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Showing 151 to 160 of 160 (0.037 seconds)Spelling suggestions: "subject:"stochastic 6process"" "subject:"stochastic _process""
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Aléatoire et variabilité dans l’embryogenèse animale, une approche multi-échelle / Randomness and variability in animal embryogenesis, a multi-scale approachVilloutreix, Paul 03 July 2015 (has links)
Nous proposons dans cette thèse de caractériser quantitativement la variabilité à différentes échelles au cours de l'embryogenèse. Pour ce faire, nous utilisons une combinaison de modèles mathématiques et de résultats expérimentaux. Dans la première partie, nous utilisons une petite cohorte d'oursins digitaux pour construire une représentation prototypique du lignage cellulaire, reliant les caractéristiques des cellules individuelles avec les dynamiques à l'échelle de l'embryon tout entier. Ce modèle probabiliste multi-niveau et empirique repose sur les symétries des embryons et sur les identités cellulaires; cela permet d'identifier un niveau de granularité générique pour observer les distributions de caractéristiques cellulaires individuelles. Le prototype est défini comme le barycentre de la cohorte dans la variété statistique correspondante. Parmi plusieurs résultats, nous montrons que la variabilité intra-individuelle est impliquée dans la reproductibilité du développement embryonnaire. Dans la seconde partie, nous considérons les mécanismes sources de variabilité au cours du développement et leurs relations à l'évolution. En nous appuyant sur des résultats expérimentaux montrant une pénétrance incomplète et une expressivité variable de phénotype dans une lignée mutante du poisson zèbre, nous proposons une clarification des différents niveaux de variabilité biologique reposant sur une analogie formelle avec le cadre mathématique de la mécanique quantique. Nous trouvons notamment une analogie formelle entre l'intrication quantique et le schéma Mendélien de transmission héréditaire. Dans la troisième partie, nous étudions l'organisation biologique et ses relations aux trajectoires développementales. En adaptant les outils de la topologie algébrique, nous caractérisons des invariants du réseaux de contacts cellulaires extrait d'images de microscopie confocale d'épithéliums de différentes espèces et de différents fonds génétiques. En particulier, nous montrons l'influence des histoires individuelles sur la distribution spatiales des cellules dans un tissu épithélial. / We propose in this thesis to characterize variability quantitatively at various scales during embryogenesis. We use a combination of mathematical models and experimental results. In the first part, we use a small cohort of digital sea urchin embryos to construct a prototypical representation of the cell lineage, which relates individual cell features with embryo-level dynamics. This multi-level data-driven probabilistic model relies on symmetries of the embryo and known cell types, which provide a generic coarse-grained level of observation for distributions of individual cell features. The prototype is defined as the centroid of the cohort in the corresponding statistical manifold. Among several results, we show that intra-individual variability is involved in the reproducibility of the developmental process. In the second part, we consider the mechanisms sources of variability during development and their relations to evolution. Building on experimental results showing variable phenotypic expression and incomplete penetrance in a zebrafish mutant line, we propose a clarification of the various levels of biological variability using a formal analogy with quantum mechanics mathematical framework. Surprisingly, we find a formal analogy between quantum entanglement and Mendel’s idealized scheme of inheritance. In the third part, we study biological organization and its relations to developmental paths. By adapting the tools of algebraic topology, we compute invariants of the network of cellular contacts extracted from confocal microscopy images of epithelia from different species and genetic backgrounds. In particular, we show the influence of individual histories on the spatial distribution of cells in epithelial tissues.
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Contributions à l'identification de modèles à temps continu à partir de données échantillonnées à pas variable / Contributions to the identification of continuous-time models from irregulalrly sampled dataChen, Fengwei 21 November 2014 (has links)
Cette thèse traite de l’identification de systèmes dynamiques à partir de données échantillonnées à pas variable. Ce type de données est souvent rencontré dans les domaines biomédical, environnemental, dans le cas des systèmes mécaniques où un échantillonnage angulaire est réalisé ou lorsque les données transitent sur un réseau. L’identification directe de modèles à temps continu est l’approche à privilégier lorsque les données disponibles sont échantillonnées à pas variable ; les paramètres des modèles à temps discret étant dépendants de la période d’échantillonnage. Dans une première partie, un estimateur optimal de type variable instrumentale est développé pour estimer les paramètres d’un modèle Box-Jenkins à temps continu. Ce dernier est itératif et présente l’avantage de fournir des estimées non biaisées lorsque le bruit de mesure est coloré et sa convergence est peu sensible au choix du vecteur de paramètres initial. Une difficulté majeure dans le cas où les données sont échantillonnées à pas variable concerne l’estimation de modèles de bruit de type AR et ARMA à temps continu (CAR et CARMA). Plusieurs estimateurs pour les modèles CAR et CARMA s’appuyant sur l’algorithme Espérance-Maximisation (EM) sont développés puis inclus dans l’estimateur complet de variable instrumentale optimale. Une version étendue au cas de l’identification en boucle fermée est également développée. Dans la deuxième partie de la thèse, un estimateur robuste pour l'identification de systèmes à retard est proposé. Cette classe de systèmes est très largement rencontrée en pratique et les méthodes disponibles ne peuvent pas traiter le cas de données échantillonnées à pas variable. Le retard n’est pas contraint à être un multiple de la période d’échantillonnage, contrairement à l’hypothèse traditionnelle dans le cas de modèles à temps discret. L’estimateur développé est de type bootstrap et combine la méthode de variable instrumentale itérative pour les paramètres de la fonction de transfert avec un algorithme numérique de type gradient pour estimer le retard. Un filtrage de type passe-bas est introduit pour élargir la région de convergence pour l’estimation du retard. Tous les estimateurs proposés sont inclus dans la boîte à outils logicielle CONTSID pour Matlab et sont évalués à l’aide de simulation de Monte-Carlo / The output of a system is always corrupted by additive noise, therefore it is more practical to develop estimation algorithms that are capable of handling noisy data. The effect of white additive noise has been widely studied, while a colored additive noise attracts less attention, especially for a continuous-time (CT) noise. Sampling issues of CT stochastic processes are reviewed in this thesis, several sampling schemes are presented. Estimation of a CT stochastic process is studied. An expectation-maximization-based (EM) method to CT autoregressive/autoregressive moving average model is developed, which gives accurate estimation over a large range of sampling interval. Estimation of CT Box-Jenkins models is also considered in this thesis, in which the noise part is modeled to improve the performance of plant model estimation. The proposed method for CT Box-Jenkins model identification is in a two-step and iterative framework. Two-step means the plant and noise models are estimated in a separate and alternate way, where in estimating each of them, the other is assumed to be fixed. More specifically, the plant is estimated by refined instrumental variable (RIV) method while the noise is estimated by EM algorithm. Iterative means that the proposed method repeats the estimation procedure several times until a optimal estimate is found. Many practical systems have inherent time-delay. The problem of identifying delayed systems are of great importance for analysis, prediction or control design. The presence of a unknown time-delay greatly complicates the parameter estimation problem, essentially because the model are not linear with respect to the time-delay. An approach to continuous-time model identification of time-delay systems, combining a numerical search algorithm for the delay with the RIV method for the dynamic has been developed in this thesis. In the proposed algorithm, the system parameters and time-delay are estimated reciprocally in a bootstrap manner. The time-delay is estimated by an adaptive gradient-based method, whereas the system parameters are estimated by the RIV method. Since numerical method is used in this algorithm, the bootstrap method is likely to converge to local optima, therefore a low-pass filter has been used to enlarge the convergence region for the time-delay. The performance of the proposed algorithms are evaluated by numerical examples
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Optimization of production allocation under price uncertainty : relating price model assumptions to decisionsBukhari, Abdulwahab Abdullatif 05 October 2011 (has links)
Allocating production volumes across a portfolio of producing assets is a complex optimization problem. Each producing asset possesses different technical attributes (e.g. crude type), facility constraints, and costs. In addition, there are corporate objectives and constraints (e.g. contract delivery requirements). While complex, such a problem can be specified and solved using conventional deterministic optimization methods. However, there is often uncertainty in many of the inputs, and in these cases the appropriate approach is neither obvious nor straightforward. One of the major uncertainties in the oil and gas industry is the commodity price assumption(s). This paper investigates this problem in three major sections: (1) We specify an integrated stochastic optimization model that solves for the optimal production allocation for a portfolio of producing assets when there is uncertainty in commodity prices, (2) We then compare the solutions that result when different price models are used, and (3) We perform a value of information analysis to estimate the value of more accurate price models. The results show that the optimum production allocation is a function of the price model assumptions. However, the differences between models are minor, and thus the value of choosing the “correct” price model, or similarly of estimating a more accurate model, is small. This work falls in the emerging research area of decision-oriented assessments of information value. / text
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Aléatoire et variabilité dans l’embryogenèse animale, une approche multi-échelle / Randomness and variability in animal embryogenesis, a multi-scale approachVilloutreix, Paul 03 July 2015 (has links)
Nous proposons dans cette thèse de caractériser quantitativement la variabilité à différentes échelles au cours de l'embryogenèse. Pour ce faire, nous utilisons une combinaison de modèles mathématiques et de résultats expérimentaux. Dans la première partie, nous utilisons une petite cohorte d'oursins digitaux pour construire une représentation prototypique du lignage cellulaire, reliant les caractéristiques des cellules individuelles avec les dynamiques à l'échelle de l'embryon tout entier. Ce modèle probabiliste multi-niveau et empirique repose sur les symétries des embryons et sur les identités cellulaires; cela permet d'identifier un niveau de granularité générique pour observer les distributions de caractéristiques cellulaires individuelles. Le prototype est défini comme le barycentre de la cohorte dans la variété statistique correspondante. Parmi plusieurs résultats, nous montrons que la variabilité intra-individuelle est impliquée dans la reproductibilité du développement embryonnaire. Dans la seconde partie, nous considérons les mécanismes sources de variabilité au cours du développement et leurs relations à l'évolution. En nous appuyant sur des résultats expérimentaux montrant une pénétrance incomplète et une expressivité variable de phénotype dans une lignée mutante du poisson zèbre, nous proposons une clarification des différents niveaux de variabilité biologique reposant sur une analogie formelle avec le cadre mathématique de la mécanique quantique. Nous trouvons notamment une analogie formelle entre l'intrication quantique et le schéma Mendélien de transmission héréditaire. Dans la troisième partie, nous étudions l'organisation biologique et ses relations aux trajectoires développementales. En adaptant les outils de la topologie algébrique, nous caractérisons des invariants du réseaux de contacts cellulaires extrait d'images de microscopie confocale d'épithéliums de différentes espèces et de différents fonds génétiques. En particulier, nous montrons l'influence des histoires individuelles sur la distribution spatiales des cellules dans un tissu épithélial. / We propose in this thesis to characterize variability quantitatively at various scales during embryogenesis. We use a combination of mathematical models and experimental results. In the first part, we use a small cohort of digital sea urchin embryos to construct a prototypical representation of the cell lineage, which relates individual cell features with embryo-level dynamics. This multi-level data-driven probabilistic model relies on symmetries of the embryo and known cell types, which provide a generic coarse-grained level of observation for distributions of individual cell features. The prototype is defined as the centroid of the cohort in the corresponding statistical manifold. Among several results, we show that intra-individual variability is involved in the reproducibility of the developmental process. In the second part, we consider the mechanisms sources of variability during development and their relations to evolution. Building on experimental results showing variable phenotypic expression and incomplete penetrance in a zebrafish mutant line, we propose a clarification of the various levels of biological variability using a formal analogy with quantum mechanics mathematical framework. Surprisingly, we find a formal analogy between quantum entanglement and Mendel’s idealized scheme of inheritance. In the third part, we study biological organization and its relations to developmental paths. By adapting the tools of algebraic topology, we compute invariants of the network of cellular contacts extracted from confocal microscopy images of epithelia from different species and genetic backgrounds. In particular, we show the influence of individual histories on the spatial distribution of cells in epithelial tissues.
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Využití teorie hromadné obsluhy při návrhu a optimalizaci paketových sítí / Queueing theory utilization in packet network design and optimization processRýzner, Zdeněk January 2011 (has links)
This master's thesis deals with queueing theory and its application in designing node models in packet-switched network. There are described general principles of designing queueing theory models and its mathematical background. Further simulator of packet delay in network was created. This application implements two described models - M/M/1 and M/G/1. Application can be used for simulating network nodes and obtaining basic network characteristics like packet delay or packet loss. Next, lab exercise was created, in that exercise students familiarize themselves with basic concepts of queueing theory and examine both analytical and simulation approach to solving queueing systems.
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Primene polugrupa operatora u nekim klasama Košijevih početnih problema / Applications of Semigroups of Operators in Some Classes of Cauchy ProblemsŽigić Milica 22 December 2014 (has links)
<p>Doktorska disertacija je posvećena primeni teorije polugrupa operatora na rešavanje dve klase Cauchy-jevih početnih problema. U prvom delu smo<br />ispitivali parabolične stohastičke parcijalne diferencijalne jednačine (SPDJ-ne), odredjene sa dva tipa operatora: linearnim zatvorenim operatorom koji<br />generiše <em>C</em><sub>0</sub>−polugrupu i linearnim ograničenim operatorom kombinovanim<br />sa Wick-ovim proizvodom. Svi stohastički procesi su dati Wiener-Itô-ovom<br />haos ekspanzijom. Dokazali smo postojanje i jedinstvenost rešenja ove klase<br />SPDJ-na. Posebno, posmatrali smo i stacionarni slučaj kada je izvod po<br />vremenu jednak nuli. U drugom delu smo konstruisali kompleksne stepene<br /><em>C</em>-sektorijalnih operatora na sekvencijalno kompletnim lokalno konveksnim<br />prostorima. Kompleksne stepene operatora smo posmatrali kao integralne<br />generatore uniformno ograničenih analitičkih <em>C</em>-regularizovanih rezolventnih<br />familija, i upotrebili dobijene rezultate na izučavanje nepotpunih Cauchy-jevih problema viš3eg ili necelog reda.</p> / <p>The doctoral dissertation is devoted to applications of the theory<br />of semigroups of operators on two classes of Cauchy problems. In the first<br />part, we studied parabolic stochastic partial differential equations (SPDEs),<br />driven by two types of operators: one linear closed operator generating a<br /><em>C</em><sub>0</sub>−semigroup and one linear bounded operator with Wick-type multipli-cation. All stochastic processes are considered in the setting of Wiener-Itô<br />chaos expansions. We proved existence and uniqueness of solutions for this<br />class of SPDEs. In particular, we also treated the stationary case when the<br />time-derivative is equal to zero. In the second part, we constructed com-plex powers of <em>C</em>−sectorial operators in the setting of sequentially complete<br />locally convex spaces. We considered these complex powers as the integral<br />generators of equicontinuous analytic <em>C</em>−regularized resolvent families, and<br />incorporated the obtained results in the study of incomplete higher or frac-tional order Cauchy problems.</p>
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A Multi-Factor Stock Market Model with Regime-Switches, Student's T Margins, and Copula DependenciesBerberovic, Adnan, Eriksson, Alexander January 2017 (has links)
Investors constantly seek information that provides an edge over the market. One of the conventional methods is to find factors which can predict asset returns. In this study we improve the Fama and French Five-Factor model with Regime-Switches, student's t distributions and copula dependencies. We also add price momentum as a sixth factor and add a one-day lag to the factors. The Regime-Switches are obtained from a Hidden Markov Model with conditional Student's t distributions. For the return process we use factor data as input, Student's t distributed residuals, and Student's t copula dependencies. To fit the copulas, we develop a novel approach based on the Expectation-Maximisation algorithm. The results are promising as the quantiles for most of the portfolios show a good fit to the theoretical quantiles. Using a sophisticated Stochastic Programming model, we back-test the predictive power over a 26 year period out-of-sample. Furthermore we analyse the performance of different factors during different market regimes.
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Modely hromadné obsluhy / Models of Queueing SystemsHorký, Miroslav January 2015 (has links)
The master’s thesis solves models of queueing systems, which use the property of Markov chains. The queueing system is a system, where the objects enter into this system in random moments and require the service. This thesis solves specifically such models of queueing systems, in which the intervals between the objects incomings and service time have exponential distribution. In the theoretical part of the master’s thesis I deal with the topics stochastic process, queueing theory, classification of models and description of the models having Markovian property. In the practical part I describe realization and function of the program, which solves simulation of chosen model M/M/m. At the end I compare results which were calculated in analytic way and by simulation of the model M/M/m.
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Highway Development Decision-Making Under Uncertainty: Analysis, Critique and AdvancementEl-Khatib, Mayar January 2010 (has links)
While decision-making under uncertainty is a major universal problem, its implications in the field of transportation systems are especially enormous; where the benefits of right decisions are tremendous, the consequences of wrong ones are potentially disastrous.
In the realm of highway systems, decisions related to the highway configuration (number of lanes, right of way, etc.) need to incorporate both the traffic demand and land price uncertainties. In the literature, these uncertainties have generally been modeled using the Geometric Brownian Motion (GBM) process, which has been used extensively in modeling many other real life phenomena. But few scholars, including those who used the GBM in highway configuration decisions, have offered any rigorous justification for the use of this model.
This thesis attempts to offer a detailed analysis of various aspects of transportation systems in relation to decision-making. It reveals some general insights as well as a new concept that extends the notion of opportunity cost to situations where wrong decisions could be made. Claiming deficiency of the GBM model, it also introduces a new formulation that utilizes a large and flexible parametric family of jump models (i.e., Lévy processes). To validate this claim, data related to traffic demand and land prices were collected and analyzed to reveal that their distributions, heavy-tailed and asymmetric, do not match well with the GBM model. As a remedy, this research used the Merton, Kou, and negative inverse Gaussian Lévy processes as possible alternatives.
Though the results show indifference in relation to final decisions among the models, mathematically, they improve the precision of uncertainty models and the decision-making process. This furthers the quest for optimality in highway projects and beyond.
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Highway Development Decision-Making Under Uncertainty: Analysis, Critique and AdvancementEl-Khatib, Mayar January 2010 (has links)
While decision-making under uncertainty is a major universal problem, its implications in the field of transportation systems are especially enormous; where the benefits of right decisions are tremendous, the consequences of wrong ones are potentially disastrous.
In the realm of highway systems, decisions related to the highway configuration (number of lanes, right of way, etc.) need to incorporate both the traffic demand and land price uncertainties. In the literature, these uncertainties have generally been modeled using the Geometric Brownian Motion (GBM) process, which has been used extensively in modeling many other real life phenomena. But few scholars, including those who used the GBM in highway configuration decisions, have offered any rigorous justification for the use of this model.
This thesis attempts to offer a detailed analysis of various aspects of transportation systems in relation to decision-making. It reveals some general insights as well as a new concept that extends the notion of opportunity cost to situations where wrong decisions could be made. Claiming deficiency of the GBM model, it also introduces a new formulation that utilizes a large and flexible parametric family of jump models (i.e., Lévy processes). To validate this claim, data related to traffic demand and land prices were collected and analyzed to reveal that their distributions, heavy-tailed and asymmetric, do not match well with the GBM model. As a remedy, this research used the Merton, Kou, and negative inverse Gaussian Lévy processes as possible alternatives.
Though the results show indifference in relation to final decisions among the models, mathematically, they improve the precision of uncertainty models and the decision-making process. This furthers the quest for optimality in highway projects and beyond.
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