This dissertation develops a comprehensive statistical learning framework that is robust to (distributional) perturbations in the data using Distributionally Robust Optimization (DRO) under the Wasserstein metric. The learning problems that are studied include: (i) Distributionally Robust Linear Regression (DRLR), which estimates a robustified linear regression plane by minimizing the worst-case expected absolute loss over a probabilistic ambiguity set characterized by the Wasserstein metric; (ii) Groupwise Wasserstein Grouped LASSO (GWGL), which aims at inducing sparsity at a group level when there exists a predefined grouping structure for the predictors, through defining a specially structured Wasserstein metric for DRO; (iii) Optimal decision making using DRLR informed K-Nearest Neighbors (K-NN) estimation, which selects among a set of actions the optimal one through predicting the outcome under each action using K-NN with a distance metric weighted by the DRLR solution; and (iv) Distributionally Robust Multivariate Learning, which solves a DRO problem with a multi-dimensional response/label vector, as in Multivariate Linear Regression (MLR) and Multiclass Logistic Regression (MLG), generalizing the univariate response model addressed in DRLR. A tractable DRO relaxation for each problem is being derived, establishing a connection between robustness and regularization, and obtaining upper bounds on the prediction and estimation errors of the solution. The accuracy and robustness of the estimator is verified through a series of synthetic and real data experiments. The experiments with real data are all associated with various health informatics applications, an application area which motivated the work in this dissertation. In addition to estimation (regression and classification), this dissertation also considers outlier detection applications.

A emergência frequente de oscilações de corrente e potencial durante a eletro-oxidação de moléculas orgânicas pequenas tem implicações mecanísticas importantes, como por exemplo, na conversão reacional global e, portanto, no desempenho de dispositivos práticos de conversão de energia. Orientado nesse sentido, este trabalho desenvolveu-se por meio de duas frentes relacionadas: (a) utilizando-se medidas obtidas por meio do acoplamento de uma célula eletroquímica a um espectrômetro de massas, estudou-se a dinâmica da produção de espécies voláteis durante a eletro-oxidação oscilatória de ácido fórmico, metanol e etanol. Além da apresentação de resultados experimentais ainda não relatados, introduz-se o uso de regressão linear multivariada para se comparar a corrente faradaica total estimada, com a proveniente da produção de espécies voláteis detectáveis: dióxido de carbono para ácido fórmico, dióxido de carbono e metilformiato para metanol e, dióxido de carbono e acetaldeído para etanol. A análise fornece a melhor combinação das correntes iônicas detectadas para se representar a corrente global ou a máxima contribuição faradaica possível devido à produção de espécies voláteis. Os resultados foram discutidos em conexão com aspectos do mecanismo reacional de cada molécula. A incompatibilidade entre a corrente faradaica total estimada e a obtida pela melhor combinação das correntes parciais provenientes da produção de espécies voláteis foi pequena para ácido fórmico, quatro e cinco vezes maior para etanol e metanol, respectivamente, evidenciando, nestes dois últimos casos, o aumento do papel desempenhado por espécies solúveis parcialmente oxidadas; (b) investigou-se características gerais da eletro-oxidação de formaldeído, ácido fórmico e metanol sobre platina em meio ácido, com ênfase na comparação do desempenho eletrocatalítico global sob condições estacionária e oscilatória. A comparação procedeu-se por meio da interpretação de resultados tratados de diferentes formas e generalizada pela utilização das mesmas condições experimentais em todos os casos. Para todos os sistemas, o baixo potencial alcançado durante as oscilações evidenciou uma considerável diminuição do sobrepotencial associado à reação anódica, se comparado com o obtido na ausência de oscilações. Além do mais, o processo de reativação superficial do catalisador que ocorre durante as oscilações amplia o desempenho de todos os sistemas em termos de atividade eletrocatalítica. Por fim, também são discutidos alguns aspectos do mecanismo reacional das moléculas estudadas. / The frequent emergence of current/potential oscillations during the electrooxidation of small organic molecules has implications on mechanistic aspects such as, for example, on the overall reaction conversion, and thus on the performance of practical devices of energy conversion. In this direction, this work is divided in two parts: (a) by means of on line Differential Electrochemical Mass Spectrometry (DEMS) it was studied the production of volatile species during the electrooxidation of formic acid, methanol and ethanol. Besides the presentation of previously unreported DEMS results on the oscillatory dynamics of such systems, it was introduced the use of multivariate linear regression to compare the estimated total faradaic current with the one comprising the production of volatile detectable species, namely: carbon dioxide for formic acid, carbon dioxide and methylformate for methanol and, carbon dioxide and acetaldehyde for ethanol. The introduced analysis provided the best combination of the DEMS ion currents to represent the total faradaic current or the maximum possible faradaic contribution of the volatile products for the global current. The results were discussed in connection with mechanistic aspects for each system. The mismatch between estimated total current and the one obtained by the best combination of partial currents of volatile products was found to be small for formic acid, 4 and 5 times bigger for ethanol and methanol, respectively, evidencing the increasing role played by partially oxidized soluble species in each case; (b) it was investigated general features of the electro-oxidation of formaldehyde, formic acid and methanol on platinum and in acid media, with emphasis on the comparison of the performance under stationary and oscillatory regimes. The comparison is carried out by different means and generalized by the use of identical experimental conditions in all cases. In all three systems studied, the occurrence of potential oscillations is associated with excursions of the electrode potentials to lower values, which considerable decreases the overpotential of the anodic reaction, when compared to that in the absence of oscillations. In addition, the reactivation of catalyst surface benefits the performance of all systems in terms of electrocatalytic activity. Finally, some mechanistic aspects of the studied reactions are also discussed.

A emergência frequente de oscilações de corrente e potencial durante a eletro-oxidação de moléculas orgânicas pequenas tem implicações mecanísticas importantes, como por exemplo, na conversão reacional global e, portanto, no desempenho de dispositivos práticos de conversão de energia. Orientado nesse sentido, este trabalho desenvolveu-se por meio de duas frentes relacionadas: (a) utilizando-se medidas obtidas por meio do acoplamento de uma célula eletroquímica a um espectrômetro de massas, estudou-se a dinâmica da produção de espécies voláteis durante a eletro-oxidação oscilatória de ácido fórmico, metanol e etanol. Além da apresentação de resultados experimentais ainda não relatados, introduz-se o uso de regressão linear multivariada para se comparar a corrente faradaica total estimada, com a proveniente da produção de espécies voláteis detectáveis: dióxido de carbono para ácido fórmico, dióxido de carbono e metilformiato para metanol e, dióxido de carbono e acetaldeído para etanol. A análise fornece a melhor combinação das correntes iônicas detectadas para se representar a corrente global ou a máxima contribuição faradaica possível devido à produção de espécies voláteis. Os resultados foram discutidos em conexão com aspectos do mecanismo reacional de cada molécula. A incompatibilidade entre a corrente faradaica total estimada e a obtida pela melhor combinação das correntes parciais provenientes da produção de espécies voláteis foi pequena para ácido fórmico, quatro e cinco vezes maior para etanol e metanol, respectivamente, evidenciando, nestes dois últimos casos, o aumento do papel desempenhado por espécies solúveis parcialmente oxidadas; (b) investigou-se características gerais da eletro-oxidação de formaldeído, ácido fórmico e metanol sobre platina em meio ácido, com ênfase na comparação do desempenho eletrocatalítico global sob condições estacionária e oscilatória. A comparação procedeu-se por meio da interpretação de resultados tratados de diferentes formas e generalizada pela utilização das mesmas condições experimentais em todos os casos. Para todos os sistemas, o baixo potencial alcançado durante as oscilações evidenciou uma considerável diminuição do sobrepotencial associado à reação anódica, se comparado com o obtido na ausência de oscilações. Além do mais, o processo de reativação superficial do catalisador que ocorre durante as oscilações amplia o desempenho de todos os sistemas em termos de atividade eletrocatalítica. Por fim, também são discutidos alguns aspectos do mecanismo reacional das moléculas estudadas. / The frequent emergence of current/potential oscillations during the electrooxidation of small organic molecules has implications on mechanistic aspects such as, for example, on the overall reaction conversion, and thus on the performance of practical devices of energy conversion. In this direction, this work is divided in two parts: (a) by means of on line Differential Electrochemical Mass Spectrometry (DEMS) it was studied the production of volatile species during the electrooxidation of formic acid, methanol and ethanol. Besides the presentation of previously unreported DEMS results on the oscillatory dynamics of such systems, it was introduced the use of multivariate linear regression to compare the estimated total faradaic current with the one comprising the production of volatile detectable species, namely: carbon dioxide for formic acid, carbon dioxide and methylformate for methanol and, carbon dioxide and acetaldehyde for ethanol. The introduced analysis provided the best combination of the DEMS ion currents to represent the total faradaic current or the maximum possible faradaic contribution of the volatile products for the global current. The results were discussed in connection with mechanistic aspects for each system. The mismatch between estimated total current and the one obtained by the best combination of partial currents of volatile products was found to be small for formic acid, 4 and 5 times bigger for ethanol and methanol, respectively, evidencing the increasing role played by partially oxidized soluble species in each case; (b) it was investigated general features of the electro-oxidation of formaldehyde, formic acid and methanol on platinum and in acid media, with emphasis on the comparison of the performance under stationary and oscillatory regimes. The comparison is carried out by different means and generalized by the use of identical experimental conditions in all cases. In all three systems studied, the occurrence of potential oscillations is associated with excursions of the electrode potentials to lower values, which considerable decreases the overpotential of the anodic reaction, when compared to that in the absence of oscillations. In addition, the reactivation of catalyst surface benefits the performance of all systems in terms of electrocatalytic activity. Finally, some mechanistic aspects of the studied reactions are also discussed.

Throughout history stock splits have only been seen as a cosmetic change on how a firm express its market value of equity. This study investigates if abnormal return occurs in connection with stock split announcements on Nasdaq Stockholm and how the variations may be explained by selected factors. An event study is performed on 83 stock splits during the time period 2010-2020 to establish if abnormal return is present. With a multivariate linear regression, split quota, firm size and trading volume are the selected factors which may explain the variations in abnormal return. The results from the event study establish abnormal return one day prior to the announcement and the event day itself. Further, the regression confirms at a statistically significant level the negative relationship between firm size and abnormal return. For trading volume, the regression finds no statistically significant result and thereby it does not explain the variations in abnormal return. As for split quota, no conclusion can be drawn whether it affects abnormal return or not. The study concludes the occurrence of abnormal return in connection with stock split announcements on Nasdaq Stockholm and firm size as one of the factors explaining the variations.

As linhas de transmissão no Brasil são geralmente muito extensas, uma vez que os grandes centros de consumo de energia ficam distantes das usinas hidrelétricas. Por essa razão, a construção e manutenção de linhas de transmissão é de grande importância e, em uma grande porcentagem destas linhas, as estacas helicoidais são usadas como fundações. No entanto, a previsão da profundidade final de instalação destas estacas ainda é um grande desafio para os projetistas, fornecedores de estacas helicoidais e construtoras. A profundidade final destas fundações é controlada pelo torque de instalação; portanto, se o torque necessário para instalar uma estaca pudesse ser calculado com acurácia, com base em suas dimensões, e nos resultados de ensaios de investigação de solo in situ (SPT), a previsão de comprimentos de estaca para estimativas de custos, a definição de equipamentos adequados para instalação e a estimativa da quantidade de seções de estacas a serem transportadas para uma determinada linha de transmissão seriam mais acuradas. Além disso, a capacidade de carga de estacas helicoidais pode ser estimada usando os resultados do torque final de instalação. Sendo assim, para atender à necessidade de se determinar o torque de instalação de fundações helicoidais ainda na fase de projeto, um método simplificado foi desenvolvido e validado com os resultados de 752 estacas helicoidais multi-hélices instaladas em solos predominantemente arenosos, de uma linha de transmissão brasileira. O modelo desenvolvido baseia-se nos resultados de ensaios SPT e considera o efeito de instalação das estacas no solo penetrado. Nesta dissertação é apresentada uma descrição detalhada do método proposto e uma comparação entre os resultados medidos em campo e calculados pelo método. Os resultados da comparação mostram que o método proposto pode estimar com sucesso o torque de instalação de estacas helicoidais. / The transmission lines in Brazil are usually very extensive, since the centers of power consumption are often far from the most hydroelectric plants. For this reason, the construction and maintenance of transmission lines is frequent in this country, and in a large percentage of transmission lines, helical piles are used as guy wire anchors and foundations for transmission towers. However, the estimates of the final embedded depth of numerous helical piles to be used in several towers of the transmission lines is still a challenge for the designers, pile suppliers and contractors. The final depth of helical foundations is controlled by the installation torque; therefore, if the torque necessary to install a helical pile could be accurately calculated based on the pile dimensions and results of in-situ soil tests (SPT), the prediction of pile lengths for costs estimations, the definition of suitable equipment for pile installation, and the estimate of the quantity of helical piles sections to be transported for a particular transmission line would be more precise. Additionally, the uplift capacity of helical piles can be estimated using the results of final installation torque. In order to address the existed need of determining the installation torque of helical foundations during the design phase, a simplified method was developed and validated with the results of 753 multi-helix piles installed in predominantly sandy soils of a Brazilian transmission line. The model proposed is based on the results of SPT tests, and considers the installation effect of helical piles on the soil penetrated. This text presents a detailed description of such method and a comparison between measured and predicted results. The comparison shows that the method proposed can successfully estimate the installation torque of helical piles.

This study quantifies discolouration on the surface of Pinus radiata boards during kiln drying, particularly kiln brown stain (KBS), and models it as a function of chemical compounds present in the wood closest to the surface. The discolouration was investigated with two experimental factors: drying time, which consisted in drying at 70/120 ℃ for 0, 8, 16 and 24 hours; and leaching, done at three levels, noleaching, mild and severe, to reduce the soluble compounds present in wood suspected of developing coloured compounds. The colour change was quantified using a reflectance photometer (colour system CIE Yxy, brightness) and by the analysis of digital photographs (colour system CIE Lab). The chemical analysis of the wood closest to the surface of the boards determined fructose, glucose, sucrose (HPLC), total sugar (sum of fructose, glucose and sucrose), total nitrogen (combustion gas analysis), and phenols discriminated by molecular weight (Folin-Ciocalteu method). In the cause-effect analysis, colour was the dependent variable, and drying time and the determinations of chemical compounds were independent variables. After statistical analysis (ANOVA and MANOVA) the dependent variables to be included in the models were luminance factor (Y), brightness (R457 and the blue-to-yellow scale of CIE Lab (b); and the independent variables were drying time, nitrogen, total sugar, and high-molecular-weight phenols. Linear (multivariate regression) and non-linear models (Neural Networks) showed that discolouration during kiln drying was best predicted when the luminance factor (Y) was used to quantify colour change as a function of the content of nitrogen-containing compounds and drying time. Furthermore, the data were fitted into an empirical model based on simple reaction kinetics that considered the rate of discolouration as a function of nitrogen concentration. The results suggest that nitrogen could act as a limiting reactant in Maillard-type reactions that produce colour during kiln drying.

The study and practice of epidemiology and public health benefit from the use of mortality statistics, such as mortality rates, which are frequently used as key health indicators. Furthermore, multiple causes of death (MCOD) data offer important information that could not possibly be gathered from other mortality data. This study aimed to describe the interrelationships between various causes of death in the United States in order to improve the understanding of the coexistence of MCOD and thereby improve public health and enhance longevity. The social support theory was used as a framework, and multivariate linear regression analyses were conducted to examine the coexistence of MCOD in approximately 80 million death cases across the United States from 1959 to 2005. The findings showed that in the United States, there is a statistically significant relationship between the number of coexisting MCOD, race, education, and the state of residence. Furthermore, age, gender, and marital status statistically influence the average number of coexisting MCOD. The results offer insights into how the number of coexisting MCOD vary across the United States, races, education levels, gender, age, and marital status and lay a foundation for further investigation into what people are dying from. The results have the long-term potential of helping public health practitioners identify individuals or communities that are at higher risks of death from a number of coexisting MCOD such that actions could be taken to lower the risks to improve people's wellbeing, enhance longevity, and contribute to positive social change.

Traumatic brain injury is highly prevalent in the United States yet there is little understanding of how the brain responds during injurious loading. A confounding problem is that because testing conditions vary between assessment methods, brain biomechanics cannot be fully understood. Data mining techniques were applied to discover how changes in testing conditions affect the mechanical response of the brain. Data were gathered from literature sources and self-organizing maps were used to conduct a sensitivity analysis to rank considered parameters by importance. Fuzzy C-means clustering was applied to find any data patterns. The rankings and clustering for each data set varied, indicating that the strain rate and type of deformation influence the role of these parameters. Multivariate linear regression was applied to develop a model which can predict the mechanical response from different experimental conditions. Prediction of response depended primarily on strain rate, frequency, brain matter composition, and anatomical region.

Submitted by Geandra Rodrigues (geandrar@gmail.com) on 2018-04-10T15:11:39Z No. of bitstreams: 1 gracilianomarciosantoslouredo.pdf: 1813142 bytes, checksum: b79d02006212c4f63d6836c9a417d4bc (MD5) / Approved for entry into archive by Adriana Oliveira (adriana.oliveira@ufjf.edu.br) on 2018-04-11T15:25:36Z (GMT) No. of bitstreams: 1 gracilianomarciosantoslouredo.pdf: 1813142 bytes, checksum: b79d02006212c4f63d6836c9a417d4bc (MD5) / Made available in DSpace on 2018-04-11T15:25:36Z (GMT). No. of bitstreams: 1 gracilianomarciosantoslouredo.pdf: 1813142 bytes, checksum: b79d02006212c4f63d6836c9a417d4bc (MD5) Previous issue date: 2018-02-26 / FAPEMIG - Fundação de Amparo à Pesquisa do Estado de Minas Gerais / O objetivo deste trabalho é apresentar algumas contribuições para a melhoria do processo de estimação por máxima verossimilhança via algoritmo EM em modelos misturas assimétricas com regressão, além de realizar neles a análise de influência local e global. Essas contribuições, em geral de natureza computacional, visam à resolução de problemas comuns na modelagem estatística de maneira mais eficiente. Dentre elas está a substituição de métodos utilizados nas versões dos algoritmos GEM por outras que reduzem o problema aproximadamente a um algoritmo EM clássico nos principais exemplos das distribuições misturas de escala assimétricas de normais. Após a execução do processo de estimação, discutiremos ainda as principais técnicas existentes para o diagnóstico de pontos influentes com as adaptações necessárias aos modelos em foco. Desejamos com tal abordagem acrescentar ao tratamento dessa classe de modelos estatísticos a análise de regressão nas distribuições mais recentes na literatura. Também esperamos abrir caminho para o uso de técnicas similares em outras classes de modelos. / The objective of this work is to present some contributions to improvement the process of maximum likelihood estimation via the EM algorithm in skew mixtures models with regression, as well as to execute in them the global and local influence analysis. These contributions, usually with computational nature, aim to solving common problems in statistical modeling more efficiently. Among them is the replacement of used methods in the versions of the GEM algorithm by other techniques that reduce the problem approximately to a classic EM algorithm in the main examples of skew scale mixtures of normals distributions. After performing the estimation process, we will also discuss the main existing techniques for the diagnosis of influential points with the necessaries adaptations to the models in focus. We wish with this approach to add for the treatment of this statistical model class the regression analysis in the most recent distributions in the literature. We too hope to paving the way for use of similar techniques in other models classes.

This project aims to analyze Nordic companies active in the sector of Information and Communications Technology (ICT), and does this in two parts. Part I entails analyzing public companies to construct a valuation model aimed at predicting the enterprise value of private companies. Part II deals with analyzing private companies to determine if there are opportunities providing excess returns as compared to investments in public companies. In part I, a multiple regression approach is utilized to identify suitable valuation models. In doing so, it is revealed that 1-factor models provide best statistical results in terms of significance and prediction error. In descending order, in terms of prediction accuracy, these are (1) total assets, (2) turnover, (3) EBITDA, and (4) cash flow. Part II uses model (1) and finds that Nordic ICT private equity does provide opportunities for positive alphas, and that it is possible to construct portfolio strategies that increase this alpha. However, with regards to previous research, it seems as though the returns offered by the private equity market analyzed does not adequately compensate investors for the additional risks related to investing in private equity. / Det här projektet analyserar nordiska bolag aktiva inom Informations- och Kommunikationsteknologi (ICT) i två delar. Del I behandlar analys av publika bolag för att konstruera en värderingsmodell avsedd att förutsäga privata bolags enterprise value. Del II analyserar privata bolag för att undersöka huruvida det finns möjligheter att uppnå överavkastning jämfört med investeringar i publika bolag. I del I utnyttjas multipel regressionsanalys för att identifiera tillämpliga värderingsmodeller. I den processen påvisas att modeller med enbart en faktor ger bäst statistiska resultat i fråga om signifikans och förutsägelsefel. I fallande ordning, med avseende på precision i förutsägelser, är dessa modeller (1) totala tillgångar, (2) omsättning, (3) EBITDA, och (4) kassaflöde. Del II använder modell (1) och finner att den nordiska marknaden för privata ICT-bolag erbjuder möjligheter för överavkastning jämfört med motsvarande publika marknad, samt att det är möjligt att konstruera portföljstrategier som ökar avkastningen ytterligare. Dock, med hänsyn till tidigare forskning, verkar det som att de möjligheter för avkastning som går att finna på marknaden av privata bolag som undersökts inte kompenserar investerare tillräckligt för de ytterligare risker som är relaterade till investeringar i privata bolag.