Modélisation incrémentale par méthode bayésienne

Les modèles incrémentaux sont des modèles statistiques qui ont été développés initialement dans le domaine du marketing. Ils sont composés de deux groupes, un groupe contrôle et un groupe traitement, tous deux comparés par rapport à une variable réponse binaire (le choix de réponses est « oui » ou « non »). Ces modèles ont pour but de détecter l’effet du traitement sur les individus à l’étude. Ces individus n’étant pas tous des clients, nous les appellerons : « prospects ». Cet effet peut être négatif, nul ou positif selon les caractéristiques des individus composants les différents groupes. Ce mémoire a pour objectif de comparer des modèles incrémentaux d’un point de vue bayésien et d’un point de vue fréquentiste. Les modèles incrémentaux utilisés en pratique sont ceux de Lo (2002) et de Lai (2004). Ils sont initialement réalisés d’un point de vue fréquentiste. Ainsi, dans ce mémoire, l’approche bayésienne est utilisée et comparée à l’approche fréquentiste. Les simulations sont e ectuées sur des données générées avec des régressions logistiques. Puis, les paramètres de ces régressions sont estimés avec des simulations Monte-Carlo dans l’approche bayésienne et comparés à ceux obtenus dans l’approche fréquentiste. L’estimation des paramètres a une influence directe sur la capacité du modèle à bien prédire l’effet du traitement sur les individus. Nous considérons l’utilisation de trois lois a priori pour l’estimation des paramètres de façon bayésienne. Elles sont choisies de manière à ce que les lois a priori soient non informatives. Les trois lois utilisées sont les suivantes : la loi bêta transformée, la loi Cauchy et la loi normale. Au cours de l’étude, nous remarquerons que les méthodes bayésiennes ont un réel impact positif sur le ciblage des individus composant les échantillons de petite taille.

Analysis of a stochastic SIR epidemic on a random network incorporating household structure

This paper is concerned with a stochastic SIR (susceptible-infective-removed) model for the spread of an epidemic amongst a population of individuals, with a random network of social contacts, that is also partitioned into households. The behaviour of the model as the population size tends to infinity in an appropriate fashion is investigated. A threshold parameter which determines whether or not an epidemic with few initial infectives can become established and lead to a major outbreak is obtained, as are the probability that a major outbreak occurs and the expected proportion of the population that are ultimately infected by such an outbreak, together with methods for calculating these quantities. Monte Carlo simulations demonstrate that these asymptotic quantities accurately reflect the behaviour of finite populations, even for only moderately sized finite populations. The model is compared and contrasted with related models previously studied in the literature. The effects of the amount of clustering present in the overall population structure and the infectious period distribution on the outcomes of the model are also explored.

Nature of the spin-glass phase in dense packings of Ising dipoles with random anisotropy axes

By Monte Carlo simulations, we study the character of the spinglass (SG) phase in dense disordered packings of magnetic nanoparticles (NPs). We focus on NPs which have large uniaxial anisotropies and can be well represented as Ising dipoles. Dipoles are placed on SC lattices and point along randomly oriented axes. From the behaviour of a SG correlation length we determine the transition temperature Tc between the paramagnetic and a SG phase. For temperatures well below Tc we find distributions of the SG overlap parameter q that are strongly sample-dependent and exhibit several spikes. We find that the average width of spikes, and the fraction of samples with spikes higher than a certain threshold does not vary appreciably with the system sizes studied. We compare these results with the ones found previously for 3D site-diluted systems of parallel Ising dipoles and with the behaviour of the Sherrington-Kirkpatrick model.

Comunidades zooplanctônicas como bioindicadoras da qualidade da água de quatro reservatórios da região semi-árida do Rio Grande do Norte

The response of zooplankton assemblages to variations in the water quality of four man-made lakes, caused by eutrophication and siltation, was investigated by means of canonical correspondence analysis. Monte Carlo simulations using the CCA eingenvalues as test statistics revealed that changes in zooplankton species composition along the environmental gradients of trophic state and abiogenic turbidity were highly significant. The species Brachionus calyciflorus, Thermocyclops sp. and Argyrodiaptomus sp. were good indicators of eutrophic conditions while the species Brachionus dolabratus, Keratella tropica and Hexarthra sp. were good indicators of high turbidity due to suspended sediments. The rotifer genus Brachionus was the most species-rich taxon, comprising five species which were associated with different environmental conditions. Therefore, we tested whether this genus alone could potentially be a better biological indicator of these environmental gradients than the entire zooplankton assemblages or any other random set of five species. The ordination results show that the five Brachionus species alone did not explain better the observed pattern of environmental variation than most random sets of five species. Therefore, this genus could not be selected as a target taxon for more intensive environmental monitoring as has been previously suggested by Attayde and Bozelli (1998). Overall, our results show that changes in the water quality of man-made lakes in a tropical semi-arid region have significant effects on the structure of zooplankton assemblages that can potentially affect the functioning of these ecosystems

Optimisation de l’extraction de lumière de scintillation dans les matrices de détecteurs pixellisés pour des applications en tomographie d’émission par positrons (TEP) et en tomodensitométrie (TDM)

Résumé : Les performances de détecteurs à scintillation, composés d’un cristal scintillateur couplé à un photodétecteur, dépendent de façon critique de l’efficacité de la collecte et de l’extraction des photons de scintillation du cristal vers le capteur. Dans les systèmes d’imagerie hautement pixellisés (e.g. TEP, TDM), les scintillateurs doivent être arrangés en matrices compactes avec des facteurs de forme défavorables pour le transport des photons, au détriment des performances du détecteur. Le but du projet est d’optimiser les performances de ces détecteurs pixels par l'identification des sources de pertes de lumière liées aux caractéristiques spectrales, spatiales et angulaires des photons de scintillation incidents sur les faces des scintillateurs. De telles informations acquises par simulation Monte Carlo permettent une pondération adéquate pour l'évaluation de gains atteignables par des méthodes de structuration du scintillateur visant à une extraction de lumière améliorée vers le photodétecteur. Un plan factoriel a permis d'évaluer la magnitude de paramètres affectant la collecte de lumière, notamment l'absorption des matériaux adhésifs assurant l'intégrité matricielle des cristaux ainsi que la performance optique de réflecteurs, tous deux ayant un impact considérable sur le rendement lumineux. D'ailleurs, un réflecteur abondamment utilisé en raison de ses performances optiques exceptionnelles a été caractérisé dans des conditions davantage réalistes par rapport à une immersion dans l'air, où sa réflectivité est toujours rapportée. Une importante perte de réflectivité lorsqu'il est inséré au sein de matrices de scintillateurs a été mise en évidence par simulations puis confirmée expérimentalement. Ceci explique donc les hauts taux de diaphonie observés en plus d'ouvrir la voie à des méthodes d'assemblage en matrices limitant ou tirant profit, selon les applications, de cette transparence insoupçonnée.

Distributed Large-scale Mixed-Integer Optimization with Application to Energy and Multi-robot Networks

Several decision and control tasks in cyber-physical networks can be formulated as large- scale optimization problems with coupling constraints. In these "constraint-coupled" problems, each agent is associated to a local decision variable, subject to individual constraints. This thesis explores the use of primal decomposition techniques to develop tailored distributed algorithms for this challenging set-up over graphs. We first develop a distributed scheme for convex problems over random time-varying graphs with non-uniform edge probabilities. The approach is then extended to unknown cost functions estimated online. Subsequently, we consider Mixed-Integer Linear Programs (MILPs), which are of great interest in smart grid control and cooperative robotics. We propose a distributed methodological framework to compute a feasible solution to the original MILP, with guaranteed suboptimality bounds, and extend it to general nonconvex problems. Monte Carlo simulations highlight that the approach represents a substantial breakthrough with respect to the state of the art, thus representing a valuable solution for new toolboxes addressing large-scale MILPs. We then propose a distributed Benders decomposition algorithm for asynchronous unreliable networks. The framework has been then used as starting point to develop distributed methodologies for a microgrid optimal control scenario. We develop an ad-hoc distributed strategy for a stochastic set-up with renewable energy sources, and show a case study with samples generated using Generative Adversarial Networks (GANs). We then introduce a software toolbox named ChoiRbot, based on the novel Robot Operating System 2, and show how it facilitates simulations and experiments in distributed multi-robot scenarios. Finally, we consider a Pickup-and-Delivery Vehicle Routing Problem for which we design a distributed method inspired to the approach of general MILPs, and show the efficacy through simulations and experiments in ChoiRbot with ground and aerial robots.

New indicators of star cluster dynamical evolution

This thesis presents a study of globular clusters (GCs), based on analysis of Monte Carlo simulations of globular clusters (GCs) with the aim to define new empirical parameters measurable from observations and able to trace the different phases of their dynamical evolution history. During their long term dynamical evolution, due to mass segregation and and dynamical friction, massive stars transfer kinetic energy to lower-mass objects, causing them to sink toward the cluster center. This continuous transfer of kinetic energy from the core to the outskirts triggers the runaway contraction of the core, known as "core collapse" (CC), followed by episodes of expansion and contraction called gravothermal oscillations. Clearly, such an internal dynamical evolution corresponds to significant variations also of the structure of the system. Determining the dynamical age of a cluster can be challenging as it depends on various internal and external properties. The traditional classification of GCs as CC or post-CC systems relies on detecting a steep power-law cusp in the central density profile, which may not always be reliable due to post-CC oscillations or other processes. In this thesis, based on the normalized cumulative radial distribution (nCRD) within a fraction of the half-mass radius is analyzed, and three diagnostics (A5, P5, and S2.5) are defined. These diagnostics show sensitivity to dynamical evolution and can distinguish pre-CC clusters from post-CC clusters.The analysis performed using multiple simulations with different initial conditions, including varying binary fractions and the presence of dark remnants showed the time variations of the diagnostics follow distinct patterns depending on the binary fraction and the retention or ejection of black holes. This analysis is extended to a larger set of simulations matching the observed properties of Galactic GCs, and the parameters show a potential to distinguish the dynamical stages of the observed clusters as well.

Stochastic gauges in quantum dynamics for many-body simulations

Quantum dynamics simulations can be improved using novel quasiprobability distributions based on non-orthogonal Hermitian kernel operators. This introduces arbitrary functions (gauges) into the stochastic equations. which can be used to tailor them for improved calculations. A possible application to full quantum dynamic simulations of BEC's is presented. (C) 2001 Elsevier Science B.V. All rights reserved.

Charge transport in disordered materials : simulations, theory, and numerical modeling of hopping transport and electron-hole recombination

Min avhandling behandlar hur oordnade material leder elektrisk ström. Bland materialen som studeras finns ledande polymerer, d.v.s. plaster som leder ström, och mer allmänt organiska halvledare. Av de här materialen har man kunnat bygga elektroniska komponenter, och man hoppas på att kunna trycka hela kretsar av organiska material. För de här tillämpningarna är det viktigt att förstå hur materialen själva leder elektrisk ström. Termen oordnade material syftar på material som saknar kristallstruktur. Oordningen gör att elektronernas tillstånd blir lokaliserade i rummet, så att en elektron i ett visst tillstånd är begränsad t.ex. till en molekyl eller ett segment av en polymer. Det här kan jämföras med kristallina material, där ett elektrontillstånd är utspritt över hela kristallen (men i stället har en väldefinierad rörelsemängd). Elektronerna (eller hålen) i det oordnade materialet kan röra sig genom att tunnelera mellan de lokaliserade tillstånden. Utgående från egenskaperna för den här tunneleringsprocessen, kan man bestämma transportegenskaperna för hela materialet. Det här är utgångspunkten för den så kallade hopptransportmodellen, som jag har använt mig av. Hopptransportmodellen innehåller flera drastiska förenklingar. Till exempel betraktas elektrontillstånden som punktformiga, så att tunneleringssannolikheten mellan två tillstånd endast beror på avståndet mellan dem, och inte på deras relativa orientation. En annan förenkling är att behandla det kvantmekaniska tunneleringsproblemet som en klassisk process, en slumpvandring. Trots de här grova approximationerna visar hopptransportmodellen ändå många av de fenomen som uppträder i de verkliga materialen som man vill modellera. Man kan kanske säga att hopptransportmodellen är den enklaste modell för oordnade material som fortfarande är intressant att studera. Man har inte hittat exakta analytiska lösningar för hopptransportmodellen, därför använder man approximationer och numeriska metoder, ofta i form av datorberäkningar. Vi har använt både analytiska metoder och numeriska beräkningar för att studera olika aspekter av hopptransportmodellen. En viktig del av artiklarna som min avhandling baserar sig på är att jämföra analytiska och numeriska resultat. Min andel av arbetet har främst varit att utveckla de numeriska metoderna och applicera dem på hopptransportmodellen. Därför fokuserar jag på den här delen av arbetet i avhandlingens introduktionsdel. Ett sätt att studera hopptransportmodellen numeriskt är att direkt utföra en slumpvandringsprocess med ett datorprogram. Genom att föra statisik över slumpvandringen kan man beräkna olika transportegenskaper i modellen. Det här är en så kallad Monte Carlo-metod, eftersom själva beräkningen är en slumpmässig process. I stället för att följa rörelsebanan för enskilda elektroner, kan man beräkna sannolikheten vid jämvikt för att hitta en elektron i olika tillstånd. Man ställer upp ett system av ekvationer, som relaterar sannolikheterna för att hitta elektronen i olika tillstånd i systemet med flödet, strömmen, mellan de olika tillstånden. Genom att lösa ekvationssystemet fås sannolikhetsfördelningen för elektronerna. Från sannolikhetsfördelningen kan sedan strömmen och materialets transportegenskaper beräknas. En aspekt av hopptransportmodellen som vi studerat är elektronernas diffusion, d.v.s. deras slumpmässiga rörelse. Om man betraktar en samling elektroner, så sprider den med tiden ut sig över ett större område. Det är känt att diffusionshastigheten beror av elfältet, så att elektronerna sprider sig fortare om de påverkas av ett elektriskt fält. Vi har undersökt den här processen, och visat att beteendet är väldigt olika i endimensionella system, jämfört med två- och tredimensionella. I två och tre dimensioner beror diffusionskoefficienten kvadratiskt av elfältet, medan beroendet i en dimension är linjärt. En annan aspekt vi studerat är negativ differentiell konduktivitet, d.v.s. att strömmen i ett material minskar då man ökar spänningen över det. Eftersom det här fenomenet har uppmätts i organiska minnesceller, ville vi undersöka om fenomenet också kan uppstå i hopptransportmodellen. Det visade sig att det i modellen finns två olika mekanismer som kan ge upphov till negativ differentiell konduktivitet. Dels kan elektronerna fastna i fällor, återvändsgränder i systemet, som är sådana att det är svårare att ta sig ur dem då elfältet är stort. Då kan elektronernas medelhastighet och därmed strömmen i materialet minska med ökande elfält. Elektrisk växelverkan mellan elektronerna kan också leda till samma beteende, genom en så kallad coulombblockad. En coulombblockad kan uppstå om antalet ledningselektroner i materialet ökar med ökande spänning. Elektronerna repellerar varandra och ett större antal elektroner kan leda till att transporten blir långsammare, d.v.s. att strömmen minskar.

Protein Folding Simulations: Confinement, External Fields and Sequence Design

The present Thesis looks at the problem of protein folding using Monte Carlo and Langevin simulations, three topics in protein folding have been studied: 1) the effect of confining potential barriers, 2) the effect of a static external field and 3) the design of amino acid sequences which fold in a short time and which have a stable native state (global minimum). Regarding the first topic, we studied the confinement of a small protein of 16 amino acids known as 1NJ0 (PDB code) which has a beta-sheet structure as a native state. The confinement of proteins occurs frequently in the cell environment. Some molecules called Chaperones, present in the cytoplasm, capture the unfolded proteins in their interior and avoid the formation of aggregates and misfolded proteins. This mechanism of confinement mediated by Chaperones is not yet well understood. In the present work we considered two kinds of potential barriers which try to mimic the confinement induced by a Chaperon molecule. The first kind of potential was a purely repulsive barrier whose only effect is to create a cavity where the protein folds up correctly. The second kind of potential was a barrier which includes both attractive and repulsive effects. We performed Wang-Landau simulations to calculate the thermodynamical properties of 1NJ0. From the free energy landscape plot we found that 1NJ0 has two intermediate states in the bulk (without confinement) which are clearly separated from the native and the unfolded states. For the case of the purely repulsive barrier we found that the intermediate states get closer to each other in the free energy landscape plot and eventually they collapse into a single intermediate state. The unfolded state is more compact, compared to that in the bulk, as the size of the barrier decreases. For an attractive barrier modifications of the states (native, unfolded and intermediates) are observed depending on the degree of attraction between the protein and the walls of the barrier. The strength of the attraction is measured by the parameter $\epsilon$. A purely repulsive barrier is obtained for $\epsilon=0$ and a purely attractive barrier for $\epsilon=1$. The states are changed slightly for magnitudes of the attraction up to $\epsilon=0.4$. The disappearance of the intermediate states of 1NJ0 is already observed for $\epsilon =0.6$. A very high attractive barrier ($\epsilon \sim 1.0$) produces a completely denatured state. In the second topic of this Thesis we dealt with the interaction of a protein with an external electric field. We demonstrated by means of computer simulations, specifically by using the Wang-Landau algorithm, that the folded, unfolded, and intermediate states can be modified by means of a field. We have found that an external field can induce several modifications in the thermodynamics of these states: for relatively low magnitudes of the field ($<2.06 \times 10^8$ V/m) no major changes in the states are observed. However, for higher magnitudes than ($6.19 \times 10^8$ V/m) one observes the appearance of a new native state which exhibits a helix-like structure. In contrast, the original native state is a $\beta$-sheet structure. In the new native state all the dipoles in the backbone structure are aligned parallel to the field. The design of amino acid sequences constitutes the third topic of the present work. We have tested the Rate of Convergence criterion proposed by D. Gridnev and M. Garcia ({\it work unpublished}). We applied it to the study of off-lattice models. The Rate of Convergence criterion is used to decide if a certain sequence will fold up correctly within a relatively short time. Before the present work, the common way to decide if a certain sequence was a good/bad folder was by performing the whole dynamics until the sequence got its native state (if it existed), or by studying the curvature of the potential energy surface. There are some difficulties in the last two approaches. In the first approach, performing the complete dynamics for hundreds of sequences is a rather challenging task because of the CPU time needed. In the second approach, calculating the curvature of the potential energy surface is possible only for very smooth surfaces. The Rate of Convergence criterion seems to avoid the previous difficulties. With this criterion one does not need to perform the complete dynamics to find the good and bad sequences. Also, the criterion does not depend on the kind of force field used and therefore it can be used even for very rugged energy surfaces.

Computer simulations of the structure of colloidal ferrofluids

The structure of a ferrofluid under the influence of an external magnetic field is expected to become anisotropic due to the alignment of the dipoles into the direction of the external field, and subsequently to the formation of particle chains due to the attractive head to tail orientations of the ferrofluid particles. Knowledge about the structure of a colloidal ferrofluid can be inferred from scattering data via the measurement of structure factors. We have used molecular-dynamics simulations to investigate the structure of both monodispersed and polydispersed ferrofluids. The results for the isotropic structure factor for monodispersed samples are similar to previous data by Camp and Patey that were obtained using an alternative Monte Carlo simulation technique, but in a different parameter region. Here we look in addition at bidispersed samples and compute the anisotropic structure factor by projecting the q vector onto the XY and XZ planes separately, when the magnetic field was applied along the z axis. We observe that the XY- plane structure factor as well as the pair distribution functions are quite different from those obtained for the XZ plane. Further, the two- dimensional structure factor patterns are investigated for both monodispersed and bidispersed samples under different conditions. In addition, we look at the scaling exponents of structure factors. Our results should be of value to interpret scattering data on ferrofluids obtained under the influence of an external field.

Optimised frequency grids for infrared radiative transfer simulations in cloudy conditions

This paper shows that radiometer channel radiances for cloudy atmospheric conditions can be simulated with an optimised frequency grid derived under clear-sky conditions. A new clear-sky optimised grid is derived for AVHRR channel 5 ð12 m m, 833 cm �1 Þ. For HIRS channel 11 ð7:33 m m, 1364 cm �1 Þ and AVHRR channel 5, radiative transfer simulations using an optimised frequency grid are compared with simulations using a reference grid, where the optimised grid has roughly 100–1000 times less frequencies than the full grid. The root mean square error between the optimised and the reference simulation is found to be less than 0.3 K for both comparisons, with the magnitude of the bias less than 0.03 K. The simulations have been carried out with the radiative transfer model Atmospheric Radiative Transfer Simulator (ARTS), version 2, using a backward Monte Carlo module for the treatment of clouds. With this module, the optimised simulations are more than 10 times faster than the reference simulations. Although the number of photons is the same, the smaller number of frequencies reduces the overhead for preparing the optical properties for each frequency. With deterministic scattering solvers, the relative decrease in runtime would be even more. The results allow for new radiative transfer applications, such as the development of new retrievals, because it becomes much quicker to carry out a large number of simulations. The conclusions are applicable to any downlooking infrared radiometer.

Theoretical studies of liquids by computer simulations: the water-acetone mixture.

Monte Carlo simulation results for pure liquid acetone and water-acetone mixtures calculated in the isothermal and isobaric (NPT) ensemble at T=298K and p=1.0atm are presented. The TIP4P model was used for water and optimized potential for liquid simulation (OPLS) force field parameters used for acetone. The results obtained for the average configurational energy as a function of the mole fraction are in good accord with experimental data. Energy partitioning and co-ordination numbers results calculated for equimolar water-acetone solution are compared to similar data obtained for other water-organic liquid mixtures. These results show an increase in water-water interaction energy and co-ordination numbers when the interaction between water and organic liquid molecules decrease. Distribution functions for pure liquid acetone and water-acetone mixtures are presented. Dipole-dipole angular correlation functions obtained for pure liquid acetone show a predominance of dimers with parallel alignment of dipole moments. Radial distribution functions from water-acetone interaction show characteristic features of hydrogen bonded liquids. Radial and angular distribution functions for water-water correlation calculated in pure water and in equimolar water-acetone mixture are compared, showing very similar features in both systems. (C) 1999 Elsevier B.V. B.V. All rights reserved.

Comparison of SRIM, MCNPX and GEANT simulations with experimental data for thick Al absorbers

Proton computerized tomography deals with relatively thick targets like the human head or trunk. In this case precise analytical calculation of the proton final energy is a rather complicated task, thus the Monte Carlo simulation stands out as a solution. We used the GEANT4.8.2 code to calculate the proton final energy spectra after passing a thick Al absorber and compared it with the same conditions of the experimental data. The ICRU49, Ziegler85 and Ziegler2000 models from the low energy extension pack were used. The results were also compared with the SRIM2008 and MCNPX2.4 simulations, and with solutions of the Boltzmann transport equation in the Fokker-Planck approximation. (C) 2009 Elsevier Ltd. All rights reserved.

Comparison of GEANT4 simulations with experimental data for thick al absorbers

Proton beams in medical applications deal with relatively thick targets like the human head or trunk. Therefore, relatively small differences in the total proton stopping power given, for example, by the different models provided by GEANT4 can lead to significant disagreements in the final proton energy spectra when integrated along lengthy proton trajectories. This work presents proton energy spectra obtained by GEANT4.8.2 simulations using ICRU49, Ziegler1985 and Ziegler2000 models for 19.68MeV protons passing through a number of Al absorbers with various thicknesses. The spectra were compared with the experimental data, with TRIM/SRIM2008 and MCNPX2.4.0 simulations, and with the Payne analytical solution for the transport equation in the Fokker-Plank approximation. It is shown that the MCNPX simulations reasonably reproduce well all experimental spectra. For the relatively thin targets all the methods give practically identical results but this is not the same for the thick absorbers. It should be noted that all the spectra were measured at the proton energies significantly above 2MeV, i.e., in the so-called Bethe-Bloch region. Therefore the observed disagreements in GEANT4 results, simulated with different models, are somewhat unexpected. Further studies are necessary for better understanding and definitive conclusions. © 2009 American Institute of Physics.