A Bayesian Spatial Mixture Model for FMRI Analysis

We develop, implement and study a new Bayesian spatial mixture model (BSMM). The proposed BSMM allows for spatial structure in the binary activation indicators through a latent thresholded Gaussian Markov random field. We develop a Gibbs (MCMC) sampler to perform posterior inference on the model parameters, which then allows us to assess the posterior probabilities of activation for each voxel. One purpose of this article is to compare the HJ model and the BSMM in terms of receiver operating characteristics (ROC) curves. Also we consider the accuracy of the spatial mixture model and the BSMM for estimation of the size of the activation region in terms of bias, variance and mean squared error. We perform a simulation study to examine the aforementioned characteristics under a variety of configurations of spatial mixture model and BSMM both as the size of the region changes and as the magnitude of activation changes.

Comparative analysis of a moderating and mediating model of stress, appraisal, and coping in Hispanic and non-Hispanic Alzheimer's disease caregivers

This dissertation utilizes a cross-sectional study to examine the phenomenon of caregiving within a theoretically grounded stress, appraisal, and coping model. Hispanic and non-Hispanic caregivers were studied to examine the factors associated with variance in caregiver appraisal, coping, and outcomes of caregiving strain (depression and somatic complaints) and caregiving gain (life satisfaction, mastery, and personal gain). A purposive sampling strategy was used to recruit 204 Alzheimer's disease caregivers in South Florida. A self-report questionnaire was used to collect demographic data, and to measure stress, appraisal, coping, and psychological well-being of caregivers. Regression equations were developed to compare moderating and mediating models of appraisal and coping. Emotion-focused coping skills were found to significantly moderate the effects of stress (F [1,195] = 4.62, p < .05), explaining approximately 21% of the variance in satisfaction was found to moderate the effects of stress (F [1,195] = 7.09; p < .05), explaining approximately 27% of the variance in personal gain and approximately 8% of the variance in life satisfaction (F [1,195] = 4.14; p < .05). Appraisal of Burden was found to significantly mediate the effects of stress, explaining approximately 30% of the variance in somatic complaints (F [1,196] = 31.60; p < .001) and 32% of the variance in depression (F [1,196] = 38.18; p < .001). The results of the analyses indicate that appraisal and coping skills are important variables in the stress process. The results of this study underscore the importance of accounting for positive and negative outcomes in providing a fuller understanding of the stress, appraisal and coping process of Alzheimer's Disease caregivers. ^

A comparative analysis of self-determined evaluations of work performance and support needs by adults with mental retardation in supported work and in sheltered workshop environments

The purpose of this study was to determine if there was a difference in the self-determined evaluations of work performance and support needs by adults with mental retardation in supported employment and in sheltered workshop environments. The instrument, Job Observation and Behavior Scale: Opportunity for Self-Determination (JOBS: OSD; Brady, Rosenberg, & Frain, 2006), was administered to 38 adults with mental retardation from sheltered workshops and 32 adults with mental retardation from supported employment environments. Cross-tabulations with Chi-square tests and independent samples t-tests were conducted to evaluate differences between the two groups, sheltered workshop and supported work. Two Multivariate Analyses of Variance (MANOVAs) were conducted to determine the effect of work environment on Quality of Performance (QP) and Types of Support (TS) test scores and their subscales. ^ This study found that there were significant differences between the groups on the QP Behavior and Job Duties subscales. The sheltered workshop group perceived themselves as performing significantly better on job duties than the supported work group. Conversely, the supported work group perceived themselves to have better behavior than the sheltered workshop group. However, there were no significant differences between groups in their perception of support needs for the three subscales. ^ The findings imply that work environment affects the self-determined evaluations of work performance by adults with mental retardation. Recommendations for further study include (a) detailing the characteristics of supported work and sheltered workshops that support and/or discourage self-determined behaviors, (b) exploring the behavior of adults with mental retardation in sheltered workshops and supported work environments, and (c) analysis of the support needs for and understanding of them by adults with mental retardation in sheltered workshops and in supported work environments. ^

Historical analysis of two contemporary issues at the International Community School of Abidjan, Cote d'Ivoire: Local -hired and overseas -hired teacher relationships. Community perceptions of the U.S. Embassy at ICSA

This study was a qualitative investigation to ascertain and describe two of the current issues at the International Community School of Abidjan, examine their historical bases, and analyze their impact on the school environment.^ Two issues emerged during the inquiry phase of this study: (1) the relationship between local-hired and overseas-hired teachers in light of the January 1994 devaluation which polarized the staff by negating a four-year salary scale that established equity, (2) the school community's wide variance in the perceived power that the U.S. Embassy has on school operations based on its role as ICSA's founding sponsor.^ A multiple studies approach was used in gathering data. An extensive examination of the school's archives was used to reconstruct an historical overview of ICSA. An initial questionnaire was distributed to teachers and administrators at an educational conference to determine the scope of the 1994 devaluation of the West and Central African CFA and its impact on school personnel in West African American-sponsored overseas schools (ASOS). Personal interviews were conducted with the school staff, administration, school board members, and relevant historical participants to determine the principal issues at ICSA at that time. The researcher, an overseas-hired teacher, also used participant observations to collect data. Findings based on these sources were used to analyze the two issues from an historical perspective and to form conclusions.^ Findings in this study pertaining to the events induced by the French and African governments' decision to implement a currency devaluation in January 1994 were presented in ex post-facto chronological narrative form to describe the events which transpired, describe the perception of school personnel involved in these events, examine the final resolution and interpret these events within a historical framework for analysis.^ The topic of the U.S. Embassy and its role at ICSA emerged inductively from open-ended personal interviews conducted over the course of a year. Contradictory perspectives were examined and researched for accuracy and cause. The results of this inquiry presented the U.S. Embassy role at ICSA from a two-sided perspective, examined the historical role of the Embassy, and presented means by which the role and responsibility of the U.S. Embassy could best be communicated to the school community.^ The final chapter provides specific actions for mediation of problems stemming from these issues, implications for administrators and teachers currently involved in overseas schools or considering the possibility, and suggestions for future inquiries.^ Examination of a two-tier salary scale for local-hired and overseas-hired teachers generated the following recommendations: movement towards a single salary scale when feasible, clearly stated personnel policies and full disclosure of benefits, a uniform certification standard, professional development programs and awareness of the impact of this issue on staff morale.^ Divergent perceptions and attitudes toward the role of the U.S. Embassy produced these recommendations: a view towards limiting the number of Americans on ASOS school boards, open school board meetings, selection of Embassy Administrative Officers who can educate school communities on the exact role of the Embassy, educating parents through the outreach activities that communicate American educational philosophy and involve all segments of the international community, and a firm effort on the part of the ASOS to establish the school's autonomy from special interests. ^

Evidence of the heterogeneous market hypothesis using wavelet multi -resolution analysis

In finance literature many economic theories and models have been proposed to explain and estimate the relationship between risk and return. Assuming risk averseness and rational behavior on part of the investor, the models are developed which are supposed to help in forming efficient portfolios that either maximize (minimize) the expected rate of return (risk) for a given level of risk (rates of return). One of the most used models to form these efficient portfolios is the Sharpe's Capital Asset Pricing Model (CAPM). In the development of this model it is assumed that the investors have homogeneous expectations about the future probability distribution of the rates of return. That is, every investor assumes the same values of the parameters of the probability distribution. Likewise financial volatility homogeneity is commonly assumed, where volatility is taken as investment risk which is usually measured by the variance of the rates of return. Typically the square root of the variance is used to define financial volatility, furthermore it is also often assumed that the data generating process is made of independent and identically distributed random variables. This again implies that financial volatility is measured from homogeneous time series with stationary parameters. In this dissertation, we investigate the assumptions of homogeneity of market agents and provide evidence for the case of heterogeneity in market participants' information, objectives, and expectations about the parameters of the probability distribution of prices as given by the differences in the empirical distributions corresponding to different time scales, which in this study are associated with different classes of investors, as well as demonstrate that statistical properties of the underlying data generating processes including the volatility in the rates of return are quite heterogeneous. In other words, we provide empirical evidence against the traditional views about homogeneity using non-parametric wavelet analysis on trading data, The results show heterogeneity of financial volatility at different time scales, and time-scale is one of the most important aspects in which trading behavior differs. In fact we conclude that heterogeneity as posited by the Heterogeneous Markets Hypothesis is the norm and not the exception.

Effects of sex, third grade reading achievement and motivation as predictors of fourth grade reading achievement of Hispanic students: A path analysis

This study explored the topic of motivation for intermediate students combining both an objective criterion measure (i.e., standardized test scores) and the self-report of students on self-concept and value of reading. The purpose of this study was to examine how third grade reading achievement correlated with the motivation of fourth grade boys and girls, and, in turn, how motivation related to fourth grade reading achievement. The participants were fourth grade students (n=207) attending two public, elementary schools in Miami-Dade County who were of primarily Hispanic origin or descent. Data were collected using the Reading Survey portion of the Motivation to Read Profile (1996) which measures self-concept and value of reading in order to measure motivation and the Third and Fourth Grade Reading Florida Comprehensive Assessment Tests 2.0 (FCAT 2.0) to assess achievement. First, a one way Analysis of Variance (ANOVA) was conducted to determine whether motivation differed significantly between fourth grade boys and girls. Second, a path analysis was used to determine whether motivation mediated or moderated the association between FCAT 2.0 third and fourth grade scores. Results of the ANOVA indicated that motivation, as measured by the Motivation to Read Profile did not differ significantly by sex. Results from the path analysis indicated that the model was significant and that third grade FCAT 2.0 scores accounted for a significant amount of the variance in fourth grade FCAT 2.0 scores once motivation was entered. Results of the study demonstrated that motivation partially mediates, but does not moderate the relationship between FCAT 2.0 third and fourth grade scores. In conclusion, it can be determined that past student achievement for fourth grade students plays a role in current student achievement when motivation is also considered. It is therefore important in order to improve the quality of fourth grade student's current performance to take into account a student's motivation and past achievement. An effort must be made to address students' motivational needs whether through school wide programs or at the classroom level in addition or in conjunction with cognition. Future research on the effect of self-concept in reading achievement is recommended.

Dynamic fault tree analysis with PEWMA modeling of event rates and Bayesian updating of material balance parameters using MCMC

This research explores Bayesian updating as a tool for estimating parameters probabilistically by dynamic analysis of data sequences. Two distinct Bayesian updating methodologies are assessed. The first approach focuses on Bayesian updating of failure rates for primary events in fault trees. A Poisson Exponentially Moving Average (PEWMA) model is implemnented to carry out Bayesian updating of failure rates for individual primary events in the fault tree. To provide a basis for testing of the PEWMA model, a fault tree is developed based on the Texas City Refinery incident which occurred in 2005. A qualitative fault tree analysis is then carried out to obtain a logical expression for the top event. A dynamic Fault Tree analysis is carried out by evaluating the top event probability at each Bayesian updating step by Monte Carlo sampling from posterior failure rate distributions. It is demonstrated that PEWMA modeling is advantageous over conventional conjugate Poisson-Gamma updating techniques when failure data is collected over long time spans. The second approach focuses on Bayesian updating of parameters in non-linear forward models. Specifically, the technique is applied to the hydrocarbon material balance equation. In order to test the accuracy of the implemented Bayesian updating models, a synthetic data set is developed using the Eclipse reservoir simulator. Both structured grid and MCMC sampling based solution techniques are implemented and are shown to model the synthetic data set with good accuracy. Furthermore, a graphical analysis shows that the implemented MCMC model displays good convergence properties. A case study demonstrates that Likelihood variance affects the rate at which the posterior assimilates information from the measured data sequence. Error in the measured data significantly affects the accuracy of the posterior parameter distributions. Increasing the likelihood variance mitigates random measurement errors, but casuses the overall variance of the posterior to increase. Bayesian updating is shown to be advantageous over deterministic regression techniques as it allows for incorporation of prior belief and full modeling uncertainty over the parameter ranges. As such, the Bayesian approach to estimation of parameters in the material balance equation shows utility for incorporation into reservoir engineering workflows.

Baseline analysis of the existing capacities and needs for capacity building for Marine Strategy Framework Directive implementation in the Celtic Seas sub-region.

This report evaluates the existing situation in the Celtic Seas sub-region and determines the current state of preparedness for transboundary management of marine ecosystems and MSFD implementation. Recommendations for capacity building are provided through the analysis of the existing conflicts and potential synergies between relevant policies, institutions and information resources for MSFD implementation across the region. This report strives to empower stakeholders through the provision of a sound baseline with accurate and up-to-date information on the current status of MSFD implementation, potential opportunities and suggested approaches for building capacities in their region and across the Celtic Seas. It is evident that there are a number of national marine planning processes currently underway and at different stages throughout the United Kingdom and the pre-planning context for MSP in Ireland. On a similar note, this evaluation of MSFD implementation progress to-date in the United Kingdom, Ireland and France highlights that each Member State has implemented the legal and procedural requirements of preparatory steps in differing manners and using different time scales. This variance across the sub-region has the potential to impact the achievement of GES by 2020 across the Celtic Seas.

EUSAAR size distribution analysis database

Two years of harmonized aerosol number size distribution data from 24 European field monitoring sites have been analysed. The results give a comprehensive overview of the European near surface aerosol particle number concentrations and number size distributions between 30 and 500 nm of dry particle diameter. Spatial and temporal distribution of aerosols in the particle sizes most important for climate applications are presented. We also analyse the annual, weekly and diurnal cycles of the aerosol number concentrations, provide log-normal fitting parameters for median number size distributions, and give guidance notes for data users. Emphasis is placed on the usability of results within the aerosol modelling community. We also show that the aerosol number concentrations of Aitken and accumulation mode particles (with 100 nm dry diameter as a cut-off between modes) are related, although there is significant variation in the ratios of the modal number concentrations. Different aerosol and station types are distinguished from this data and this methodology has potential for further categorization of stations aerosol number size distribution types. The European submicron aerosol was divided into characteristic types: Central European aerosol, characterized by single mode median size distributions, unimodal number concentration histograms and low variability in CCN-sized aerosol number concentrations; Nordic aerosol with low number concentrations, although showing pronounced seasonal variation of especially Aitken mode particles; Mountain sites (altitude over 1000 m a.s.l.) with a strong seasonal cycle in aerosol number concentrations, high variability, and very low median number concentrations. Southern and Western European regions had fewer stations, which decreases the regional coverage of these results. Aerosol number concentrations over the Britain and Ireland had very high variance and there are indications of mixed air masses from several source regions; the Mediterranean aerosol exhibit high seasonality, and a strong accumulation mode in the summer. The greatest concentrations were observed at the Ispra station in Northern Italy with high accumulation mode number concentrations in the winter. The aerosol number concentrations at the Arctic station Zeppelin in Ny-Ålesund in Svalbard have also a strong seasonal cycle, with greater concentrations of accumulation mode particles in winter, and dominating summer Aitken mode indicating more recently formed particles. Observed particles did not show any statistically significant regional work-week or weekday related variation in number concentrations studied. Analysis products are made for open-access to the research community, available in a freely accessible internet site. The results give to the modelling community a reliable, easy-to-use and freely available comparison dataset of aerosol size distributions.

A Minor Change?: A Case Study of Carleton Place's Integration of Minor Variance Procedures into Ontario's Development Permit System

The Development Permit System has been introduce with minimal directives for establishing a decision making process. This is in opposition to the long established process for minor variances and suggests that the Development Permit System does not necessarily incorporate all of Ontario’s fundamental planning principles. From this concept, the study aimed to identify how minor variances are incorporated into the Development Permit System. In order to examine this topic, the research was based around the following research questions: • How are ‘minor variance’ applications processed within the DPS? • To what extent do the four tests of a minor variance influence the outcomes of lower level applications in the DPS approval process? A case study approach was used for this research. The single-case design employed both qualitative and quantitative research methods including a review of academic literature, court cases, and official documents, as well as a content analysis of Class 1, 1A, and 2 Development Permit application files from the Town of Carleton Place that were decided between 2011 and 2015. Upon the completion of the content analysis, it was found that minor variance issues were most commonly assigned to Class 1 applications. Planning staff generally met approval timelines and embraced their delegated approval authority, readily attaching conditions to applications in order to mitigate off-site impacts. While staff met the regulatory requirements of the DPS, ‘minor variance’ applications were largely decided on impact alone, demonstrating that the principles established by the four tests, the defining quality of the minor variance approval process, had not transferred to the Development Permit System. Alternatively, there was some evidence that the development community has not fully adjusted to the requirements of the new approvals process, as some applications were supported using a rationale containing the four tests. Subsequently, a set of four recommendations were offered which reflect the main themes established by the findings. The first two recommendations are directed towards the Province, the third to municipalities and the fourth to developers and planning consultants: 1) Amend Ontario Regulation 608/06 so that provisions under Section 4(3)(e) fall under Section 4(2). 2) Change the rhetoric from “combining elements of minor variances” to “replacing minor variances”. 3) Establish clear evaluation criteria. 4) Understand the evaluative criteria of the municipality in which you are working.

Multivariate analysis of regional-scale geochemical data for environmental monitoring

A compositional multivariate approach is used to analyse regional scale soil geochemical data obtained as part of the Tellus Project generated by the Geological Survey Northern Ireland (GSNI). The multi-element total concentration data presented comprise XRF analyses of 6862 rural soil samples collected at 20cm depths on a non-aligned grid at one site per 2 km2. Censored data were imputed using published detection limits. Using these imputed values for 46 elements (including LOI), each soil sample site was assigned to the regional geology map provided by GSNI initially using the dominant lithology for the map polygon. Northern Ireland includes a diversity of geology representing a stratigraphic record from the Mesoproterozoic, up to and including the Palaeogene. However, the advance of ice sheets and their meltwaters over the last 100,000 years has left at least 80% of the bedrock covered by superficial deposits, including glacial till and post-glacial alluvium and peat. The question is to what extent the soil geochemistry reflects the underlying geology or superficial deposits. To address this, the geochemical data were transformed using centered log ratios (clr) to observe the requirements of compositional data analysis and avoid closure issues. Following this, compositional multivariate techniques including compositional Principal Component Analysis (PCA) and minimum/maximum autocorrelation factor (MAF) analysis method were used to determine the influence of underlying geology on the soil geochemistry signature. PCA showed that 72% of the variation was determined by the first four principal components (PC’s) implying “significant” structure in the data. Analysis of variance showed that only 10 PC’s were necessary to classify the soil geochemical data. To consider an improvement over PCA that uses the spatial relationships of the data, a classification based on MAF analysis was undertaken using the first 6 dominant factors. Understanding the relationship between soil geochemistry and superficial deposits is important for environmental monitoring of fragile ecosystems such as peat. To explore whether peat cover could be predicted from the classification, the lithology designation was adapted to include the presence of peat, based on GSNI superficial deposit polygons and linear discriminant analysis (LDA) undertaken. Prediction accuracy for LDA classification improved from 60.98% based on PCA using 10 principal components to 64.73% using MAF based on the 6 most dominant factors. The misclassification of peat may reflect degradation of peat covered areas since the creation of superficial deposit classification. Further work will examine the influence of underlying lithologies on elemental concentrations in peat composition and the effect of this in classification analysis.

Genome-wide association studies in oesophageal adenocarcinoma and Barrett's oesophagus: a large-scale meta-analysis

Background: Esophageal adenocarcinoma (EA) is one of the fastest rising cancers in western countries. Barrett’s Esophagus (BE) is the premalignant precursor of EA. However, only a subset of BE patients develop EA, which complicates the clinical management in the absence of valid predictors. Genetic risk factors for BE and EA are incompletely understood. This study aimed to identify novel genetic risk factors for BE and EA.Methods: Within an international consortium of groups involved in the genetics of BE/EA, we performed the first meta-analysis of all genome-wide association studies (GWAS) available, involving 6,167 BE patients, 4,112 EA patients, and 17,159 representative controls, all of European ancestry, genotyped on Illumina high-density SNP-arrays, collected from four separate studies within North America, Europe, and Australia. Meta-analysis was conducted using the fixed-effects inverse variance-weighting approach. We used the standard genome-wide significant threshold of 5×10-8 for this study. We also conducted an association analysis following reweighting of loci using an approach that investigates annotation enrichment among the genome-wide significant loci. The entire GWAS-data set was also analyzed using bioinformatics approaches including functional annotation databases as well as gene-based and pathway-based methods in order to identify pathophysiologically relevant cellular pathways.Findings: We identified eight new associated risk loci for BE and EA, within or near the CFTR (rs17451754, P=4·8×10-10), MSRA (rs17749155, P=5·2×10-10), BLK (rs10108511, P=2·1×10-9), KHDRBS2 (rs62423175, P=3·0×10-9), TPPP/CEP72 (rs9918259, P=3·2×10-9), TMOD1 (rs7852462, P=1·5×10-8), SATB2 (rs139606545, P=2·0×10-8), and HTR3C/ABCC5 genes (rs9823696, P=1·6×10-8). A further novel risk locus at LPA (rs12207195, posteriori probability=0·925) was identified after re-weighting using significantly enriched annotations. This study thereby doubled the number of known risk loci. The strongest disease pathways identified (P<10-6) belong to muscle cell differentiation and to mesenchyme development/differentiation, which fit with current pathophysiological BE/EA concepts. To our knowledge, this study identified for the first time an EA-specific association (rs9823696, P=1·6×10-8) near HTR3C/ABCC5 which is independent of BE development (P=0·45).Interpretation: The identified disease loci and pathways reveal new insights into the etiology of BE and EA. Furthermore, the EA-specific association at HTR3C/ABCC5 may constitute a novel genetic marker for the prediction of transition from BE to EA. Mutations in CFTR, one of the new risk loci identified in this study, cause cystic fibrosis (CF), the most common recessive disorder in Europeans. Gastroesophageal reflux (GER) belongs to the phenotypic CF-spectrum and represents the main risk factor for BE/EA. Thus, the CFTR locus may trigger a common GER-mediated pathophysiology.

A Video Analysis of Intra- and Inter-professional Leadership Behaviours Within “The Burns Suite”: Identifying Key Leadership Models

Objective Leadership is particularly important in complex highly interprofessional health care contexts involving a number of staff, some from the same specialty (intraprofessional), and others from different specialties (interprofessional). The authors recently published the concept of “The Burns Suite” (TBS) as a novel simulation tool to deliver interprofessional and teamwork training. It is unclear which leadership behaviors are the most important in an interprofessional burns resuscitation scenario, and whether they can be modeled on to current leadership theory. The purpose of this study was to perform a comprehensive video analysis of leadership behaviors within TBS. Methods A total of 3 burns resuscitation simulations within TBS were recorded. The video analysis was grounded-theory inspired. Using predefined criteria, actions/interactions deemed as leadership behaviors were identified. Using an inductive iterative process, 8 main leadership behaviors were identified. Cohen’s κ coefficient was used to measure inter-rater agreement and calculated as κ = 0.7 (substantial agreement). Each video was watched 4 times, focusing on 1 of the 4 team members per viewing (senior surgeon, senior nurse, trainee surgeon, and trainee nurse). The frequency and types of leadership behavior of each of the 4 team members were recorded. Statistical significance to assess any differences was assessed using analysis of variance, whereby a p < 0.05 was taken to be significant. Leadership behaviors were triangulated with verbal cues and actions from the videos. Results All 3 scenarios were successfully completed. The mean scenario length was 22 minutes. A total of 362 leadership behaviors were recorded from the 12 participants. The most evident leadership behaviors of all team members were adhering to guidelines (which effectively equates to following Advanced Trauma and Life Support/Emergency Management of Severe Burns resuscitation guidelines and hence “maintaining standards”), followed by making decisions. Although in terms of total frequency the senior surgeon engaged in more leadership behaviors compared with the entire team, statistically there was no significant difference between all 4 members within the 8 leadership categories. This analysis highlights that “distributed leadership” was predominant, whereby leadership was “distributed” or “shared” among team members. The leadership behaviors within TBS also seemed to fall in line with the “direction, alignment, and commitment” ontology. Conclusions Effective leadership is essential for successful functioning of work teams and accomplishment of task goals. As the resuscitation of a patient with major burns is a dynamic event, team leaders require flexibility in their leadership behaviors to effectively adapt to changing situations. Understanding leadership behaviors of different team members within an authentic simulation can identify important behaviors required to optimize nontechnical skills in a major resuscitation. Furthermore, attempting to map these behaviors on to leadership models can help further our understanding of leadership theory. Collectively this can aid the development of refined simulation scenarios for team members, and can be extrapolated into other areas of simulation-based team training and interprofessional education.

Multiphase flow in porous media: meta-modeling techniques for sensitivity analysis and risk assessment

One of the biggest challenges that contaminant hydrogeology is facing, is how to adequately address the uncertainty associated with model predictions. Uncertainty arise from multiple sources, such as: interpretative error, calibration accuracy, parameter sensitivity and variability. This critical issue needs to be properly addressed in order to support environmental decision-making processes. In this study, we perform Global Sensitivity Analysis (GSA) on a contaminant transport model for the assessment of hydrocarbon concentration in groundwater. We provide a quantification of the environmental impact and, given the incomplete knowledge of hydrogeological parameters, we evaluate which are the most influential, requiring greater accuracy in the calibration process. Parameters are treated as random variables and a variance-based GSA is performed in a optimized numerical Monte Carlo framework. The Sobol indices are adopted as sensitivity measures and they are computed by employing meta-models to characterize the migration process, while reducing the computational cost of the analysis. The proposed methodology allows us to: extend the number of Monte Carlo iterations, identify the influence of uncertain parameters and lead to considerable saving computational time obtaining an acceptable accuracy.

Asymptotic Change-Point Analysis of the Dependencies in Time Series

In recent papers, Wied and his coauthors have introduced change-point procedures to detect and estimate structural breaks in the correlation between time series. To prove the asymptotic distribution of the test statistic and stopping time as well as the change-point estimation rate, they use an extended functional Delta method and assume nearly constant expectations and variances of the time series. In this thesis, we allow asymptotically infinitely many structural breaks in the means and variances of the time series. For this setting, we present test statistics and stopping times which are used to determine whether or not the correlation between two time series is and stays constant, respectively. Additionally, we consider estimates for change-points in the correlations. The employed nonparametric statistics depend on the means and variances. These (nuisance) parameters are replaced by estimates in the course of this thesis. We avoid assuming a fixed form of these estimates but rather we use "blackbox" estimates, i.e. we derive results under assumptions that these estimates fulfill. These results are supplement with examples. This thesis is organized in seven sections. In Section 1, we motivate the issue and present the mathematical model. In Section 2, we consider a posteriori and sequential testing procedures, and investigate convergence rates for change-point estimation, always assuming that the means and the variances of the time series are known. In the following sections, the assumptions of known means and variances are relaxed. In Section 3, we present the assumptions for the mean and variance estimates that we will use for the mean in Section 4, for the variance in Section 5, and for both parameters in Section 6. Finally, in Section 7, a simulation study illustrates the finite sample behaviors of some testing procedures and estimates.