable, critical values were we estimated numerically through extensive simulation. A regression approach was used to simplify the quantile evaluation and extrapolation. The power of the test was simulated using Monte Carlo simulation, and the results were compared with the Chen test (1997) to prove its efficiency. Time series analysts might find the test useful to address homoscedasticity studies were at most one change might be involved.

Towards a predictive model of Ca²⁺ puffs

We investigate key characteristics of Ca²⁺ puffs in deterministic and stochastic frameworks that all incorporate the cellular morphology of IP[subscript]3 receptor channel clusters. In a first step, we numerically study Ca²⁺ liberation in a three dimensional representation of a cluster environment with reaction-diffusion dynamics in both the cytosol and the lumen. These simulations reveal that Ca²⁺ concentrations at a releasing cluster range from 80 µM to 170 µM and equilibrate almost instantaneously on the time scale of the release duration. These highly elevated Ca²⁺ concentrations eliminate Ca²⁺ oscillations in a deterministic model of an IP[subscript]3R channel cluster at physiological parameter values as revealed by a linear stability analysis. The reason lies in the saturation of all feedback processes in the IP[subscript]3R gating dynamics, so that only fluctuations can restore experimentally observed Ca²⁺ oscillations. In this spirit, we derive master equations that allow us to analytically quantify the onset of Ca²⁺ puffs and hence the stochastic time scale of intracellular Ca²⁺ dynamics. Moving up the spatial scale, we suggest to formulate cellular dynamics in terms of waiting time distribution functions. This approach prevents the state space explosion that is typical for the description of cellular dynamics based on channel states and still contains information on molecular fluctuations. We illustrate this method by studying global Ca²⁺ oscillations.

Why are some cyano-based ionic liquids better glucose solvents than water?

Among different classes of ionic liquids (ILs), those with cyano-based anions have been of special interest due to their low viscosity and enhanced solvation ability for a large variety of compounds. Experimental results from this work reveal that the solubility of glucose in some of these ionic liquids may be higher than in water – a well-known solvent with enhanced capacity to dissolve mono- and disaccharides. This raises questions on the ability of cyano groups to establish strong hydrogen bonds with carbohydrates and on the optimal number of cyano groups at the IL anion that maximizes the solubility of glucose. In addition to experimental solubility data, these questions are addressed in this study using a combination of density functional theory (DFT) and molecular dynamics (MD) simulations. Through the calculation of the number of hydrogen bonds, coordination numbers, energies of interaction and radial and spatial distribution functions, it was possible to explain the experimental results and to show that the ability to favorably interact with glucose is driven by the polarity of each IL anion, with the optimal anion being dicyanamide.

The Califa and Hipass circular velocity function for all morphological galaxy types

The velocity function (VF) is a fundamental observable statistic of the galaxy population that is similar to the luminosity function in importance, but much more difficult to measure. In this work we present the first directly measured circular VF that is representative between 60 < v_circ < 320 km s^-1 for galaxies of all morphological types at a given rotation velocity. For the low-mass galaxy population (60 < v_circ < 170 km s^-1), we use the HI Parkes All Sky Survey VF. For the massive galaxy population (170 < v_circ < 320 km s^-1), we use stellar circular velocities from the Calar Alto Legacy Integral Field Area Survey (CALIFA). In earlier work we obtained the measurements of circular velocity at the 80% light radius for 226 galaxies and demonstrated that the CALIFA sample can produce volume-corrected galaxy distribution functions. The CALIFA VF includes homogeneous velocity measurements of both late and early-type rotation-supported galaxies and has the crucial advantage of not missing gas-poor massive ellipticals that HI surveys are blind to. We show that both VFs can be combined in a seamless manner, as their ranges of validity overlap. The resulting observed VF is compared to VFs derived from cosmological simulations of the z = 0 galaxy population. We find that dark-matter-only simulations show a strong mismatch with the observed VF. Hydrodynamic simulations fare better, but still do not fully reproduce observations.

A probabilistic approach to user mobility prediction for wireless services.

Mobile and wireless networks have long exploited mobility predictions, focused on predicting the future location of given users, to perform more efficient network resource management. In this paper, we present a new approach in which we provide predictions as a probability distribution of the likelihood of moving to a set of future locations. This approach provides wireless services a greater amount of knowledge and enables them to perform more effectively. We present a framework for the evaluation of this new type of predictor, and develop 2 new predictors, HEM and G-Stat. We evaluate our predictors accuracy in predicting future cells for mobile users, using two large geolocation data sets, from MDC [11], [12] and Crawdad [13]. We show that our predictors can successfully predict with as low as an average 2.2% inaccuracy in certain scenarios.

Geometrical Methods in Multivariate Risk Management: Algorithms and Applications

This thesis builds a framework for evaluating downside risk from multivariate data via a special class of risk measures (RM). The peculiarity of the analysis lies in getting rid of strong data distributional assumptions and in orientation towards the most critical data in risk management: those with asymmetries and heavy tails. At the same time, under typical assumptions, such as the ellipticity of the data probability distribution, the conformity with classical methods is shown. The constructed class of RM is a multivariate generalization of the coherent distortion RM, which possess valuable properties for a risk manager. The design of the framework is twofold. The first part contains new computational geometry methods for the high-dimensional data. The developed algorithms demonstrate computability of geometrical concepts used for constructing the RM. These concepts bring visuality and simplify interpretation of the RM. The second part develops models for applying the framework to actual problems. The spectrum of applications varies from robust portfolio selection up to broader spheres, such as stochastic conic optimization with risk constraints or supervised machine learning.

Combined effects of soil biotic and abiotic factors, influenced by sewage sludge incorporation, on the incidence of corn stalk rot.

Abstract: The objectives of this study were to evaluate the combined effects of soil bioticand abiotic factors on the incidence of Fusarium corn stalk rot, during four annual incorporations of two typesofsewagesludge intosoil ina 5-years field assay under tropical conditions and topredict the effectsof these variables on the disease. For each type of sewage sludge, the following treatments were included: control with mineral fertilization recommended for corn; control without fertilization; sewage sludge based on the nitrogen concentration that provided the same amount of nitrogen as in the mineral fertilizer treatment; and sewage sludge that provided two, four and eight times the nitrogen concentration recommended for corn. Increasing dosages of both types of sewage sludge incorporated into soil resulted in increased corn stalk rot incidence, being negatively correlated with corn yield. A global analysis highlighted the effect of the year of the experiment, followed by the sewage sludge dosages. The type of sewage sludge did not affect the disease incidence. Amultiple logistic model using a stepwise procedure was fitted based on the selection of a model that included the three explanatory parameters for disease incidence: electrical conductivity, magnesium and Fusarium population. In the selected model, the probability of higher disease incidence increased with an increase of these three explanatory parameters. When the explanatory parameters were compared, electrical conductivity presented a dominant effect and was the main variable to predict the probability distribution curves of Fusarium corn stalk rot, after sewage sludge application into the soil.

Toward an understanding of the atmospheric forcing uncertainties in the Mediterranean Sea

The thesis has extensively investigated for the first time the statistical distributions of atmospheric surface variables and heat fluxes for the Mediterranean Sea. After retrieving a 30-year atmospheric analysis dataset, we have captured the spatial patterns of the probability distribution of the relevant atmospheric variables for ocean atmospheric forcing: wind components (U,V), wind amplitude, air temperature (T2M), dewpoint temperature (D2M) and mean sea-level pressure (MSL-P). The study reveals that a two-parameter PDF is not a good fit for T2M, D2M, MSL-P and wind components (U,V) and a three parameter skew-normal PDF is better suited. Such distribution captures properly the data asymmetric tails (skewness). After removing the large seasonal cycle, we show the quality of the fit and the geographic structure of the PDF parameters. It is found that the PDF parameters vary between different regions, in particular the shape (connected to the asymmetric tails) and the scale (connected to the spread of the distribution) parameters cluster around two or more values, probably connected to the different dynamics that produces the surface atmospheric fields in the Mediterranean basin. Moreover, using the atmospheric variables, we have computed the air-sea heat fluxes for a 20-years period and estimated the net heat budget over the Mediterranean Sea. Interestingly, the higher resolution analysis dataset provides a negative heat budget of –3 W/m2 which is within the acceptable range for the Mediterranean Sea heat budget closure. The lower resolution atmospheric reanalysis dataset(ERA5) does not satisfy the heat budget closure problem pointing out that a minimal resolution of the atmospheric forcing is crucial for the Mediterranean Sea dynamics. The PDF framework developed in this thesis will be the basis for a future ensemble forecasting system that will use the statistical distributions to create perturbations of the atmospheric ocean forcing.

Study of charm hadronisation in pp collisions at $\sqrt{s}$ = 13 TeV with the ALICE experiment

In high-energy hadron collisions, the production at parton level of heavy-flavour quarks (charm and bottom) is described by perturbative Quantum Chromo-dynamics (pQCD) calculations, given the hard scale set by the quark masses. However, in hadron-hadron collisions, the predictions of the heavy-flavour hadrons eventually produced entail the knowledge of the parton distribution functions, as well as an accurate description of the hadronisation process. The latter is taken into account via the fragmentation functions measured at e$^+$e$^-$ colliders or in ep collisions, but several observations in LHC Run 1 and Run 2 data challenged this picture. In this dissertation, I studied the charm hadronisation in proton-proton collision at $\sqrt{s}$ = 13 TeV with the ALICE experiment at the LHC, making use of a large statistic data sample collected during LHC Run 2. The production of heavy-flavour in this collision system will be discussed, also describing various hadronisation models implemented in commonly used event generators, which try to reproduce experimental data, taking into account the unexpected results at LHC regarding the enhanced production of charmed baryons. The role of multiple parton interaction (MPI) will also be presented and how it affects the total charm production as a function of multiplicity. The ALICE apparatus will be described before moving to the experimental results, which are related to the measurement of relative production rates of the charm hadrons $\Sigma_c^{0,++}$ and $\Lambda_c^+$, which allow us to study the hadronisation mechanisms of charm quarks and to give constraints to different hadronisation models. Furthermore, the analysis of D mesons ($D^{0}$, $D^{+}$ and $D^{*+}$) as a function of charged-particle multiplicity and spherocity will be shown, investigating the role of multi-parton interactions. This research is relevant per se and for the mission of the ALICE experiment at the LHC, which is devoted to the study of Quark-Gluon Plasma.

Modified Discrete PSO to Increase the Delivered Energy Probability in Distribution energy Systems

This paper proposes a PSO based approach to increase the probability of delivering power to any load point by identifying new investments in distribution energy systems. The statistical failure and repair data of distribution components is the main basis of the proposed methodology that uses a fuzzyprobabilistic modeling for the components outage parameters. The fuzzy membership functions of the outage parameters of each component are based on statistical records. A Modified Discrete PSO optimization model is developed in order to identify the adequate investments in distribution energy system components which allow increasing the probability of delivering power to any customer in the distribution system at the minimum possible cost for the system operator. To illustrate the application of the proposed methodology, the paper includes a case study that considers a 180 bus distribution network.

A generalization of Student’s t-distribution from the viewpoint of special functions

Student’s t-distribution has found various applications in mathematical statistics. One of the main properties of the t-distribution is to converge to the normal distribution as the number of samples tends to infinity. In this paper, by using a Cauchy integral we introduce a generalization of the t-distribution function with four free parameters and show that it converges to the normal distribution again. We provide a comprehensive treatment of mathematical properties of this new distribution. Moreover, since the Fisher F-distribution has a close relationship with the t-distribution, we also introduce a generalization of the F-distribution and prove that it converges to the chi-square distribution as the number of samples tends to infinity. Finally some particular sub-cases of these distributions are considered.

A note on the likelihood and moments of the skew-normal distribution

In this paper an alternative approach to the one in Henze (1986) is proposed for deriving the odd moments of the skew-normal distribution considered in Azzalini (1985). The approach is based on a Pascal type triangle, which seems to greatly simplify moments computation. Moreover, it is shown that the likelihood equation for estimating the asymmetry parameter in such model is generated as orthogonal functions to the sample vector. As a consequence, conditions for a unique solution of the likelihood equation are established, which seem to hold in more general setting.

The Poisson-exponential lifetime distribution

In this paper we proposed a new two-parameters lifetime distribution with increasing failure rate. The new distribution arises on a latent complementary risk problem base. The properties of the proposed distribution are discussed, including a formal proof of its probability density function and explicit algebraic formulae for its reliability and failure rate functions, quantiles and moments, including the mean and variance. A simple EM-type algorithm for iteratively computing maximum likelihood estimates is presented. The Fisher information matrix is derived analytically in order to obtaining the asymptotic covariance matrix. The methodology is illustrated on a real data set. (C) 2010 Elsevier B.V. All rights reserved.

Extensions of discrete triangular distributions and boundary bias in kernel estimation for discrete functions

Asymmetric discrete triangular distributions are introduced in order to extend the symmetric ones serving for discrete associated kernels in the nonparametric estimation for discrete functions. The extension from one to two orders around the mode provides a large family of discrete distributions having a finite support. Establishing a bridge between Dirac and discrete uniform distributions, some different shapes are also obtained and their properties are investigated. In particular, the mean and variance are pointed out. Applications to discrete kernel estimators are given with a solution to a boundary bias problem. (C) 2010 Elsevier B.V. All rights reserved.