Flexible regression models for functional neuroimaging

Current practice for analysing functional neuroimaging data is to average the brain signals recorded at multiple sensors or channels on the scalp over time across hundreds of trials or replicates to eliminate noise and enhance the underlying signal of interest. These studies recording brain signals non-invasively using functional neuroimaging techniques such as electroencephalography (EEG) and magnetoencephalography (MEG) generate complex, high dimensional and noisy data for many subjects at a number of replicates. Single replicate (or single trial) analysis of neuroimaging data have gained focus as they are advantageous to study the features of the signals at each replicate without averaging out important features in the data that the current methods employ. The research here is conducted to systematically develop flexible regression mixed models for single trial analysis of specific brain activities using examples from EEG and MEG to illustrate the models. This thesis follows three specific themes: i) artefact correction to estimate the `brain' signal which is of interest, ii) characterisation of the signals to reduce their dimensions, and iii) model fitting for single trials after accounting for variations between subjects and within subjects (between replicates). The models are developed to establish evidence of two specific neurological phenomena - entrainment of brain signals to an $\alpha$ band of frequencies (8-12Hz) and dipolar brain activation in the same $\alpha$ frequency band in an EEG experiment and a MEG study, respectively.

Econometric models in foreign exchange market

According to the significance of the econometric models in foreign exchange market, the purpose of this research is to give a closer examination on some important issues in this area. The research covers exchange rate pass-through into import prices, liquidity risk and expected returns in the currency market, and the common risk factors in currency markets. Firstly, with the significant of the exchange rate pass-through in financial economics, the first empirical chapter studies on the degree of exchange rate pass-through into import in emerging economies and developed countries in panel evidences for comparison covering the time period of 1970-2009. The pooled mean group estimation (PMGE) is used for the estimation to investigate the short run coefficients and error variance. In general, the results present that the import prices are affected positively, though incompletely, by the exchange rate. Secondly, the following study addresses the question whether there is a relationship between cross-sectional differences in foreign exchange returns and the sensitivities of the returns to fluctuations in liquidity, known as liquidity beta, by using a unique dataset of weekly order flow. Finally, the last study is in keeping with the study of Lustig, Roussanov and Verdelhan (2011), which shows that the large co-movement among exchange rates of different currencies can explain a risk-based view of exchange rate determination. The exploration on identifying a slope factor in exchange rate changes is brought up. The study initially constructs monthly portfolios of currencies, which are sorted on the basis of their forward discounts. The lowest interest rate currencies are contained in the first portfolio and the highest interest rate currencies are in the last. The results performs that portfolios with higher forward discounts incline to contain higher real interest rates in overall by considering the first portfolio and the last portfolio though the fluctuation occurs.

Investigating disease persistence in host vector systems: dengue as a case study

The investigation of pathogen persistence in vector-borne diseases is important in different ecological and epidemiological contexts. In this thesis, I have developed deterministic and stochastic models to help investigating the pathogen persistence in host-vector systems by using efficient modelling paradigms. A general introduction with aims and objectives of the studies conducted in the thesis are provided in Chapter 1. The mathematical treatment of models used in the thesis is provided in Chapter 2 where the models are found locally asymptotically stable. The models used in the rest of the thesis are based on either the same or similar mathematical structure studied in this chapter. After that, there are three different experiments that are conducted in this thesis to study the pathogen persistence. In Chapter 3, I characterize pathogen persistence in terms of the Critical Community Size (CCS) and find its relationship with the model parameters. In this study, the stochastic versions of two epidemiologically different host-vector models are used for estimating CCS. I note that the model parameters and their algebraic combination, in addition to the seroprevalence level of the host population, can be used to quantify CCS. The study undertaken in Chapter 4 is used to estimate pathogen persistence using both deterministic and stochastic versions of a model with seasonal birth rate of the vectors. Through stochastic simulations we investigate the pattern of epidemics after the introduction of an infectious individual at different times of the year. The results show that the disease dynamics are altered by the seasonal variation. The higher levels of pre-existing seroprevalence reduces the probability of invasion of dengue. In Chapter 5, I considered two alternate ways to represent the dynamics of a host-vector model. Both of the approximate models are investigated for the parameter regions where the approximation fails to hold. Moreover, three metrics are used to compare them with the Full model. In addition to the computational benefits, these approximations are used to investigate to what degree the inclusion of the vector population in the dynamics of the system is important. Finally, in Chapter 6, I present the summary of studies undertaken and possible extensions for the future work.

A path-based framework for analyzing large markov models

Reliability and dependability modeling can be employed during many stages of analysis of a computing system to gain insights into its critical behaviors. To provide useful results, realistic models of systems are often necessarily large and complex. Numerical analysis of these models presents a formidable challenge because the sizes of their state-space descriptions grow exponentially in proportion to the sizes of the models. On the other hand, simulation of the models requires analysis of many trajectories in order to compute statistically correct solutions. This dissertation presents a novel framework for performing both numerical analysis and simulation. The new numerical approach computes bounds on the solutions of transient measures in large continuous-time Markov chains (CTMCs). It extends existing path-based and uniformization-based methods by identifying sets of paths that are equivalent with respect to a reward measure and related to one another via a simple structural relationship. This relationship makes it possible for the approach to explore multiple paths at the same time,· thus significantly increasing the number of paths that can be explored in a given amount of time. Furthermore, the use of a structured representation for the state space and the direct computation of the desired reward measure (without ever storing the solution vector) allow it to analyze very large models using a very small amount of storage. Often, path-based techniques must compute many paths to obtain tight bounds. In addition to presenting the basic path-based approach, we also present algorithms for computing more paths and tighter bounds quickly. One resulting approach is based on the concept of path composition whereby precomputed subpaths are composed to compute the whole paths efficiently. Another approach is based on selecting important paths (among a set of many paths) for evaluation. Many path-based techniques suffer from having to evaluate many (unimportant) paths. Evaluating the important ones helps to compute tight bounds efficiently and quickly.