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Series data, sequences of measured values, are ubiquitous. Whenever observations are made along a path in space or time, a data sequence results. To comprehend nature and shape it to our will, or to make informed decisions based on what we know, we need methods to make sense of such data. Of particular interest are probabilistic descriptions, which enable us to represent uncertainty and random variation inherent to the world around us. This thesis presents and expands upon some tools for creating probabilistic models of sequences, with an eye towards applications involving speech and language. Modelling speech and language is not only of use for creating listening, reading, talking, and writing machines---for instance allowing human-friendly interfaces to future computational intelligences and smart devices of today---but probabilistic models may also ultimately tell us something about ourselves and the world we occupy. The central theme of the thesis is the creation of new or improved models more appropriate for our intended applications, by weakening limiting and questionable assumptions made by standard modelling techniques. One contribution of this thesis examines causal-state splitting reconstruction (CSSR), an algorithm for learning discrete-valued sequence models whose states are minimal sufficient statistics for prediction. Unlike many traditional techniques, CSSR does not require the number of process states to be specified a priori, but builds a pattern vocabulary from data alone, making it applicable for language acquisition and the identification of stochastic grammars. A paper in the thesis shows that CSSR handles noise and errors expected in natural data poorly, but that the learner can be extended in a simple manner to yield more robust and stable results also in the presence of corruptions. Even when the complexities of language are put aside, challenges remain. The seemingly simple task of accurately describing human speech signals, so that natural synthetic speech can be generated, has proved difficult, as humans are highly attuned to what speech should sound like. Two papers in the thesis therefore study nonparametric techniques suitable for improved acoustic modelling of speech for synthesis applications. Each of the two papers targets a known-incorrect assumption of established methods, based on the hypothesis that nonparametric techniques can better represent and recreate essential characteristics of natural speech. In the first paper of the pair, Gaussian process dynamical models (GPDMs), nonlinear, continuous state-space dynamical models based on Gaussian processes, are shown to better replicate voiced speech, without traditional dynamical features or assumptions that cepstral parameters follow linear autoregressive processes. Additional dimensions of the state-space are able to represent other salient signal aspects such as prosodic variation. The second paper, meanwhile, introduces KDE-HMMs, asymptotically-consistent Markov models for continuous-valued data based on kernel density estimation, that additionally have been extended with a fixed-cardinality discrete hidden state. This construction is shown to provide improved probabilistic descriptions of nonlinear time series, compared to reference models from different paradigms. The hidden state can be used to control process output, making KDE-HMMs compelling as a probabilistic alternative to hybrid speech-synthesis approaches. A final paper of the thesis discusses how models can be improved even when one is restricted to a fundamentally imperfect model class. Minimum entropy rate simplification (MERS), an information-theoretic scheme for postprocessing models for generative applications involving both speech and text, is introduced. MERS reduces the entropy rate of a model while remaining as close as possible to the starting model. This is shown to produce simplified models that concentrate on the most common and characteristic behaviours, and provides a continuum of simplifications between the original model and zero-entropy, completely predictable output. As the tails of fitted distributions may be inflated by noise or empirical variability that a model has failed to capture, MERS's ability to concentrate on high-probability output is also demonstrated to be useful for denoising models trained on disturbed data. / <p>QC 20131128</p> / ACORNS: Acquisition of Communication and Recognition Skills / LISTA – The Listening Talker

Cette thèse a comme objectif d’évaluer comment les investissements et les dépenses militaires de la sécurité intérieure a influencé la croissance économique de l'Angola, de 1975 à 2013. Divisée en trois essais, en se concentrant principalement sur les conséquences économiques des conflits armés (des belligérants intra-angolaises et externe) qui est arrivé dans le pays, surtout après l'indépendance en 1975. Tout cela bien encadré dans le contexte de l'Afrique sub-saharienne et au milieu de la guerre froide entre les puissances mondiales majeures de l’époque: États-Unis et l'URSS. Nous avons apporté ici les apréciations de la participation de trois grands mouvements qui ont participé à la lutte de libération contre le colonialisme portugais, et comment ces trois se sont affrontés dans plusieurs conflits armés, tout particulièrement entre le MPLA et l'UNITA après la défaite du FNLA en 1975 et l'exil de son leader. Aussi nous nous sommes concentrés sur la bataille de Cuito Cuanavale, dans un contexte de conflit "global", à laquelle ont participé, entre autres forces intervéniants (Angola et Afrique du Sud), les États-Unis, Cuba et l'ex-URSS, dont les coûts furent élevés, aussi matériaux, qu’ humains. Pour donner fondation et répondre aux questions on fait une régression non-paramétrique (régressions du Kernel) en utilisant le Bootstrap, pour trouver une réponse significative dans la période 1975-2001 et une autre non significative à partir de 2002 jusqu'à 2013, avec l'analyse des effets dépenses militaires dans le développement économique de l'Angola, approchant des estimations de 32 pays d'Afrique subsaharienne. / O objetivo desta tese é avaliar como os investimentos ou gastos militares para a segurança nacional influenciaram o crescimento econômico de Angola, desde 1975 até 2013. Dividimo- la em três ensaios, tendo como foco principal as consequências econômicas dos conflitos armados (intra-angolana e com beligerantes externos) que aconteceram no país, principalmente depois da independência em 1975. Estes conflitos armados estão inseridos num contexto africano subsaariano, como extensão da Guerra Fria entre as Grandes potências mundiais da época: EUA e URSS. Trouxemos aqui não só as associações da participação dos três principais movimentos (MPLA, FNLA, UNITA) que participaram da luta de libertação contra o colonialismo português, mas também relatos de como estes três se enfrentaram em vários conflitos armados, essencialmente entre o MPLA e a UNITA, depois da derrota da FNLA em 1975 e o exílio do seu líder. Também focamos a Batalha do Cuito Cuanavale, num contexto de conflito “mundial”, da qual participaram, além das duas forças intervenientes (Angola e África do Sul), também os Estados Unidos da América (EUA), Cuba e a ex-União das Repúblicas Socialistas Soviéticas (ex-URSS), e cujos custos foram altos, tanto materiais, quanto humanos. Para dar fundamento e responder a pergunta da tese “se os gastos militares para a segurança do país são fatores determinantes para o crescimento ou estagnação econômica de Angola, no período de 1975 até 2013?” fizemos uma regressão não-paramétrica (Regressões de Kernel), com o uso do Bootstrap, num enfoque da economia da defesa, sendo que encontramos significância no período de 1975 até 2001 e não-significância no período de 2002 até 2013, ao analisarmos os efeitos dos gastos militares no crescimento econômico de Angola, aproximando-o a partir de estimações de 32 países da África subsaariana. / The objective of this thesis is to evaluate how investment and military spending for homeland security influenced the economic growth of Angola, from 1975 to 2013. We divided it into three essays, focusing primarily on the economic consequences of armed conflict (intra- Angolan belligerents and external) that happened in the country, especially after independence in 1975. These armed conflicts are housed in sub-Saharan African context, as an extension of the Cold War between the major world powers at the time: U.S.A and USSR. We bring here not only the associations of the participation of three major movements that participated in the liberation struggle against Portuguese colonialism, but also reports at how these three clashed in several armed conflicts, primarily between the MPLA and UNITA, after the defeat of the FNLA in 1975 and the exile of its leader. We also focus on the Battle of Cuito Cuanavale, in a context of "global" conflict, which was attended, besides the two intervening forces (Angola and South Africa), by the United States of America (USA), Cuba and the former Union of Soviet Socialist Republic (ex - USSR). The costs were high, both material and human. To give plea and answer the thesis question "whether the military spending to the country's security is crucial to the development of economic stagnation in Angola, from 1975 until 2013?" We made a non-parametric regression (kernel regressions), using the Bootstrap, and found significance in the period from 1975 to 2001 and not significance from 2002 until 2013, when analyzing the effects of military spending on economic development of Angola, approaching it from estimates of 32 sub-Saharan countries. / El objetivo de esta tesis es evaluar cómo la inversión y el gasto militar para la seguridad nacional influyeron en el crecimiento económico de Angola de 1975 a 2013. Nos dividimos en tres ensayos, centrándose principalmente en las consecuencias económicas de los conflictos armados (beligerantes intra Angola y externo) que sucedió en el país, sobre todo después de la independencia en el año 1975. Los conflictos armados están alojados en contexto africano al sur del Sahara, como una extensión de la guerra fría entre las grandes potencias mundiales de la época: EUA y la URSS. Traemos aquí no sólo las asociaciones de la participación de los tres grandes movimientos que participaron en la lucha de liberación contra el colonialismo portugués, pero también informa de cómo estos tres se enfrentaron en varios conflictos armados, sobre todo entre el MPLA y la UNITA, después de la derrota del FNLA en 1975 y el exilio de su líder. También nos enfocamos en la batalla de Cuito Cuanavale, en un contexto de conflicto "global", al que asistieron, además de las dos fuerzas que intervienen (Angola y Sudáfrica), por los Estados Unidos de América (EE.UU.), Cuba y la antigua Unión de la República Socialista Soviética (ex - URSS). Los costos eran altos, tanto materiales como humanos. Para dar declaración y responder a la pregunta de la tesis "si el gasto militar para la seguridad del país es crucial para el desarrollo de un estancamiento económico en Angola, desde 1975 hasta el año 2013?" Hicimos una regresión no paramétrica (regresiones del kernel), utilizando el Bootstrap, y encontramos significado en el período de 1975 a 2001, y no importancia desde 2002 hasta 2013, cuando se analizan los efectos de los gastos militares en el desarrollo económico de Angola,, acercarse a ella de las estimaciones de 32 países del África subsahariana.

Cette étude vise à mettre en lumière les différences et similarités existant entre les principales crises économiques et financières ayant frappé un échantillon de 21 pays avancés depuis 1981. Nous analyserons plus particulièrement la crise des subprimes que nous rapprocherons avec des épisodes antérieurs. Nous étudierons à la fois les années du déclenchement des turbulences (analyse typologique) ainsi que celles les précédant (prévision). Cette analyse sera fondée sur l’utilisation de la méthode CART (Classification And Regression Trees). Cette technique non linéaire et non paramétrique permet de prendre en compte les effets de seuil et les interactions entre variables explicatives de façon à révéler plusieurs contextes distincts explicatifs d’un même événement. Dans le cadre d‘un modèle de prévision, l’analyse des années précédant les crises nous indique que les variables à surveiller sont : la variation et la volatilité du cours de l’once d’or, le déficit du compte courant en pourcentage du PIB et la variation de l’openness ratio et enfin la variation et la volatilité du taux de change. Dans le cadre de l’analyse typologique, l’étude des différentes variétés de crise (année du déclenchement de la crise) nous permettra d’identifier deux principaux types de turbulence d’un point de vue empirique. En premier lieu, nous retiendrons les crises globales caractérisées par un fort ralentissement ou une baisse de l’activité aux Etats-Unis et une faible croissance du PIB dans les pays touchés. D’autre part, nous mettrons en évidence des crises idiosyncratiques propres à un pays donné et caractérisées par une inflation et une volatilité du taux de change élevées. / The aim of this thesis is to analyze, from an empirical point of view, both the different varieties of economic and financial crises (typological analysis) and the context’s characteristics, which could be associated with a likely occurrence of such events. Consequently, we analyze both: years seeing a crisis occurring and years preceding such events (leading contexts analysis, forecasting). This study contributes to the empirical literature by focusing exclusively on the crises in advanced economies over the last 30 years, by considering several theoretical types of crises and by taking into account a large number of both economic and financial explanatory variables. As part of this research, we also analyze stylized facts related to the 2007/2008 subprimes turmoil and our ability to foresee crises from an epistemological perspective. Our empirical results are based on the use of binary classification trees through CART (Classification And Regression Trees) methodology. This nonparametric and nonlinear statistical technique allows us to manage large data set and is suitable to identify threshold effects and complex interactions among variables. Furthermore, this methodology leads to characterize crises (or context preceding a crisis) by several distinct sets of independent variables. Thus, we identify as leading indicators of economic and financial crises: variation and volatility of both gold prices and nominal exchange rates, as well as current account balance (as % of GDP) and change in openness ratio. Regarding the typological analysis, we figure out two main different empirical varieties of crises. First, we highlight « global type » crises characterized by a slowdown in US economic activity (stressing the role and influence of the USA in global economic conditions) and low GDP growth in the countries affected by the turmoil. Second, we find that country-specific high level of both inflation and exchange rates volatility could be considered as evidence of « idiosyncratic type » crises.

Cette thèse a comme objectif d’évaluer comment les investissements et les dépenses militaires de la sécurité intérieure a influencé la croissance économique de l'Angola, de 1975 à 2013. Divisée en trois essais, en se concentrant principalement sur les conséquences économiques des conflits armés (des belligérants intra-angolaises et externe) qui est arrivé dans le pays, surtout après l'indépendance en 1975. Tout cela bien encadré dans le contexte de l'Afrique sub-saharienne et au milieu de la guerre froide entre les puissances mondiales majeures de l’époque: États-Unis et l'URSS. Nous avons apporté ici les apréciations de la participation de trois grands mouvements qui ont participé à la lutte de libération contre le colonialisme portugais, et comment ces trois se sont affrontés dans plusieurs conflits armés, tout particulièrement entre le MPLA et l'UNITA après la défaite du FNLA en 1975 et l'exil de son leader. Aussi nous nous sommes concentrés sur la bataille de Cuito Cuanavale, dans un contexte de conflit "global", à laquelle ont participé, entre autres forces intervéniants (Angola et Afrique du Sud), les États-Unis, Cuba et l'ex-URSS, dont les coûts furent élevés, aussi matériaux, qu’ humains. Pour donner fondation et répondre aux questions on fait une régression non-paramétrique (régressions du Kernel) en utilisant le Bootstrap, pour trouver une réponse significative dans la période 1975-2001 et une autre non significative à partir de 2002 jusqu'à 2013, avec l'analyse des effets dépenses militaires dans le développement économique de l'Angola, approchant des estimations de 32 pays d'Afrique subsaharienne. / O objetivo desta tese é avaliar como os investimentos ou gastos militares para a segurança nacional influenciaram o crescimento econômico de Angola, desde 1975 até 2013. Dividimo- la em três ensaios, tendo como foco principal as consequências econômicas dos conflitos armados (intra-angolana e com beligerantes externos) que aconteceram no país, principalmente depois da independência em 1975. Estes conflitos armados estão inseridos num contexto africano subsaariano, como extensão da Guerra Fria entre as Grandes potências mundiais da época: EUA e URSS. Trouxemos aqui não só as associações da participação dos três principais movimentos (MPLA, FNLA, UNITA) que participaram da luta de libertação contra o colonialismo português, mas também relatos de como estes três se enfrentaram em vários conflitos armados, essencialmente entre o MPLA e a UNITA, depois da derrota da FNLA em 1975 e o exílio do seu líder. Também focamos a Batalha do Cuito Cuanavale, num contexto de conflito “mundial”, da qual participaram, além das duas forças intervenientes (Angola e África do Sul), também os Estados Unidos da América (EUA), Cuba e a ex-União das Repúblicas Socialistas Soviéticas (ex-URSS), e cujos custos foram altos, tanto materiais, quanto humanos. Para dar fundamento e responder a pergunta da tese “se os gastos militares para a segurança do país são fatores determinantes para o crescimento ou estagnação econômica de Angola, no período de 1975 até 2013?” fizemos uma regressão não-paramétrica (Regressões de Kernel), com o uso do Bootstrap, num enfoque da economia da defesa, sendo que encontramos significância no período de 1975 até 2001 e não-significância no período de 2002 até 2013, ao analisarmos os efeitos dos gastos militares no crescimento econômico de Angola, aproximando-o a partir de estimações de 32 países da África subsaariana. / The objective of this thesis is to evaluate how investment and military spending for homeland security influenced the economic growth of Angola, from 1975 to 2013. We divided it into three essays, focusing primarily on the economic consequences of armed conflict (intra- Angolan belligerents and external) that happened in the country, especially after independence in 1975. These armed conflicts are housed in sub-Saharan African context, as an extension of the Cold War between the major world powers at the time: U.S.A and USSR. We bring here not only the associations of the participation of three major movements that participated in the liberation struggle against Portuguese colonialism, but also reports at how these three clashed in several armed conflicts, primarily between the MPLA and UNITA, after the defeat of the FNLA in 1975 and the exile of its leader. We also focus on the Battle of Cuito Cuanavale, in a context of "global" conflict, which was attended, besides the two intervening forces (Angola and South Africa), by the United States of America (USA), Cuba and the former Union of Soviet Socialist Republic (ex - USSR). The costs were high, both material and human. To give plea and answer the thesis question "whether the military spending to the country's security is crucial to the development of economic stagnation in Angola, from 1975 until 2013?" We made a non-parametric regression (kernel regressions), using the Bootstrap, and found significance in the period from 1975 to 2001 and not significance from 2002 until 2013, when analyzing the effects of military spending on economic development of Angola, approaching it from estimates of 32 sub-Saharan countries. / El objetivo de esta tesis es evaluar cómo la inversión y el gasto militar para la seguridad nacional influyeron en el crecimiento económico de Angola de 1975 a 2013. Nos dividimos en tres ensayos, centrándose principalmente en las consecuencias económicas de los conflictos armados (beligerantes intra Angola y externo) que sucedió en el país, sobre todo después de la independencia en el año 1975. Los conflictos armados están alojados en contexto africano al sur del Sahara, como una extensión de la guerra fría entre las grandes potencias mundiales de la época: EUA y la URSS. Traemos aquí no sólo las asociaciones de la participación de los tres grandes movimientos que participaron en la lucha de liberación contra el colonialismo portugués, pero también informa de cómo estos tres se enfrentaron en varios conflictos armados, sobre todo entre el MPLA y la UNITA, después de la derrota del FNLA en 1975 y el exilio de su líder. También nos enfocamos en la batalla de Cuito Cuanavale, en un contexto de conflicto "global", al que asistieron, además de las dos fuerzas que intervienen (Angola y Sudáfrica), por los Estados Unidos de América (EE.UU.), Cuba y la antigua Unión de la República Socialista Soviética (ex - URSS). Los costos eran altos, tanto materiales como humanos. Para dar declaración y responder a la pregunta de la tesis "si el gasto militar para la seguridad del país es crucial para el desarrollo de un estancamiento económico en Angola, desde 1975 hasta el año 2013?" Hicimos una regresión no paramétrica (regresiones del kernel), utilizando el Bootstrap, y encontramos significado en el período de 1975 a 2001, y no importancia desde 2002 hasta 2013, cuando se analizan los efectos de los gastos militares en el desarrollo económico de Angola,, acercarse a ella de las estimaciones de 32 países del África subsahariana.

L'objectif général de cette thèse était de proposer une solution de localisation en intérieur à la fois simple et capable de surmonter les défis de la propagation dans les environnements en intérieur. Pour ce faire, un système de localisation basé sur la méthode des signatures et adoptant le temps d'arrivée du signal de l'émetteur au récepteur comme signature, a été proposé. Le système présente deux architectures différentes, une première orientée privée utilisant la méthode d'accès multiple à répartition par code et une deuxième centralisée basée sur la méthode d'accès multiple à répartition dans le temps. Le système calcule la position de l'objet d'intérêt par la méthode de noyau. Une comparaison expérimentale entre le système à architecture orientée privée et un système de localisation sonore déjà existant et basé sur la méthode de trilatération, a permis de confirmer les résultats trouvés dans le cas de la localisation par ondes radiofréquences. Cependant, nos expérimentations étaient les premières à montrer l'effet de la réverbération sur les approches de la localisation acoustique. Dans un second lieu, un système de localisation basé sur la technique de retournement temporel, permettant une localisation simultanée de sources avec différentes précisions, a été testé par simulations en faisant varier le nombre de sources. Ce système a été ensuite validé par expérimentations. Dans la dernière partie de notre étude, nous nous sommes intéressés à la réduction de l'audibilité du signal utile à la localisation par recours à la psycho-acoustique. Un filtre défini à partir du seuil d'audition absolu a été appliqué au signal de localisation. Nos résultats ont montré une amélioration de la précision de localisation comparé au système de localisation sans modèle psycho-acoustique et ce grâce à l'utilisation d'un filtre adapté au modèle psycho-acoustique à la réception. Par ailleurs, l'écoute du signal après application du modèle psycho-acoustique a montré une réduction significative de son audibilité comparée à celle du signal original. / The objective of this PhD is to propose a location solution that should be simple and robust to multipath that characterizes the indoor environments. First, a location system that exploits the time domain of channel parameters has been proposed. The system adopts the time of arrival of the path of maximum amplitude as a signature and estimates the target position through nonparametric kernel regression. The system was evaluated in experiments for two main configurations: a privacy-oriented configuration with code-division multiple-access operation and a centralized configuration with time-division multiple-access operation. A comparison between our privacy-oriented system and another acoustic location system based on code-division multiple-access operation and lateration method confirms the results found in radiofrequency-based localization. However, our experiments are the first to demonstrate the detrimental effect that reverberation has on acoustic localization approaches. Second, a location system based on time reversal technique and able to localize simultaneously sources with different location precisions has been tested through simulations for different values of the number of sources. The system has then been validated by experiments. Finally, we have been interested in reducing the audibility of the localization signal through psycho-acoustics. A filter, set from the absolute threshold of hearing, is then applied to the signal. Our results showed an improvement in precision, when compared to the location system without psychoacoustic model, thanks to the use of matched filter at the receiver. Moreover, we have noticed a significant reduction in the audibility of the filtered signal compared to that of the original signal.

Cette thèse a comme objectif d’évaluer comment les investissements et les dépenses militaires de la sécurité intérieure a influencé la croissance économique de l'Angola, de 1975 à 2013. Divisée en trois essais, en se concentrant principalement sur les conséquences économiques des conflits armés (des belligérants intra-angolaises et externe) qui est arrivé dans le pays, surtout après l'indépendance en 1975. Tout cela bien encadré dans le contexte de l'Afrique sub-saharienne et au milieu de la guerre froide entre les puissances mondiales majeures de l’époque: États-Unis et l'URSS. Nous avons apporté ici les apréciations de la participation de trois grands mouvements qui ont participé à la lutte de libération contre le colonialisme portugais, et comment ces trois se sont affrontés dans plusieurs conflits armés, tout particulièrement entre le MPLA et l'UNITA après la défaite du FNLA en 1975 et l'exil de son leader. Aussi nous nous sommes concentrés sur la bataille de Cuito Cuanavale, dans un contexte de conflit "global", à laquelle ont participé, entre autres forces intervéniants (Angola et Afrique du Sud), les États-Unis, Cuba et l'ex-URSS, dont les coûts furent élevés, aussi matériaux, qu’ humains. Pour donner fondation et répondre aux questions on fait une régression non-paramétrique (régressions du Kernel) en utilisant le Bootstrap, pour trouver une réponse significative dans la période 1975-2001 et une autre non significative à partir de 2002 jusqu'à 2013, avec l'analyse des effets dépenses militaires dans le développement économique de l'Angola, approchant des estimations de 32 pays d'Afrique subsaharienne. / O objetivo desta tese é avaliar como os investimentos ou gastos militares para a segurança nacional influenciaram o crescimento econômico de Angola, desde 1975 até 2013. Dividimo- la em três ensaios, tendo como foco principal as consequências econômicas dos conflitos armados (intra-angolana e com beligerantes externos) que aconteceram no país, principalmente depois da independência em 1975. Estes conflitos armados estão inseridos num contexto africano subsaariano, como extensão da Guerra Fria entre as Grandes potências mundiais da época: EUA e URSS. Trouxemos aqui não só as associações da participação dos três principais movimentos (MPLA, FNLA, UNITA) que participaram da luta de libertação contra o colonialismo português, mas também relatos de como estes três se enfrentaram em vários conflitos armados, essencialmente entre o MPLA e a UNITA, depois da derrota da FNLA em 1975 e o exílio do seu líder. Também focamos a Batalha do Cuito Cuanavale, num contexto de conflito “mundial”, da qual participaram, além das duas forças intervenientes (Angola e África do Sul), também os Estados Unidos da América (EUA), Cuba e a ex-União das Repúblicas Socialistas Soviéticas (ex-URSS), e cujos custos foram altos, tanto materiais, quanto humanos. Para dar fundamento e responder a pergunta da tese “se os gastos militares para a segurança do país são fatores determinantes para o crescimento ou estagnação econômica de Angola, no período de 1975 até 2013?” fizemos uma regressão não-paramétrica (Regressões de Kernel), com o uso do Bootstrap, num enfoque da economia da defesa, sendo que encontramos significância no período de 1975 até 2001 e não-significância no período de 2002 até 2013, ao analisarmos os efeitos dos gastos militares no crescimento econômico de Angola, aproximando-o a partir de estimações de 32 países da África subsaariana. / The objective of this thesis is to evaluate how investment and military spending for homeland security influenced the economic growth of Angola, from 1975 to 2013. We divided it into three essays, focusing primarily on the economic consequences of armed conflict (intra- Angolan belligerents and external) that happened in the country, especially after independence in 1975. These armed conflicts are housed in sub-Saharan African context, as an extension of the Cold War between the major world powers at the time: U.S.A and USSR. We bring here not only the associations of the participation of three major movements that participated in the liberation struggle against Portuguese colonialism, but also reports at how these three clashed in several armed conflicts, primarily between the MPLA and UNITA, after the defeat of the FNLA in 1975 and the exile of its leader. We also focus on the Battle of Cuito Cuanavale, in a context of "global" conflict, which was attended, besides the two intervening forces (Angola and South Africa), by the United States of America (USA), Cuba and the former Union of Soviet Socialist Republic (ex - USSR). The costs were high, both material and human. To give plea and answer the thesis question "whether the military spending to the country's security is crucial to the development of economic stagnation in Angola, from 1975 until 2013?" We made a non-parametric regression (kernel regressions), using the Bootstrap, and found significance in the period from 1975 to 2001 and not significance from 2002 until 2013, when analyzing the effects of military spending on economic development of Angola, approaching it from estimates of 32 sub-Saharan countries. / El objetivo de esta tesis es evaluar cómo la inversión y el gasto militar para la seguridad nacional influyeron en el crecimiento económico de Angola de 1975 a 2013. Nos dividimos en tres ensayos, centrándose principalmente en las consecuencias económicas de los conflictos armados (beligerantes intra Angola y externo) que sucedió en el país, sobre todo después de la independencia en el año 1975. Los conflictos armados están alojados en contexto africano al sur del Sahara, como una extensión de la guerra fría entre las grandes potencias mundiales de la época: EUA y la URSS. Traemos aquí no sólo las asociaciones de la participación de los tres grandes movimientos que participaron en la lucha de liberación contra el colonialismo portugués, pero también informa de cómo estos tres se enfrentaron en varios conflictos armados, sobre todo entre el MPLA y la UNITA, después de la derrota del FNLA en 1975 y el exilio de su líder. También nos enfocamos en la batalla de Cuito Cuanavale, en un contexto de conflicto "global", al que asistieron, además de las dos fuerzas que intervienen (Angola y Sudáfrica), por los Estados Unidos de América (EE.UU.), Cuba y la antigua Unión de la República Socialista Soviética (ex - URSS). Los costos eran altos, tanto materiales como humanos. Para dar declaración y responder a la pregunta de la tesis "si el gasto militar para la seguridad del país es crucial para el desarrollo de un estancamiento económico en Angola, desde 1975 hasta el año 2013?" Hicimos una regresión no paramétrica (regresiones del kernel), utilizando el Bootstrap, y encontramos significado en el período de 1975 a 2001, y no importancia desde 2002 hasta 2013, cuando se analizan los efectos de los gastos militares en el desarrollo económico de Angola,, acercarse a ella de las estimaciones de 32 países del África subsahariana.

Dans cette thèse, nous abordons l'estimation non paramétrique de la fonction de dépendance des distributions multivariées à valeurs extrêmes. Dans une première partie, on adopte l’hypothèse classique stipulant que les variables aléatoires sont indépendantes et identiquement distribuées (i.i.d). Plusieurs estimateurs non paramétriques sont comparés pour une fonction de dépendance trivariée de type logistique dans deux différents cas. Dans le premier cas, on suppose que les fonctions marginales sont des distributions généralisées à valeurs extrêmes. La distribution marginale est remplacée par la fonction de répartition empirique dans le deuxième cas. Les résultats des simulations Monte Carlo montrent que l'estimateur Gudendorf-Segers (Gudendorf et Segers, 2011) est plus efficient que les autres estimateurs pour différentes tailles de l’échantillon. Dans une deuxième partie, on ignore l’hypothèse i.i.d vue qu’elle n'est pas vérifiée dans l'analyse des séries temporelles. Dans le cadre univarié, on examine le comportement extrêmal d'un modèle autorégressif Gaussien stationnaire. Dans le cadre multivarié, on développe un nouveau théorème qui porte sur la convergence asymptotique de l'estimateur de Pickands vers la fonction de dépendance théorique. Ce fondement théorique est vérifié empiriquement dans les cas d’indépendance et de dépendance asymptotique. Dans la dernière partie de la thèse, l'estimateur Gudendorf-Segers est utilisé pour modéliser la structure de dépendance des concentrations extrêmes d’ozone observées dans les stations qui enregistrent des dépassements de la valeur guide et limite de la norme Tunisienne de la qualité d'air NT.106.04. / In this thesis, we investigate the nonparametric estimation of the dependence function for multivariate extreme value distributions. Firstly, we assume independent and identically distributed random variables (i.i.d). Several nonparametric estimators are compared for a trivariate dependence function of logistic type in two different cases. In a first analysis, we suppose that marginal functions are generalized extreme value distributions. In a second investigation, we substitute the marginal function by the empirical distribution function. Monte Carlo simulations show that the Gudendorf-Segers (Gudendorf and Segers, 2011) estimator outperforms the other estimators for different sample sizes. Secondly, we drop the i.i.d assumption as it’s not verified in time series analysis. Considering the univariate framework, we examine the extremal behavior of a stationary Gaussian autoregressive process. In the multivariate setting, we prove the asymptotic consistency of the Pickands dependence function estimator. This theoretical finding is confirmed by empirical investigations in the asymptotic independence case as well as the asymptotic dependence case. Finally, the Gudendorf-Segers estimator is used to model the dependence structure of extreme ozone concentrations in locations that record several exceedances for both guideline and limit values of the Tunisian air quality standard NT.106.04.

Floods cause widespread damage to property and life in different parts of the world. Hence there is a paramount need to develop effective methods for design flood estimation to alleviate risk associated with these extreme hydrologic events. Methods that are conventionally considered for analysis of floods focus on estimation of continuous frequency relationship between peak flow observed at a location and its corresponding exceedance probability depicting the plausible conditions in the planning horizon. These methods are commonly known as at-site flood frequency analysis (FFA) procedures. The available FFA procedures can be classified as parametric and nonparametric. Parametric methods are based on the assumption that sample (at-site data) is drawn from a population with known probability density function (PDF). Those procedures have uncertainty associated with the choice of PDF and the method for estimation of its parameters. Moreover, parametric methods are ineffective in modeling flood data if multimodality is evident in their PDF. To overcome those artifacts, a few studies attempted using kernel based nonparametric (NP) methods as an alternative to parametric methods. The NP methods are data driven and they can characterize the uncertainty in data without prior assumptions as to the form of the PDF. Conventional kernel methods have shortcomings associated with boundary leakage problem and normal reference rule (considered for estimation of bandwidth), which have implications on flood quantile estimates. To alleviate this problem, focus of NP flood frequency analysis has been on development of new kernel density estimators (kdes). Another issue in FFA is that information on the whole hydrograph (e.g., time to the peak flow, volume of the flood flow and duration of the flood event) is needed, in addition to peak flow for certain applications. An option is to perform frequency analysis on each of the variables independently. However, these variables are not independent, and hence there is a need to perform multivariate analysis to construct multivariate PDFs and use the corresponding cumulative distribution functions (CDFs) to arrive at estimates of characteristics of design flood hydrograph. In this perspective, recent focus of flood frequency analysis studies has been on development of methods to derive joint distributions of flood hydrograph related variables in a nonparametric setting. Further, in real world scenario, it is often necessary to estimate design flood quantiles at target locations that have limited or no data. Regional Flood Frequency analysis (RFFA) procedures have been developed for use in such situations. These procedures involve use of a regionalization procedure for identification of a homogeneous group of watersheds that are similar to watershed of the target site in terms of flood response. Subsequently regional frequency analysis (RFA) is performed, wherein the information pooled from the group (region) forms basis for frequency analysis to construct a CDF (growth curve) that is subsequently used to arrive at quantile estimates at the target site. Though there are various procedures for RFFA, they are largely confined to only univariate framework considering a parametric approach as the basis to arrive at required quantile estimates. Motivated by these findings, this thesis concerns development of a linear diffusion process based adaptive kernel density estimator (D-kde) based methodologies for at-site as well as regional FFA in univariate as well as bivariate settings. The D-kde alleviates boundary leakage problem and also avoids normal reference rule while estimating optimal bandwidth by using Botev-Grotowski-Kroese estimator (BGKE). Potential of the proposed methodologies in both univariate and bivariate settings is demonstrated by application to synthetic data sets of various sizes drawn from known unimodal and bimodal parametric populations, and to real world data sets from India, USA, United Kingdom and Canada. In the context of at-site univariate FFA (considering peak flows), the performance of D- kde was found to be better when compared to four parametric distribution based methods (Generalized extreme value, Generalized logistic, Generalized Pareto, Generalized Normal), thirty-two ‘kde and bandwidth estimator’ combinations that resulted from application of four commonly used kernels in conjunction with eight bandwidth estimators, and a local polynomial–based estimator. In the context of at-site bivariate FFA considering ‘peakflow-flood volume’ and ‘flood duration-flood volume’ bivariate combinations, the proposed D-kde based methodology was shown to be effective when compared to commonly used seven copulas (Gumbel-Hougaard, Frank, Clayton, Joe, Normal, Plackett, and student’s-T copulas) and Gaussian kernel in conjunction with conventional as well as BGKE bandwidth estimators. Sensitivity analysis indicated that selection of optimum number of bins is critical in implementing D-kde in bivariate setting. In the context of univariate regional flood frequency analysis (RFFA) considering peak flows, a methodology based on D-kde and Index-flood methods is proposed and its performance is shown to be better when compared to that of widely used L-moment and Index-flood based method (‘regional L-moment algorithm’) through Monte-Carlo simulation experiments on homogeneous as well as heterogeneous synthetic regions, and through leave-one-out cross validation experiment performed on data sets pertaining to 54 watersheds in Godavari river basin, India. In this context, four homogeneous groups of watersheds are delineated in Godavari river basin using kernel principal component analysis (KPCA) in conjunction with Fuzzy c-means cluster analysis in L-moment framework, as an improvement over heterogeneous regions in the area (river basin) that are currently being considered by Central Water Commission, India. In the context of bivariate RFFA two methods are proposed. They involve forming site-specific pooling groups (regions) based on either L-moment based bivariate homogeneity test (R-BHT) or bivariate Kolmogorov-Smirnov test (R-BKS), and RFA based on D-kde. Their performance is assessed by application to data sets pertaining to stations in the conterminous United States. Results indicate that the R-BKS method is better than R-BHT in predicting quantiles of bivariate flood characteristics at ungauged sites, although the size of pooling groups formed using R-BKS is, in general, smaller than size of those formed using R-BHT. In general, the performance of the methods is found to improve with increase in size of pooling groups. Overall the results indicate that the D-kde always yields bona fide PDF (and CDF) in the context of univariate as well as bivariate flood frequency analysis, as probability density is nonnegative for all data points and integrates to unity for the valid range of the data. The performance of D-kde based at-site as well as regional FFA methodologies is found to be effective in univariate as well as bivariate settings, irrespective of the nature of population and sample size. A primary assumption underlying conventional FFA procedures has been that the time series of peak flow is stationarity (temporally homogeneous). However, recent studies carried out in various parts of the World question the assumption of flood stationarity. In this perspective, Time Varying Gaussian Copula (TVGC) based methodology is proposed in the thesis for flood frequency analysis in bivariate setting, which allows relaxing the assumption of stationarity in flood related variables. It is shown to be effective than seven commonly used stationary copulas through Monte-Carlo simulation experiments and by application to data sets pertaining to stations in the conterminous United States for which null hypothesis that peak flow data were non-stationary cannot be rejected.