Integration of high-resolution geophysical data for the characterization of alluvial aquifers : new approaches and implications for hydrological predictions

Abstract Accurate characterization of the spatial distribution of hydrological properties in heterogeneous aquifers at a range of scales is a key prerequisite for reliable modeling of subsurface contaminant transport, and is essential for designing effective and cost-efficient groundwater management and remediation strategies. To this end, high-resolution geophysical methods have shown significant potential to bridge a critical gap in subsurface resolution and coverage between traditional hydrological measurement techniques such as borehole log/core analyses and tracer or pumping tests. An important and still largely unresolved issue, however, is how to best quantitatively integrate geophysical data into a characterization study in order to estimate the spatial distribution of one or more pertinent hydrological parameters, thus improving hydrological predictions. Recognizing the importance of this issue, the aim of the research presented in this thesis was to first develop a strategy for the assimilation of several types of hydrogeophysical data having varying degrees of resolution, subsurface coverage, and sensitivity to the hydrologic parameter of interest. In this regard a novel simulated annealing (SA)-based conditional simulation approach was developed and then tested in its ability to generate realizations of porosity given crosshole ground-penetrating radar (GPR) and neutron porosity log data. This was done successfully for both synthetic and field data sets. A subsequent issue that needed to be addressed involved assessing the potential benefits and implications of the resulting porosity realizations in terms of groundwater flow and contaminant transport. This was investigated synthetically assuming first that the relationship between porosity and hydraulic conductivity was well-defined. Then, the relationship was itself investigated in the context of a calibration procedure using hypothetical tracer test data. Essentially, the relationship best predicting the observed tracer test measurements was determined given the geophysically derived porosity structure. Both of these investigations showed that the SA-based approach, in general, allows much more reliable hydrological predictions than other more elementary techniques considered. Further, the developed calibration procedure was seen to be very effective, even at the scale of tomographic resolution, for predictions of transport. This also held true at locations within the aquifer where only geophysical data were available. This is significant because the acquisition of hydrological tracer test measurements is clearly more complicated and expensive than the acquisition of geophysical measurements. Although the above methodologies were tested using porosity logs and GPR data, the findings are expected to remain valid for a large number of pertinent combinations of geophysical and borehole log data of comparable resolution and sensitivity to the hydrological target parameter. Moreover, the obtained results allow us to have confidence for future developments in integration methodologies for geophysical and hydrological data to improve the 3-D estimation of hydrological properties.

Constant interest rate projections without the curse of indeterminacy

Constant interest rate (CIR) projections are often criticized on the grounds that they are inconsistent with the existence of a unique equilibrium in a variety of forward-looking models. This note shows howto construct CIR projections that are not subject to that criticism, using a standard New Keynesian model as a reference framework.

Flexible multivariate GARCH modeling with an application to international stock markets

The goal of this paper is to estimate time-varying covariance matrices.Since the covariance matrix of financial returns is known to changethrough time and is an essential ingredient in risk measurement, portfolioselection, and tests of asset pricing models, this is a very importantproblem in practice. Our model of choice is the Diagonal-Vech version ofthe Multivariate GARCH(1,1) model. The problem is that the estimation ofthe general Diagonal-Vech model model is numerically infeasible indimensions higher than 5. The common approach is to estimate more restrictive models which are tractable but may not conform to the data. Our contributionis to propose an alternative estimation method that is numerically feasible,produces positive semi-definite conditional covariance matrices, and doesnot impose unrealistic a priori restrictions. We provide an empiricalapplication in the context of international stock markets, comparing thenew estimator to a number of existing ones.

A low dimensional Kalman filter for systems with lagged observables

This note describes how the Kalman filter can be modified to allow for thevector of observables to be a function of lagged variables without increasing the dimensionof the state vector in the filter. This is useful in applications where it is desirable to keepthe dimension of the state vector low. The modified filter and accompanying code (whichnests the standard filter) can be used to compute (i) the steady state Kalman filter (ii) thelog likelihood of a parameterized state space model conditional on a history of observables(iii) a smoothed estimate of latent state variables and (iv) a draw from the distribution oflatent states conditional on a history of observables.

On the sources of the Great Moderation

The remarkable decline in macroeconomic volatility experienced by the U.S. economy since the mid-80s (the so-called Great Moderation) has been accompanied by large changes in the patterns of comovements among output, hours and labor productivity. Those changes are reflected in both conditional and unconditional second moments as well as in the impulse responses to identified shocks. That evidencepoints to structural change, as opposed to just good luck, as an explanation for the Great Moderation. We use a simple macro model to suggest some of the immediate sources which are likely to be behindthe observed changes.

Causal assessment in finite extensive-form games

Two finite extensive-form games are empirically equivalent when theempirical distribution on action profiles generated by every behaviorstrategy in one can also be generated by an appropriately chosen behaviorstrategy in the other. This paper provides a characterization ofempirical equivalence. The central idea is to relate a game's informationstructure to the conditional independencies in the empirical distributionsit generates. We present a new analytical device, the influence opportunitydiagram of a game, describe how such a diagram is constructed for a givenextensive-form game, and demonstrate that it provides a complete summaryof the information needed to test empirical equivalence between two games.

Strike outcomes and wage settlements in Spain

This paper analyzes collective bargaining using Spanish firm level data. Centralto the analysis are the joint determination of wage and strike outcomes in adynamic framework and the possibility of segregate wage equation for strike andnon-strike outcomes. Conditional to strikes taking place, we confirm a negativerelationship between strike duration and wage changes in a dynamic context.Furthermore, we find selection in wage equations induced by the strike outcome.In this sense, the possibility of wage determination processes being differentin strike and non-strike samples is not rejected by the data. In particular,wage dynamics are of opposite sing in both strike and non-strike equations.Finally, we find evidence of a 0.33 percentage points wage change strike premium.

Loss of the BMP Antagonist, SMOC-1, Causes Ophthalmo-Acromelic (Waardenburg Anophthalmia) Syndrome in Humans and Mice.

Ophthalmo-acromelic syndrome (OAS), also known as Waardenburg Anophthalmia syndrome, is defined by the combination of eye malformations, most commonly bilateral anophthalmia, with post-axial oligosyndactyly. Homozygosity mapping and subsequent targeted mutation analysis of a locus on 14q24.2 identified homozygous mutations in SMOC1 (SPARC-related modular calcium binding 1) in eight unrelated families. Four of these mutations are nonsense, two frame-shift, and two missense. The missense mutations are both in the second Thyroglobulin Type-1 (Tg1) domain of the protein. The orthologous gene in the mouse, Smoc1, shows site- and stage-specific expression during eye, limb, craniofacial, and somite development. We also report a targeted pre-conditional gene-trap mutation of Smoc1 (Smoc1(tm1a)) that reduces mRNA to ∼10% of wild-type levels. This gene-trap results in highly penetrant hindlimb post-axial oligosyndactyly in homozygous mutant animals (Smoc1(tm1a/tm1a)). Eye malformations, most commonly coloboma, and cleft palate occur in a significant proportion of Smoc1(tm1a/tm1a) embryos and pups. Thus partial loss of Smoc-1 results in a convincing phenocopy of the human disease. SMOC-1 is one of the two mammalian paralogs of Drosophila Pentagone, an inhibitor of decapentaplegic. The orthologous gene in Xenopus laevis, Smoc-1, also functions as a Bone Morphogenic Protein (BMP) antagonist in early embryogenesis. Loss of BMP antagonism during mammalian development provides a plausible explanation for both the limb and eye phenotype in humans and mice.

TAK1 is required for survival of mouse fibroblasts treated with TRAIL, and does so by NF-kappaB dependent induction of cFLIPL.

Tumor necrosis factor (TNF)-related apoptosis-inducing ligand (TRAIL) is known as a "death ligand"-a member of the TNF superfamily that binds to receptors bearing death domains. As well as causing apoptosis of certain types of tumor cells, TRAIL can activate both NF-kappaB and JNK signalling pathways. To determine the role of TGF-beta-Activated Kinase-1 (TAK1) in TRAIL signalling, we analyzed the effects of adding TRAIL to mouse embryonic fibroblasts (MEFs) derived from TAK1 conditional knockout mice. TAK1-/- MEFs were significantly more sensitive to killing by TRAIL than wild-type MEFs, and failed to activate NF-kappaB or JNK. Overexpression of IKK2-EE, a constitutive activator of NF-kappaB, protected TAK1-/- MEFs against TRAIL killing, suggesting that TAK1 activation of NF-kappaB is critical for the viability of cells treated with TRAIL. Consistent with this model, TRAIL failed to induce the survival genes cIAP2 and cFlipL in the absence of TAK1, whereas activation of NF-kappaB by IKK2-EE restored the levels of both proteins. Moreover, ectopic expression of cFlipL, but not cIAP2, in TAK1-/- MEFs strongly inhibited TRAIL-induced cell death. These results indicate that cells that survive TRAIL treatment may do so by activation of a TAK1-NF-kappaB pathway that drives expression of cFlipL, and suggest that TAK1 may be a good target for overcoming TRAIL resistance.

Role of retinoic acid signaling pathway in endoderm antero-posterior patterning

Summary : During vertebrate embryonic development, the endoderm gives rise to the digestive tract and associated organs such as thyroid, lung, liver and pancreas. Earlier studies have shown that extracellular signals coming from the lateral plate mesoderm pattern the endoderm along the antero-posterior axis specifying different organ primordia. An early sign of patterning is the expression of organ-specific genes in restricted endoderm domains. In this study, we focused on the role of the retinoic acid (RA) signaling pathway in the regionalization of the future gut tube along the main body axis. We show that the RA-synthesizing enzyme Raldh2 is expressed in mesoderm close to the endoderm during gastrulation and during somitogenesis. During the same period, all retinoic acid receptors (RARs), which directly activate gene transcription, are expressed in endoderm suggesting that endoderm can be responsive to RA. Activation or inhibition of RA signaling was achieved by adding RA or RAR inhibitors tither on beads or in the medium to cultured chick embryos. Branchial arch (BA) endoderm markers were shifted posteriorly upon depletion of RA at gastrulation, but were not shifted after this stage. Conversely, exposure to exogenous RA repressed the most-anterior BA markers and shifted more posterior BA markers anteriorly. This suggests that graded levels of RA activity in the foregut define gene boundaries and expression levels. The posterior foregut and midget markers Pdxl and CdxA require RA for their expression, but elevated RA does not shift their expression domain along the antero-posterior axis. In addition, we investigated if RA signaling pathway interacts with other signaling pathways to pattern the endoderm. Although both RA and FGFs block anterior foregut marker expression, our experiments suggest that FGF signaling does not depend on RA in anterior endoderm. To validate our chick data in mammalians and evaluate whether RA acts directly on endoderm, we have further generated a conditional loss-of-function system in the mouse, which is still under examination.

Three essays on liquidity risk

Preface In this thesis we study several questions related to transaction data measured at an individual level. The questions are addressed in three essays that will constitute this thesis. In the first essay we use tick-by-tick data to estimate non-parametrically the jump process of 37 big stocks traded on the Paris Stock Exchange, and of the CAC 40 index. We separate the total daily returns in three components (trading continuous, trading jump, and overnight), and we characterize each one of them. We estimate at the individual and index levels the contribution of each return component to the total daily variability. For the index, the contribution of jumps is smaller and it is compensated by the larger contribution of overnight returns. We test formally that individual stocks jump more frequently than the index, and that they do not respond independently to the arrive of news. Finally, we find that daily jumps are larger when their arrival rates are larger. At the contemporaneous level there is a strong negative correlation between the jump frequency and the trading activity measures. The second essay study the general properties of the trade- and volume-duration processes for two stocks traded on the Paris Stock Exchange. These two stocks correspond to a very illiquid stock and to a relatively liquid stock. We estimate a class of autoregressive gamma process with conditional distribution from the family of non-central gamma (up to a scale factor). This process was introduced by Gouriéroux and Jasiak and it is known as Autoregressive gamma process. We also evaluate the ability of the process to fit the data. For this purpose we use the Diebold, Gunther and Tay (1998) test; and the capacity of the model to reproduce the moments of the observed data, and the empirical serial correlation and the partial serial correlation functions. We establish that the model describes correctly the trade duration process of illiquid stocks, but have problems to adjust correctly the trade duration process of liquid stocks which present long-memory characteristics. When the model is adjusted to volume duration, it successfully fit the data. In the third essay we study the economic relevance of optimal liquidation strategies by calibrating a recent and realistic microstructure model with data from the Paris Stock Exchange. We distinguish the case of parameters which are constant through the day from time-varying ones. An optimization problem incorporating this realistic microstructure model is presented and solved. Our model endogenizes the number of trades required before the position is liquidated. A comparative static exercise demonstrates the realism of our model. We find that a sell decision taken in the morning will be liquidated by the early afternoon. If price impacts increase over the day, the liquidation will take place more rapidly.

Notch regulation of lymphocyte development and function.

Notch proteins regulate a broad spectrum of cell fate decisions and differentiation processes during fetal and postnatal development. Mammals have four Notch receptors that bind five different ligands. The function of Notch signaling during lymphopoiesis and T cell neoplasia, based on gain-of-function and conditional loss-of-function approaches for the Notch1 receptor, indicates Notch1 is essential in T cell lineage commitment. Recent studies have addressed the involvement of other Notch receptors and ligands as well as their downstream targets, demonstrating additional functions of Notch signaling in embryonic hematopoiesis, intrathymic T cell development, B cell development and peripheral T cell function.

In vivo fate mapping with SCL regulatory elements identifies progenitors for primitive and definitive hematopoiesis in mice.

One of the principal issues facing biomedical research is to elucidate developmental pathways and to establish the fate of stem and progenitor cells in vivo. Hematopoiesis, the process of blood cell formation, provides a powerful experimental system for investigating this process. Here, we employ transcriptional regulatory elements from the stem cell leukemia (SCL) gene to selectively label primitive and definitive hematopoiesis. We report that SCL-labelled cells arising in the mid to late streak embryo give rise to primitive red blood cells but fail to contribute to the vascular system of the developing embryo. Restricting SCL-marking to different stages of foetal development, we identify a second population of multilineage progenitors, proficient in contributing to adult erythroid, myeloid and lymphoid cells. The distinct lineage-restricted potential of SCL-labelled early progenitors demonstrates that primitive erythroid cell fate specification is initiated during mid gastrulation. Our data also suggest that the transition from a hemangioblastic precursors with endothelial and blood forming potential to a committed hematopoietic progenitor must have occurred prior to SCL-marking of definitive multilineage blood precursors.

Human chorionic gonadotropin in pregnancy and maternal risk of breast cancer.

Full-term pregnancies are associated with long-term reductions in maternal risk of breast cancer, but the biological determinants of the protection are unknown. Experimental observations suggest that human chorionic gonadotropin (hCG), a major hormone of pregnancy, could play a role in this association. A case-control study (242 cases and 450 controls) nested within the Northern Sweden Maternity Cohort included women who had donated a blood sample during the first trimester of a first full-term pregnancy. Total hCG was determined on Immulite 2000 analyzer. Odds ratios (OR) and 95% confidence intervals (CI) were estimated through conditional logistic regression. Maternal breast cancer risk decreased with increasing hCG (upper tertile OR, 0.67; CI, 0.46-0.99), especially for pregnancies before age 25 (upper tertile OR, 0.41; CI, 0.21-0.80). The association diverged according to age at diagnosis: risk was reduced after age 40 (upper tertile OR, 0.60; CI, 0.39-0.91) and seemed to increase before age 40 (upper tertile OR, 1.78; CI, 0.72-4.38). Risk was reduced among those diagnosed 10 years or longer after blood draw (upper tertile OR, 0.60; CI, 0.40-0.90), but not so among those diagnosed within 10 years (upper tertile OR, 4.33; CI, 0.86-21.7). These observations suggest that the association between pregnancy hCG and subsequent maternal risk of breast cancer is modified by age at diagnosis. Although the hormone seems to be a determinant of the reduced risk around or after age 50, it might not confer protection against, or it could even increase the risk of, cancers diagnosed in the years immediately following pregnancy.

A fast Bayesian reconstruction algorithm for emission tomography with entropy prior converging to feasible images

The development and tests of an iterative reconstruction algorithm for emission tomography based on Bayesian statistical concepts are described. The algorithm uses the entropy of the generated image as a prior distribution, can be accelerated by the choice of an exponent, and converges uniformly to feasible images by the choice of one adjustable parameter. A feasible image has been defined as one that is consistent with the initial data (i.e. it is an image that, if truly a source of radiation in a patient, could have generated the initial data by the Poisson process that governs radioactive disintegration). The fundamental ideas of Bayesian reconstruction are discussed, along with the use of an entropy prior with an adjustable contrast parameter, the use of likelihood with data increment parameters as conditional probability, and the development of the new fast maximum a posteriori with entropy (FMAPE) Algorithm by the successive substitution method. It is shown that in the maximum likelihood estimator (MLE) and FMAPE algorithms, the only correct choice of initial image for the iterative procedure in the absence of a priori knowledge about the image configuration is a uniform field.