A generalization of the optimal diagonal approximate inverse preconditioner

[EN ]The classical optimal (in the Frobenius sense) diagonal preconditioner for large sparse linear systems Ax = b is generalized and improved. The new proposed approximate inverse preconditioner N is based on the minimization of the Frobenius norm of the residual matrix AM − I, where M runs over a certain linear subspace of n × n real matrices, defined by a prescribed sparsity pattern. The number of nonzero entries of the n×n preconditioning matrix N is less than or equal to 2n, and n of them are selected as the optimal positions in each of the n columns of matrix N. All theoretical results are justified in detail…

Bayesian Analysis of Linear Inverse Problems with Applications in Economics and Finance

In my PhD thesis I propose a Bayesian nonparametric estimation method for structural econometric models where the functional parameter of interest describes the economic agent's behavior. The structural parameter is characterized as the solution of a functional equation, or by using more technical words, as the solution of an inverse problem that can be either ill-posed or well-posed. From a Bayesian point of view, the parameter of interest is a random function and the solution to the inference problem is the posterior distribution of this parameter. A regular version of the posterior distribution in functional spaces is characterized. However, the infinite dimension of the considered spaces causes a problem of non continuity of the solution and then a problem of inconsistency, from a frequentist point of view, of the posterior distribution (i.e. problem of ill-posedness). The contribution of this essay is to propose new methods to deal with this problem of ill-posedness. The first one consists in adopting a Tikhonov regularization scheme in the construction of the posterior distribution so that I end up with a new object that I call regularized posterior distribution and that I guess it is solution of the inverse problem. The second approach consists in specifying a prior distribution on the parameter of interest of the g-prior type. Then, I detect a class of models for which the prior distribution is able to correct for the ill-posedness also in infinite dimensional problems. I study asymptotic properties of these proposed solutions and I prove that, under some regularity condition satisfied by the true value of the parameter of interest, they are consistent in a "frequentist" sense. Once I have set the general theory, I apply my bayesian nonparametric methodology to different estimation problems. First, I apply this estimator to deconvolution and to hazard rate, density and regression estimation. Then, I consider the estimation of an Instrumental Regression that is useful in micro-econometrics when we have to deal with problems of endogeneity. Finally, I develop an application in finance: I get the bayesian estimator for the equilibrium asset pricing functional by using the Euler equation defined in the Lucas'(1978) tree-type models.

Design and Computation of Warped Time-Frequency Transforms

In this work we introduce an analytical approach for the frequency warping transform. Criteria for the design of operators based on arbitrary warping maps are provided and an algorithm carrying out a fast computation is defined. Such operators can be used to shape the tiling of time-frequency plane in a flexible way. Moreover, they are designed to be inverted by the application of their adjoint operator. According to the proposed mathematical model, the frequency warping transform is computed by considering two additive operators: the first one represents its nonuniform Fourier transform approximation and the second one suppresses aliasing. The first operator is known to be analytically characterized and fast computable by various interpolation approaches. A factorization of the second operator is found for arbitrary shaped non-smooth warping maps. By properly truncating the operators involved in the factorization, the computation turns out to be fast without compromising accuracy.

Multiple testing in spatial epidemiology: a Bayesian approach

In this work we aim to propose a new approach for preliminary epidemiological studies on Standardized Mortality Ratios (SMR) collected in many spatial regions. A preliminary study on SMRs aims to formulate hypotheses to be investigated via individual epidemiological studies that avoid bias carried on by aggregated analyses. Starting from collecting disease counts and calculating expected disease counts by means of reference population disease rates, in each area an SMR is derived as the MLE under the Poisson assumption on each observation. Such estimators have high standard errors in small areas, i.e. where the expected count is low either because of the low population underlying the area or the rarity of the disease under study. Disease mapping models and other techniques for screening disease rates among the map aiming to detect anomalies and possible high-risk areas have been proposed in literature according to the classic and the Bayesian paradigm. Our proposal is approaching this issue by a decision-oriented method, which focus on multiple testing control, without however leaving the preliminary study perspective that an analysis on SMR indicators is asked to. We implement the control of the FDR, a quantity largely used to address multiple comparisons problems in the eld of microarray data analysis but which is not usually employed in disease mapping. Controlling the FDR means providing an estimate of the FDR for a set of rejected null hypotheses. The small areas issue arises diculties in applying traditional methods for FDR estimation, that are usually based only on the p-values knowledge (Benjamini and Hochberg, 1995; Storey, 2003). Tests evaluated by a traditional p-value provide weak power in small areas, where the expected number of disease cases is small. Moreover tests cannot be assumed as independent when spatial correlation between SMRs is expected, neither they are identical distributed when population underlying the map is heterogeneous. The Bayesian paradigm oers a way to overcome the inappropriateness of p-values based methods. Another peculiarity of the present work is to propose a hierarchical full Bayesian model for FDR estimation in testing many null hypothesis of absence of risk.We will use concepts of Bayesian models for disease mapping, referring in particular to the Besag York and Mollié model (1991) often used in practice for its exible prior assumption on the risks distribution across regions. The borrowing of strength between prior and likelihood typical of a hierarchical Bayesian model takes the advantage of evaluating a singular test (i.e. a test in a singular area) by means of all observations in the map under study, rather than just by means of the singular observation. This allows to improve the power test in small areas and addressing more appropriately the spatial correlation issue that suggests that relative risks are closer in spatially contiguous regions. The proposed model aims to estimate the FDR by means of the MCMC estimated posterior probabilities b i's of the null hypothesis (absence of risk) for each area. An estimate of the expected FDR conditional on data (\FDR) can be calculated in any set of b i's relative to areas declared at high-risk (where thenull hypothesis is rejected) by averaging the b i's themselves. The\FDR can be used to provide an easy decision rule for selecting high-risk areas, i.e. selecting as many as possible areas such that the\FDR is non-lower than a prexed value; we call them\FDR based decision (or selection) rules. The sensitivity and specicity of such rule depend on the accuracy of the FDR estimate, the over-estimation of FDR causing a loss of power and the under-estimation of FDR producing a loss of specicity. Moreover, our model has the interesting feature of still being able to provide an estimate of relative risk values as in the Besag York and Mollié model (1991). A simulation study to evaluate the model performance in FDR estimation accuracy, sensitivity and specificity of the decision rule, and goodness of estimation of relative risks, was set up. We chose a real map from which we generated several spatial scenarios whose counts of disease vary according to the spatial correlation degree, the size areas, the number of areas where the null hypothesis is true and the risk level in the latter areas. In summarizing simulation results we will always consider the FDR estimation in sets constituted by all b i's selected lower than a threshold t. We will show graphs of the\FDR and the true FDR (known by simulation) plotted against a threshold t to assess the FDR estimation. Varying the threshold we can learn which FDR values can be accurately estimated by the practitioner willing to apply the model (by the closeness between\FDR and true FDR). By plotting the calculated sensitivity and specicity (both known by simulation) vs the\FDR we can check the sensitivity and specicity of the corresponding\FDR based decision rules. For investigating the over-smoothing level of relative risk estimates we will compare box-plots of such estimates in high-risk areas (known by simulation), obtained by both our model and the classic Besag York Mollié model. All the summary tools are worked out for all simulated scenarios (in total 54 scenarios). Results show that FDR is well estimated (in the worst case we get an overestimation, hence a conservative FDR control) in small areas, low risk levels and spatially correlated risks scenarios, that are our primary aims. In such scenarios we have good estimates of the FDR for all values less or equal than 0.10. The sensitivity of\FDR based decision rules is generally low but specicity is high. In such scenario the use of\FDR = 0:05 or\FDR = 0:10 based selection rule can be suggested. In cases where the number of true alternative hypotheses (number of true high-risk areas) is small, also FDR = 0:15 values are well estimated, and \FDR = 0:15 based decision rules gains power maintaining an high specicity. On the other hand, in non-small areas and non-small risk level scenarios the FDR is under-estimated unless for very small values of it (much lower than 0.05); this resulting in a loss of specicity of a\FDR = 0:05 based decision rule. In such scenario\FDR = 0:05 or, even worse,\FDR = 0:1 based decision rules cannot be suggested because the true FDR is actually much higher. As regards the relative risk estimation, our model achieves almost the same results of the classic Besag York Molliè model. For this reason, our model is interesting for its ability to perform both the estimation of relative risk values and the FDR control, except for non-small areas and large risk level scenarios. A case of study is nally presented to show how the method can be used in epidemiology.

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.

Computation of direction selectivity in retinal starburst amacrine cell dendrites – studied using electrophysiological recordings and two-photon imaging

Neuronal circuits in the retina analyze images according to qualitative aspects such as color or motion, before the information is transmitted to higher visual areas of the brain. One example, studied for over the last four decades, is the detection of motion direction in ‘direction selective’ neurons. Recently, the starburst amacrine cell, one type of retinal interneuron, has emerged as an essential player in the computation of direction selectivity. In this study the mechanisms underlying the computation of direction selective calcium signals in starburst cell dendrites were investigated using whole-cell electrical recordings and two-photon calcium imaging. Analysis of the somatic electrical responses to visual stimulation and pharmacological agents indicated that the directional signal (i) is not computed presynaptically to starburst cells or by inhibitory network interactions. It is thus computed via a cell-intrinsic mechanism, which (ii) depends upon the differential, i.e. direction selective, activation of voltage-gated channels. Optically measuring dendritic calcium signals as a function of somatic voltage suggests (iii) a difference in resting membrane potential between the starburst cell’s soma and its distal dendrites. In conclusion, it is proposed that the mechanism underlying direction selectivity in starburst cell dendrites relies on intrinsic properties of the cell, particularly on the interaction of spatio-temporally structured synaptic inputs with voltage-gated channels, and their differential activation due to a somato-dendritic difference in membrane potential.

Finite-element discretization of 3D energy-transport equations for semiconductors

In this thesis a mathematical model was derived that describes the charge and energy transport in semiconductor devices like transistors. Moreover, numerical simulations of these physical processes are performed. In order to accomplish this, methods of theoretical physics, functional analysis, numerical mathematics and computer programming are applied. After an introduction to the status quo of semiconductor device simulation methods and a brief review of historical facts up to now, the attention is shifted to the construction of a model, which serves as the basis of the subsequent derivations in the thesis. Thereby the starting point is an important equation of the theory of dilute gases. From this equation the model equations are derived and specified by means of a series expansion method. This is done in a multi-stage derivation process, which is mainly taken from a scientific paper and which does not constitute the focus of this thesis. In the following phase we specify the mathematical setting and make precise the model assumptions. Thereby we make use of methods of functional analysis. Since the equations we deal with are coupled, we are concerned with a nonstandard problem. In contrary, the theory of scalar elliptic equations is established meanwhile. Subsequently, we are preoccupied with the numerical discretization of the equations. A special finite-element method is used for the discretization. This special approach has to be done in order to make the numerical results appropriate for practical application. By a series of transformations from the discrete model we derive a system of algebraic equations that are eligible for numerical evaluation. Using self-made computer programs we solve the equations to get approximate solutions. These programs are based on new and specialized iteration procedures that are developed and thoroughly tested within the frame of this research work. Due to their importance and their novel status, they are explained and demonstrated in detail. We compare these new iterations with a standard method that is complemented by a feature to fit in the current context. A further innovation is the computation of solutions in three-dimensional domains, which are still rare. Special attention is paid to applicability of the 3D simulation tools. The programs are designed to have justifiable working complexity. The simulation results of some models of contemporary semiconductor devices are shown and detailed comments on the results are given. Eventually, we make a prospect on future development and enhancements of the models and of the algorithms that we used.

Exact computation of the adjacency graph of an arrangement of quadrics

Präsentiert wird ein vollständiger, exakter und effizienter Algorithmus zur Berechnung des Nachbarschaftsgraphen eines Arrangements von Quadriken (Algebraische Flächen vom Grad 2). Dies ist ein wichtiger Schritt auf dem Weg zur Berechnung des vollen 3D Arrangements. Dabei greifen wir auf eine bereits existierende Implementierung zur Berechnung der exakten Parametrisierung der Schnittkurve von zwei Quadriken zurück. Somit ist es möglich, die exakten Parameterwerte der Schnittpunkte zu bestimmen, diese entlang der Kurven zu sortieren und den Nachbarschaftsgraphen zu berechnen. Wir bezeichnen unsere Implementierung als vollständig, da sie auch die Behandlung aller Sonderfälle wie singulärer oder tangentialer Schnittpunkte einschließt. Sie ist exakt, da immer das mathematisch korrekte Ergebnis berechnet wird. Und schließlich bezeichnen wir unsere Implementierung als effizient, da sie im Vergleich mit dem einzigen bisher implementierten Ansatz gut abschneidet. Implementiert wurde unser Ansatz im Rahmen des Projektes EXACUS. Das zentrale Ziel von EXACUS ist es, einen Prototypen eines zuverlässigen und leistungsfähigen CAD Geometriekerns zu entwickeln. Obwohl wir das Design unserer Bibliothek als prototypisch bezeichnen, legen wir dennoch größten Wert auf Vollständigkeit, Exaktheit, Effizienz, Dokumentation und Wiederverwendbarkeit. Über den eigentlich Beitrag zu EXACUS hinaus, hatte der hier vorgestellte Ansatz durch seine besonderen Anforderungen auch wesentlichen Einfluss auf grundlegende Teile von EXACUS. Im Besonderen hat diese Arbeit zur generischen Unterstützung der Zahlentypen und der Verwendung modularer Methoden innerhalb von EXACUS beigetragen. Im Rahmen der derzeitigen Integration von EXACUS in CGAL wurden diese Teile bereits erfolgreich in ausgereifte CGAL Pakete weiterentwickelt.

Sviluppo di un approccio congiunto fuzzy-Bayesiano per l'analisi e la modellizzazione degli ecosistemi: applicazione ad ecosistemi marini costieri.

Nell’attuale contesto di aumento degli impatti antropici e di “Global Climate Change” emerge la necessità di comprenderne i possibili effetti di questi sugli ecosistemi inquadrati come fruitori di servizi e funzioni imprescindibili sui quali si basano intere tessiture economiche e sociali. Lo studio previsionale degli ecosistemi si scontra con l’elevata complessità di questi ultimi in luogo di una altrettanto elevata scarsità di osservazioni integrate. L’approccio modellistico appare il più adatto all’analisi delle dinamiche complesse degli ecosistemi ed alla contestualizzazione complessa di risultati sperimentali ed osservazioni empiriche. L’approccio riduzionista-deterministico solitamente utilizzato nell’implementazione di modelli non si è però sin qui dimostrato in grado di raggiungere i livelli di complessità più elevati all’interno della struttura eco sistemica. La componente che meglio descrive la complessità ecosistemica è quella biotica in virtù dell’elevata dipendenza dalle altre componenti e dalle loro interazioni. In questo lavoro di tesi viene proposto un approccio modellistico stocastico basato sull’utilizzo di un compilatore naive Bayes operante in ambiente fuzzy. L’utilizzo congiunto di logica fuzzy e approccio naive Bayes è utile al processa mento del livello di complessità e conseguentemente incertezza insito negli ecosistemi. I modelli generativi ottenuti, chiamati Fuzzy Bayesian Ecological Model(FBEM) appaiono in grado di modellizare gli stati eco sistemici in funzione dell’ elevato numero di interazioni che entrano in gioco nella determinazione degli stati degli ecosistemi. Modelli FBEM sono stati utilizzati per comprendere il rischio ambientale per habitat intertidale di spiagge sabbiose in caso di eventi di flooding costiero previsti nell’arco di tempo 2010-2100. L’applicazione è stata effettuata all’interno del progetto EU “Theseus” per il quale i modelli FBEM sono stati utilizzati anche per una simulazione a lungo termine e per il calcolo dei tipping point specifici dell’habitat secondo eventi di flooding di diversa intensità.

Volumenpackungen nach SAE J1100

We present new algorithms to approximate the discrete volume of a polyhedral geometry using boxes defined by the US standard SAE J1100. This problem is NP-hard and has its main application in the car design process. The algorithms produce maximum weighted independent sets on a so-called conflict graph for a discretisation of the geometry. We present a framework to eliminate a large portion of the vertices of a graph without affecting the quality of the optimal solution. Using this framework we are also able to define the conflict graph without the use of a discretisation. For the solution of the maximum weighted independent set problem we designed an enumeration scheme which uses the restrictions of the SAE J1100 standard for an efficient upper bound computation. We evaluate the packing algorithms according to the solution quality compared to manually derived results. Finally, we compare our enumeration scheme to several other exact algorithms in terms of their runtime. Grid-based packings either tend to be not tight or have intersections between boxes. We therefore present an algorithm which can compute box packings with arbitrary placements and fixed orientations. In this algorithm we make use of approximate Minkowski Sums, computed by uniting many axis-oriented equal boxes. We developed an algorithm which computes the union of equal axis-oriented boxes efficiently. This algorithm also maintains the Minkowski Sums throughout the packing process. We also extend these algorithms for packing arbitrary objects in fixed orientations.

Topologically correct intersection curves of tori and natural quadrics

This thesis provides efficient and robust algorithms for the computation of the intersection curve between a torus and a simple surface (e.g. a plane, a natural quadric or another torus), based on algebraic and numeric methods. The algebraic part includes the classification of the topological type of the intersection curve and the detection of degenerate situations like embedded conic sections and singularities. Moreover, reference points for each connected intersection curve component are determined. The required computations are realised efficiently by solving quartic polynomials at most and exactly by using exact arithmetic. The numeric part includes algorithms for the tracing of each intersection curve component, starting from the previously computed reference points. Using interval arithmetic, accidental incorrectness like jumping between branches or the skipping of parts are prevented. Furthermore, the environments of singularities are correctly treated. Our algorithms are complete in the sense that any kind of input can be handled including degenerate and singular configurations. They are verified, since the results are topologically correct and approximate the real intersection curve up to any arbitrary given error bound. The algorithms are robust, since no human intervention is required and they are efficient in the way that the treatment of algebraic equations of high degree is avoided.

Bayesian space-time data fusion for real-time forecasting and map uncertainty

Environmental computer models are deterministic models devoted to predict several environmental phenomena such as air pollution or meteorological events. Numerical model output is given in terms of averages over grid cells, usually at high spatial and temporal resolution. However, these outputs are often biased with unknown calibration and not equipped with any information about the associated uncertainty. Conversely, data collected at monitoring stations is more accurate since they essentially provide the true levels. Due the leading role played by numerical models, it now important to compare model output with observations. Statistical methods developed to combine numerical model output and station data are usually referred to as data fusion. In this work, we first combine ozone monitoring data with ozone predictions from the Eta-CMAQ air quality model in order to forecast real-time current 8-hour average ozone level defined as the average of the previous four hours, current hour, and predictions for the next three hours. We propose a Bayesian downscaler model based on first differences with a flexible coefficient structure and an efficient computational strategy to fit model parameters. Model validation for the eastern United States shows consequential improvement of our fully inferential approach compared with the current real-time forecasting system. Furthermore, we consider the introduction of temperature data from a weather forecast model into the downscaler, showing improved real-time ozone predictions. Finally, we introduce a hierarchical model to obtain spatially varying uncertainty associated with numerical model output. We show how we can learn about such uncertainty through suitable stochastic data fusion modeling using some external validation data. We illustrate our Bayesian model by providing the uncertainty map associated with a temperature output over the northeastern United States.

Evaluation of energy level to be absorbed by tractor ROPS: Actual Tests, Simulation and Computation

A highly dangerous situations for tractor driver is the lateral rollover in operating conditions. Several accidents, involving tractor rollover, have indeed been encountered, requiring the design of a robust Roll-Over Protective Structure (ROPS). The aim of the thesis was to evaluate tractor behaviour in the rollover phase so as to calculate the energy absorbed by the ROPS to ensure driver safety. A Mathematical Model representing the behaviour of a generic tractor during a lateral rollover, with the possibility of modifying the geometry, the inertia of the tractor and the environmental boundary conditions, is proposed. The purpose is to define a method allowing the prediction of the elasto-plastic behaviour of the subsequent impacts occurring in the rollover phase. A tyre impact model capable of analysing the influence of the wheels on the energy to be absorbed by the ROPS has been also developed. Different tractor design parameters affecting the rollover behaviour, such as mass and dimensions, have been considered. This permitted the evaluation of their influence on the amount of energy to be absorbed by the ROPS. The mathematical model was designed and calibrated with respect to the results of actual lateral upset tests carried out on a narrow-track tractor. The dynamic behaviour of the tractor and the energy absorbed by the ROPS, obtained from the actual tests, showed to match the results of the model developed. The proposed approach represents a valuable tool in understanding the dynamics (kinetic energy) and kinematics (position, velocity, angular velocity, etc.) of the tractor in the phases of lateral rollover and the factors mainly affecting the event. The prediction of the amount of energy to be absorbed in some cases of accident is possible with good accuracy. It can then help in designing protective structures or active security devices.