Contributions to the Theory of Optimal Tests

This paper considers tests which maximize the weighted average power (WAP). The focus is on determining WAP tests subject to an uncountable number of equalities and/or inequalities. The unifying theory allows us to obtain tests with correct size, similar tests, and unbiased tests, among others. A WAP test may be randomized and its characterization is not always possible. We show how to approximate the power of the optimal test by sequences of nonrandomized tests. Two alternative approximations are considered. The rst approach considers a sequence of similar tests for an increasing number of boundary conditions. This discretization allows us to implement the WAP tests in practice. The second method nds a sequence of tests which approximate the WAP test uniformly. This approximation allows us to show that WAP similar tests are admissible. The theoretical framework is readily applicable to several econometric models, including the important class of the curved-exponential family. In this paper, we consider the instrumental variable model with heteroskedastic and autocorrelated errors (HAC-IV) and the nearly integrated regressor model. In both models, we nd WAP similar and (locally) unbiased tests which dominate other available tests.

On theory multiple contraction

The one which is considered the standard model of theory change was presented in [AGM85] and is known as the AGM model. In particular, that paper introduced the class of partial meet contractions. In subsequent works several alternative constructive models for that same class of functions were presented, e.g.: safe/kernel contractions ([AM85, Han94]), system of spheres-based contractions ([Gro88]) and epistemic entrenchment-based contractions ([G ar88, GM88]). Besides, several generalizations of such model were investigated. In that regard we emphasise the presentation of models which accounted for contractions by sets of sentences rather than only by a single sentence, i.e. multiple contractions. However, until now, only two of the above mentioned models have been generalized in the sense of addressing the case of contractions by sets of sentences: The partial meet multiple contractions were presented in [Han89, FH94], while the kernel multiple contractions were introduced in [FSS03]. In this thesis we propose two new constructive models of multiple contraction functions, namely the system of spheres-based and the epistemic entrenchment-based multiple contractions which generalize the models of system of spheres-based and of epistemic entrenchment-based contractions, respectively, to the case of contractions (of theories) by sets of sentences. Furthermore, analogously to what is the case in what concerns the corresponding classes of contraction functions by one single sentence, those two classes are identical and constitute a subclass of the class of partial meet multiple contractions. Additionally, and as the rst step of the procedure that is here followed to obtain an adequate de nition for the system of spheres-based multiple contractions, we present a possible worlds semantics for the partial meet multiple contractions analogous to the one proposed in [Gro88] for the partial meet contractions (by one single sentence). Finally, we present yet an axiomatic characterization for the new class(es) of multiple contraction functions that are here introduced.

Applicability of the linear delta expansion for the lambda phi(4) field theory at finite temperature in the symmetric and broken phases

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

The theory of vibronic transitions in rare earth compounds

The theory of vibronic transitions in rare earth compounds is re-examined in the light of a more reliable representation for the ligand field Hamiltonian than the crude electrostatic model. General expressions that take into account the relevant contributions from the forced electric dipole and dynamic coupling mechanisms are derived for the vibronic intensity parameters. These include additional terms, from charge and polarizability gradients, which have not been considered in previous work. Emphasis is given to the relative signs of these various contributions. Under certain approximations these expressions may be conveniently written in terms of accessible ligand field parameters. A comparison with experimental values for the compounds Cs2NaEuCl6 and LiEuF4 is made and satisfactory agreement between theory and experiment is found. A discussion is given on the sensitivity of the calculated intensities to the values of radial integrals, interconfigurational energy differences and ligand field parameters that may be used. Finally, the problem in which a vibronic and an electronic level are in resonance, or near resonance, is analyzed. Suitable expressions to describe the effects of the even-rank components of the vibronic Hamiltonian are obtained. It is found that, depending on the strength of the vibronic interaction and the resonance conditions, the admixture between these two levels may lead to intensities of nearly equal values. © 1995.

The δ expansion and the principle of minimal sensitivity

The δ-expansion is a nonperturbative approach for field theoretic models which combines the techniques of perturbation theory and the variational principle. Different ways of implementing the principle of minimal sensitivity to the δ-expansion produce in general different results for observables. For illustration we use the Nambu-Jona-Lasinio model for chiral symmetry restoration at finite density and compare results with those obtained with the Hartree-Fock approximation.

High sensitivity low cost capacitive strain gage

This paper describes a high senstivity low cost capacitive strain gage sensor. The theory, design, and sensor construction details are presented. It consists of eight capacitive sensors connected in two full bridges. The capacitive strain gage sensor structure was designed in order to produce high sensitivity and low dependence with temperature. By using a simple signal conditioning circuit constituted by a differential amplifier, a band-pass filter, and a precision rectifier the device can measure forces with resolution of 0.009 N and precision of 98.7%. It is rugged, presents linear response, and good repeatability. It presents sensitivity of 8.7 V/N and fall time of 12 ms.

Sensitivity analysis for overload-relief in transmission lines using an implicitly coupled method (CRIC)

The restructuring of energy markets to provide free access to the networks and the consequent increase of the number of power transactions has been causing congestions in transmission systems. As consequence, the networks suffer overloads in a more frequent way. One parameter that has strong influence on transfer capability is the reactive power flow. A sensitivity analysis can be used to find the best solution to minimize the reactive power flows and relief, the overload in one transmission line. The proposed methodology consists on the computation of two sensitivities based on the use of the Lc matrix from CRIC (Constant Reactive Implicitly Coupled) power flow method, that provide a set of actions to reduce the reactive power flow and alleviate overloads in the lines: (a) sensitivity between reactive power flow in lines and reactive power injections in the buses, (b) sensitivity between reactive power flow in lines and transformer's taps. © 2006 IEEE.

A simpler prescription to calculate MHV amplitudes for gravitons at tree level in superstring theory

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Application of open string ?eld theory to the in?ationary scenario

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Parameter recovery for a skew-normal IRT model under a Bayesian approach: hierarchical framework, prior and kernel sensitivity and sample size

Item response theory (IRT) comprises a set of statistical models which are useful in many fields, especially when there is an interest in studying latent variables (or latent traits). Usually such latent traits are assumed to be random variables and a convenient distribution is assigned to them. A very common choice for such a distribution has been the standard normal. Recently, Azevedo et al. [Bayesian inference for a skew-normal IRT model under the centred parameterization, Comput. Stat. Data Anal. 55 (2011), pp. 353-365] proposed a skew-normal distribution under the centred parameterization (SNCP) as had been studied in [R. B. Arellano-Valle and A. Azzalini, The centred parametrization for the multivariate skew-normal distribution, J. Multivariate Anal. 99(7) (2008), pp. 1362-1382], to model the latent trait distribution. This approach allows one to represent any asymmetric behaviour concerning the latent trait distribution. Also, they developed a Metropolis-Hastings within the Gibbs sampling (MHWGS) algorithm based on the density of the SNCP. They showed that the algorithm recovers all parameters properly. Their results indicated that, in the presence of asymmetry, the proposed model and the estimation algorithm perform better than the usual model and estimation methods. Our main goal in this paper is to propose another type of MHWGS algorithm based on a stochastic representation (hierarchical structure) of the SNCP studied in [N. Henze, A probabilistic representation of the skew-normal distribution, Scand. J. Statist. 13 (1986), pp. 271-275]. Our algorithm has only one Metropolis-Hastings step, in opposition to the algorithm developed by Azevedo et al., which has two such steps. This not only makes the implementation easier but also reduces the number of proposal densities to be used, which can be a problem in the implementation of MHWGS algorithms, as can be seen in [R.J. Patz and B.W. Junker, A straightforward approach to Markov Chain Monte Carlo methods for item response models, J. Educ. Behav. Stat. 24(2) (1999), pp. 146-178; R. J. Patz and B. W. Junker, The applications and extensions of MCMC in IRT: Multiple item types, missing data, and rated responses, J. Educ. Behav. Stat. 24(4) (1999), pp. 342-366; A. Gelman, G.O. Roberts, and W.R. Gilks, Efficient Metropolis jumping rules, Bayesian Stat. 5 (1996), pp. 599-607]. Moreover, we consider a modified beta prior (which generalizes the one considered in [3]) and a Jeffreys prior for the asymmetry parameter. Furthermore, we study the sensitivity of such priors as well as the use of different kernel densities for this parameter. Finally, we assess the impact of the number of examinees, number of items and the asymmetry level on the parameter recovery. Results of the simulation study indicated that our approach performed equally as well as that in [3], in terms of parameter recovery, mainly using the Jeffreys prior. Also, they indicated that the asymmetry level has the highest impact on parameter recovery, even though it is relatively small. A real data analysis is considered jointly with the development of model fitting assessment tools. The results are compared with the ones obtained by Azevedo et al. The results indicate that using the hierarchical approach allows us to implement MCMC algorithms more easily, it facilitates diagnosis of the convergence and also it can be very useful to fit more complex skew IRT models.

Chiroptical properties of bioactive molecules: sensitivity to conformation and solvation

Chiroptical spectroscopies play a fundamental role in pharmaceutical analysis for the stereochemical characterisation of bioactive molecules, due to the close relationship between chirality and optical activity and the increasing evidence of stereoselectivity in the pharmacological and toxicological profiles of chiral drugs. The correlation between chiroptical properties and absolute stereochemistry, however, requires the development of accurate and reliable theoretical models. The present thesis will report the application of theoretical chiroptical spectroscopies in the field of drug analysis, with particular emphasis on the huge influence of conformational flexibility and solvation on chiroptical properties and on the main computational strategies available to describe their effects by means of electronic circular dichroism (ECD) spectroscopy and time-dependent density functional theory (TD-DFT) calculations. The combination of experimental chiroptical spectroscopies with state-of-the-art computational methods proved to be very efficient at predicting the absolute configuration of a wide range of bioactive molecules (fluorinated 2-arylpropionic acids, β-lactam derivatives, difenoconazole, fenoterol, mycoleptones, austdiol). The results obtained for the investigated systems showed that great care must be taken in describing the molecular system in the most accurate fashion, since chiroptical properties are very sensitive to small electronic and conformational perturbations. In the future, the improvement of theoretical models and methods, such as ab initio molecular dynamics, will benefit pharmaceutical analysis in the investigation of non-trivial effects on the chiroptical properties of solvated systems and in the characterisation of the stereochemistry of complex chiral drugs.

Total internal reflection fluorescence cross-correlation spectroscopy: theory and application for studying boundary slip phenomenon

I present a new experimental method called Total Internal Reflection Fluorescence Cross-Correlation Spectroscopy (TIR-FCCS). It is a method that can probe hydrodynamic flows near solid surfaces, on length scales of tens of nanometres. Fluorescent tracers flowing with the liquid are excited by evanescent light, produced by epi-illumination through the periphery of a high NA oil-immersion objective. Due to the fast decay of the evanescent wave, fluorescence only occurs for tracers in the ~100 nm proximity of the surface, thus resulting in very high normal resolution. The time-resolved fluorescence intensity signals from two laterally shifted (in flow direction) observation volumes, created by two confocal pinholes are independently measured and recorded. The cross-correlation of these signals provides important information for the tracers’ motion and thus their flow velocity. Due to the high sensitivity of the method, fluorescent species with different size, down to single dye molecules can be used as tracers. The aim of my work was to build an experimental setup for TIR-FCCS and use it to experimentally measure the shear rate and slip length of water flowing on hydrophilic and hydrophobic surfaces. However, in order to extract these parameters from the measured correlation curves a quantitative data analysis is needed. This is not straightforward task due to the complexity of the problem, which makes the derivation of analytical expressions for the correlation functions needed to fit the experimental data, impossible. Therefore in order to process and interpret the experimental results I also describe a new numerical method of data analysis of the acquired auto- and cross-correlation curves – Brownian Dynamics techniques are used to produce simulated auto- and cross-correlation functions and to fit the corresponding experimental data. I show how to combine detailed and fairly realistic theoretical modelling of the phenomena with accurate measurements of the correlation functions, in order to establish a fully quantitative method to retrieve the flow properties from the experiments. An importance-sampling Monte Carlo procedure is employed in order to fit the experiments. This provides the optimum parameter values together with their statistical error bars. The approach is well suited for both modern desktop PC machines and massively parallel computers. The latter allows making the data analysis within short computing times. I applied this method to study flow of aqueous electrolyte solution near smooth hydrophilic and hydrophobic surfaces. Generally on hydrophilic surface slip is not expected, while on hydrophobic surface some slippage may exists. Our results show that on both hydrophilic and moderately hydrophobic (contact angle ~85°) surfaces the slip length is ~10-15nm or lower, and within the limitations of the experiments and the model, indistinguishable from zero.

Enhancing Sensitivity In Natural Product Nmr: Exploring Optimal Non-Uniform Sampling

Recent optimizations of NMR spectroscopy have focused their attention on innovations in new hardware, such as novel probes and higher field strengths. Only recently has the potential to enhance the sensitivity of NMR through data acquisition strategies been investigated. This thesis has focused on the practice of enhancing the signal-to-noise ratio (SNR) of NMR using non-uniform sampling (NUS). After first establishing the concept and exact theory of compounding sensitivity enhancements in multiple non-uniformly sampled indirect dimensions, a new result was derived that NUS enhances both SNR and resolution at any given signal evolution time. In contrast, uniform sampling alternately optimizes SNR (t < 1.26T2) or resolution (t~3T2), each at the expense of the other. Experiments were designed and conducted on a plant natural product to explore this behavior of NUS in which the SNR and resolution continue to improve as acquisition time increases. Possible absolute sensitivity improvements of 1.5 and 1.9 are possible in each indirect dimension for matched and 2x biased exponentially decaying sampling densities, respectively, at an acquisition time of ¿T2. Recommendations for breaking into the linear regime of maximum entropy (MaxEnt) are proposed. Furthermore, examination into a novel sinusoidal sampling density resulted in improved line shapes in MaxEnt reconstructions of NUS data and comparable enhancement to a matched exponential sampling density. The Absolute Sample Sensitivity derived and demonstrated here for NUS holds great promise in expanding the adoption of non-uniform sampling.

Performance Tuning Non-Uniform Sampling for Sensitivity Enhancement of Signal-Limited Biological NMR

Non-uniform sampling (NUS) has been established as a route to obtaining true sensitivity enhancements when recording indirect dimensions of decaying signals in the same total experimental time as traditional uniform incrementation of the indirect evolution period. Theory and experiments have shown that NUS can yield up to two-fold improvements in the intrinsic signal-to-noise ratio (SNR) of each dimension, while even conservative protocols can yield 20-40 % improvements in the intrinsic SNR of NMR data. Applications of biological NMR that can benefit from these improvements are emerging, and in this work we develop some practical aspects of applying NUS nD-NMR to studies that approach the traditional detection limit of nD-NMR spectroscopy. Conditions for obtaining high NUS sensitivity enhancements are considered here in the context of enabling H-1,N-15-HSQC experiments on natural abundance protein samples and H-1,C-13-HMBC experiments on a challenging natural product. Through systematic studies we arrive at more precise guidelines to contrast sensitivity enhancements with reduced line shape constraints, and report an alternative sampling density based on a quarter-wave sinusoidal distribution that returns the highest fidelity we have seen to date in line shapes obtained by maximum entropy processing of non-uniformly sampled data.

Experimental results on gravity driven fully condensing flows in vertical tubes, their agreement with theory, and their differences with shear driven flows' boundary-condition sensitivities

This doctoral thesis presents the experimental results along with a suitable synthesis with computational/theoretical results towards development of a reliable heat transfer correlation for a specific annular condensation flow regime inside a vertical tube. For fully condensing flows of pure vapor (FC-72) inside a vertical cylindrical tube of 6.6 mm diameter and 0.7 m length, the experimental measurements are shown to yield values of average heat transfer co-efficient, and approximate length of full condensation. The experimental conditions cover: mass flux G over a range of 2.9 kg/m2-s ≤ G ≤ 87.7 kg/m2-s, temperature difference ∆T (saturation temperature at the inlet pressure minus the mean condensing surface temperature) of 5 ºC to 45 ºC, and cases for which the length of full condensation xFC is in the range of 0 < xFC < 0.7 m. The range of flow conditions over which there is good agreement (within 15%) with the theory and its modeling assumptions has been identified. Additionally, the ranges of flow conditions for which there are significant discrepancies (between 15 -30% and greater than 30%) with theory have also been identified. The paper also refers to a brief set of key experimental results with regard to sensitivity of the flow to time-varying or quasi-steady (i.e. steady in the mean) impositions of pressure at both the inlet and the outlet. The experimental results support the updated theoretical/computational results that gravity dominated condensing flows do not allow such elliptic impositions.