針對具有多項分配(multinomial distribution)母體的類別資料，貝氏分析通常採取Dirichlet分配作為其先驗分配(prior distribution)，但在很多實際應用時，卻會遭遇困難；例如，當我們欲推估各年齡層佔總勞動力人口之比例時，母體除具多項分配外，其相鄰類別之比例亦相對接近；換言之，此時母體為具有平滑性(smooth)的多項分配，若依然採用Dirichlet分配作為其先驗分配，則會因為Dirichlet分配本身不具有平滑的特性，因而在做貝氏分析時會產生困擾。對這個難題Dickey and Jiang於1998年提出一個解決之道，他們的理論是對Dirichlet分配作適當之調整，將經過線性轉換後之Dirichlet分配稱為過濾後Dirichlet分配(filtered-variate Dirichlet distribution)，以過濾後Dirichlet分配作為調整後之先驗分配。對於Dickey and Jiang提出的方法，我們重新以蒙地卡羅法(Monte Carlo method)求出貝氏解，同時也嘗試以類似Makov and Smith (1977)和Smith and Makov (1978)對混合分配(mixture distribution)所用之準貝氏方法(quasi-Bayesian method)來逼近貝氏解。而本文將由電腦模擬的方式，探討貝氏方法與準貝氏方法之執行結果，並且考察準貝氏方法之收斂行為，對準貝氏方法的使用時機提出建議。

Une des thématiques abordée par l'équipe Image et Vidéo-Communication est la reconstruction tomographique discréte à l'aide de la transformée Mojette. Ma thèse s'inscrit dans le cadre de la reconstruction tomographique médicale. La transformée Mojette est une version discrète exacte de la transformée de Radon qui est l'outil mathématique permettant la reconstruction tomographique. Pour évaluer la qualité des reconstructions, nous avons utilisé des fantômes numériques 2D simples (objet carré, rond) en absence puis en présence de bruit. Le coeur de mon travail de thèse est la reconstruction d'un objet à l'aide d'un algorithme de rétroprojection filtrée exacte Mojette en absence de bruit s'appuyant sur la géométrie discrète. Pour un nombre fini de projections dépendant de la taille de l'objet à reconstruire la reconstruction est exacte. La majorité des tomographes industriels utilisent l'algorithme de rétroprojection de projections filtrées (Filtered Back Projection ou FBP) pour reconstruire la région d'intérêt. Cet algorithme possède deux défauts théoriques, un au niveau du filtre utilisé, l'autre au niveau de la rétroprojection elle-même. Nous avons pu mettre au point un algorithme de Mojette FBP. Cet algorithme fait partie des méthodes directes de reconstruction. Il a aussi été testé avec succès en présence de bruit. Cet algorithme permet une équivalence continu-discret lors de la reconstruction. L'étape de projection/rétroprojection Mojette présente la particularité intéressante de pouvoir être décrit par une matrice Toeplitz bloc Toeplitz. Pour utiliser cette propriété nous avons mis en oeuvre un algorithme de gradient conjugué.

In this thesis, coda waves recorded by local seismographic networks will be analyzed to estimate the three-dimensional spatial distribution of scatterers (SDS). This will be done by using the single scattering approximation. This approach leads to a huge system of equations that can not be solved by traditional methods. For the first time, we will use the Simultaneous Iterative Reconstructive Technique (SIRT) to solve this kind of system in seismological applications. SIRT is slow but provides a means to carry out the inversion with greater accuracy. There is also a very fast non-iterative method that allows to carry out the inversion 102 times faster, with a higher resolution and reasonable accuracy: the Filtered Back-Projection (FBP). If one wishes to use this technique it is necessary to adapt it to the geometry of our problem. This will be done for the first time in this thesis. The theory necessary to carry out the adaptation will be developed and a simple expression will be derived to carry out the inversion.FBP and SIRT are then used to determine the SDS in southern India. Results are almost independent of the inversion method used and they are frequency dependent. They show a remarkably uniform distribution of the scattering strength in the crust around GBA. However, a shallow (0-24 km) strong scattering structure, which is only visible at low frequencies, seems to coincide with de Closepet granitic batholith which is the boundary between the eastern and western parts of the Dharwar craton.Also, the SDS is estimated for the Galeras volcano, Colombia. Results reveal a highly non-uniform SDS. Strong scatterers show frequency dependence, which is interpreted in terms if the scale of the heterogeneities producing scattering. Two zones of strong scattering are detected: the shallower one is located at a depth from 4 km to 8 km under the summit whereas the deeper one is imaged at a depth of ~37 km from the Earth's surface. Both zones may be correlated with the magmatic plumbing system beneath Galeras volcano. The second strong scattering zone may be probably related to the deeper magma reservoir that feeds the system.

Bakgrund: Monaurala lågredundanta taltester används, tillsammans med andra tester i testbatterier, för att undersöka centrala auditiva funktioner. Testgrupper som ingår i monaurala lågredundanta taltester är: lågpassfiltrerade taltester, tal-i-brus tester och tidskomprimerade taltester. Syfte: Syftet var att ta reda på vilka monaurala lågredundanta taltester som finns och vilka resultat man kan få på dessa. Metod: Litteraturstudie där experimentella studier har använts. Resultat: De monaurala lågredundanta taltester som har använts i de studerade artiklarna är filtrerat tal, meningar-i-brus, ord-i-brus, taluppfattning-i-brus, tal-i-brus, SPIN, R-SPIN, SSI/MCI, SSI/ICM, SIN, tidskomprimerade ord med olika kompressionsgrader, hackat tal, The Compressed Sentence Test och SCAN-A, SCAN-C med undertesterna Auditory Figure Ground och filtrerade ord. Försökspersoner med hörselnedsättning får signifikant sämre resultat än normalhörande på många av testerna. Barn får sämre resultat på flera av testerna jämfört med vuxna. Slutsatser: Det finns många olika monaurala lågredundanta taltester. De valda artiklarna tar upp fler monaurala lågredundanta taltester än vad som nämns i använd referenslitteratur.

The current study empirically analyzes the extreme behavior and the impact of deregulation policies as well as financial turmoil on the extreme behavior of changes of Taiwan short term interest rate. A better knowledge of short-term interest rate properties, such as heavy tails, asymmetry, and uneven tail fatness between right and left tails, provide an insight to the extreme behavior of short-term interest rate as well as a more accurate estimation of interest risk. The predicting performances of filtered and unfiltered VaR (Value at risk) models are also examined to suggest the proper models for management of interest rate risk. By applying Extreme Value theory (EVT), tail behavior is analyzed and tested and the VaR based on parametric and non-parametric EVT models are calculated.The empirical findings show that, first, the distribution of change of rate are heavy-tailed indicating that the actual risk would be underestimated based on normality assumption. Second, the unconditional distribution is consistent with the heavier-tailed distributions such as ARCH process or Student¡¦t. Third, the right tail of distribution of change of rate are significantly heavier than the left one pointing out that the probabilities and magnitudes of rise in rate could be higher than those of drop in rate. Fourth, the amount of tail-fatness in tail of distribution of change of rate increase after 1999 and the vital factors to cause structural break in tail index are the interest rate policies taken by central bank of Taiwan instead of the deregulation policies in money market. Fifth, based on the two break points found in tail index of right and left tail, long sample of CP rates should not be treated as samples from a single distribution. Sixth, the dependent and heteroscedastic properties of data series should be considered in applying EVT to improve accuracy of VaR forecasts. Finally, EVT models predict VaR accurately before 2001 and the benchmark model, HS and GARCH, generally are superior to EVT models after 2001. Among EVT models, MRE and CHE are relative consistent and reliable in VaR prediction.

No description available.

Solar selective coatings based on carbon transition metal carbide nanocomposite absorber layers were designed. Pulsed filtered cathodic arc was used for depositing amorphous carbon: metal carbide (a-C:MeC, Me = V, Mo) thin films. Composition and structure of the samples were characterized by ion beam analysis, X-ray diffraction, Raman spectroscopy, and transmission electron microscopy. The optical properties were determined by ellipsometry and spectrophotometry. Three effective medium approximations (EMA), namely Maxwell-Garnett, Bruggeman, and Bergman, were applied to simulate the optical behaviour of the nanocomposite thin films. Excellent agreement was achieved between simulated and measured reflectance spectra in the entire wavelength range by using the Bergman approach, where in-depth knowledge of the nanocomposite thin film microstructure is included. The reflectance is shown to be a function of the metal carbide volume fraction and its degree of percolation, but not dependent on whether the nanocomposite microstructure is homogeneous or a self-organized multilayer. Solar selective coatings based on an optimized a-C:MeC absorber layer were designed exhibiting a maximum solar absorptance of 96% and a low thermal emittance of ~5 and 15% at 25 and 600ºC, respectively. The results of this study can be considered as predictive design tool for nanomaterial-based optical coatings in general.

This dissertation approaches high resolution scatterometry from a new perspective. Three related general topics are addressed: high resolution σ^0 imaging, wind estimation from high resolution σ^0 images over the ocean, and high resolution wind estimation directly from the scatterometer measurements. Theories of each topic are developed, and previous approaches are generalized and formalized. Improved processing algorithms for these theories are developed, implemented for particular scatterometers, and analyzed. Specific results and contributions are noted below. The σ^0 imaging problem is approached as the inversion of a noisy aperture-filtered sampling operation-extending the current theory to deal explicitly with noise. A maximum aposteriori (MAP) reconstruction estimator is developed to regularize the problem and deal appropriately with noise. The method is applied to the SeaWinds scatterometer and the Advanced Scatterometer (ASCAT). The MAP approach produces high resolution σ^0 images without introducing the ad-hoc processing steps employed in previous methods. An ultra high resolution (UHR) wind product has been previously developed and shown to produce valuable high resolution information, but the theory has not been formalized. This dissertation develops the UHR sampling model and noise model, and explicitly states the implicit assumptions involved. Improved UHR wind retrieval methods are also developed. The developments in the σ^0 imaging problem are extended to deal with the nonlinearities involved in wind field estimation. A MAP wind field reconstruction estimator is developed and implemented for the SeaWinds scatterometer. MAP wind reconstruction produces a wind field estimate that is consistent with the conventional product, but with higher resolution. The MAP reconstruction estimates have a resolution similar to the UHR estimates, but with less noise. A hurricane wind model is applied to obtain an informative prior used in MAP estimation, which reduces noise and ameliorates ambiguity selection and rain contamination.

<p dir="ltr">From transonic to hypersonic regimes, the characterization of high-speed flow dynamics is critical for the development, testing, and improvement of launch and reentry vehicles, boost-glide vehicles, and thermal protection systems. The design of this technology often relies on computational/empirical models for predictions which make quantitative thermodynamic measurements crucial for numerical validation. Laser diagnostic techniques facilitate non-intrusive, <i>in situ</i> measurements of fluid dynamic properties as well as visualization of flows, shocks, and boundary layer interactions. However, many diagnostics rely on seeding the flow with foreign materials to make measurements, such as the application of particle image velocimetry (PIV), Doppler global velocimetry (DGV), and planar laser-induced fluorescence (PLIF). Molecular filtered Rayleigh scattering (FRS) diagnostics are attractive for flow characterization due to the fact that pressure, temperature, density and velocity measurements can be made directly from air or N₂ molecules without the need for seeding materials. The development of the burst-mode laser (BML) has enabled high-energy pulses generated at the rates necessary to resolve phenomena such as instabilities in boundary-layers and shock-wave evolution using Rayleigh scattering methods. The goal of this dissertation is to advance molecular burst-mode FRS for quantitative, high resolution, multi-parameter measurements. For fixed-wavelength FRS measurements, the spectral characteristics of a BML system were investigated and improved by integrating an etalon for spectral-gating. For multi-parameter measurements, two strategies for wavelength-agility, the ability to quickly switch between two or more laser wavelengths, of the BML were explored: frequency-scanning and frequency-shifting. The frequency-scanning FRS (FS-FRS) technique measurement rate was increased to 1 kHz and demonstrated for 1-ms pressure, temperature, and radial velocity measurements in an underexpanded jet flow. Building upon this, an acousto-optic modulator-based method was implemented to generate frequency-shifted pulses. The rapid frequency-shifting increased the effective FRS multi-parameter measurement rate to 25 kHz and planar pressure, temperature, and radial velocity measurements were captured in an overexpanded jet flow. Finally, design tools for the laser configuration of wavelength-agile FRS were developed for the optimization of relative absolute measurement errors.</p>

[pt] Frequentemente enfrenta-se grandes desafios na recuperação de amostras intactas de rejeitos com matrizes mais arenosas para a realização de ensaios laboratoriais. Essas dificuldades muitas vezes limitam a caracterização desses materiais ao uso de amostras reconstituídas, cuja capacidade de reproduzir o comportamento in-situ dos rejeitos está inerentemente ligada à capacidade do método de preparação da amostra de reproduzir a matriz do material. Vários estudos demostraram que o comportamento de rejeitos arenosos sob pequenas e grandes deformações são afetados pelos métodos empregados para preparação das amostras e o presente estudo busca entender de que forma a microestrutura pode interferir em tais variações. Buscando aprofundar nesta temática, a pesquisa objetivou realizar ensaios de caracterização física, química, mineralógica e microestrutural de uma amostra de rejeito de minério de ferro filtrado, predominantemente arenoso, testando três técnicas de reconstituição de amostra: Compactação com soquete (Moist tamping, MT), Pluviação úmida (Water pluviation, WP) e Deposição de lama (Slurry deposition, SD), avaliando a alteração na resposta da microestrutura do material frente às diferentes técnicas de moldagem. Foram realizados ensaios de análise de microtomografia computadorizada de raios X do material preparado com distintos índices de vazios, sendo: 0,70, 0,75 e 0,80. Ao final de cada preparação, as amostras foram submetidas ao congelamento instantâneo com o uso de nitrogênio líquido. De posse dos resultados, observou-se variações significativas entre os métodos de preparação de amostras do estudo, no que tange à disposição das partículas no meio, espaços vazios (porosidade) e influência da saturação do corpo de prova. Os resultados obtidos dos ensaios de microtomografia computadorizada indicaram arranjo desorientado e macroporoso entre as técnicas de reconstituição de amostras, observando-se similaridade microestrutural entre as técnicas MT e WP, tanto por constatação visual quanto por avaliação dos atributos microestruturais. A técnica de MT tende a formar grumos durante o processo de compactação com soquete, formando uma estrutura tida como favo de mel, podendo simular bem o empilhamento de rejeitos compactados. Já a técnica WP, devido ao seu processo de sedimentação natural, também tende a formar espaços vazios devido ao arranjo das partículas, sendo mais susceptível a sofrer segregação. Apesar disso, a técnica WP também pode ser aplicável para depósitos hidráulicos devido ao processo de sedimentação natural sem esforço de compactação. Já a técnica SD produz uma matriz de rejeito específica, influenciada pelo processo de homogeneização. Essa uniformidade das amostras observada na técnica SD pode representar bem depósitos hidráulicos, a depender das condições de lançamento de rejeito. Ademais, a pesquisa buscou avaliar a microestrutura de um rejeito de minério de ferro através da matriz gerada por cada técnica de reconstituição de amostras, identificando os aspectos que podem influenciar no arranjo e distribuição dos grãos no meio e macroporosidade. O congelamento instantâneo pode preservar as características das amostras, porém cada técnica possui suas limitações e individualidades as quais foram abordadas neste trabalho, e devem ser utilizadas com cautela para definição da técnica a ser adotada em função da condição do rejeito in-situ para fins de comparação. / [en] Great challenges are often faced in recovering intact samples from tailings with sandier matrices for carrying out laboratory tests. These difficulties often limit the characterization of these materials to the use of reconstituted samples, whose ability to reproduce the in-situ behavior of the tailings is inherently linked to the ability of the sample preparation method to reproduce the material matrix. Several studies have demonstrated that the behavior of sandy tailings under lows and highs deformations are affected by the methods used to prepare the samples and the present study seeks to understand how the microstructure can interfere with such variations. Seeking to delve deeper into this topic, the research aimed to carry out physical, chemical, mineralogical and microstructural characterization tests of a sample of filtered iron ore waste, predominantly sandy, testing three sample reconstitution techniques: Moist tamping (MT), Water pluviation (WP) and Slurry deposition (SD), evaluating the change in the response of the material s microstructure to different molding techniques. X-ray computed microtomography analysis tests were carried out on the prepared material with different void indices, being: 0.70, 0.75 and 0.80. At the end of each preparation, the samples were subjected to instant freezing using liquid nitrogen. With the results in hand, significant variations were observed between the study sample preparation methods, regarding the arrangement of particles in the medium, empty spaces (porosity) and the influence of the saturation of the specimen. The results obtained from microcomputed tomography tests indicated a disoriented and macroporous arrangement between the sample reconstitution techniques, observing microstructural similarity between the MT and WP techniques, both by visual observation and by evaluation of microstructural attributes. The MT technique tends to form lumps during the socket compaction process, forming a structure known as a honeycomb, which can well simulate the stacking of compacted waste. The WP technique, due to its natural sedimentation process, also tends to form voids due to the arrangement of the particles, being more susceptible to segregation. Despite this, the WP technique can also be applicable for hydraulic deposits due to the natural sedimentation process without compaction effort. The SD technique produces a specific waste matrix, influenced by the homogenization process. This uniformity of the samples observed in the SD technique may well represent hydraulic deposits, depending on the waste disposal conditions. Finally, the research sought to evaluate the microstructure of an iron ore tailings through the matrix generated by each sample reconstitution technique, identifying aspects that can influence the arrangement and distribution of grains in the environment and macroporosity. Instant freezing can preserve the characteristics of the samples; however each technique has its limitations and individualities, which were addressed in this work, and must be used with caution to define the technique to be adopted depending on the condition of the in-situ waste for the purpose of comparison.