A bayesian model for mixed responses and skew laten variable to measure HRQoL in children

The aim of the thesi is to formulate a suitable Item Response Theory (IRT) based model to measure HRQoL (as latent variable) using a mixed responses questionnaire and relaxing the hypothesis of normal distributed latent variable. The new model is a combination of two models already presented in literature, that is, a latent trait model for mixed responses and an IRT model for Skew Normal latent variable. It is developed in a Bayesian framework, a Markov chain Monte Carlo procedure is used to generate samples of the posterior distribution of the parameters of interest. The proposed model is test on a questionnaire composed by 5 discrete items and one continuous to measure HRQoL in children, the EQ-5D-Y questionnaire. A large sample of children collected in the schools was used. In comparison with a model for only discrete responses and a model for mixed responses and normal latent variable, the new model has better performances, in term of deviance information criterion (DIC), chain convergences times and precision of the estimates.

Decomposition and reformulation of integer linear programming problems

This thesis deals with an investigation of Decomposition and Reformulation to solve Integer Linear Programming Problems. This method is often a very successful approach computationally, producing high-quality solutions for well-structured combinatorial optimization problems like vehicle routing, cutting stock, p-median and generalized assignment . However, until now the method has always been tailored to the specific problem under investigation. The principal innovation of this thesis is to develop a new framework able to apply this concept to a generic MIP problem. The new approach is thus capable of auto-decomposition and autoreformulation of the input problem applicable as a resolving black box algorithm and works as a complement and alternative to the normal resolving techniques. The idea of Decomposing and Reformulating (usually called in literature Dantzig and Wolfe Decomposition DWD) is, given a MIP, to convexify one (or more) subset(s) of constraints (slaves) and working on the partially convexified polyhedron(s) obtained. For a given MIP several decompositions can be defined depending from what sets of constraints we want to convexify. In this thesis we mainly reformulate MIPs using two sets of variables: the original variables and the extended variables (representing the exponential extreme points). The master constraints consist of the original constraints not included in any slaves plus the convexity constraint(s) and the linking constraints(ensuring that each original variable can be viewed as linear combination of extreme points of the slaves). The solution procedure consists of iteratively solving the reformulated MIP (master) and checking (pricing) if a variable of reduced costs exists, and in which case adding it to the master and solving it again (columns generation), or otherwise stopping the procedure. The advantage of using DWD is that the reformulated relaxation gives bounds stronger than the original LP relaxation, in addition it can be incorporated in a Branch and bound scheme (Branch and Price) in order to solve the problem to optimality. If the computational time for the pricing problem is reasonable this leads in practice to a stronger speed up in the solution time, specially when the convex hull of the slaves is easy to compute, usually because of its special structure.

The Choice of Expedient Regulatory Controls on Housing Market Using Short-Term Equilibria Model

Khutoretsky dealt with the problem of maximising a linear utility function (MUF) over the set of short-term equilibria in a housing market by reducing it to a linear programming problem, and suggested a combinatorial algorithm for this problem. Two approaches to the market adjustment were considered: the funding of housing construction and the granting of housing allowances. In both cases, locally optimal regulatory measures can be developed using the corresponding dual prices. The optimal effects (with the regulation expenditures restricted by an amount K) can be found using specialised models based on MUF: a model M1 for choice of the optimum structure of investment in housing construction, and a model M2 for optimum distribution of housing allowances. The linear integer optimisation problems corresponding to these models are initially difficult but can be solved after slight modifications of the parameters. In particular, the necessary modification of K does not exceed the maximum construction cost of one dwelling (for M1) or the maximum size of one housing allowance (for M2). The result is particularly useful since slight modification of K is not essential in practice.

A Diagnostic Test for the Mixing Distribution in a Generalised Linear Mixed Model

We introduce a diagnostic test for the mixing distribution in a generalised linear mixed model. The test is based on the difference between the marginal maximum likelihood and conditional maximum likelihood estimates of a subset of the fixed effects in the model. We derive the asymptotic variance of this difference, and propose a test statistic that has a limiting chi-square distribution under the null hypothesis that the mixing distribution is correctly specified. For the important special case of the logistic regression model with random intercepts, we evaluate via simulation the power of the test in finite samples under several alternative distributional forms for the mixing distribution. We illustrate the method by applying it to data from a clinical trial investigating the effects of hormonal contraceptives in women.

Decadal Variability in the Northeast Pacific in a Physical-Ecosystem Model: Role of Mixed Layer Depth and Trophic Interactions

A basin-wide interdecadal change in both the physical state and the ecology of the North Pacific occurred near the end of 1976. Here we use a physical-ecosystem model to examine whether changes in the physical environment associated with the 1976-1977 transition influenced the lower trophic levels of the food web and if so by what means. The physical component is an ocean general circulation model, while the biological component contains 10 compartments: two phytoplankton, two zooplankton, two detritus pools, nitrate, ammonium, silicate, and carbon dioxide. The model is forced with observed atmospheric fields during 1960-1999. During spring, there is a similar to 40% reduction in plankton biomass in all four plankton groups during 1977-1988 relative to 1970-1976 in the central Gulf of Alaska (GOA). The epoch difference in plankton appears to be controlled by the mixed layer depth. Enhanced Ekman pumping after 1976 caused the halocline to shoal, and thus the mixed layer depth, which extends to the top of the halocline in late winter, did not penetrate as deep in the central GOA. As a result, more phytoplankton remained in the euphotic zone, and phytoplankton biomass began to increase earlier in the year after the 1976 transition. Zooplankton biomass also increased, but then grazing pressure led to a strong decrease in phytoplankton by April followed by a drop in zooplankton by May: Essentially, the mean seasonal cycle of plankton biomass was shifted earlier in the year. As the seasonal cycle progressed, the difference in plankton concentrations between epochs reversed sign again, leading to slightly greater zooplankton biomass during summer in the later epoch.

Index Tracking Using Data-Mining Techniques and Mixed-Binary Linear Programming

Index tracking has become one of the most common strategies in asset management. The index-tracking problem consists of constructing a portfolio that replicates the future performance of an index by including only a subset of the index constituents in the portfolio. Finding the most representative subset is challenging when the number of stocks in the index is large. We introduce a new three-stage approach that at first identifies promising subsets by employing data-mining techniques, then determines the stock weights in the subsets using mixed-binary linear programming, and finally evaluates the subsets based on cross validation. The best subset is returned as the tracking portfolio. Our approach outperforms state-of-the-art methods in terms of out-of-sample performance and running times.

Mixed effects model in negative exponential curve

Despite many researches on development in education and psychology, not often is the methodology tested with real data. A major barrier to test the growth model is that the design of study includes repeated observations and the nature of the growth is nonlinear. The repeat measurements on a nonlinear model require sophisticated statistical methods. In this study, we present mixed effects model in a negative exponential curve to describe the development of children's reading skills. This model can describe the nature of the growth on children's reading skills and account for intra-individual and inter-individual variation. We also apply simple techniques including cross-validation, regression, and graphical methods to determine the most appropriate curve for data, to find efficient initial values of parameters, and to select potential covariates. We illustrate with an example that motivated this research: a longitudinal study of academic skills from grade 1 to grade 12 in Connecticut public schools. ^

An empirical mixed model to quantify climate influence on the growth of Pinus halepensis Mill. stands in South-Eastern Spain

The influence of climate on forest stand composition, development and growth is undeniable. Many studies have tried to quantify the effect of climatic variables on forest growth and yield. These works become especially important because there is a need to predict the effects of climate change on the development of forest ecosystems. One of the ways of facing this problem is the inclusion of climatic variables into the classic empirical growth models. The work has a double objective: (i) to identify the indicators which best describe the effect of climate on Pinus halepensis growth and (ii) to quantify such effect in several scenarios of rainfall decrease which are likely to occur in the Mediterranean area. A growth mixed model for P. halepensis including climatic variables is presented in this work. Growth estimates are based on data from the Spanish National Forest Inventory (SNFI). The best results are obtained for the indices including rainfall, or rainfall and temperature together, with annual precipitation, precipitation effectiveness, Emberger?s index or free bioclimatic intensity standing out among them. The final model includes Emberger?s index, free bioclimatic intensity and interactions between competition and climate indices. The results obtained show that a rainfall decrease about 5% leads to a decrease in volume growth of 5.5?7.5% depending on site quality.

A framework for mixed-criticality partitioned real-time embedded systems

Los sistemas empotrados son cada día más comunes y complejos, de modo que encontrar procesos seguros, eficaces y baratos de desarrollo software dirigidos específicamente a esta clase de sistemas es más necesario que nunca. A diferencia de lo que ocurría hasta hace poco, en la actualidad los avances tecnológicos en el campo de los microprocesadores de los últimos tiempos permiten el desarrollo de equipos con prestaciones más que suficientes para ejecutar varios sistemas software en una única máquina. Además, hay sistemas empotrados con requisitos de seguridad (safety) de cuyo correcto funcionamiento depende la vida de muchas personas y/o grandes inversiones económicas. Estos sistemas software se diseñan e implementan de acuerdo con unos estándares de desarrollo software muy estrictos y exigentes. En algunos casos puede ser necesaria también la certificación del software. Para estos casos, los sistemas con criticidades mixtas pueden ser una alternativa muy valiosa. En esta clase de sistemas, aplicaciones con diferentes niveles de criticidad se ejecutan en el mismo computador. Sin embargo, a menudo es necesario certificar el sistema entero con el nivel de criticidad de la aplicación más crítica, lo que hace que los costes se disparen. La virtualización se ha postulado como una tecnología muy interesante para contener esos costes. Esta tecnología permite que un conjunto de máquinas virtuales o particiones ejecuten las aplicaciones con unos niveles de aislamiento tanto temporal como espacial muy altos. Esto, a su vez, permite que cada partición pueda ser certificada independientemente. Para el desarrollo de sistemas particionados con criticidades mixtas se necesita actualizar los modelos de desarrollo software tradicionales, pues estos no cubren ni las nuevas actividades ni los nuevos roles que se requieren en el desarrollo de estos sistemas. Por ejemplo, el integrador del sistema debe definir las particiones o el desarrollador de aplicaciones debe tener en cuenta las características de la partición donde su aplicación va a ejecutar. Tradicionalmente, en el desarrollo de sistemas empotrados, el modelo en V ha tenido una especial relevancia. Por ello, este modelo ha sido adaptado para tener en cuenta escenarios tales como el desarrollo en paralelo de aplicaciones o la incorporación de una nueva partición a un sistema ya existente. El objetivo de esta tesis doctoral es mejorar la tecnología actual de desarrollo de sistemas particionados con criticidades mixtas. Para ello, se ha diseñado e implementado un entorno dirigido específicamente a facilitar y mejorar los procesos de desarrollo de esta clase de sistemas. En concreto, se ha creado un algoritmo que genera el particionado del sistema automáticamente. En el entorno de desarrollo propuesto, se han integrado todas las actividades necesarias para desarrollo de un sistema particionado, incluidos los nuevos roles y actividades mencionados anteriormente. Además, el diseño del entorno de desarrollo se ha basado en la ingeniería guiada por modelos (Model-Driven Engineering), la cual promueve el uso de los modelos como elementos fundamentales en el proceso de desarrollo. Así pues, se proporcionan las herramientas necesarias para modelar y particionar el sistema, así como para validar los resultados y generar los artefactos necesarios para el compilado, construcción y despliegue del mismo. Además, en el diseño del entorno de desarrollo, la extensión e integración del mismo con herramientas de validación ha sido un factor clave. En concreto, se pueden incorporar al entorno de desarrollo nuevos requisitos no-funcionales, la generación de nuevos artefactos tales como documentación o diferentes lenguajes de programación, etc. Una parte clave del entorno de desarrollo es el algoritmo de particionado. Este algoritmo se ha diseñado para ser independiente de los requisitos de las aplicaciones así como para permitir al integrador del sistema implementar nuevos requisitos del sistema. Para lograr esta independencia, se han definido las restricciones al particionado. El algoritmo garantiza que dichas restricciones se cumplirán en el sistema particionado que resulte de su ejecución. Las restricciones al particionado se han diseñado con una capacidad expresiva suficiente para que, con un pequeño grupo de ellas, se puedan expresar la mayor parte de los requisitos no-funcionales más comunes. Las restricciones pueden ser definidas manualmente por el integrador del sistema o bien pueden ser generadas automáticamente por una herramienta a partir de los requisitos funcionales y no-funcionales de una aplicación. El algoritmo de particionado toma como entradas los modelos y las restricciones al particionado del sistema. Tras la ejecución y como resultado, se genera un modelo de despliegue en el que se definen las particiones que son necesarias para el particionado del sistema. A su vez, cada partición define qué aplicaciones deben ejecutar en ella así como los recursos que necesita la partición para ejecutar correctamente. El problema del particionado y las restricciones al particionado se modelan matemáticamente a través de grafos coloreados. En dichos grafos, un coloreado propio de los vértices representa un particionado del sistema correcto. El algoritmo se ha diseñado también para que, si es necesario, sea posible obtener particionados alternativos al inicialmente propuesto. El entorno de desarrollo, incluyendo el algoritmo de particionado, se ha probado con éxito en dos casos de uso industriales: el satélite UPMSat-2 y un demostrador del sistema de control de una turbina eólica. Además, el algoritmo se ha validado mediante la ejecución de numerosos escenarios sintéticos, incluyendo algunos muy complejos, de más de 500 aplicaciones. ABSTRACT The importance of embedded software is growing as it is required for a large number of systems. Devising cheap, efficient and reliable development processes for embedded systems is thus a notable challenge nowadays. Computer processing power is continuously increasing, and as a result, it is currently possible to integrate complex systems in a single processor, which was not feasible a few years ago.Embedded systems may have safety critical requirements. Its failure may result in personal or substantial economical loss. The development of these systems requires stringent development processes that are usually defined by suitable standards. In some cases their certification is also necessary. This scenario fosters the use of mixed-criticality systems in which applications of different criticality levels must coexist in a single system. In these cases, it is usually necessary to certify the whole system, including non-critical applications, which is costly. Virtualization emerges as an enabling technology used for dealing with this problem. The system is structured as a set of partitions, or virtual machines, that can be executed with temporal and spatial isolation. In this way, applications can be developed and certified independently. The development of MCPS (Mixed-Criticality Partitioned Systems) requires additional roles and activities that traditional systems do not require. The system integrator has to define system partitions. Application development has to consider the characteristics of the partition to which it is allocated. In addition, traditional software process models have to be adapted to this scenario. The V-model is commonly used in embedded systems development. It can be adapted to the development of MCPS by enabling the parallel development of applications or adding an additional partition to an existing system. The objective of this PhD is to improve the available technology for MCPS development by providing a framework tailored to the development of this type of system and by defining a flexible and efficient algorithm for automatically generating system partitionings. The goal of the framework is to integrate all the activities required for developing MCPS and to support the different roles involved in this process. The framework is based on MDE (Model-Driven Engineering), which emphasizes the use of models in the development process. The framework provides basic means for modeling the system, generating system partitions, validating the system and generating final artifacts. The framework has been designed to facilitate its extension and the integration of external validation tools. In particular, it can be extended by adding support for additional non-functional requirements and support for final artifacts, such as new programming languages or additional documentation. The framework includes a novel partitioning algorithm. It has been designed to be independent of the types of applications requirements and also to enable the system integrator to tailor the partitioning to the specific requirements of a system. This independence is achieved by defining partitioning constraints that must be met by the resulting partitioning. They have sufficient expressive capacity to state the most common constraints and can be defined manually by the system integrator or generated automatically based on functional and non-functional requirements of the applications. The partitioning algorithm uses system models and partitioning constraints as its inputs. It generates a deployment model that is composed by a set of partitions. Each partition is in turn composed of a set of allocated applications and assigned resources. The partitioning problem, including applications and constraints, is modeled as a colored graph. A valid partitioning is a proper vertex coloring. A specially designed algorithm generates this coloring and is able to provide alternative partitions if required. The framework, including the partitioning algorithm, has been successfully used in the development of two industrial use cases: the UPMSat-2 satellite and the control system of a wind-power turbine. The partitioning algorithm has been successfully validated by using a large number of synthetic loads, including complex scenarios with more that 500 applications.