New Trends in Public Facility Location Modeling

The past four decades have witnessed an explosive growth in the field of networkbased facility location modeling. This is not at all surprising since location policy is one of the most profitable areas of applied systems analysis in regional science and ample theoretical and applied challenges are offered. Location-allocation models seek the location of facilities and/or services (e.g., schools, hospitals, and warehouses) so as to optimize one or several objectives generally related to the efficiency of the system or to the allocation of resources. This paper concerns the location of facilities or services in discrete space or networks, that are related to the public sector, such as emergency services (ambulances, fire stations, and police units), school systems and postal facilities. The paper is structured as follows: first, we will focus on public facility location models that use some type of coverage criterion, with special emphasis in emergency services. The second section will examine models based on the P-Median problem and some of the issues faced by planners when implementing this formulation in real world locational decisions. Finally, the last section will examine new trends in public sector facility location modeling.

Stoneley wave modeling in heterogeneous porous media with viscous pore fluids

We implemented Biot-type porous wave equations in a pseudo-spectral numerical modeling algorithm for the simulation of Stoneley waves in porous media. Fourier and Chebyshev methods are used to compute the spatial derivatives along the horizontal and vertical directions, respectively. To prevent from overly short time steps due to the small grid spacing at the top and bottom of the model as a consequence of the Chebyshev operator, the mesh is stretched in the vertical direction. As a large benefit, the Chebyshev operator allows for an explicit treatment of interfaces. Boundary conditions can be implemented with a characteristics approach. The characteristic variables are evaluated at zero viscosity. We use this approach to model seismic wave propagation at the interface between a fluid and a porous medium. Each medium is represented by a different mesh and the two meshes are connected through the above described characteristics domain-decomposition method. We show an experiment for sealed pore boundary conditions, where we first compare the numerical solution to an analytical solution. We then show the influence of heterogeneity and viscosity of the pore fluid on the propagation of the Stoneley wave and surface waves in general.

GeoKernels: Modeling of Spatial Data on GeoManifolds

This paper presents a review of methodology for semi-supervised modeling with kernel methods, when the manifold assumption is guaranteed to be satisfied. It concerns environmental data modeling on natural manifolds, such as complex topographies of the mountainous regions, where environmental processes are highly influenced by the relief. These relations, possibly regionalized and nonlinear, can be modeled from data with machine learning using the digital elevation models in semi-supervised kernel methods. The range of the tools and methodological issues discussed in the study includes feature selection and semisupervised Support Vector algorithms. The real case study devoted to data-driven modeling of meteorological fields illustrates the discussed approach.

Modeling of the TCR-MHC-peptide complex.

The methodology for generating a homology model of the T1 TCR-PbCS-K(d) class I major histocompatibility complex (MHC) class I complex is presented. The resulting model provides a qualitative explanation of the effect of over 50 different mutations in the region of the complementarity determining region (CDR) loops of the T cell receptor (TCR), the peptide and the MHC's alpha(1)/alpha(2) helices. The peptide is modified by an azido benzoic acid photoreactive group, which is part of the epitope recognized by the TCR. The construction of the model makes use of closely related homologs (the A6 TCR-Tax-HLA A2 complex, the 2C TCR, the 14.3.d TCR Vbeta chain, the 1934.4 TCR Valpha chain, and the H-2 K(b)-ovalbumine peptide), ab initio sampling of CDR loops conformations and experimental data to select from the set of possibilities. The model shows a complex arrangement of the CDR3alpha, CDR1beta, CDR2beta and CDR3beta loops that leads to the highly specific recognition of the photoreactive group. The protocol can be applied systematically to a series of related sequences, permitting the analysis at the structural level of the large TCR repertoire specific for a given peptide-MHC complex.

Aitchison Geometry for Probability and Likelihood as a new approach to mathematical statistics

The Aitchison vector space structure for the simplex is generalized to a Hilbert space structure A2(P) for distributions and likelihoods on arbitrary spaces. Centralnotations of statistics, such as Information or Likelihood, can be identified in the algebraical structure of A2(P) and their corresponding notions in compositional data analysis, such as Aitchison distance or centered log ratio transform.In this way very elaborated aspects of mathematical statistics can be understoodeasily in the light of a simple vector space structure and of compositional data analysis. E.g. combination of statistical information such as Bayesian updating,combination of likelihood and robust M-estimation functions are simple additions/perturbations in A2(Pprior). Weighting observations corresponds to a weightedaddition of the corresponding evidence.Likelihood based statistics for general exponential families turns out to have aparticularly easy interpretation in terms of A2(P). Regular exponential families formfinite dimensional linear subspaces of A2(P) and they correspond to finite dimensionalsubspaces formed by their posterior in the dual information space A2(Pprior).The Aitchison norm can identified with mean Fisher information. The closing constant itself is identified with a generalization of the cummulant function and shown to be Kullback Leiblers directed information. Fisher information is the local geometry of the manifold induced by the A2(P) derivative of the Kullback Leibler information and the space A2(P) can therefore be seen as the tangential geometry of statistical inference at the distribution P.The discussion of A2(P) valued random variables, such as estimation functionsor likelihoods, give a further interpretation of Fisher information as the expected squared norm of evidence and a scale free understanding of unbiased reasoning

A mathematical excursion: From the three-door problem to a Cantor-type perfect set

We start with a generalization of the well-known three-door problem:the n-door problem. The solution of this new problem leads us toa beautiful representation system for real numbers in (0,1] as alternated series, known in the literature as Pierce expansions. A closer look to Pierce expansions will take us to some metrical properties of sets defined through the Pierce expansions of its elements. Finally, these metrical properties will enable us to present 'strange' sets, similar to the classical Cantor set.

Modeling the forensic two-trace problem with Bayesian networks

The forensic two-trace problem is a perplexing inference problem introduced by Evett (J Forensic Sci Soc 27:375-381, 1987). Different possible ways of wording the competing pair of propositions (i.e., one proposition advanced by the prosecution and one proposition advanced by the defence) led to different quantifications of the value of the evidence (Meester and Sjerps in Biometrics 59:727-732, 2003). Here, we re-examine this scenario with the aim of clarifying the interrelationships that exist between the different solutions, and in this way, produce a global vision of the problem. We propose to investigate the different expressions for evaluating the value of the evidence by using a graphical approach, i.e. Bayesian networks, to model the rationale behind each of the proposed solutions and the assumptions made on the unknown parameters in this problem.

The daily market for funds in Europe: Mathematical appendix

This paper includes the derivations of the main expressions in the paper ``The Daily Market for Funds in Europe: Has Something Changed With the EMU?'' by G. Pérez Quirós and H. Rodríguez Mendizábal.

Further insights on the French WISC-IV factor structure through Bayesian structural equation modeling

The interpretation of the Wechsler Intelligence Scale for Children-Fourth Edition (WISC-IV) is based on a 4-factor model, which is only partially compatible with the mainstream Cattell-Horn-Carroll (CHC) model of intelligence measurement. The structure of cognitive batteries is frequently analyzed via exploratory factor analysis and/or confirmatory factor analysis. With classical confirmatory factor analysis, almost all crossloadings between latent variables and measures are fixed to zero in order to allow the model to be identified. However, inappropriate zero cross-loadings can contribute to poor model fit, distorted factors, and biased factor correlations; most important, they do not necessarily faithfully reflect theory. To deal with these methodological and theoretical limitations, we used a new statistical approach, Bayesian structural equation modeling (BSEM), among a sample of 249 French-speaking Swiss children (8-12 years). With BSEM, zero-fixed cross-loadings between latent variables and measures are replaced by approximate zeros, based on informative, small-variance priors. Results indicated that a direct hierarchical CHC-based model with 5 factors plus a general intelligence factor better represented the structure of the WISC-IV than did the 4-factor structure and the higher order models. Because a direct hierarchical CHC model was more adequate, it was concluded that the general factor should be considered as a breadth rather than a superordinate factor. Because it was possible for us to estimate the influence of each of the latent variables on the 15 subtest scores, BSEM allowed improvement of the understanding of the structure of intelligence tests and the clinical interpretation of the subtest scores.

Groundwater Availability Modeling: Lower Dakota Aquifer, 2008

This monthly report from the Iowa Department of Natural Resources is about the water quality management of Iowa's rivers, streams and lakes.

Molecular modeling study of the binding and signaling properties of the TCRpMHC complex

The activation of the specific immune response against tumor cells is based on the recognition by the CD8+ Cytotoxic Τ Lymphocytes (CTL), of antigenic peptides (p) presented at the surface of the cell by the class I major histocompatibility complex (MHC). The ability of the so-called T-Cell Receptors (TCR) to discriminate between self and non-self peptides constitutes the most important specific control mechanism against infected cells. The TCR/pMHC interaction has been the subject of much attention in cancer therapy since the design of the adoptive transfer approach, in which Τ lymphocytes presenting an interesting response against tumor cells are extracted from the patient, expanded in vitro, and reinfused after immunodepletion, possibly leading to cancer regression. In the last decade, major progress has been achieved by the introduction of engineered lypmhocytes. In the meantime, the understanding of the molecular aspects of the TCRpMHC interaction has become essential to guide in vitro and in vivo studies. In 1996, the determination of the first structure of a TCRpMHC complex by X-ray crystallography revealed the molecular basis of the interaction. Since then, molecular modeling techniques have taken advantage of crystal structures to study the conformational space of the complex, and understand the specificity of the recognition of the pMHC by the TCR. In the meantime, experimental techniques used to determine the sequences of TCR that bind to a pMHC complex have been used intensively, leading to the collection of large repertoires of TCR sequences that are specific for a given pMHC. There is a growing need for computational approaches capable of predicting the molecular interactions that occur upon TCR/pMHC binding without relying on the time consuming resolution of a crystal structure. This work presents new approaches to analyze the molecular principles that govern the recognition of the pMHC by the TCR and the subsequent activation of the T-cell. We first introduce TCRep 3D, a new method to model and study the structural properties of TCR repertoires, based on homology and ab initio modeling. We discuss the methodology in details, and demonstrate that it outperforms state of the art modeling methods in predicting relevant TCR conformations. Two successful applications of TCRep 3D that supported experimental studies on TCR repertoires are presented. Second, we present a rigid body study of TCRpMHC complexes that gives a fair insight on the TCR approach towards pMHC. We show that the binding mode of the TCR is correctly described by long-distance interactions. Finally, the last section is dedicated to a detailed analysis of an experimental hydrogen exchange study, which suggests that some regions of the constant domain of the TCR are subject to conformational changes upon binding to the pMHC. We propose a hypothesis of the structural signaling of TCR molecules leading to the activation of the T-cell. It is based on the analysis of correlated motions in the TCRpMHC structure. - L'activation de la réponse immunitaire spécifique dirigée contre les cellules tumorales est basée sur la reconnaissance par les Lymphocytes Τ Cytotoxiques (CTL), d'un peptide antigénique (p) présenté à la suface de la cellule par le complexe majeur d'histocompatibilité de classe I (MHC). La capacité des récepteurs des lymphocytes (TCR) à distinguer les peptides endogènes des peptides étrangers constitue le mécanisme de contrôle le plus important dirigé contre les cellules infectées. L'interaction entre le TCR et le pMHC est le sujet de beaucoup d'attention dans la thérapie du cancer, depuis la conception de la méthode de transfer adoptif: les lymphocytes capables d'une réponse importante contre les cellules tumorales sont extraits du patient, amplifiés in vitro, et réintroduits après immunosuppression. Il peut en résulter une régression du cancer. Ces dix dernières années, d'importants progrès ont été réalisés grâce à l'introduction de lymphocytes modifiés par génie génétique. En parallèle, la compréhension du TCRpMHC au niveau moléculaire est donc devenue essentielle pour soutenir les études in vitro et in vivo. En 1996, l'obtention de la première structure du complexe TCRpMHC à l'aide de la cristallographie par rayons X a révélé les bases moléculaires de l'interaction. Depuis lors, les techniques de modélisation moléculaire ont exploité les structures expérimentales pour comprendre la spécificité de la reconnaissance du pMHC par le TCR. Dans le même temps, de nouvelles techniques expérimentales permettant de déterminer la séquence de TCR spécifiques envers un pMHC donné, ont été largement exploitées. Ainsi, d'importants répertoires de TCR sont devenus disponibles, et il est plus que jamais nécessaire de développer des approches informatiques capables de prédire les interactions moléculaires qui ont lieu lors de la liaison du TCR au pMHC, et ce sans dépendre systématiquement de la résolution d'une structure cristalline. Ce mémoire présente une nouvelle approche pour analyser les principes moléculaires régissant la reconnaissance du pMHC par le TCR, et l'activation du lymphocyte qui en résulte. Dans un premier temps, nous présentons TCRep 3D, une nouvelle méthode basée sur les modélisations par homologie et ab initio, pour l'étude de propriétés structurales des répertoires de TCR. Le procédé est discuté en détails et comparé à des approches standard. Nous démontrons ainsi que TCRep 3D est le plus performant pour prédire des conformations pertinentes du TCR. Deux applications à des études expérimentales des répertoires TCR sont ensuite présentées. Dans la seconde partie de ce travail nous présentons une étude de complexes TCRpMHC qui donne un aperçu intéressant du mécanisme d'approche du pMHC par le TCR. Finalement, la dernière section se concentre sur l'analyse détaillée d'une étude expérimentale basée sur les échanges deuterium/hydrogène, dont les résultats révèlent que certaines régions clés du domaine constant du TCR sont sujettes à un changement conformationnel lors de la liaison au pMHC. Nous proposons une hypothèse pour la signalisation structurelle des TCR, menant à l'activation du lymphocyte. Celle-ci est basée sur l'analyse des mouvements corrélés observés dans la structure du TCRpMHC.

Resurgence of HIV infection among men who have sex with men in Switzerland: mathematical modelling study.

BACKGROUND: New HIV infections in men who have sex with men (MSM) have increased in Switzerland since 2000 despite combination antiretroviral therapy (cART). The objectives of this mathematical modelling study were: to describe the dynamics of the HIV epidemic in MSM in Switzerland using national data; to explore the effects of hypothetical prevention scenarios; and to conduct a multivariate sensitivity analysis. METHODOLOGY/PRINCIPAL FINDINGS: The model describes HIV transmission, progression and the effects of cART using differential equations. The model was fitted to Swiss HIV and AIDS surveillance data and twelve unknown parameters were estimated. Predicted numbers of diagnosed HIV infections and AIDS cases fitted the observed data well. By the end of 2010, an estimated 13.5% (95% CI 12.5, 14.6%) of all HIV-infected MSM were undiagnosed and accounted for 81.8% (95% CI 81.1, 82.4%) of new HIV infections. The transmission rate was at its lowest from 1995-1999, with a nadir of 46 incident HIV infections in 1999, but increased from 2000. The estimated number of new infections continued to increase to more than 250 in 2010, although the reproduction number was still below the epidemic threshold. Prevention scenarios included temporary reductions in risk behaviour, annual test and treat, and reduction in risk behaviour to levels observed earlier in the epidemic. These led to predicted reductions in new infections from 2 to 26% by 2020. Parameters related to disease progression and relative infectiousness at different HIV stages had the greatest influence on estimates of the net transmission rate. CONCLUSIONS/SIGNIFICANCE: The model outputs suggest that the increase in HIV transmission amongst MSM in Switzerland is the result of continuing risky sexual behaviour, particularly by those unaware of their infection status. Long term reductions in the incidence of HIV infection in MSM in Switzerland will require increased and sustained uptake of effective interventions.

On the relevance of modeling volatility for pricing purposes

This paper presents a two-factor (Vasicek-CIR) model of the term structure of interest rates and develops its pricing and empirical properties. We assume that default free discount bond prices are determined by the time to maturity and two factors, the long-term interest rate and the spread. Assuming a certain process for both factors, a general bond pricing equation is derived and a closed-form expression for bond prices is obtained. Empirical evidence of the model's performance in comparisson with a double Vasicek model is presented. The main conclusion is that the modeling of the volatility in the long-term rate process can help (in a large amount) to fit the observed data can improve - in a reasonable quantity - the prediction of the future movements in the medium- and long-term interest rates. However, for shorter maturities, it is shown that the pricing errors are, basically, negligible and it is not so clear which is the best model to be used.