Interval and Point Estimators for the Location Parameter of the Three-Parameter Lognormal Distribution

The three-parameter lognormal distribution is the extension of the two-parameter lognormal distribution to meet the need of the biological, sociological, and other fields. Numerous research papers have been published for the parameter estimation problems for the lognormal distributions. The inclusion of the location parameter brings in some technical difficulties for the parameter estimation problems, especially for the interval estimation. This paper proposes a method for constructing exact confidence intervals and exact upper confidence limits for the location parameter of the three-parameter lognormal distribution. The point estimation problem is discussed as well. The performance of the point estimator is compared with the maximum likelihood estimator, which is widely used in practice. Simulation result shows that the proposed method is less biased in estimating the location parameter. The large sample size case is discussed in the paper.

Recuperação e purificação do antígeno 503 de Leishmania i. chagasi expresso em E. coli e remoção de endotoxina utilizando adsorção em leito expandido

The growing interest and applications of biotechnology products have increased the development of new processes for recovery and purification of proteins. The expanded bed adsorption (EBA) has emerged as a promising technique for this purpose. It combines into one operation the steps of clarification, concentration and purification of the target molecule. Hence, the method reduces the time and the cost of operation. In this context, this thesis aim was to evaluate the recovery and purification of 503 antigen of Leishmania i. chagasi expressed in E. coli M15 and endotoxin removal by EBA. In the first step of this study, batch experiments were carried out using two experimental designs to define the optimal adsorption and elution conditions of 503 antigen onto Streamline chelating resin. For adsorption assays, using expanded bed, it was used a column of 2.6 cm in diameter by 30.0 cm in height coupled to a peristaltic pump. In the second step of study, the removal of endotoxin during antigen recovery process was evaluated employing the non-ionic surfactant Triton X-114 in the washing step ALE. In the third step, we sought developing a mathematical model able to predict the 503 antigen breakthrough curves in expanded mode. The experimental design results to adsorption showed the pH 8.0 and the NaCl concentration of 2.4 M as the optimum adsorption condition. In the second design, the only significant factor for elution was the concentration of imidazole, which was taken at 600 mM. The adsorption isotherm of the 503 antigen showed a good fit to the Langmuir model (R = 0.98) and values for qmax (maximum adsorption capacity) and Kd (equilibrium constant) estimated were 1.95 mg/g and 0.34 mg/mL, respectively. Purification tests directly from unclarified feedstock showed a recovery of 59.2% of the target protein and a purification factor of 6.0. The addition of the non-ionic surfactant Triton X-114 to the washing step of EBA led to high levels (> 99%) of LPS removal initially present in the samples for all conditions tested. The mathematical model obtained to describe the 503 antigen breakthrough curves in Streamline Chelanting resin in expanded mode showed a good fit for both parameter estimation and validation steps. The validated model was used to optimize the efficiencies, achieving maximum values of the process and of the column efficiencies of 89.2% and 75.9%, respectively. Therefore, EBA is an efficient alternative for the recovery of the target protein and removal of endotoxin from an E. coli unclarified feedstock in just one step.

Análise não-linear do campo de temperaturas desenvolvidas durante a soldagem do tipo TIG contínuo em placas delgadas

This study offers an analytical approach in order to provide a determination of the temperature field developed during the DC TIG welding of a thin plate of aluminum. The non-linear characteristics of the phenomenon, such as the dependence of the thermophysical and mechanical properties with temperature were considered in this study. In addition to the conductive heat exchange process, were taken into account the exchange by natural convection and radiation. A transient analysis is performed in order to obtain the temperature field as a function of time. It is also discussed a three-dimensional modeling of the heat source. The results obtained from the analytical model were be compared with the experimental ones and those available in the literature. The analytical results show a good correlation with the experimental ones available in the literature, thus proving the feasibility and efficiency of the analytical method for the simulation of the heat cycle for this welding process.

Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers

The paper develops a novel realized matrix-exponential stochastic volatility model of multivariate returns and realized covariances that incorporates asymmetry and long memory (hereafter the RMESV-ALM model). The matrix exponential transformation guarantees the positivedefiniteness of the dynamic covariance matrix. The contribution of the paper ties in with Robert Basmann’s seminal work in terms of the estimation of highly non-linear model specifications (“Causality tests and observationally equivalent representations of econometric models”, Journal of Econometrics, 1988, 39(1-2), 69–104), especially for developing tests for leverage and spillover effects in the covariance dynamics. Efficient importance sampling is used to maximize the likelihood function of RMESV-ALM, and the finite sample properties of the quasi-maximum likelihood estimator of the parameters are analysed. Using high frequency data for three US financial assets, the new model is estimated and evaluated. The forecasting performance of the new model is compared with a novel dynamic realized matrix-exponential conditional covariance model. The volatility and co-volatility spillovers are examined via the news impact curves and the impulse response functions from returns to volatility and co-volatility.

Robust Uncertainty Quantification and Scalable Computation for Computer Models with Massive Output

Uncertainty quantification (UQ) is both an old and new concept. The current novelty lies in the interactions and synthesis of mathematical models, computer experiments, statistics, field/real experiments, and probability theory, with a particular emphasize on the large-scale simulations by computer models. The challenges not only come from the complication of scientific questions, but also from the size of the information. It is the focus in this thesis to provide statistical models that are scalable to massive data produced in computer experiments and real experiments, through fast and robust statistical inference.

Chapter 2 provides a practical approach for simultaneously emulating/approximating massive number of functions, with the application on hazard quantification of Soufri\`{e}re Hills volcano in Montserrate island. Chapter 3 discusses another problem with massive data, in which the number of observations of a function is large. An exact algorithm that is linear in time is developed for the problem of interpolation of Methylation levels. Chapter 4 and Chapter 5 are both about the robust inference of the models. Chapter 4 provides a new criteria robustness parameter estimation criteria and several ways of inference have been shown to satisfy such criteria. Chapter 5 develops a new prior that satisfies some more criteria and is thus proposed to use in practice.

Improving the use of G-CSF during chemotherapy using physiological mathematical modelling : a quantitative systems pharmacology approach

La diminution des doses administrées ou même la cessation complète d'un traitement chimiothérapeutique est souvent la conséquence de la réduction du nombre de neutrophiles, qui sont les globules blancs les plus fréquents dans le sang. Cette réduction dans le nombre absolu des neutrophiles, aussi connue sous le nom de myélosuppression, est précipitée par les effets létaux non spécifiques des médicaments anti-cancéreux, qui, parallèlement à leur effet thérapeutique, produisent aussi des effets toxiques sur les cellules saines. Dans le but d'atténuer cet impact myélosuppresseur, on administre aux patients un facteur de stimulation des colonies de granulocytes recombinant humain (rhG-CSF), une forme exogène du G-CSF, l'hormone responsable de la stimulation de la production des neutrophiles et de leurs libération dans la circulation sanguine. Bien que les bienfaits d'un traitement prophylactique avec le G-CSF pendant la chimiothérapie soient bien établis, les protocoles d'administration demeurent mal définis et sont fréquemment déterminés ad libitum par les cliniciens. Avec l'optique d'améliorer le dosage thérapeutique et rationaliser l'utilisation du rhG-CSF pendant le traitement chimiothérapeutique, nous avons développé un modèle physiologique du processus de granulopoïèse, qui incorpore les connaissances actuelles de pointe relatives à la production des neutrophiles des cellules souches hématopoïétiques dans la moelle osseuse. À ce modèle physiologique, nous avons intégré des modèles pharmacocinétiques/pharmacodynamiques (PK/PD) de deux médicaments: le PM00104 (Zalypsis®), un médicament anti-cancéreux, et le rhG-CSF (filgrastim). En se servant des principes fondamentaux sous-jacents à la physiologie, nous avons estimé les paramètres de manière exhaustive sans devoir recourir à l'ajustement des données, ce qui nous a permis de prédire des données cliniques provenant de 172 patients soumis au protocol CHOP14 (6 cycles de chimiothérapie avec une période de 14 jours où l'administration du rhG-CSF se fait du jour 4 au jour 13 post-chimiothérapie). En utilisant ce modèle physio-PK/PD, nous avons démontré que le nombre d'administrations du rhG-CSF pourrait être réduit de dix (pratique actuelle) à quatre ou même trois administrations, à condition de retarder le début du traitement prophylactique par le rhG-CSF. Dans un souci d'applicabilité clinique de notre approche de modélisation, nous avons investigué l'impact de la variabilité PK présente dans une population de patients, sur les prédictions du modèle, en intégrant des modèles PK de population (Pop-PK) des deux médicaments. En considérant des cohortes de 500 patients in silico pour chacun des cinq scénarios de variabilité plausibles et en utilisant trois marqueurs cliniques, soient le temps au nadir des neutrophiles, la valeur du nadir, ainsi que l'aire sous la courbe concentration-effet, nous avons établi qu'il n'y avait aucune différence significative dans les prédictions du modèle entre le patient-type et la population. Ceci démontre la robustesse de l'approche que nous avons développée et qui s'apparente à une approche de pharmacologie quantitative des systèmes (QSP). Motivés par l'utilisation du rhG-CSF dans le traitement d'autres maladies, comme des pathologies périodiques telles que la neutropénie cyclique, nous avons ensuite soumis l'étude du modèle au contexte des maladies dynamiques. En mettant en évidence la non validité du paradigme de la rétroaction des cytokines pour l'administration exogène des mimétiques du G-CSF, nous avons développé un modèle physiologique PK/PD novateur comprenant les concentrations libres et liées du G-CSF. Ce nouveau modèle PK a aussi nécessité des changements dans le modèle PD puisqu’il nous a permis de retracer les concentrations du G-CSF lié aux neutrophiles. Nous avons démontré que l'hypothèse sous-jacente de l'équilibre entre la concentration libre et liée, selon la loi d'action de masse, n'est plus valide pour le G-CSF aux concentrations endogènes et mènerait en fait à la surestimation de la clairance rénale du médicament. En procédant ainsi, nous avons réussi à reproduire des données cliniques obtenues dans diverses conditions (l'administration exogène du G-CSF, l'administration du PM00104, CHOP14). Nous avons aussi fourni une explication logique des mécanismes responsables de la réponse physiologique aux deux médicaments. Finalement, afin de mettre en exergue l’approche intégrative en pharmacologie adoptée dans cette thèse, nous avons démontré sa valeur inestimable pour la mise en lumière et la reconstruction des systèmes vivants complexes, en faisant le parallèle avec d’autres disciplines scientifiques telles que la paléontologie et la forensique, où une approche semblable a largement fait ses preuves. Nous avons aussi discuté du potentiel de la pharmacologie quantitative des systèmes appliquées au développement du médicament et à la médecine translationnelle, en se servant du modèle physio-PK/PD que nous avons mis au point.

n-alkane carbon isotope ratios in plants and recent lake sediments from Cameroon

Trees and shrubs in tropical Africa use the C3 cycle as a carbon fixation pathway during photosynthesis, while grasses and sedges mostly use the C4 cycle. Leaf-wax lipids from sedimentary archives such as the long-chain n-alkanes (e.g., n-C27 to n-C33) inherit carbon isotope ratios that are representative of the carbon fixation pathway. Therefore, n-alkane d13C values are often used to reconstruct past C3/C4 composition of vegetation, assuming that the relative proportions of C3 and C4 leaf waxes reflect the relative proportions of C3 and C4 plants. We have compared the d13C values of n-alkanes from modern C3 and C4 plants with previously published values from recent lake sediments and provide a framework for estimating the fractional contribution (areal-based) of C3 vegetation cover (fC3) represented by these sedimentary archives. Samples were collected in Cameroon, across a latitudinal transect that accommodates a wide range of climate zones and vegetation types, as reflected in the progressive northward replacement of C3-dominated rain forest by C4-dominated savanna. The C3 plants analysed were characterised by substantially higher abundances of n-C29 alkanes and by substantially lower abundances of n-C33 alkanes than the C4 plants. Furthermore, the sedimentary d13C values of n-C29 and n-C31 alkanes from recent lake sediments in Cameroon (-37.4 per mil to -26.5 per mil) were generally within the range of d13C values for C3 plants, even when from sites where C4 plants dominated the catchment vegetation. In such cases simple linear mixing models fail to accurately reconstruct the relative proportions of C3 and C4 vegetation cover when using the d13C values of sedimentary n-alkanes, overestimating the proportion of C3 vegetation, likely as a consequence of the differences in plant wax production, preservation, transport, and/or deposition between C3 and C4 plants. We therefore tested a set of non-linear binary mixing models using d13C values from both C3 and C4 vegetation as end-members. The non-linear models included a sigmoid function (sine-squared) that describes small variations in the fC3 values as the minimum and maximum d13C values are approached, and a hyperbolic function that takes into account the differences between C3 and C4 plants discussed above. Model fitting and the estimation of uncertainties were completed using the Monte Carlo algorithm and can be improved by future data addition. Models that provided the best fit with the observed d13C values of sedimentary n-alkanes were either hyperbolic functions or a combination of hyperbolic and sine-squared functions. Such non-linear models may be used to convert d13C measurements on sedimentary n-alkanes directly into reconstructions of C3 vegetation cover.

Enviromagnetic, major element, and grain-size analyses of surface sediment samples along the continental margin between East Brazil and Patagonia

Continental margin sediments of SE South America originate from various terrestrial sources, each conveying specific magnetic and element signatures. Here, we aim to identify the sources and transport characteristics of shelf and slope sediments deposited between East Brazil and Patagonia (20°-48°S) using enviromagnetic, major element, and grain-size data. A set of five source-indicative parameters (i.e., chi-fd%, ARM/IRM, S0.3T, SIRM/Fe and Fe/K) of 25 surface samples (16-1805 m water depth) was analyzed by fuzzy c-means clustering and non-linear mapping to depict and unmix sediment-province characteristics. This multivariate approach yields three regionally coherent sediment provinces with petrologically and climatically distinct source regions. The southernmost province is entirely restricted to the slope off the Argentinean Pampas and has been identified as relict Andean-sourced sands with coarse unaltered magnetite. The direct transport to the slope was enabled by Rio Colorado and Rio Negro meltwaters during glacial and deglacial phases of low sea level. The adjacent shelf province consists of coastal loessoidal sands (highest hematite and goethite proportions) delivered from the Argentinean Pampas by wave erosion and westerly winds. The northernmost province includes the Plata mudbelt and Rio Grande Cone. It contains tropically weathered clayey silts from the La Plata Drainage Basin with pronounced proportions of fine magnetite, which were distributed up to ~24° S by the Brazilian Coastal Current and admixed to coarser relict sediments of Pampean loessoidal origin. Grain-size analyses of all samples showed that sediment fractionation during transport and deposition had little impact on magnetic and element source characteristics. This study corroborates the high potential of the chosen approach to access sediment origin in regions with contrasting sediment sources, complex transport dynamics, and large grain-size variability.

Sea-surface reconstructions of the western Pacific Ocean during the last 5.3 million years

The late Neogene was a time of cryosphere development in the northern hemisphere. The present study was carried out to estimate the sea surface temperature (SST) change during this period based on the quantitative planktonic foraminiferal data of 8 DSDP sites in the western Pacific. Target factor analysis has been applied to the conventional transfer function approach to overcome the no-analog conditions caused by evolutionary faunal changes. By applying this technique through a combination of time-slice and time-series studies, the SST history of the last 5.3 Ma has been reconstructed for the low latitude western Pacific. Although the present data set is close to the statistical limits of factor analysis, the clear presence of sensible variations in individual SST time-series suggests the feasibility and reliability of this method in paleoceanographic studies. The estimated SST curves display the general trend of the temperature fluctuations and reveal three major cool periods in the late Neogene, i.e. the early Pliocene (4.7 3.5 Ma), the late Pliocene (3.1-2.7 Ma), and the latest Pliocene to early Pleistocene (2.2-1.0 Ma). Cool events are reflected in the increase of seasonality and meridional SST gradient in the subtropical area. The latest Pliocene to early Pleistocene cooling is most important in the late Neogene climatic evolution. It differs from the previous cool events in its irreversible, steplike change in SST, which established the glacial climate characteristic of the late Pleistocene. The winter and summer SST decreased by 3.3-5.4°C and 1.0 2.1C in the subtropics, by 0.9°C and 0.6C in the equatorial region, and showed little or no cooling in the tropics. Moreover, this cooling event occurred as a gradual SST decrease during 2.2 1.0 Ma at the warmer subtropical sites, while that at cooler subtropical site was an abrupt SST drop at 2.2 Ma. In contrast, equatorial and tropical western Pacific experienced only minor SST change in the entire late Neogene. In general, subtropics was much more sensitive to climatic forcing than tropics and the cooling events were most extensive in the cooler subtropics. The early Pliocene cool periods can be correlated to the Antarctic ice volume fluctuation, and the latest Pliocene early Pleistocene cooling reflects the climatic evolution during the cryosphere development of the northern hemisphere.

Distributed Extremum-Seeking Control with Applications to High-Altitude Balloons

The real-time optimization of large-scale systems is a difficult problem due to the need for complex models involving uncertain parameters and the high computational cost of solving such problems by a decentralized approach. Extremum-seeking control (ESC) is a model-free real-time optimization technique which can estimate unknown parameters and can optimize nonlinear time-varying systems using only a measurement of the cost function to be minimized. In this thesis, we develop a distributed version of extremum-seeking control which allows large-scale systems to be optimized without models and with minimal computing power. First, we develop a continuous-time distributed extremum-seeking controller. It has three main components: consensus, parameter estimation, and optimization. The consensus provides each local controller with an estimate of the cost to be minimized, allowing them to coordinate their actions. Using this cost estimate, parameters for a local input-output model are estimated, and the cost is minimized by following a gradient descent based on the estimate of the gradient. Next, a similar distributed extremum-seeking controller is developed in discrete-time. Finally, we consider an interesting application of distributed ESC: formation control of high-altitude balloons for high-speed wireless internet. These balloons must be steered into a favourable formation where they are spread out over the Earth and provide coverage to the entire planet. Distributed ESC is applied to this problem, and is shown to be effective for a system of 1200 ballons subjected to realistic wind currents. The approach does not require a wind model and uses a cost function based on a Voronoi partition of the sphere. Distributed ESC is able to steer balloons from a few initial launch sites into a formation which provides coverage to the entire Earth and can maintain a similar formation as the balloons move with the wind around the Earth.

Digital geometric-sequence control technique for bidirectional dual active bridge DC-DC converters used in future electric vehicles

Bidirectional DC-DC converters are widely used in different applications such as energy storage systems, Electric Vehicles (EVs), UPS, etc. In particular, future EVs require bidirectional power flow in order to integrate energy storage units into smart grids. These bidirectional power converters provide Grid to Vehicle (V2G)/ Vehicle to Grid (G2V) power flow capability for future EVs. Generally, there are two control loops used for bidirectional DC-DC converters: The inner current loop and The outer loop. The control of DAB converters used in EVs are proved to be challenging due to the wide range of operating conditions and non-linear behavior of the converter. In this thesis, the precise mathematical model of the converter is derived and non-linear control schemes are proposed for the control system of bidirectional DC-DC converters based on the derived model. The proposed inner current control technique is developed based on a novel Geometric-Sequence Control (GSC) approach. The proposed control technique offers significantly improved performance as compared to one for conventional control approaches. The proposed technique utilizes a simple control algorithm which saves on the computational resources. Therefore, it has higher reliability, which is essential in this application. Although, the proposed control technique is based on the mathematical model of the converter, its robustness against parameter uncertainties is proven. Three different control modes for charging the traction batteries in EVs are investigated in this thesis: the voltage mode control, the current mode control, and the power mode control. The outer loop control is determined by each of the three control modes. The structure of the outer control loop provides the current reference for the inner current loop. Comprehensive computer simulations have been conducted in order to evaluate the performance of the proposed control methods. In addition, the proposed control have been verified on a 3.3 kW experimental prototype. Simulation and experimental results show the superior performance of the proposed control techniques over the conventional ones.

Fast 2D/3D object representation with growing neural gas

This work presents the design of a real-time system to model visual objects with the use of self-organising networks. The architecture of the system addresses multiple computer vision tasks such as image segmentation, optimal parameter estimation and object representation. We first develop a framework for building non-rigid shapes using the growth mechanism of the self-organising maps, and then we define an optimal number of nodes without overfitting or underfitting the network based on the knowledge obtained from information-theoretic considerations. We present experimental results for hands and faces, and we quantitatively evaluate the matching capabilities of the proposed method with the topographic product. The proposed method is easily extensible to 3D objects, as it offers similar features for efficient mesh reconstruction.

Modelling the crush behaviour of thermoplastic composites

Thermoplastic composites are likely to emerge as the preferred solution for meeting the high-volume production demands of passenger road vehicles. Substantial effort is currently being directed towards the development of new modelling techniques to reduce the extent of costly and time consuming physical testing. Developing a high-fidelity numerical model to predict the crush behaviour of composite laminates is dependent on the accurate measurement of material properties as well as a thorough understanding of damage mechanisms associated with crush events. This paper details the manufacture, testing and modelling of self-supporting corrugated-shaped thermoplastic composite specimens for crashworthiness assessment. These specimens demonstrated a 57.3% higher specific energy absorption compared to identical specimen made from thermoset composites. The corresponding damage mechanisms were investigated in-situ using digital microscopy and post analysed using Scanning Electron Microscopy (SEM). Splaying and fragmentation modes were the 2 primary failure modes involving fibre breakage, matrix cracking and delamination. A mesoscale composite damage model, with new non-linear shear constitutive laws, which combines a range of novel techniques to accurately capture the material response under crushing, is presented. The force-displacement curves, damage parameter maps and dissipated energy, obtained from the numerical analysis, are shown to be in a good qualitative and quantitative agreement with experimental results. The proposed approach could significantly reduce the extent of physical testing required in the development of crashworthy structures.  

Atténuation d'effets non linéaires dans les lasers fibrés de haute puissance opérés en régime continu

Les lasers à fibre de haute puissance sont maintenant la solution privilégiée pour les applications de découpe industrielle. Le développement de lasers pour ces applications n’est pas simple en raison des contraintes qu’imposent les normes industrielles. La fabrication de lasers fibrés de plus en plus puissants est limitée par l’utilisation d’une fibre de gain avec une petite surface de mode propice aux effets non linéaires, d’où l’intérêt de développer de nouvelles techniques permettant l’atténuation de ceux-ci. Les expériences et simulations effectuées dans ce mémoire montrent que les modèles décrivant le lien entre la puissance laser et les effets non linéaires dans le cadre de l’analyse de fibres passives ne peuvent pas être utilisés pour l’analyse des effets non linéaires dans les lasers de haute puissance, des modèles plus généraux doivent donc développés. Il est montré que le choix de l’architecture laser influence les effets non linéaires. En utilisant l’équation de Schrödinger non linéaire généralisée, il a aussi été possible de montrer que pour une architecture en co-propagation, la diffusion Raman influence l’élargissement spectral. Finalement, les expériences et les simulations effectuées montrent qu’augmenter la réflectivité nominale et largeur de bande du réseau légèrement réfléchissant de la cavité permet d’atténuer la diffusion Raman, notamment en réduisant le gain Raman effectif.