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Méthodes de Monte Carlo EM et approximations particulaires : Application à la calibration d'un modèle de volatilité stochastique.09 December 2013 (has links) (PDF)
Ce travail de thèse poursuit une perspective double dans l'usage conjoint des méthodes de Monte Carlo séquentielles (MMS) et de l'algorithme Espérance-Maximisation (EM) dans le cadre des modèles de Markov cachés présentant une structure de dépendance markovienne d'ordre supérieur à 1 au niveau de la composante inobservée. Tout d'abord, nous commençons par un exposé succinct de l'assise théorique des deux concepts statistiques à travers les chapitres 1 et 2 qui leurs sont consacrés. Dans un second temps, nous nous intéressons à la mise en pratique simultanée des deux concepts au chapitre 3 et ce dans le cadre usuel où la structure de dépendance est d'ordre 1. L'apport des méthodes MMS dans ce travail réside dans leur capacité à approximer efficacement des fonctionnelles conditionnelles bornées, notamment des quantités de filtrage et de lissage dans un cadre non linéaire et non gaussien. Quant à l'algorithme EM, il est motivé par la présence à la fois de variables observables et inobservables (ou partiellement observées) dans les modèles de Markov Cachés et singulièrement les mdèles de volatilité stochastique étudié. Après avoir présenté aussi bien l'algorithme EM que les méthodes MCs ainsi que quelques unes de leurs propriétés dans les chapitres 1 et 2 respectivement, nous illustrons ces deux outils statistiques au travers de la calibration d'un modèle de volatilité stochastique. Cette application est effectuée pour des taux change ainsi que pour quelques indices boursiers au chapitre 3. Nous concluons ce chapitre sur un léger écart du modèle de volatilité stochastique canonique utilisé ainsi que des simulations de Monte Carlo portant sur le modèle résultant. Enfin, nous nous efforçons dans les chapitres 4 et 5 à fournir les assises théoriques et pratiques de l'extension des méthodes Monte Carlo séquentielles notamment le filtrage et le lissage particulaire lorsque la structure markovienne est plus prononcée. En guise d'illustration, nous donnons l'exemple d'un modèle de volatilité stochastique dégénéré dont une approximation présente une telle propriété de dépendance.
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Effects of Computer Usage on Ocular HealthMoy, Alexa J 01 January 2014 (has links)
The 2010 National Education Technology Plan steadily replaces paper textbooks with study materials on computers. One risk of increased computer usage is increased Computer Vision Syndrome (CVS) symptoms. I researched multiple studies to analyze the effects of computer use on dry eye and eye strain and how these symptoms can progress to musculoskeletal pain, headaches, decreased quality of life, loss of confidence and even anxiety and depression. Currently, there is not much data on tablet use so I propose two future experiments to determine if tablets can also cause CVS ocular symptoms.
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Opportunities for the development of critical thinking skills in the mathematics classroom / Annalize Deuchar.Deuchar, Annelize January 2010 (has links)
The nurturing of critical thinking skills is one of the cornerstones of Outcomes Based Education (OBE). This study investigated to what extent teachers provide opportunities for the development of critical thinking skills in Grade 8 in Mathematics classrooms. A literature study was undertaken to highlight the importance and nature of the development of critical thinking skills in the Mathematics classroom, and to establish how critical thinking could be nurtured during the teaching, learning and assessment of Mathematics. Various teaching methods and assessment strategies, types of learning material, a variety of classroom activities and how to create a classroom conducive to the development of critical thinking skills were explored. The literature review provided the framework to design a questionnaire that was utilized to obtain the perceptions of Grade 8 Mathematics teachers and learners regarding the opportunities provided for the development of critical thinking skills in Mathematics classrooms. By means of quantitative, non-experimental descriptive research, the self constructed, closed-ended questionnaire was administered to a convenient sample of a purposively selected group of Mathematics teachers (n = 92) and learners (n = 204) in the Ekurhuleni District of Gauteng, South Africa. The triangulation of learner and teacher data revealed that teachers do have an understanding of the importance of critical thinking in the Mathematics classroom, but that their understanding is not always fully translated into practical opportunities for the development of critical thinking skills. It was revealed that teachers do make use of questioning and allow learners to communicate during problem-solving, which are important strategies for the development of critical thinking. However, it was evident that teachers appear to be inhibiting the development of critical thinking skills by relying heavily on the use of textbooks and transmission of knowledge during teaching, and seem not to acknowledge the merits of cooperative learning and real life experiences during the teaching and learning of Mathematics. The study is concluded with recommendations on how to nurture and improve critical thinking in the Mathematics classroom. / Thesis (M.Ed. (Learning and Teaching)--North-West University, Vaal Triangle Campus, 2010.
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Opportunities for the development of critical thinking skills in the mathematics classroom / Annalize Deuchar.Deuchar, Annelize January 2010 (has links)
The nurturing of critical thinking skills is one of the cornerstones of Outcomes Based Education (OBE). This study investigated to what extent teachers provide opportunities for the development of critical thinking skills in Grade 8 in Mathematics classrooms. A literature study was undertaken to highlight the importance and nature of the development of critical thinking skills in the Mathematics classroom, and to establish how critical thinking could be nurtured during the teaching, learning and assessment of Mathematics. Various teaching methods and assessment strategies, types of learning material, a variety of classroom activities and how to create a classroom conducive to the development of critical thinking skills were explored. The literature review provided the framework to design a questionnaire that was utilized to obtain the perceptions of Grade 8 Mathematics teachers and learners regarding the opportunities provided for the development of critical thinking skills in Mathematics classrooms. By means of quantitative, non-experimental descriptive research, the self constructed, closed-ended questionnaire was administered to a convenient sample of a purposively selected group of Mathematics teachers (n = 92) and learners (n = 204) in the Ekurhuleni District of Gauteng, South Africa. The triangulation of learner and teacher data revealed that teachers do have an understanding of the importance of critical thinking in the Mathematics classroom, but that their understanding is not always fully translated into practical opportunities for the development of critical thinking skills. It was revealed that teachers do make use of questioning and allow learners to communicate during problem-solving, which are important strategies for the development of critical thinking. However, it was evident that teachers appear to be inhibiting the development of critical thinking skills by relying heavily on the use of textbooks and transmission of knowledge during teaching, and seem not to acknowledge the merits of cooperative learning and real life experiences during the teaching and learning of Mathematics. The study is concluded with recommendations on how to nurture and improve critical thinking in the Mathematics classroom. / Thesis (M.Ed. (Learning and Teaching)--North-West University, Vaal Triangle Campus, 2010.
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Motion Vision Processing in Fly Lobula Plate Tangential CellsLee, Yu-Jen January 2014 (has links)
Flies are highly visually guided animals. In this thesis, I have used hoverflies as a model for studying motion vision. Flies process motion vision in three visual ganglia: the lamina, the medulla, and the lobula complex. In the posterior part of lobula complex, there are around 60 lobula plate tangential cells (LPTCs). Most of LPTCs have large receptive fields where the local direction sensitivity suggests that they function as matched filters to specific types of optic flow. LPTCs connect to descending or neck motor neurons that control wing and head movements, respectively. Therefore, in this thesis I have focused on the electrophysiological responses of LPTCs to gain understanding of visual behaviors in flies. The elementary motion detector (EMD) is a model that can explain the formation of local motion sensitivity. However, responses to higher order motion, where the direction of luminance change is uncorrelated with the direction of movement, cannot be predicted by classic EMDs. Nevertheless, behavior shows that flies can see and track bars with higher order motion cues. I showed (Paper I) that several LPTCs also respond to higher order motion. Many insects, including flies, release octopamine during flight. Therefore, adding octopamine receptor agonists can mimic physical activity. Our study (Paper II) investigated the effect of octopamine on three adaptation components. We found that the contrast gain reduction showed a frequency dependent increase after octopamine stimulation. Since the contrast gain is non-directional, it is likely presynaptic to the LPTC. We therefore believe that octopamine acts on the delay filter in the EMD. In the third paper we describe a novel LPTC. The centrifugal stationary inhibited flicker excited (cSIFE) is excited by flicker and inhibited by stationary patterns. Neither of these responses can be predicted by EMD models. Therefore, we provide a new type of motion detector that can explain cSIFE’s responses (Paper III). During bar tracking, self-generated optic flow may counteract the steering effect by inducing a contradictory optomotor response. Behavior shows that during bar fixation, flies ignore background optic flow. Our study (Paper IV) focus on the different receptive fields of two LPTCs, and relate these to the bar fixation behavior. In the neuron with a small and fronto-dorsal receptive field, we find a higher correlation with bar motion than with background motion. In contrast, the neuron with a larger receptive field shows a higher correlation with background motion.
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Differences in Reading Strategies and Differential Item Functioning on PCAP 2007 Reading AssessmentScerbina, Tanya 29 November 2012 (has links)
Pan-Canadian Assessment Program (PCAP) 2007 reading ability item data and contextual data on reading strategies were analyzed to investigate the relationship between self-reported reading strategies and item difficulty. Students who reported using higher- or lower-order strategies were identified through a factor analysis. The purpose of this study was to investigate whether students with the same underlying reading ability but who reported using different reading strategies found the items differentially difficult. Differential item functioning (DIF) analyses identified the items on which students who tended to use higher-order reading strategies excelled, which were selected response items, but students who preferred using lower-order strategies found these items more difficult. The opposite pattern was found for constructed response items. The results of the study suggest that DIF analyses can be used to investigate which reading strategies are related to item difficulty when controlling for students’ level of ability.
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A Multiple Case Study Exploration of Undergraduate Subject SearchingGraham, Rumi Y. 30 August 2011 (has links)
Subject searching—seeking information with a subject or topic in mind—is often involved in carrying out undergraduate assignments such as term papers and research reports. It is also an important component of information literacy—the abilities and experiences of effectively finding and evaluating, and appropriately using, needed information—which universities hope to cultivate in undergraduates by the time they complete their degree programs. By exploring the subject searching of a small group of upper-level, academically successful undergraduates over a school year I sought to acquire a deeper understanding of the contexts and characteristics of their subject searching, and of the extent to which it was similar in quality to that of search and domain experts.
Primary data sources for this study comprised subject searching diaries maintained by participants, and three online subject searches they demonstrated at the beginning, middle, and end of the study during which they talked aloud while I observed, followed by focused interviews. To explore the quality of study participants’ subject searching I looked for indications of advanced thinking in thoughts they spoke aloud during demonstration sessions relating to using strategy, evaluating, and creating personal understanding, which represent three of the most challenging and complex aspects of information literacy.
Applying a layered interpretive process, I identified themes within several hundred instances of participants’ advanced thinking relating to these three information literacy elements, with evaluative themes occurring most often. I also noted three factors influencing the extent of similarity
between the quality of participants’ advanced thinking and that of search and domain experts which reflected matters that tended to be i) pragmatic or principled, , ii) technical or conceptual, and iii) externally or internally focused. Filtered through these factors, participants’ instances of advanced thinking brought to mind three levels of subject searching abilities: the competent student, the search expert, and the domain expert. Although relatively few in number, I identified at least some advanced thinking evincing domain expert qualities in voiced thoughts of all but one participant, suggesting the gap between higher order thinking abilities of upper-level undergraduates and information literate individuals is not always dauntingly large.
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Differences in Reading Strategies and Differential Item Functioning on PCAP 2007 Reading AssessmentScerbina, Tanya 29 November 2012 (has links)
Pan-Canadian Assessment Program (PCAP) 2007 reading ability item data and contextual data on reading strategies were analyzed to investigate the relationship between self-reported reading strategies and item difficulty. Students who reported using higher- or lower-order strategies were identified through a factor analysis. The purpose of this study was to investigate whether students with the same underlying reading ability but who reported using different reading strategies found the items differentially difficult. Differential item functioning (DIF) analyses identified the items on which students who tended to use higher-order reading strategies excelled, which were selected response items, but students who preferred using lower-order strategies found these items more difficult. The opposite pattern was found for constructed response items. The results of the study suggest that DIF analyses can be used to investigate which reading strategies are related to item difficulty when controlling for students’ level of ability.
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Studies on Formation Mechanism of Higher-Order Structures in Aqueous Solutions of Associating Polymers / 会合性高分子水溶液における高次構造の形成機構に関する研究Shibata, Motoki 23 March 2022 (has links)
京都大学 / 新制・課程博士 / 博士(工学) / 甲第23921号 / 工博第5008号 / 新制||工||1782(附属図書館) / 京都大学大学院工学研究科高分子化学専攻 / (主査)教授 古賀 毅, 教授 中村 洋, 教授 竹中 幹人 / 学位規則第4条第1項該当 / Doctor of Philosophy (Engineering) / Kyoto University / DGAM
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Virus recognition in electron microscope images using higher order spectral featuresOng, Hannah Chien Leing January 2006 (has links)
Virus recognition by visual examination of electron microscope (EM) images is time consuming and requires highly trained and experienced medical specialists. For these reasons, it is not suitable for screening large numbers of specimens. The objective of this research was to develop a reliable and robust pattern recognition system that could be trained to detect and classify different types of viruses from two-dimensional images obtained from an EM. This research evaluated the use of radial spectra of higher order spectral invariants to capture variations in textures and differences in symmetries of different types of viruses in EM images. The technique exploits invariant properties of the higher order spectral features, statistical techniques of feature averaging, and soft decision fusion in a unique manner applicable to the problem when a large number of particles were available for recognition, but were not easily registered on an individual basis due to the low signal to noise ratio. Experimental evaluations were carried out using EM images of viruses, and a high statistical reliability with low misclassification rates was obtained, showing that higher order spectral features are effective in classifying viruses from digitized electron micrographs. With the use of digital imaging in electron microscopes, this method can be fully automated.
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