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Estimação da causalidade de Granger no caso de interação não-linear. / Nonlinear connectivity estimation by Granger causality technique.Lucas Massaroppe 08 August 2016 (has links)
Esta tese examina o problema de detecção de conectividade entre séries temporais no sentido de Granger no caso em que a natureza não linear das interações não permite sua determinação por meio de modelos auto-regressivos lineares vetoriais. Mostra-se que é possível realizar esta detecção com auxílio dos chamados métodos de Kernel, que se tornaram populares em aprendizado por máquina (\'machine learning\') já que tais métodos permitem definir formas generalizadas de teste de Granger, coerência parcial direcionada e função de transferência direcionada. Usando simulações, mostram-se alguns exemplos de detecção nos quais fica também evidente que resultados assintóticos deduzidos originalmente para estimadores lineares podem ser generalizados de modo análogo, mostrando-se válidos no presente contexto kernelizado. / This work examines the connectivity detection problem between time series in the Granger sense when the nonlinear nature of interactions determination is impossible via linear vector autoregressive models, but is, nonetheless, feasible with the aid of the so-called Kernel methods that are popular in machine learning. The kernelization approach allows defining generalised versions for Granger tests, partial directed coherence and directed transfer function, which the simulation of some examples shows that the asymptotic detection results originally deducted for linear estimators, can also be employed under kernelization if suitably adapted.
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Estimación óptima de secuencias caóticas con aplicación en comunicacionesLuengo García, David 23 November 2006 (has links)
En esta Tesis se aborda la estimación óptima de señales caóticas generadas por mapas unidimensionales y contaminadas por ruido aditivo blanco Gaussiano, desde el punto de vista de los dos marcos de inferencia estadística más extendidos: máxima verosimilitud (ML) y Bayesiano. Debido al elevado coste computacional de estos estimadores, se proponen asimismo diversos estimadores subóptimos, aunque computacionalmente eficientes, con un rendimiento similar al de los óptimos. Adicionalmente se analiza el problema de la estimación de los parámetros de un mapa caótico explotando la relación conocida entre muestras consecutivas de la secuencia caótica. Por último, se considera la aplicación de los estimadores anteriores al diseño de receptores para dos esquemas de comunicaciones caóticas diferentes: conmutación caótica y codificación simbólica o caótica. / This Thesis studies the optimal estimation of chaoticsignals generated iterating unidimensional maps and contaminated by additive white Gaussian noise, from the point of view of the two most common frameworks in statistical inference: maximum likelihood (ML) and Bayesian. Due to the high computational cost of optimum estimators, several suboptimal but computationally efficient estimators are proposed, which attain a similar performance as the optimum ones. Additionally, the estimation of the parameters of a chaotic map is analyzed, exploiting the known relation between consecutive samples of the chaotic sequence. Finally, we consider the application of the estimators developed in the design of receivers for two different schemes of chaotic communications: chaotic switching and symbolic or chaotic coding.
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Analyse temporelle de la dynamique de communautés végétales à l'aide de modèles individus-centrés / Temporal analysis of plant community dynamics using individual-based modelsLohier, Théophile 24 March 2016 (has links)
Les communautés végétales constituent des systèmes complexes au sein desquels de nombreuses espèces, pouvant présenter une large variété de traits fonctionnels, interagissent entre elles et avec leur environnement. En raison de la quantité et de la diversité de ces interactions les mécanismes qui gouvernent les dynamiques des ces communautés sont encore mal connus. Les approches basées sur la modélisation permettent de relier de manière mécaniste les processus gouvernant les dynamiques des individus ou des populations aux dynamiques des communautés qu'ils forment. L'objectif de cette thèse était de développer de telles approches et de les mettre en oeuvre pour étudier les mécanismes sous-jacents aux dynamiques des communautés. Nous avons ainsi développés deux approches de modélisation. La première s'appuie sur un cadre de modélisation stochastique permettant de relier les dynamiques de populations aux dynamiques des communautés en tenant compte des interactions intra- et interspécifiques et de l'impact des variations environnementale et démographique. Cette approche peut-être aisément appliquée à des systèmes réels et permet de caractériser les populations végétales à l'aide d'un petit nombre de paramètres démographiques. Cependant nos travaux suggèrent qu'il n'existe pas de relation simple entre ces paramètres et les traits fonctionnels des espèces, qui gouvernent pourtant leur réponse aux facteurs externes. La seconde approche a été développée pour dépasser cette limite et s'appuie sur le modèle individu-centré Nemossos qui représente de manière explicite le lien entre le fonctionnement des individus et les dynamiques de la communauté qu'ils forment. Afin d'assurer un grand potentiel d'application à Nemossos, nous avons apportés une grande attention au compromis entre réalisme et coût de paramétrisation. Nemossos a ainsi pu être entièrement paramétré à partir de valeur de traits issues de la littérature , son réalisme a été démontré, et il a été utilisé pour mener des expériences de simulations numériques sur l'importance de la variabilité temporelle des conditions environnementales pour la coexistence d'espèces fonctionnellement différentes. La complémentarité des deux approches nous a permis de proposer des éléments de réponse à divers questions fondamentales de l'écologie des communautés incluant le rôle de la compétition dans les dynamiques des communautés, l'effet du filtrage environnementale sur leur composition fonctionnel ou encore les mécanismes favorisant la coexistence des espèces végétales. Ici ces approches ont été utilisées séparément mais leur couplage peut offrir des perspectives intéressantes telles que l'étude du lien entre le fonctionnement des plantes et les dynamiques des populations. Par ailleurs chacune des approches peut être utilisée dans une grande variété d'expériences de simulation susceptible d'améliorer notre compréhension des mécanismes gouvernant les communautés végétales. / Plant communities are complex systems in which multiple species differing by their functional attributes interact with their environment and with each other. Because of the number and the diversity of these interactions the mechanisms that drive the dynamics of theses communities are still poorly understood. Modelling approaches enable to link in a mechanistic fashion the process driving individual plant or population dynamics to the resulting community dynamics. This PhD thesis aims at developing such approaches and to use them to investigate the mechanisms underlying community dynamics. We therefore developed two modelling approaches. The first one is based on a stochastic modelling framework allowing to link the population dynamics to the community dynamics whilst taking account of intra- and interspecific interactions as well as environmental and demographic variations. This approach is easily applicable to real systems and enables to describe the properties of plant population through a small number of demographic parameters. However our work suggests that there is no simple relationship between these parameters and plant functional traits, while they are known to drive their response to extrinsic factors. The second approach has been developed to overcome this limitation and rely on the individual-based model Nemossos that explicitly describes the link between plant functioning and community dynamics. In order to ensure that Nemossos has a large application potential, a strong emphasis has been placed on the tradeoff between realism and parametrization cost. Nemossos has then been successfully parameterized from trait values found in the literature, its realism has been demonstrated and it has been used to investigate the importance of temporal environmental variability for the coexistence of functionally differing species. The complementarity of the two approaches allows us to explore various fundamental questions of community ecology including the impact of competitive interactions on community dynamics, the effect of environmental filtering on their functional composition, or the mechanisms favoring the coexistence of plant species. In this work, the two approaches have been used separately but their coupling might offer interesting perspectives such as the investigation of the relationships between plant functioning and population dynamics. Moreover each of the approaches might be used to run various simulation experiments likely to improve our understanding of mechanisms underlying community dynamics.
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A System Architecture for the Monitoring of Continuous Phenomena by Sensor Data StreamsLorkowski, Peter 15 March 2019 (has links)
The monitoring of continuous phenomena like temperature, air pollution, precipitation, soil moisture etc. is of growing importance. Decreasing costs for sensors and associated infrastructure increase the availability of observational data. These data can only rarely be used directly for analysis, but need to be interpolated to cover a region in space and/or time without gaps. So the objective of monitoring in a broader sense is to provide data about the observed phenomenon in such an enhanced form. Notwithstanding the improvements in information and communication technology, monitoring always has to function under limited resources, namely: number of sensors, number of observations, computational capacity, time, data bandwidth, and storage space. To best exploit those limited resources, a monitoring system needs to strive for efficiency concerning sampling, hardware, algorithms, parameters, and storage formats. In that regard, this work proposes and evaluates solutions for several problems associated with the monitoring of continuous phenomena. Synthetic random fields can serve as reference models on which monitoring can be simulated and exactly evaluated. For this purpose, a generator is introduced that can create such fields with arbitrary dynamism and resolution. For efficient sampling, an estimator for the minimum density of observations is derived from the extension and dynamism of the observed field. In order to adapt the interpolation to the given observations, a generic algorithm for the fitting of kriging parameters is set out. A sequential model merging algorithm based on the kriging variance is introduced to mitigate big workloads and also to support subsequent and seamless updates of real-time models by new observations. For efficient storage utilization, a compression method is suggested. It is designed for the specific structure of field observations and supports progressive decompression. The unlimited diversity of possible configurations of the features above calls for an integrated approach for systematic variation and evaluation. A generic tool for organizing and manipulating configurational elements in arbitrary complex hierarchical structures is proposed. Beside the root mean square error (RMSE) as crucial quality indicator, also the computational workload is quantified in a manner that allows an analytical estimation of execution time for different parallel environments. In summary, a powerful framework for the monitoring of continuous phenomena is outlined. With its tools for systematic variation and evaluation it supports continuous efficiency improvement.
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Some Contributions to Distribution Theory and ApplicationsSelvitella, Alessandro 11 1900 (has links)
In this thesis, we present some new results in distribution theory for both discrete and continuous random variables, together with their motivating applications.
We start with some results about the Multivariate Gaussian Distribution and its characterization as a maximizer of the Strichartz Estimates. Then, we present some characterizations of discrete and continuous distributions through ideas coming from optimal transportation. After this, we pass to the Simpson's Paradox and see that it is ubiquitous and it appears in Quantum Mechanics as well. We conclude with a group of results about discrete and continuous distributions invariant under symmetries, in particular invariant under the groups $A_1$, an elliptical version of $O(n)$ and $\mathbb{T}^n$.
As mentioned, all the results proved in this thesis are motivated by their applications in different research areas. The applications will be thoroughly discussed. We have tried to keep each chapter self-contained and recalled results from other chapters when needed.
The following is a more precise summary of the results discussed in each chapter.
In chapter \ref{chapter 2}, we discuss a variational characterization of the Multivariate Normal distribution (MVN) as a maximizer of the Strichartz Estimates. Strichartz Estimates appear as a fundamental tool in the proof of wellposedness results for dispersive PDEs. With respect to the characterization of the MVN distribution as a maximizer of the entropy functional, the characterization as a maximizer of the Strichartz Estimate does not require the constraint of fixed variance. In this chapter, we compute the precise optimal constant for the whole range of Strichartz admissible exponents, discuss the connection of this problem to Restriction Theorems in Fourier analysis and give some statistical properties of the family of Gaussian Distributions which maximize the Strichartz estimates, such as Fisher Information, Index of Dispersion and Stochastic Ordering. We conclude this chapter presenting an optimization algorithm to compute numerically the maximizers.
Chapter \ref{chapter 3} is devoted to the characterization of distributions by means of techniques from Optimal Transportation and the Monge-Amp\`{e}re equation. We give emphasis to methods to do statistical inference for distributions that do not possess good regularity, decay or integrability properties. For example, distributions which do not admit a finite expected value, such as the Cauchy distribution. The main tool used here is a modified version of the characteristic function (a particular case of the Fourier Transform). An important motivation to develop these tools come from Big Data analysis and in particular the Consensus Monte Carlo Algorithm.
In chapter \ref{chapter 4}, we study the \emph{Simpson's Paradox}. The \emph{Simpson's Paradox} is the phenomenon that appears in some datasets, where subgroups with a common trend (say, all negative trend) show the reverse trend when they are aggregated (say, positive trend). Even if this issue has an elementary mathematical explanation, the statistical implications are deep. Basic examples appear in arithmetic, geometry, linear algebra, statistics, game theory, sociology (e.g. gender bias in the graduate school admission process) and so on and so forth. In our new results, we prove the occurrence of the \emph{Simpson's Paradox} in Quantum Mechanics. In particular, we prove that the \emph{Simpson's Paradox} occurs for solutions of the \emph{Quantum Harmonic Oscillator} both in the stationary case and in the non-stationary case. We prove that the phenomenon is not isolated and that it appears (asymptotically) in the context of the \emph{Nonlinear Schr\"{o}dinger Equation} as well. The likelihood of the \emph{Simpson's Paradox} in Quantum Mechanics and the physical implications are also discussed.
Chapter \ref{chapter 5} contains some new results about distributions with symmetries. We first discuss a result on symmetric order statistics. We prove that the symmetry of any of the order statistics is equivalent to the symmetry of the underlying distribution. Then, we characterize elliptical distributions through group invariance and give some properties. Finally, we study geometric probability distributions on the torus with applications to molecular biology. In particular, we introduce a new family of distributions generated through stereographic projection, give several properties of them and compare them with the Von-Mises distribution and its multivariate extensions. / Thesis / Doctor of Philosophy (PhD)
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Rethinking Equitable Nature-based Recreation Opportunities for People with Mobility or Motor Disabilities beyond the Accessibility StandardsAguilar Carrasco, María José 14 February 2025 (has links)
Tesis por compendio / [ES] Esta investigación aborda el ocio inclusivo de personas con movilidad reducida en parques nacionales de Canadá y España, desde las Teorías Críticas de la Discapacidad y la Buena Gobernanza Ambiental. Examina cómo las estructuras de poder generan barreras para el acceso equitativo a la naturaleza, un desafío pendiente en el contexto de la accesibilidad universal. Vincula este análisis con los Objetivos de Desarrollo Sostenible #3, #10 y #15, enfocándose en bienestar, reducción de desigualdades y protección de ecosistemas.
Utilizando métodos mixtos, se analizan dimensiones clave de la gobernanza ambiental: discursos, instrumentos, actores y recursos. Primero, se evalúa si las políticas contemplan el acceso inclusivo. Luego, una encuesta online recoge barreras y necesidades de personas con movilidad reducida. Finalmente, se examina la accesibilidad digital en las páginas web de los parques nacionales españoles.
Los resultados muestran múltiples barreras físicas, psicosociales e institucionales invisibles, que limitan el acceso inclusivo. Las deficiencias digitales agravan la brecha entre personas con discapacidad y la naturaleza. Esto evidencia fallos en la gobernanza, afectando la implementación de marcos participativos y tratados internacionales como la Convención sobre los Derechos de las Personas con Discapacidad.
La investigación concluye que superar estas barreras requiere políticas inclusivas, gobernanza multidimensional y herramientas prácticas que integren accesibilidad, interseccionalidad y sostenibilidad. / [CA] Aquesta investigació aborda l'oci inclusiu de persones amb mobilitat reduïda als parcs nacionals del Canadà i Espanya, des de les Teories Crítiques de la Discapacitat i la Bona Governança Ambiental. Examina com les estructures de poder generen barreres per a l'accés equitatiu a la natura, un desafiament pendent en el context de l'accessibilitat universal. Vincula aquesta anàlisi amb els Objectius de Desenvolupament Sostenible #3, #10 i #15, centrant-se en benestar, reducció de desigualtats i protecció d'ecosistemes.
Utilitzant mètodes mixtos, s'analitzen dimensions clau de la governança ambiental: discursos, instruments, actors i recursos. Primer, s'avalua si les polítiques contemplen l'accés inclusiu. Després, una enquesta en línia recull barreres i necessitats de persones amb mobilitat reduïda. Finalment, s'examina l'accessibilitat digital a les pàgines web dels parcs nacionals espanyols.
Els resultats mostren múltiples barreres físiques, psicosocials i institucionals invisibles, que limiten l'accés inclusiu. Les deficiències digitals agreugen la bretxa entre persones amb discapacitat i la natura. Això evidencia fallades en la governança, afectant la implementació de marcs participatius i tractats internacionals com la Convenció sobre els Drets de les Persones amb Discapacitat.
La investigació conclou que superar aquestes barreres requereix polítiques inclusives, governança multidimensional i eines pràctiques que integren accessibilitat, interseccionalitat i sostenibilitat. / [EN] This research addresses inclusive leisure for people with reduced mobility in national parks in Canada and Spain, drawing on Critical Disability Theories and Environmental Good Governance. It examines how power structures create barriers to equitable access to nature, a challenge still unresolved in the context of universal accessibility. The analysis links to Sustainable Development Goals #3, #10, and #15, focusing on well-being, reducing inequalities, and protecting ecosystems.
Using mixed methods, key dimensions of environmental governance are analysed: discourses, instruments, actors, and resources. First, policies are assessed to determine whether they include inclusive access. Next, an online survey gathers barriers and needs faced by people with reduced mobility. Finally, the digital accessibility of Spanish national park websites is evaluated.
The findings reveal multiple physical, psychosocial, and invisible institutional barriers limiting inclusive access. Digital deficiencies further widen the gap between people with disabilities and nature. This highlights governance failures, affecting the implementation of participatory frameworks and international treaties like the Convention on the Rights of Persons with Disabilities.
The research concludes that overcoming these barriers requires inclusive policies, multidimensional governance, and practical tools integrating accessibility, intersectionality, and sustainability. / Aguilar Carrasco, MJ. (2025). Rethinking Equitable Nature-based Recreation Opportunities for People with Mobility or Motor Disabilities beyond the Accessibility Standards [Tesis doctoral]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/214424 / Compendio
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