The role of asymmetries in rock-paper-scissors biodiversity models.

The maintenance of biodiversity is a long standing puzzle in ecology. It is a classical result that if the interactions of the species in an ecosystem are chosen in a random way, then complex ecosystems can't sustain themselves, meaning that the structure of the interactions between the species must be a central component on the preservation of biodiversity and on the stability of ecosystems. The rock-paper-scissors model is one of the paradigmatic models that study how biodiversity is maintained. In this model 3 species dominate each other in a cyclic way (mimicking a trophic cycle), that is, rock dominates scissors, that dominates paper, that dominates rock. In the original version of this model, this dominance obeys a 'Z IND 3' symmetry, in the sense that the strength of dominance is always the same. In this work, we break this symmetry, studying the effects of the addition of an asymmetry parameter. In the usual model, in a two dimensional lattice, the species distribute themselves according to spiral patterns, that can be explained by the complex Landau-Guinzburg equation. With the addition of asymmetry, new spatial patterns appear during the transient and the system either ends in a state with spirals, similar to the ones of the original model, or in a state where unstable spatial patterns dominate or in a state where only one species survives (and biodiversity is lost).

QSAR models for inhibitors of physiological impact of Escherichia coli that leads to diarrhea

Quantitative structure – activity relationships (QSARs) developed to evaluate percentage of inhibition of STa-stimulated (Escherichia coli) cGMP accumulation in T84 cells are calculated by the Monte Carlo method. This endpoint represents a measure of biological activity of a substance against diarrhea. Statistical quality of the developed models is quite good. The approach is tested using three random splits of data into the training and test sets. The statistical characteristics for three splits are the following: (1) n = 20, r2 = 0.7208, q2 = 0.6583, s = 16.9, F = 46 (training set); n = 11, r2 = 0.8986, s = 14.6 (test set); (2) n = 19, r2 = 0.6689, q2 = 0.5683, s = 17.6, F = 34 (training set); n = 12, r2 = 0.8998, s = 12.1 (test set); and (3) n = 20, r2 = 0.7141, q2 = 0.6525, s = 14.7, F = 45 (training set); n = 11, r2 = 0.8858, s = 19.5 (test set). Based on the proposed here models hypothetical compounds which can be useful agents against diarrhea are suggested.

Probabilistic approaches in civil engineering: generation of random fields and structural identification with genetic algorithms

The inherent stochastic character of most of the physical quantities involved in engineering models has led to an always increasing interest for probabilistic analysis. Many approaches to stochastic analysis have been proposed. However, it is widely acknowledged that the only universal method available to solve accurately any kind of stochastic mechanics problem is Monte Carlo Simulation. One of the key parts in the implementation of this technique is the accurate and efficient generation of samples of the random processes and fields involved in the problem at hand. In the present thesis an original method for the simulation of homogeneous, multi-dimensional, multi-variate, non-Gaussian random fields is proposed. The algorithm has proved to be very accurate in matching both the target spectrum and the marginal probability. The computational efficiency and robustness are very good too, even when dealing with strongly non-Gaussian distributions. What is more, the resulting samples posses all the relevant, welldefined and desired properties of “translation fields”, including crossing rates and distributions of extremes. The topic of the second part of the thesis lies in the field of non-destructive parametric structural identification. Its objective is to evaluate the mechanical characteristics of constituent bars in existing truss structures, using static loads and strain measurements. In the cases of missing data and of damages that interest only a small portion of the bar, Genetic Algorithm have proved to be an effective tool to solve the problem.

Retrieval of trace gases vertical profile in the lower atmosphere combining. Differential Optical Absorption Spectroscopy with radiative transfer models

The motivation for the work presented in this thesis is to retrieve profile information for the atmospheric trace constituents nitrogen dioxide (NO2) and ozone (O3) in the lower troposphere from remote sensing measurements. The remote sensing technique used, referred to as Multiple AXis Differential Optical Absorption Spectroscopy (MAX-DOAS), is a recent technique that represents a significant advance on the well-established DOAS, especially for what it concerns the study of tropospheric trace consituents. NO2 is an important trace gas in the lower troposphere due to the fact that it is involved in the production of tropospheric ozone; ozone and nitrogen dioxide are key factors in determining the quality of air with consequences, for example, on human health and the growth of vegetation. To understand the NO2 and ozone chemistry in more detail not only the concentrations at ground but also the acquisition of the vertical distribution is necessary. In fact, the budget of nitrogen oxides and ozone in the atmosphere is determined both by local emissions and non-local chemical and dynamical processes (i.e. diffusion and transport at various scales) that greatly impact on their vertical and temporal distribution: thus a tool to resolve the vertical profile information is really important. Useful measurement techniques for atmospheric trace species should fulfill at least two main requirements. First, they must be sufficiently sensitive to detect the species under consideration at their ambient concentration levels. Second, they must be specific, which means that the results of the measurement of a particular species must be neither positively nor negatively influenced by any other trace species simultaneously present in the probed volume of air. Air monitoring by spectroscopic techniques has proven to be a very useful tool to fulfill these desirable requirements as well as a number of other important properties. During the last decades, many such instruments have been developed which are based on the absorption properties of the constituents in various regions of the electromagnetic spectrum, ranging from the far infrared to the ultraviolet. Among them, Differential Optical Absorption Spectroscopy (DOAS) has played an important role. DOAS is an established remote sensing technique for atmospheric trace gases probing, which identifies and quantifies the trace gases in the atmosphere taking advantage of their molecular absorption structures in the near UV and visible wavelengths of the electromagnetic spectrum (from 0.25 μm to 0.75 μm). Passive DOAS, in particular, can detect the presence of a trace gas in terms of its integrated concentration over the atmospheric path from the sun to the receiver (the so called slant column density). The receiver can be located at ground, as well as on board an aircraft or a satellite platform. Passive DOAS has, therefore, a flexible measurement configuration that allows multiple applications. The ability to properly interpret passive DOAS measurements of atmospheric constituents depends crucially on how well the optical path of light collected by the system is understood. This is because the final product of DOAS is the concentration of a particular species integrated along the path that radiation covers in the atmosphere. This path is not known a priori and can only be evaluated by Radiative Transfer Models (RTMs). These models are used to calculate the so called vertical column density of a given trace gas, which is obtained by dividing the measured slant column density to the so called air mass factor, which is used to quantify the enhancement of the light path length within the absorber layers. In the case of the standard DOAS set-up, in which radiation is collected along the vertical direction (zenith-sky DOAS), calculations of the air mass factor have been made using “simple” single scattering radiative transfer models. This configuration has its highest sensitivity in the stratosphere, in particular during twilight. This is the result of the large enhancement in stratospheric light path at dawn and dusk combined with a relatively short tropospheric path. In order to increase the sensitivity of the instrument towards tropospheric signals, measurements with the telescope pointing the horizon (offaxis DOAS) have to be performed. In this circumstances, the light path in the lower layers can become very long and necessitate the use of radiative transfer models including multiple scattering, the full treatment of atmospheric sphericity and refraction. In this thesis, a recent development in the well-established DOAS technique is described, referred to as Multiple AXis Differential Optical Absorption Spectroscopy (MAX-DOAS). The MAX-DOAS consists in the simultaneous use of several off-axis directions near the horizon: using this configuration, not only the sensitivity to tropospheric trace gases is greatly improved, but vertical profile information can also be retrieved by combining the simultaneous off-axis measurements with sophisticated RTM calculations and inversion techniques. In particular there is a need for a RTM which is capable of dealing with all the processes intervening along the light path, supporting all DOAS geometries used, and treating multiple scattering events with varying phase functions involved. To achieve these multiple goals a statistical approach based on the Monte Carlo technique should be used. A Monte Carlo RTM generates an ensemble of random photon paths between the light source and the detector, and uses these paths to reconstruct a remote sensing measurement. Within the present study, the Monte Carlo radiative transfer model PROMSAR (PROcessing of Multi-Scattered Atmospheric Radiation) has been developed and used to correctly interpret the slant column densities obtained from MAX-DOAS measurements. In order to derive the vertical concentration profile of a trace gas from its slant column measurement, the AMF is only one part in the quantitative retrieval process. One indispensable requirement is a robust approach to invert the measurements and obtain the unknown concentrations, the air mass factors being known. For this purpose, in the present thesis, we have used the Chahine relaxation method. Ground-based Multiple AXis DOAS, combined with appropriate radiative transfer models and inversion techniques, is a promising tool for atmospheric studies in the lower troposphere and boundary layer, including the retrieval of profile information with a good degree of vertical resolution. This thesis has presented an application of this powerful comprehensive tool for the study of a preserved natural Mediterranean area (the Castel Porziano Estate, located 20 km South-West of Rome) where pollution is transported from remote sources. Application of this tool in densely populated or industrial areas is beginning to look particularly fruitful and represents an important subject for future studies.

A dynamical system approach to data assimilation in chaotic models

The Assimilation in the Unstable Subspace (AUS) was introduced by Trevisan and Uboldi in 2004, and developed by Trevisan, Uboldi and Carrassi, to minimize the analysis and forecast errors by exploiting the flow-dependent instabilities of the forecast-analysis cycle system, which may be thought of as a system forced by observations. In the AUS scheme the assimilation is obtained by confining the analysis increment in the unstable subspace of the forecast-analysis cycle system so that it will have the same structure of the dominant instabilities of the system. The unstable subspace is estimated by Breeding on the Data Assimilation System (BDAS). AUS- BDAS has already been tested in realistic models and observational configurations, including a Quasi-Geostrophicmodel and a high dimensional, primitive equation ocean model; the experiments include both fixed and“adaptive”observations. In these contexts, the AUS-BDAS approach greatly reduces the analysis error, with reasonable computational costs for data assimilation with respect, for example, to a prohibitive full Extended Kalman Filter. This is a follow-up study in which we revisit the AUS-BDAS approach in the more basic, highly nonlinear Lorenz 1963 convective model. We run observation system simulation experiments in a perfect model setting, and with two types of model error as well: random and systematic. In the different configurations examined, and in a perfect model setting, AUS once again shows better efficiency than other advanced data assimilation schemes. In the present study, we develop an iterative scheme that leads to a significant improvement of the overall assimilation performance with respect also to standard AUS. In particular, it boosts the efficiency of regime’s changes tracking, with a low computational cost. Other data assimilation schemes need estimates of ad hoc parameters, which have to be tuned for the specific model at hand. In Numerical Weather Prediction models, tuning of parameters — and in particular an estimate of the model error covariance matrix — may turn out to be quite difficult. Our proposed approach, instead, may be easier to implement in operational models.

Statistical Mechanics of Monomer-Dimer Models on Complete and Erdös-Rényi Graphs

Nella tesi sono trattate due famiglie di modelli meccanico statistici su vari grafi: i modelli di spin ferromagnetici (o di Ising) e i modelli di monomero-dimero. Il primo capitolo è dedicato principalmente allo studio del lavoro di Dembo e Montanari, in cui viene risolto il modello di Ising su grafi aleatori. Nel secondo capitolo vengono studiati i modelli di monomero-dimero, a partire dal lavoro di Heilemann e Lieb,con l'intento di dare contributi nuovi alla teoria. I principali temi trattati sono disuguaglianze di correlazione, soluzioni esatte su alcuni grafi ad albero e sul grafo completo, la concentrazione dell'energia libera intorno al proprio valor medio sul grafo aleatorio diluito di Erdös-Rényi.

Econometric models of financial risks

The goal of this dissertation is to use statistical tools to analyze specific financial risks that have played dominant roles in the US financial crisis of 2008-2009. The first risk relates to the level of aggregate stress in the financial markets. I estimate the impact of financial stress on economic activity and monetary policy using structural VAR analysis. The second set of risks concerns the US housing market. There are in fact two prominent risks associated with a US mortgage, as borrowers can both prepay or default on a mortgage. I test the existence of unobservable heterogeneity in the borrower's decision to default or prepay on his mortgage by estimating a multinomial logit model with borrower-specific random coefficients.

Parametric Sensitivity Analysis of the Most Recent Computational Models of Rabbit Cardiac Pacemaking

The cellular basis of cardiac pacemaking activity, and specifically the quantitative contributions of particular mechanisms, is still debated. Reliable computational models of sinoatrial nodal (SAN) cells may provide mechanistic insights, but competing models are built from different data sets and with different underlying assumptions. To understand quantitative differences between alternative models, we performed thorough parameter sensitivity analyses of the SAN models of Maltsev & Lakatta (2009) and Severi et al (2012). Model parameters were randomized to generate a population of cell models with different properties, simulations performed with each set of random parameters generated 14 quantitative outputs that characterized cellular activity, and regression methods were used to analyze the population behavior. Clear differences between the two models were observed at every step of the analysis. Specifically: (1) SR Ca2+ pump activity had a greater effect on SAN cell cycle length (CL) in the Maltsev model; (2) conversely, parameters describing the funny current (If) had a greater effect on CL in the Severi model; (3) changes in rapid delayed rectifier conductance (GKr) had opposite effects on action potential amplitude in the two models; (4) within the population, a greater percentage of model cells failed to exhibit action potentials in the Maltsev model (27%) compared with the Severi model (7%), implying greater robustness in the latter; (5) confirming this initial impression, bifurcation analyses indicated that smaller relative changes in GKr or Na+-K+ pump activity led to failed action potentials in the Maltsev model. Overall, the results suggest experimental tests that can distinguish between models and alternative hypotheses, and the analysis offers strategies for developing anti-arrhythmic pharmaceuticals by predicting their effect on the pacemaking activity.

Study of a wind-wave numerical model and its integration with ocean and oil-spill numerical models

The ability to represent the transport and fate of an oil slick at the sea surface is a formidable task. By using an accurate numerical representation of oil evolution and movement in seawater, the possibility to asses and reduce the oil-spill pollution risk can be greatly improved. The blowing of the wind on the sea surface generates ocean waves, which give rise to transport of pollutants by wave-induced velocities that are known as Stokes’ Drift velocities. The Stokes’ Drift transport associated to a random gravity wave field is a function of the wave Energy Spectra that statistically fully describe it and that can be provided by a wave numerical model. Therefore, in order to perform an accurate numerical simulation of the oil motion in seawater, a coupling of the oil-spill model with a wave forecasting model is needed. In this Thesis work, the coupling of the MEDSLIK-II oil-spill numerical model with the SWAN wind-wave numerical model has been performed and tested. In order to improve the knowledge of the wind-wave model and its numerical performances, a preliminary sensitivity study to different SWAN model configuration has been carried out. The SWAN model results have been compared with the ISPRA directional buoys located at Venezia, Ancona and Monopoli and the best model settings have been detected. Then, high resolution currents provided by a relocatable model (SURF) have been used to force both the wave and the oil-spill models and its coupling with the SWAN model has been tested. The trajectories of four drifters have been simulated by using JONSWAP parametric spectra or SWAN directional-frequency energy output spectra and results have been compared with the real paths traveled by the drifters.

Photographs of dental casts or digital models: rating dental arch relationships in bilateral cleft lip and palate

Yardsticks have been developed to measure dental arch relations in cleft lip and palate (CLP) patients as diagnostic proxies for the underlying skeletal relationship. Travelling with plaster casts to compare results between CLP centres is inefficient so the aim of this study was to investigate the reliability of using digital models or photographs of dental casts instead of plaster casts for rating dental arch relationships in children with complete bilateral cleft lip and palate (CBCLP). Dental casts of children with CBCLP (n=20) were included. Plaster casts, digital models and photographs of the plaster casts were available for all the children at 6, 9, and 12 years of age. All three record formats were scored using the bilateral cleft lip and palate (BCLP) yardstick by four observers in random order. No significant differences were found for the BCLP yardstick scores among the three formats. The interobserver weighted kappa scores were between 0.672 and 0.934. Comparison between the formats per observer resulted in weighted kappa scores between 0.692 and 0.885. It is concluded that digital models and photographs of dental casts can be used for rating dental arch relationships in patients with CBCLP. These formats are a reliable alternative for BCLP yardstick assessments on conventional plaster casts.

Predicting spike timing of neocortical pyramidal neurons by simple threshold models

Neurons generate spikes reliably with millisecond precision if driven by a fluctuating current--is it then possible to predict the spike timing knowing the input? We determined parameters of an adapting threshold model using data recorded in vitro from 24 layer 5 pyramidal neurons from rat somatosensory cortex, stimulated intracellularly by a fluctuating current simulating synaptic bombardment in vivo. The model generates output spikes whenever the membrane voltage (a filtered version of the input current) reaches a dynamic threshold. We find that for input currents with large fluctuation amplitude, up to 75% of the spike times can be predicted with a precision of +/-2 ms. Some of the intrinsic neuronal unreliability can be accounted for by a noisy threshold mechanism. Our results suggest that, under random current injection into the soma, (i) neuronal behavior in the subthreshold regime can be well approximated by a simple linear filter; and (ii) most of the nonlinearities are captured by a simple threshold process.

Locally Efficient Estimation in Censored Data Models: Theory and Examples

In many applications the observed data can be viewed as a censored high dimensional full data random variable X. By the curve of dimensionality it is typically not possible to construct estimators that are asymptotically efficient at every probability distribution in a semiparametric censored data model of such a high dimensional censored data structure. We provide a general method for construction of one-step estimators that are efficient at a chosen submodel of the full-data model, are still well behaved off this submodel and can be chosen to always improve on a given initial estimator. These one-step estimators rely on good estimators of the censoring mechanism and thus will require a parametric or semiparametric model for the censoring mechanism. We present a general theorem that provides a template for proving the desired asymptotic results. We illustrate the general one-step estimation methods by constructing locally efficient one-step estimators of marginal distributions and regression parameters with right-censored data, current status data and bivariate right-censored data, in all models allowing the presence of time-dependent covariates. The conditions of the asymptotics theorem are rigorously verified in one of the examples and the key condition of the general theorem is verified for all examples.

Efficiency of the Sieved-NPMLE in CAR-Missing Data Models

We consider nonparametric missing data models for which the censoring mechanism satisfies coarsening at random and which allow complete observations on the variable X of interest. W show that beyond some empirical process conditions the only essential condition for efficiency of an NPMLE of the distribution of X is that the regions associated with incomplete observations on X contain enough complete observations. This is heuristically explained by describing the EM-algorithm. We provide identifiably of the self-consistency equation and efficiency of the NPMLE in order to make this statement rigorous. The usual kind of differentiability conditions in the proof are avoided by using an identity which holds for the NPMLE of linear parameters in convex models. We provide a bivariate censoring application in which the condition and hence the NPMLE fails, but where other estimators, not based on the NPMLE principle, are highly inefficient. It is shown how to slightly reduce the data so that the conditions hold for the reduced data. The conditions are verified for the univariate censoring, double censored, and Ibragimov-Has'minski models.

Quantification of atelectatic lung volumes in two different porcine models of ARDS

BACKGROUND: Cyclic recruitment during mechanical ventilation contributes to ventilator associated lung injury. Two different pathomechanisms in acute respiratory distress syndrome (ARDS) are currently discussed: alveolar collapse vs persistent flooding of small airways and alveoli. We compare two different ARDS animal models by computed tomography (CT) to describe different recruitment and derecruitment mechanisms at different airway pressures: (i) lavage-ARDS, favouring alveolar collapse by surfactant depletion; and (ii) oleic acid ARDS, favouring alveolar flooding by capillary leakage. METHODS: In 12 pigs [25 (1) kg], ARDS was randomly induced, either by saline lung lavage or oleic acid (OA) injection, and 3 animals served as controls. A respiratory breathhold manoeuvre without spontaneous breathing at different continuous positive airway pressure (CPAP) was applied in random order (CPAP levels of 5, 10, 15, 30, 35 and 50 cm H(2)O) and spiral-CT scans of the total lung were acquired at each CPAP level (slice thickness=1 mm). In each spiral-CT the volume of total lung parenchyma, tissue, gas, non-aerated, well-aerated, poorly aerated, and over-aerated lung was calculated. RESULTS: In both ARDS models non-aerated lung volume decreased significantly from CPAP 5 to CPAP 50 [oleic acid lung injury (OAI): 346.9 (80.1) to 96.4 (48.8) ml, P<0.001; lavage-ARDS: 245 17.6) to 42.7 (4.8) ml, P<0.001]. In lavage-ARDS poorly aerated lung volume decreased at higher CPAP levels [232 (45.2) at CPAP 10 to 84 (19.4) ml at CPAP 50, P<0.001] whereas in OAI poorly aerated lung volume did not vary at different airway pressures. CONCLUSIONS: In both ARDS models well-aerated and non-aerated lung volume respond to different CPAP levels in a comparable fashion: Thus, a cyclical alveolar collapse seems to be part of the derecruitment process also in the OA-ARDS. In OA-ARDS, the increase in poorly aerated lung volume reflects the specific initial lesion, that is capillary leakage with interstitial and alveolar oedema.