Employing Distances in Design-based Spatial Estimation

In the last couple of decades we assisted to a reappraisal of spatial design-based techniques. Usually the spatial information regarding the spatial location of the individuals of a population has been used to develop efficient sampling designs. This thesis aims at offering a new technique for both inference on individual values and global population values able to employ the spatial information available before sampling at estimation level by rewriting a deterministic interpolator under a design-based framework. The achieved point estimator of the individual values is treated both in the case of finite spatial populations and continuous spatial domains, while the theory on the estimator of the population global value covers the finite population case only. A fairly broad simulation study compares the results of the point estimator with the simple random sampling without replacement estimator in predictive form and the kriging, which is the benchmark technique for inference on spatial data. The Monte Carlo experiment is carried out on populations generated according to different superpopulation methods in order to manage different aspects of the spatial structure. The simulation outcomes point out that the proposed point estimator has almost the same behaviour as the kriging predictor regardless of the parameters adopted for generating the populations, especially for low sampling fractions. Moreover, the use of the spatial information improves substantially design-based spatial inference on individual values.

Statistical problems related to excitation threshold and reset value of membrane potentials

Die vorliegende Arbeit ist motiviert durch biologische Fragestellungen bezüglich des Verhaltens von Membranpotentialen in Neuronen. Ein vielfach betrachtetes Modell für spikende Neuronen ist das Folgende. Zwischen den Spikes verhält sich das Membranpotential wie ein Diffusionsprozess X der durch die SDGL dX_t= beta(X_t) dt+ sigma(X_t) dB_t gegeben ist, wobei (B_t) eine Standard-Brown'sche Bewegung bezeichnet. Spikes erklärt man wie folgt. Sobald das Potential X eine gewisse Exzitationsschwelle S überschreitet entsteht ein Spike. Danach wird das Potential wieder auf einen bestimmten Wert x_0 zurückgesetzt. In Anwendungen ist es manchmal möglich, einen Diffusionsprozess X zwischen den Spikes zu beobachten und die Koeffizienten der SDGL beta() und sigma() zu schätzen. Dennoch ist es nötig, die Schwellen x_0 und S zu bestimmen um das Modell festzulegen. Eine Möglichkeit, dieses Problem anzugehen, ist x_0 und S als Parameter eines statistischen Modells aufzufassen und diese zu schätzen. In der vorliegenden Arbeit werden vier verschiedene Fälle diskutiert, in denen wir jeweils annehmen, dass das Membranpotential X zwischen den Spikes eine Brown'sche Bewegung mit Drift, eine geometrische Brown'sche Bewegung, ein Ornstein-Uhlenbeck Prozess oder ein Cox-Ingersoll-Ross Prozess ist. Darüber hinaus beobachten wir die Zeiten zwischen aufeinander folgenden Spikes, die wir als iid Treffzeiten der Schwelle S von X gestartet in x_0 auffassen. Die ersten beiden Fälle ähneln sich sehr und man kann jeweils den Maximum-Likelihood-Schätzer explizit angeben. Darüber hinaus wird, unter Verwendung der LAN-Theorie, die Optimalität dieser Schätzer gezeigt. In den Fällen OU- und CIR-Prozess wählen wir eine Minimum-Distanz-Methode, die auf dem Vergleich von empirischer und wahrer Laplace-Transformation bezüglich einer Hilbertraumnorm beruht. Wir werden beweisen, dass alle Schätzer stark konsistent und asymptotisch normalverteilt sind. Im letzten Kapitel werden wir die Effizienz der Minimum-Distanz-Schätzer anhand simulierter Daten überprüfen. Ferner, werden Anwendungen auf reale Datensätze und deren Resultate ausführlich diskutiert.

Radar based improvements and diagnosis of the convective capabilities of the cosmo-2 model

In the last few years the resolution of numerical weather prediction (nwp) became higher and higher with the progresses of technology and knowledge. As a consequence, a great number of initial data became fundamental for a correct initialization of the models. The potential of radar observations has long been recognized for improving the initial conditions of high-resolution nwp models, while operational application becomes more frequent. The fact that many nwp centres have recently taken into operations convection-permitting forecast models, many of which assimilate radar data, emphasizes the need for an approach to providing quality information which is needed in order to avoid that radar errors degrade the model's initial conditions and, therefore, its forecasts. Environmental risks can can be related with various causes: meteorological, seismical, hydrological/hydraulic. Flash floods have horizontal dimension of 1-20 Km and can be inserted in mesoscale gamma subscale, this scale can be modeled only with nwp model with the highest resolution as the COSMO-2 model. One of the problems of modeling extreme convective events is related with the atmospheric initial conditions, in fact the scale dimension for the assimilation of atmospheric condition in an high resolution model is about 10 Km, a value too high for a correct representation of convection initial conditions. Assimilation of radar data with his resolution of about of Km every 5 or 10 minutes can be a solution for this problem. In this contribution a pragmatic and empirical approach to deriving a radar data quality description is proposed to be used in radar data assimilation and more specifically for the latent heat nudging (lhn) scheme. Later the the nvective capabilities of the cosmo-2 model are investigated through some case studies. Finally, this work shows some preliminary experiments of coupling of a high resolution meteorological model with an Hydrological one.

Constraint based methods for allocation and scheduling of periodic applications

This work presents exact algorithms for the Resource Allocation and Cyclic Scheduling Problems (RA&CSPs). Cyclic Scheduling Problems arise in a number of application areas, such as in hoist scheduling, mass production, compiler design (implementing scheduling loops on parallel architectures), software pipelining, and in embedded system design. The RA&CS problem concerns time and resource assignment to a set of activities, to be indefinitely repeated, subject to precedence and resource capacity constraints. In this work we present two constraint programming frameworks facing two different types of cyclic problems. In first instance, we consider the disjunctive RA&CSP, where the allocation problem considers unary resources. Instances are described through the Synchronous Data-flow (SDF) Model of Computation. The key problem of finding a maximum-throughput allocation and scheduling of Synchronous Data-Flow graphs onto a multi-core architecture is NP-hard and has been traditionally solved by means of heuristic (incomplete) algorithms. We propose an exact (complete) algorithm for the computation of a maximum-throughput mapping of applications specified as SDFG onto multi-core architectures. Results show that the approach can handle realistic instances in terms of size and complexity. Next, we tackle the Cyclic Resource-Constrained Scheduling Problem (i.e. CRCSP). We propose a Constraint Programming approach based on modular arithmetic: in particular, we introduce a modular precedence constraint and a global cumulative constraint along with their filtering algorithms. Many traditional approaches to cyclic scheduling operate by fixing the period value and then solving a linear problem in a generate-and-test fashion. Conversely, our technique is based on a non-linear model and tackles the problem as a whole: the period value is inferred from the scheduling decisions. The proposed approaches have been tested on a number of non-trivial synthetic instances and on a set of realistic industrial instances achieving good results on practical size problem.

Analysis and development of ecologically based approaches to coastal defense

Climate-change related impacts, notably coastal erosion, inundation and flooding from sea level rise and storms, will increase in the coming decades enhancing the risks for coastal populations. Further recourse to coastal armoring and other engineered defenses to address risk reduction will exacerbate threats to coastal ecosystems. Alternatively, protection services provided by healthy ecosystems is emerging as a key element in climate adaptation and disaster risk management. I examined two distinct approaches to coastal defense on the base of their ecological and ecosystem conservation values. First, I analyzed the role of coastal ecosystems in providing services for hazard risk reduction. The value in wave attenuation of coral reefs was quantitatively demonstrated using a meta-analysis approach. Results indicate that coral reefs can provide wave attenuation comparable to hard engineering artificial defenses and at lower costs. Conservation and restoration of existing coral reefs are cost-effective management options for disaster risk reduction. Second, I evaluated the possibility to enhance the ecological value of artificial coastal defense structures (CDS) as habitats for marine communities. I documented the suitability of CDS to support native, ecologically relevant, habitat-forming canopy algae exploring the feasibility of enhancing CDS ecological value by promoting the growth of desired species. Juveniles of Cystoseira barbata can be successfully transplanted at both natural and artificial habitats and not affected by lack of surrounding adult algal individuals nor by substratum orientation. Transplantation success was limited by biotic disturbance from macrograzers on CDS compared to natural habitats. Future work should explore the reasons behind the different ecological functioning of artificial and natural habitats unraveling the factors and mechanisms that cause it. The comprehension of the functioning of systems associated with artificial habitats is the key to allow environmental managers to identify proper mitigation options and to forecast the impact of alternative coastal development plans.

Toward a 3D in vitro model based on decellularized thymus to maintain adult thymic ephitelial cells functionality

During my PhD,I have been develop an innovative technique to reproduce in vitro the 3D thymic microenvironment, to be used for growth and differentiation of thymocytes, and possible transplantation replacement in conditions of depressed thymic immune regulation. The work has been developed in the laboratory of Tissue Engineering at the University Hospital in Basel, Switzerland, under the tutorship of Prof.Ivan Martin. Since a number of studies have suggested that the 3D structure of the thymic microenvironment might play a key role in regulating the survival and functional competence of thymocytes, I’ve focused my effort on the isolation and purification of the extracellular matrix of the mouse thymus. Specifically, based on the assumption that TEC can favour the differentiation of pre-T lymphocytes, I’ve developed a specific decellularization protocol to obtain the intact, DNA-free extracellular matrix of the adult mouse thymus. Two different protocols satisfied the main characteristics of a decellularized matrix, according to qualitative and quantitative assays. In particular, the quantity of DNA was less than 10% in absolute value, no positive staining for cells was found and the 3D structure and composition of the ECM were maintained. In addition, I was able to prove that the decellularized matrixes were not cytotoxic for the cells themselves, and were able to increase expression of MHC II antigens compared to control cells grown in standard conditions. I was able to prove that TECs grow and proliferate up to ten days on top the decellularized matrix. After a complete characterization of the culture system, these innovative natural scaffolds could be used to improve the standard culture conditions of TEC, to study in vitro the action of different factors on their differentiation genes, and to test the ability of TECs to induce in vitro maturation of seeded T lymphocytes.

Pricing in stochastic-local volatility models with default

In recent years is becoming increasingly important to handle credit risk. Credit risk is the risk associated with the possibility of bankruptcy. More precisely, if a derivative provides for a payment at cert time T but before that time the counterparty defaults, at maturity the payment cannot be effectively performed, so the owner of the contract loses it entirely or a part of it. It means that the payoff of the derivative, and consequently its price, depends on the underlying of the basic derivative and on the risk of bankruptcy of the counterparty. To value and to hedge credit risk in a consistent way, one needs to develop a quantitative model. We have studied analytical approximation formulas and numerical methods such as Monte Carlo method in order to calculate the price of a bond. We have illustrated how to obtain fast and accurate pricing approximations by expanding the drift and diffusion as a Taylor series and we have compared the second and third order approximation of the Bond and Call price with an accurate Monte Carlo simulation. We have analysed JDCEV model with constant or stochastic interest rate. We have provided numerical examples that illustrate the effectiveness and versatility of our methods. We have used Wolfram Mathematica and Matlab.

Efficient certification of feasibility and objective value of linear programs and its applications

The use of linear programming in various areas has increased with the significant improvement of specialized solvers. Linear programs are used as such to model practical problems, or as subroutines in algorithms such as formal proofs or branch-and-cut frameworks. In many situations a certified answer is needed, for example the guarantee that the linear program is feasible or infeasible, or a provably safe bound on its objective value. Most of the available solvers work with floating-point arithmetic and are thus subject to its shortcomings such as rounding errors or underflow, therefore they can deliver incorrect answers. While adequate for some applications, this is unacceptable for critical applications like flight controlling or nuclear plant management due to the potential catastrophic consequences. We propose a method that gives a certified answer whether a linear program is feasible or infeasible, or returns unknown'. The advantage of our method is that it is reasonably fast and rarely answers unknown'. It works by computing a safe solution that is in some way the best possible in the relative interior of the feasible set. To certify the relative interior, we employ exact arithmetic, whose use is nevertheless limited in general to critical places, allowing us to rnremain computationally efficient. Moreover, when certain conditions are fulfilled, our method is able to deliver a provable bound on the objective value of the linear program. We test our algorithm on typical benchmark sets and obtain higher rates of success compared to previous approaches for this problem, while keeping the running times acceptably small. The computed objective value bounds are in most of the cases very close to the known exact objective values. We prove the usability of the method we developed by additionally employing a variant of it in a different scenario, namely to improve the results of a Satisfiability Modulo Theories solver. Our method is used as a black box in the nodes of a branch-and-bound tree to implement conflict learning based on the certificate of infeasibility for linear programs consisting of subsets of linear constraints. The generated conflict clauses are in general small and give good rnprospects for reducing the search space. Compared to other methods we obtain significant improvements in the running time, especially on the large instances.

Flexibility and firm value: the role of inventories

In the present thesis I study the contribution to firm value of inventories management from a risk management perspective. I find a significant contribution of inventories to the value of risk management especially through the operating flexibility channel. In contrast, I do not find evidence supporting the view of inventories a reserve of liquidity. Inventories substitute, albeit not perfectly, derivatives or cash holdings. The substitution between hedging with derivatives and inventory is moderated by the correlation between cash flow and the underlying asset in the derivative contract. Hedge ratios increase with the effectiveness of derivatives. The decision to hedge with cash holdings or inventories is strongly influenced by the degree of complementarity between production factors and by cash flow volatility. In addition, I provide a risk management based explanation of the secular substitution between inventories and cash holdings documented, among others, in Bates et al. (2009), Journal of Finance. In a sample of U.S. firms between 1980 and 2006, I empirically confirm the negative relation between inventories and cash and provide evidence on the poor performance of investment cash flow sensitivities as a measure of financial constraints also in the case of inventories investment. This result can be explained by firms' scarce reliance on inventories as a reserve of liquidity. Finally, as an extension of my study, I contrast with empirical data the theoretical predictions of a model on the integrated management of inventories, trade credit and cash holdings.

Preparazione di una resina epossidica bio-based e studio delle relative proprietà

Epoxy resins are very diffused materials due to their high added value deriving from high mechanical proprieties and thermal resistance; for this reason they are widely used both as metallic coatings in aerospace and in food packaging. However, their preparation uses dangerous reagents like bisphenol A and epichlorohydrin respectively classified as suspected of causing damage to fertility and to be carcinogen. Therefore, to satisfy the ever-growing attention to environmental problems and human safeness, we are considering alternative “green” processes through the use of reagents obtained as by-products from other processes and mild experimental conditions, and also economically sustainable and attractive for industries. Following previous results, we carried out the reaction leading to the formation of diphenolic acid (DPA), its allylation and the following epoxidation of the double bonds, all in aqueous solvent. In a second step the obtained product were cross-linked at high temperature with and without the use of hardeners. Then, on the obtained resin, some tests were performed like release in aqueous solution, scratch test and DSC analysis.

Process-based modelling of lichens and bryophytes and their role in global biogeochemical cycles

This thesis presents a process-based modelling approach to quantify carbon uptake by lichens and bryophytes at the global scale. Based on the modelled carbon uptake, potential global rates of nitrogen fixation, phosphorus uptake and chemical weathering by the organisms are estimated. In this way, the significance of lichens and bryophytes for global biogeochemical cycles can be assessed. The model uses gridded climate data and key properties of the habitat (e.g. disturbance intervals) to predict processes which control net carbon uptake, namely photosynthesis, respiration, water uptake and evaporation. It relies on equations used in many dynamical vegetation models, which are combined with concepts specific to lichens and bryophytes, such as poikilohydry or the effect of water content on CO2 diffusivity. To incorporate the great functional variation of lichens and bryophytes at the global scale, the model parameters are characterised by broad ranges of possible values instead of a single, globally uniform value. The predicted terrestrial net uptake of 0.34 to 3.3 Gt / yr of carbon and global patterns of productivity are in accordance with empirically-derived estimates. Based on the simulated estimates of net carbon uptake, further impacts of lichens and bryophytes on biogeochemical cycles are quantified at the global scale. Thereby the focus is on three processes, namely nitrogen fixation, phosphorus uptake and chemical weathering. The presented estimates have the form of potential rates, which means that the amount of nitrogen and phosphorus is quantified which is needed by the organisms to build up biomass, also accounting for resorption and leaching of nutrients. Subsequently, the potential phosphorus uptake on bare ground is used to estimate chemical weathering by the organisms, assuming that they release weathering agents to obtain phosphorus. The predicted requirement for nitrogen ranges from 3.5 to 34 Tg / yr and for phosphorus it ranges from 0.46 to 4.6 Tg / yr. Estimates of chemical weathering are between 0.058 and 1.1 km³ / yr of rock. These values seem to have a realistic order of magnitude and they support the notion that lichens and bryophytes have the potential to play an important role for global biogeochemical cycles.

Orthogonal gamma-based expansions for volatility option prices under jump-diffusion dynamics

In my work I derive closed-form pricing formulas for volatility based options by suitably approximating the volatility process risk-neutral density function. I exploit and adapt the idea, which stands behind popular techniques already employed in the context of equity options such as Edgeworth and Gram-Charlier expansions, of approximating the underlying process as a sum of some particular polynomials weighted by a kernel, which is typically a Gaussian distribution. I propose instead a Gamma kernel to adapt the methodology to the context of volatility options. VIX vanilla options closed-form pricing formulas are derived and their accuracy is tested for the Heston model (1993) as well as for the jump-diffusion SVJJ model proposed by Duffie et al. (2000).

Synthesis, characterization and catalytic performances of ruthenium-based catalysts for the acceptorless dehydrogenative coupling of butanol

A growing interest towards new sources of energy has led in recent years to the development of a new generation of catalysts for alcohol dehydrogenative coupling (ADC). This green, atom-efficient reaction is capable of turning alcohol derivatives into higher value and chemically more attractive ester molecules, and it finds interesting applications in the transformation of the large variety of products deriving from biomass. In the present work, a new series of ruthenium-PNP pincer complexes are investigated for the transformation of 1-butanol, one of the most challenging substrates for this type of reactions, into butyl butyrate, a short-chain symmetrical ester widely used in flavor industries. Since the reaction kinetics depends on hydrogen diffusion, the study aimed at identifying proper reactor type and right catalyst concentration to avoid mass transfer interferences and to get dependable data. A comparison between catalytic activities and productivities has been made to establish the role of the different ligands bonded both to the PNP binder and to the ruthenium metal center, and hence to find the best catalyst for this type of reaction.

Value of the SYNTAX score for risk assessment in the all-comers population of the randomized multicenter LEADERS (Limus Eluted from A Durable versus ERodable Stent coating) trial

OBJECTIVES: We aimed to assess the predictive value of the SYNTAX score (SXscore) for major adverse cardiac events in the all-comers population of the LEADERS (Limus Eluted from A Durable versus ERodable Stent coating) trial. BACKGROUND: The SXscore has been shown to be an effective predictor of clinical outcomes in patients with multivessel disease undergoing percutaneous coronary intervention. METHODS: The SXscore was prospectively collected in 1,397 of the 1,707 patients enrolled in the LEADERS trial (patients after surgical revascularization were excluded). Post hoc analysis was performed by stratifying clinical outcomes at 1-year follow-up, according to 1 of 3 SXscore tertiles. RESULTS: The 1,397 patients were divided into tertiles based on the SXscore in the following fashion: SXscore8 and 16 (SXhigh) (n=461). At 1-year follow-up, there was a significantly lower number of patients with major cardiac event-free survival in the highest tertile of SXscore (SXlow=92.2%, SXmid=91.1%, and SXhigh=84.6%; p<0.001). Death occurred in 1.5% of SXlow patients, 2.1% of SXmid patients, and 5.6% of SXhigh patients (hazard ratio [HR]: 1.97, 95% confidence interval [CI]: 1.29 to 3.01; p=0.002). The myocardial infarction rate tended to be higher in the SXhigh group. Target vessel revascularization was 11.3% in the SXhigh group compared with 6.3% and 7.8% in the SXlow and SXmid groups, respectively (HR: 1.38, 95% CI: 1.1 to 1.75; p=0.006). Composite of cardiac death, myocardial infarction, and clinically indicated target vessel revascularization was 7.8%, 8.9%, and 15.4% in the SXlow, SXmid, and SXhigh groups, respectively (HR: 1.47, 95% CI: 1.19 to 1.81; p<0.001). CONCLUSIONS: The SXscore, when applied to an all-comers patient population treated with drug-eluting stents, may allow prospective risk stratification of patients undergoing percutaneous coronary intervention. (LEADERS Trial Limus Eluted From A Durable Versus ERodable Stent Coating; NCT00389220).

A Trustability Metric for Code Search based on Developer Karma

The promise of search-driven development is that developers will save time and resources by reusing external code in their local projects. To efficiently integrate this code, users must be able to trust it, thus trustability of code search results is just as important as their relevance. In this paper, we introduce a trustability metric to help users assess the quality of code search results and therefore ease the cost-benefit analysis they undertake trying to find suitable integration candidates. The proposed trustability metric incorporates both user votes and cross-project activity of developers to calculate a "karma" value for each developer. Through the karma value of all its developers a project is ranked on a trustability scale. We present JBENDER, a proof-of-concept code search engine which implements our trustability metric and we discuss preliminary results from an evaluation of the prototype.