Teses / dissertações sobre o tema "Minimax rate"

In the present dissertation, we investigate two different nonparametric models; empirical Bayes model and functional deconvolution model. In the case of the nonparametric empirical Bayes estimation, we carried out a complete minimax study. In particular, we derive minimax lower bounds for the risk of the nonparametric empirical Bayes estimator for a general conditional distribution. This result has never been obtained previously. In order to attain optimal convergence rates, we use a wavelet series based empirical Bayes estimator constructed in Pensky and Alotaibi (2005). We propose an adaptive version of this estimator using Lepski's method and show that the estimator attains optimal convergence rates. The theory is supplemented by numerous examples. Our study of the functional deconvolution model expands results of Pensky and Sapatinas (2009, 2010, 2011) to the case of estimating an (r+1)-dimensional function or dependent errors. In both cases, we derive minimax lower bounds for the integrated square risk over a wide set of Besov balls and construct adaptive wavelet estimators that attain those optimal convergence rates. In particular, in the case of estimating a periodic (r+1)-dimensional function, we show that by choosing Besov balls of mixed smoothness, we can avoid the ''curse of dimensionality'' and, hence, obtain higher than usual convergence rates when r is large. The study of deconvolution of a multivariate function is motivated by seismic inversion which can be reduced to solution of noisy two-dimensional convolution equations that allow to draw inference on underground layer structures along the chosen profiles. The common practice in seismology is to recover layer structures separately for each profile and then to combine the derived estimates into a two-dimensional function. By studying the two-dimensional version of the model, we demonstrate that this strategy usually leads to estimators which are less accurate than the ones obtained as two-dimensional functional deconvolutions. Finally, we consider a multichannel deconvolution model with long-range dependent Gaussian errors. We do not limit our consideration to a specific type of long-range dependence, rather we assume that the eigenvalues of the covariance matrix of the errors are bounded above and below. We show that convergence rates of the estimators depend on a balance between the smoothness parameters of the response function, the smoothness of the blurring function, the long memory parameters of the errors, and how the total number of observations is distributed among the channels.
Ph.D.
Doctorate
Mathematics
Sciences
Mathematics

Nous étudions dans cette thèse l'influence de la grande dimension dans des problèmes de test et d'estimation. Notre analyse porte sur la dépendance en la dimension de la vitesse de séparation d'un test de proximité et du risque quadratique de l'estimation multiples de vecteurs. Nous complétons les résultats existants en étudiant ces dépendances dans le cas de distributions non isotropes. Pour de telles distributions, le rôle de la dimension est alors joué par des notions de dimension effective définies à partir de la covariance des distributions. Ce cadre permet d'englober des données de dimension infinie comme le kernel mean embedding, outil de machine learning que nous chercherons à estimer. A l'aide de cette analyse, nous construisons des méthodes d'estimation simultanée de vecteurs moyennes de différentes distributions à partir d'échantillons indépendants de chacune. Ces estimateurs ont de meilleures performances théorique et pratique relativement aux moyennes empiriques, en particulier dans des situations défavorables où la dimension (effective) est grande. Ces méthodes utilisent explicitement ou implicitement la relative facilité du test par rapport à l'estimation. Elles reposent sur la construction d'estimateurs de distances et de moments de la covariance pour lesquels nous fournissons des bornes de concentration non asymptotiques. Un intérêt particulier est porté à l'étude de données bornées pour lesquels une analyse spécifique est nécessaire. Nos méthodes sont accompagnées d'une analyse minimax justifiant leur optimalité. Dans une dernière partie, nous proposons une interprétation du mécanisme d'attention utilisé dans les réseaux de neurones Transformers comme un problème d'estimation multiple de vecteurs. Dans un cadre simplifié, ce mécanisme partage des idées similaires avec nos approches et nous mettons en évidence son effet de débruitage en grande dimension
In this thesis, we study the influence of high dimension in testing and estimation problems. We analyze the dimension dependence of the separation rate of a closeness test and of the quadratic risk of multiple vector estimation. We complement existing results by studying these dependencies in the case of non-isotropic distributions. For such distributions, the role of dimension is played by notions of effective dimension defined from the covariance of the distributions. This framework covers infinite-dimensional data such as kernel mean embedding, a machine learning tool we will be seeking to estimate. Using this analysis, we construct methods for simultaneously estimating mean vectors of different distributions from independent samples of each. These estimators perform better theoretically and practically than the empirical mean in unfavorable situations where the (effective) dimension is large. These methods make explicit or implicit use of the relative ease of testing compared with estimation. They are based on the construction of estimators of distances and moments of covariance, for which we provide non-asymptotic concentration bounds. Particular interest is given to the study of bounded data, for which a specific analysis is required. Our methods are accompanied by a minimax analysis justifying their optimality. In a final section, we propose an interpretation of the attention mechanism used in Transformer neural networks as a multiple vector estimation problem. In a simplified framework, this mechanism shares similar ideas with our approaches, and we highlight its denoising effect in high dimension

This thesis presents a timing error detector (TED) used in the symbol timing synchronization subsystem for digital communications. The new timing error detector is designed to minimize the probability of symbol decision error, and it is called minimum symbol error rate TED (MSERTED). The new TED resembles the TED derived using the maximum likelihood (ML) criterion but gives rise to faster convergence relative to MLTED. The new TED requires shorter training sequences for symbol timing recovery. The TED operates on the outputs of the matched filter and estimates the timing offset. The S-curve is used as a tool for analyzing the behavior of the TEDs. The faster convergence of the new TED is shown in simulation results as compared to MLTED. The new TED works well for any two-dimensional constellation with arbitrarily shaped decision regions.

L’étude du taux de mortalité dans des modèles de population humaine ou en biologie est le cœur de ce travail. Cette thèse se situe à la frontière de la statistique des processus, de la statistique non-paramétrique et de l’analyse.Dans une première partie, centrée sur une problématique actuarielle, un algorithme est proposé pour estimer les tables de mortalité, utiles en assurance. Cet algorithme se base sur un modèle déterministe de population. Ces nouvelles estimations améliorent les résultats actuels en prenant en compte la dynamique globale de la population. Ainsi les naissances sont incorporées dans le modèle pour calculer le taux de mort. De plus, ces estimations sont mises en lien avec les travaux précédents, assurant ainsi la continuité théorique de notre travail.Dans une deuxième partie, nous nous intéressons à l’estimation du taux de mortalité dans un modèle stochastique de population. Cela nous pousse à utiliser des arguments propres à la statistique des processus et à la statistique non-paramétrique. On trouve alors des estimateurs non-paramétriques adaptatifs dans un cadre anisotrope pour la mortalité et la densité de population, ainsi que des inégalités de concentration non asymptotiques quantifiant la distance entre le modèle stochastique et le modèle déterministe limite utilisé dans la première partie. On montre que ces estimateurs restent optimaux dans un modèle où le taux de mort dépend d’interactions, comme dans le cas de la population logistique.Dans une troisième partie, on considère la réalisation d’un test pour détecter la présence d’interactions dans le taux de mortalité. Ce test permet en réalité de juger de la dépendance temporelle de ce taux. Sous une hypothèse, on montre alors qu’il est possible de détecter la présence d’interactions. Un algorithme pratique est proposé pour réaliser ce test
In this thesis, we study the mortality rate in different population models to apply our results to demography or biology. The mathematical framework includes statistics of process, nonparametric estimations and analysis.In a first part, an algorithm is proposed to estimate the mortality tables. This problematic comes from actuarial science and the aim is to apply our results in the insurance field. This algorithm is founded on a deterministic population model. The new estimates we gets improve the actual results. Its advantage is to take into account the global population dynamics. Thanks to that, births are used in our model to compute the mortality rate. Finally these estimations are linked with the precedent works. This is a point of great importance in the field of actuarial science.In a second part, we are interested in the estimation of the mortality rate in a stochastic population model. We need to use the tools coming from nonparametric estimations and statistics of process to do so. Indeed, the mortality rate is a function of two parameters, the time and the age. We propose minimax optimal and adaptive estimators for the mortality and the population density. We also demonstrate some non asymptotics concentration inequalities. These inequalities quantifiy the deviation between the stochastic process and its deterministic limit we used in the first part. We prove that our estimators are still optimal in a model where the mortality is influenced by interactions. This is for example the case for the logistic population.In a third part, we consider the testing problem to detect the existence of interactions. This test is in fact designed to detect the time dependance of the mortality rate. Under the assumption the time dependance in the mortality rate comes only from the interactions, we can detect the presence of interactions. Finally we propose an algorithm to do this test

This work deals with the numerical-optimisation methods employed for assessing the minimum-lap-time of race vehicles. A particular emphasis is given to the simulations based on the solution of an optimal-control problem. First, a detailed review is devoted to the optimal-control theory, including direct and indirect methods, together with explicit and implicit formulations. Three vehicle models are proposed for the implementation in steady-state and dynamic simulations. A steady-state double-track race-car model is presented first, implementing aerodynamic forces, Pacejka-based tyre model, fixed brake-ratio and steady-state lateral-load transfer. This model is then extended including the transient effects for the implementation in a dynamic minimum-time simulation. An essential but comprehensive steady-state motorcycle model is also presented, retaining the peculiar aspects of the motorcycle dynamics, such as the wheelie and stoppie conditions, while assuming the optimal braking-bias. Then, an optimisation program is developed for computing the race car g-g envelope. A different approach is shown for the steady-state motorcycle model, which is employed for computing the g-g diagrams analytically. Finally, the most widespread minimum-lap-time simulations are discussed and developed for the presented models, including a quasi-steady-state fixed-trajectory apex-finding approach and a quasi-steady-state fixed-trajectory optimal-control simulation. In addition, a novel approach that combines a steady-state vehicle model with the trajectory optimisation is presented and compared to the discussed simulations. This approach builds upon the formulation of an optimal-control problem and employs the g-g diagrams for limiting the vehicle performance. The results are employed for a sensitivity analysis, that underlines the effect of different parameters on the resulting race line. A dynamic race car model is also implemented in a free-trajectory optimal-control simulation. This program is employed for analysing the effect of different steering geometries on the vehicle performance in different test manoeuvres and during a track lap.

It is known that a matched filter is optimal for a signal corrupted by Gaussian noise. In a wireless environment, the received signal may be corrupted by Gaussian noise and a variety of other channel disturbances: cochannel interference, multiple access interference, large and small-scale fading, etc. Adaptive filtering is the usual approach to mitigating this channel distortion. Existing adaptive filtering techniques usually attempt to minimize the mean square error (MSE) of some aspect of the received signal, with respect to the desired aspect of that signal. Adaptive minimization of MSE does not always guarantee minimization of bit error rate (BER). The main focus of this research involves estimation of the probability density function (PDF) of the received signal; this PDF estimate is used to adaptively determine a solution that minimizes BER. To this end, a new adaptive procedure called the Minimum BER Estimation (MBE) algorithm has been developed. MBE shows improvement over the Least Mean Squares (LMS) algorithm for most simulations involving interference and in some multipath situations. Furthermore, the new algorithm is more robust than LMS to changes in algorithm parameters such as stepsize and window width.
Master of Science

Analisi storica e contemporanea di un sistema fiscale basato su imposta proporzionale sul reddito e un minimo vitale. Riforma del sistema fiscale italiano con proposta e stima dei costi dell'investimento pubblico.

La prima parte della lavoro di tesi propone dei nuovi limiti per il prezzo di swaptions europee per modelli affini e quadratici di tasso di interesse. Questi limiti sono calcolabili per tutti i modelli la cui funzione caratteristica congiunta è nota. In particolare, il nostro limite inferiore richiede il calcolo di una transformata di Fourier unidimensionale indipendentemente dalla numero di date di pagamento del contratto swap sottostante. Inoltre, possiamo controllare l'erroe del nostro metodo fornendo un limite superiore al prezzo della swaption che è applicabile a tutti i modelli considerati. Abbiamo verificato i nostri prezzi approssimati, ovvero i limiti inferiori e superiori dei prezzi, per diversi modelli affini e per il modello quadratico Gaussiano. Nella seconda parte della tesi, estendiamo i metodi aprossimati appena descritti al prezzo di swaptions con un modello multi-curva. Nella terza parte, proponiamo un nuovo modello multi-curva, nell'ambito dei modelli di Heath-Jarrow-Morton e che utilizza i processi di Lévy con tempo stocastico. Il nostro obiettivo è ottenere un modello parsimonioso, ma che sia anche abbastanza flessibile da riprodurre le superfici di volatilità delle opzioni su tasso di interesse quotate. Il modello è multi-curva e permette di avere tassi negativi. Per prima cosa, sviluppiamo delle strutture a termine prive di arbitraggio per gli zero coupon bonds e i forward rate agreements. In seguito, valutiamo i derivati su tasso di interesse, come ad esempio caps e swaptions, usando il metodo della trasformata di Fourier. Due differenti costruzioni del processo di Lévy con tempo stocastico son state calibrate su dati reali di mercato e i risultati sono stato esaminati e comparati. Nell'ultima parte, analizziamo le pratiche comunemente utilizzate per valutare i beni e le passività di fondi assicurativi e proponiamo un modello stocastico privo di arbitraggio per tasso di interesse, rischio di credito e rischio di liquidità, che tenga in conto la dipendenza tra differenti emittenti. Infine, testiamo l'impatto delle pratiche comuni rispetto al modello da noi proposto nella valutazione di opzioni finanziarie scritte su polizze emesse da compagnie assicurative europee.
The first part of the thesis proposes new bounds on the prices of European-style swaptions for affine and quadratic interest rate models. These bounds are computable whenever the joint characteristic function of the state variables is known. In particular, our lower bound involves the computation of a one-dimensional Fourier transform independently of the swap length. In addition, we control the error of our method by providing a new upper bound on swaption price that is applicable to all considered models. We test our bounds on different affine models and on a quadratic Gaussian model. In the second part of the work, we extended the lower and upper bounds to pricing swaption in a multiple-curve framework. In the third part, we propose a novel multiple-curve model, set in the Heath-Jarrow-Morton framework, with time-changed Lévy processes, in order to obtain a parsimonious but also flexible model, which is able to reproduce quoted volatility surface of interest rate options. The model is developed in a multiple-curve post crisis set-up and it allows for negative rates. First, we build arbitrage free term structures for zero coupon bonds and Libor Forward Rate Agreement (FRA) rates. Then, we price interest rate derivatives, as caps and swaptions, using the Fourier transform method. Two choices for the construction of the driving processes are calibrated to market data and results are examined and compared. In the last part, we analyse common practice for determining the fair value of asset and liabilities of insurance funds and we propose an arbitrage free stochastic model for interest rate, credit and liquidity risks, that takes into account the dependences between different issuers. The impact of the common practice against our proposed model is tested for the evaluation of financial options written on with-profit policies issued by European insurance companies.

Ces travaux contribuent à la théorie des tests non paramétriques minimax dans le modèle de grandes matrices de covariance. Plus précisément, nous observons $n$ vecteurs indépendants, de dimension $p$, $X_1,ldots, X_n$, ayant la même loi gaussienne $mathcal {N}_p(0, Sigma)$, où $Sigma$ est la matrice de covariance inconnue. Nous testons l'hypothèse nulle $H_0:Sigma = I$, où $I$ est la matrice identité. L'hypothèse alternative est constituée d'un ellipsoïde avec une boule de rayon $varphi$ autour de $I$ enlevée. Asymptotiquement, $n$ et $p$ tendent vers l'infini. La théorie minimax des tests, les autres approches considérées pour le modèle de matrice de covariance, ainsi que le résumé de nos résultats font l'objet de l'introduction.Le deuxième chapitre est consacré aux matrices de covariance $Sigma$ de Toeplitz. Le lien avec le modèle de densité spectrale est discuté. Nous considérons deux types d'ellipsoïdes, décrits par des pondérations polynomiales (dits de type Sobolev) et exponentielles, respectivement.Dans les deux cas, nous trouvons les vitesses de séparation minimax. Nous établissons également des équivalents asymptotiques exacts de l'erreur minimax de deuxième espèce et de l'erreur minimax totale. La procédure de test asymptotiquement minimax exacte est basée sur une U-statistique d'ordre 2 pondérée de façon optimale.Le troisième chapitre considère une hypothèse alternative de matrices de covariance pas nécessairement de Toeplitz, appartenant à un ellipsoïde de type Sobolev de paramètre $alpha$. Nous donnons des équivalents asymptotiques exacts des erreurs minimax de 2ème espèce et totale. Nous proposons une procédure de test adaptative, c-à-d libre de $alpha$, quand $alpha$ appartient à un compact de $(1/2, + infty)$.L'implémentation numérique des procédures introduites dans les deux premiers chapitres montrent qu'elles se comportent très bien pour de grandes valeurs de $p$, en particulier elles gagnent beaucoup sur les méthodes existantes quand $p$ est grand et $n$ petit.Le quatrième chapitre se consacre aux tests adaptatifs dans un modèle de covariance où les observations sont incomplètes. En effet, chaque coordonnée du vecteur est manquante de manière indépendante avec probabilité $1-a$, $ ain (0,1)$, où $a$ peut tendre vers 0. Nous traitons ce problème comme un problème inverse. Nous établissons ici les vitesses minimax de séparation et introduisons de nouvelles procédures adaptatives de test. Les statistiques de test définies ici ont des poids constants. Nous considérons les deux cas: matrices de Toeplitz ou pas, appartenant aux ellipsoïdes de type Sobolev
Our work contributes to the theory of non-parametric minimax tests for high dimensional covariance matrices. More precisely, we observe $n$ independent, identically distributed vectors of dimension $p$, $X_1,ldots, X_n$ having Gaussian distribution $mathcal{N}_p(0,Sigma)$, where $Sigma$ is the unknown covariance matrix. We test the null hypothesis $H_0 : Sigma =I$, where $I$ is the identity matrix. The alternative hypothesis is given by an ellipsoid from which a ball of radius $varphi$ centered in $I$ is removed. Asymptotically, $n$ and $p$ tend to infinity. The minimax test theory, other approaches considered for testing covariance matrices and a summary of our results are given in the introduction.The second chapter is devoted to the case of Toeplitz covariance matrices $Sigma$. The connection with the spectral density model is discussed. We consider two types of ellipsoids, describe by polynomial weights and exponential weights, respectively. We find the minimax separation rate in both cases. We establish the sharp asymptotic equivalents of the minimax type II error probability and the minimax total error probability. The asymptotically minimax test procedure is a U-statistic of order 2 weighted by an optimal way.The third chapter considers alternative hypothesis containing covariance matrices not necessarily Toeplitz, that belong to an ellipsoid of parameter $alpha$. We obtain the minimax separation rate and give sharp asymptotic equivalents of the minimax type II error probability and the minimax total error probability. We propose an adaptive test procedure free of $alpha$, for $alpha$ belonging to a compact of $(1/2, + infty)$.We implement the tests procedures given in the previous two chapters. The results show their good behavior for large values of $p$ and that, in particular, they gain significantly over existing methods for large $p$ and small $n$.The fourth chapter is dedicated to adaptive tests in the model of covariance matrices where the observations are incomplete. That is, each value of the observed vector is missing with probability $1-a$, $a in (0,1)$ and $a$ may tend to 0. We treat this problem as an inverse problem. We establish the minimax separation rates and introduce new adaptive test procedures. Here, the tests statistics are weighted by constant weights. We consider ellipsoids of Sobolev type, for both cases : Toeplitz and non Toeplitz matrices

Sei (X(t), t>= -r) ein stationärer stochastischer Prozess, der die affine stochastische Differentialgleichung mit Gedächtnis dX(t)=L(X(t+s))dt+sigma dW(t), t>= 0, löst, wobei sigma>0, (W(t), t>=0) eine Standard-Brownsche Bewegung und L ein stetiges lineares Funktional auf dem Raum der stetigen Funktionen auf [-r,0], dargestellt durch ein endliches signiertes Maß a, bezeichnet. Wir nehmen an, dass eine Trajektorie (X(t), -r 0, konvergiert. Diese Rate ist schlechter als in vielen klassischen Fällen. Wir beweisen jedoch eine untere Schranke, die zeigt, dass keine Schätzung eine bessere Rate im Minimax-Sinn aufweisen kann. Für zeit-diskrete Beobachtungen von maximalem Abstand Delta konvergiert die Galerkin-Schätzung immer noch mit obiger Rate, sofern Delta is in etwa von der Ordnung T^(-1/2). Hingegen wird bewiesen, dass für festes Delta unabhängig von T die Rate sich signifikant verschlechtern muss, indem eine untere Schranke von T^(-s/(2s+6)) gezeigt wird. Außerdem wird eine adaptive Schätzung basierend auf Wavelet-Thresholding-Techniken für das assoziierte schlechtgestellte Problem konstruiert. Diese nichtlineare Schätzung erreicht die obige Minimax-Rate sogar für die allgemeinere Klasse der Besovräume B^s_(p,infinity) mit p>max(6/(2s+3),1). Die Restriktion p>=max(6/(2s+3),1) muss für jede Schätzung gelten und ist damit inhärent mit dem Schätzproblem verknüpft. Schließlich wird ein Hypothesentest mit nichtparametrischer Alternative vorgestellt, der zum Beispiel für das Testen auf Gedächtnis verwendet werden kann. Dieser Test ist anwendbar für eine L^2-Trennungsrate zwischen Hypothese und Alternative der Ordnung T^(-s/(2s+2.5)). Diese Rate ist wiederum beweisbar optimal für jede mögliche Teststatistik. Für die Beweise müssen die Parameterabhängigkeit der stationären Lösungen sowie die Abbildungseigenschaften der assoziierten Kovarianzoperatoren detailliert bestimmt werden. Weitere Resultate von allgemeinem Interessen beziehen sich auf die Mischungseigenschaft der stationären Lösung, eine Fallstudie zu exponentiellen Gewichtsfunktionen sowie der Approximation des stationären Prozesses durch autoregressive Prozesse in diskreter Zeit.
Let (X(t), t>= -r) be a stationary stochastic process solving the affine stochastic delay differential equation dX(t)=L(X(t+s))dt+sigma dW(t), t>= 0, with sigma>0, (W(t), t>=0) a standard one-dimensional Brownian motion and with a continuous linear functional L on the space of continuous functions on [-r,0], represented by a finite signed measure a. Assume that a trajectory (X(t), -r 0. This rate is worse than those obtained in many classical cases. However, we prove a lower bound, stating that no estimator can attain a better rate of convergence in a minimax sense. For discrete time observations of maximal distance Delta, the Galerkin estimator still attains the above asymptotic rate if Delta is roughly of order T^(-1/2). In contrast, we prove that for observation intervals Delta, with Delta independent of T, the rate must deteriorate significantly by providing the rate estimate T^(-s/(2s+6)) from below. Furthermore, we construct an adaptive estimator by applying wavelet thresholding techniques to the corresponding ill-posed inverse problem. This nonlinear estimator attains the above minimax rate even for more general classes of Besov spaces B^s_(p,infinity) with p>max(6/(2s+3),1). The restriction p >= 6/(2s+3) is shown to hold for any estimator, hence to be inherently associated with the estimation problem. Finally, a hypothesis test with a nonparametric alternative is constructed that could for instance serve to decide whether a trajectory has been generated by a stationary process with or without time delay. The test works for an L^2-separation rate between hypothesis and alternative of order T^(-s/(2s+2.5)). This rate is again shown to be optimal among all conceivable tests. For the proofs, the parameter dependence of the stationary solutions has to be studied in detail and the mapping properties of the associated covariance operators have to be determined exactly. Other results of general interest concern the mixing properties of the stationary solution, a case study for exponential weight functions and the approximation of the stationary process by discrete time autoregressive processes.

2013 - 2014
Growth and labour market forecast in OECD countries remains bleak for 2013, especially for youth. The modest employment recovery in 2011 did not continue in 2012: youth unemployment rates stagnated at 15.7% in 2014 (OECD: Employment Outlook, 2013). This is well above pre-crisis rates, 11.8% in 2007. According to the OECD, the modest increase in GDP forecasted for 2013 (1.2%) and the subsequent slow recovery in 2014 (2.3%) will be insufficient to create employment and reduce unemployment in a substantial way.It is particularly alarming that one every 11 young people are now unemployed, not in full time studies or in employment. Also youth have lower access to unemployment benefits that adults, for lack of employment history (OECD, 2010, off to a Good Start, Jobs for Youth Synthesis Report). These trends have contributed to higher rates of poverty and social exclusion and increasing polarization in society and in the labour market. For instance, living standards decreased in 15 Member States in 2010 with respect to the year before (Eurostat, March 2013). These issues represent tremendous social and economic costs to society, in terms of worsening social dislocation, skills loss, violence and crime, as much as they denote important failures to get unemployed back to productive and sustainable jobs, and to protect youth at risk of poverty. Aggregate demand is low and this certainly explains high levels of youth unemployment rates. However a number of barriers may prevent that demand translate into higher employment for youth. In particular, vocational training might not be well adapted to changing labour market requirements. In addition, there could be demand-side obstacles to youth employment. Employers, for example, might be faced with high social security contributions for low-paid work, or face high minimum wages. There might be insufficient support to help the young unemployed to find work. Finally, jobs prospects for youth are hampered by limited regional mobility in some countries of Central and Eastern Europe and South Europe (OECD, Jobs for Youth, Synthesis Report, 2010). This thesis seeks to measure whether high levels of minimum wages could explain rising unemployment rates for youth in OECD countries, other things equal. It also looks at whether other labour market institutions, such as strict Employment Protection Legislation (EPL) can explain low employment levels (for youth). It takes into account also the role paid by active labour market policy, collective agreement and a youth sub-minimum wage for 2 youth. The analysis uses a cross-section of panel data on minimum wages over the period 2000 to 2011, while from 2000 to 2008 for others employment protection legislation, and from 2004 to 2011 for active labour market policies indictors, including 22 OECD. Following Bassanini and Duval(2010), a panel data model has been used including GMM indicator, using the same data base but including different time period. The main conclusions are that, minimum wage, measured with Kaitz Index, has a negative impact on youth employment. Additionally, some ALMP’S seem to show a positive effect on youth employment(elasticity); this is a very important thing mainly because it has never been estimated in previous paper(only the theory was able to support it). Considering labor market institutions, their impact depends by which one we consider: union density confirms its negative impact on youth employment rate, while on the other hand EPL variable using OECD definition confirms its positive effect on youth employment. ALMP’S have a great influence on youth employment rate, several variables are positive and significant, while other variable included in the model only in part confirms previous literature. The last part of the second chapter ends with a little discussion about gender discrimination in the issue of youth employment too. As results show, also if the sign of the variable is always the same (confirming both literature and the goodness of the model), however the magnitude tends to be stronger (in negative meaning), for female estimates... [edited by Author]
XIII n.s.

Chagas disease (CD) is currently the fourth most impacting disease in Latin America. Infected individuals are at continued risk of developing chronic cardiomyopathy―the main cause of morbidity and mortality. CD may also lead to intrinsic denervation of the enteric nervous system (ENS). Previous studies have described important changes in the autonomic nervous system, myocardium and digestive system. Indeterminate chronic Chagas disease (ICD) is asymptomatic and cannot be detected by simple tests such as electrocardiography, esophagography, contrast enema or chest radiography. However, minimal changes in cardiac and digestive functions have been reported for patients without clear clinical signs of cardiac or ENS denervation. We hypothesize these changes may be due to autonomic dysfunction. The purpose of this study was to evaluate esophageal motility and ventricular function and their correlation with heart rate variability (HRV) in subjects with ICD. Methods. Sixteen subjects with ICD and 8 healthy controls were submitted to electrocardiography for 30 min. with monitoring of HRV in the time and frequency domains, echocardiography with monitoring of cardiac function (systolic/diastolic) and six-channel perfusion esophageal manometry. Results. The systolic function (ventricular ejection fraction) was preserved in ICD patients and controls (66.1Â7.28 vs. 69.1Â6.36; p=0.35), but a significant difference was observed in tissue Doppler E‟ wave values (0.12Â0.02 vs. 0.14Â0.01; p=0.02). The average E wave deceleration time was longer for ICD patients but the difference did not reach statistical significance (200.81Â35.17 vs. 191.57Â36.08). As for the HRV time domain, the average NN50 (27.93Â33.97 vs. 138.75Â176.13; p=0.02), pNN50 (2.61Â3.47 vs. 11.66Â16.16; p=0.04) and geometric index (9757Â2787 vs. 13059Â2793; p=0.01) were significantly lower for patients with ICD. Although SDNN (50.18Â22.48 vs. 53.55Â12.61; p=0.70) and rMSSD (23.05Â13.78 vs. 32.32Â18.18; p=0.18) were lower for ICD subjects on the average, the difference was not significant. In the frequency domains (expressed in normalized units), HF-FFT (fast Fourier transformation) (29.40Â13.96 vs. 43.25Â12.95; p=0.03), HF-AR (autoregressive) (29.26Â14.7 vs. 43.71Â12.54; p=0.02), LF-FFT (70.59Â13.96 vs. 56.75Â12.54; p=0.03) and LF-AR (70.74Â14.75 vs. 56.28Â12.54; p=0.02) differed significantly between the groups, with ICD patients displaying lower average HF values and higher average LF values, whether by FFT or AR. The inferior sphincter relaxation time was longer for ICD patients (8.68Â2.95 vs. 5.73Â1.80; p=0.04). A significant correlation was observed between E‟ wave values and HF-FFT (rÂ=0.37; p=0.01), between E‟ wave values and HF-AR (rÂ=0.38; p=0.01), between sphincter relaxation time and HF-AR (rÂ=0,55; p=0.01) and between sphincter relaxation time and LF-AR (rÂ=0.39; p=0.05). Conclusion. HF values were significantly lower and LF values significantly higher in individuals with ICD than in normal controls, possibly due to predominantly sympathetic dysautonomia. E‟ wave values were significantly lower in ICD patients possibly due to minimal changes in diastolic function. In addition, the inferior sphincter relaxation time was significantly longer in subjects with ICD. Dysautonomia and functional changes of the left ventricle and esophagus may be dependent phenomena.
IntroduÃÃo. A doenÃa de Chagas à considerada atualmente a quarta molÃstia de maior impacto na AmÃrica Latina. IndivÃduos jà infectados continuarÃo sob o potencial risco de desenvolver a cardiomiopatia chagÃsica crÃnica, a principal causa de morbimortalidade. A doenÃa de Chagas representa, tambÃm, um modelo da desnervaÃÃo intrÃnseca do Sistema Nervoso EntÃrico (SNE). Estudos prÃvios, demonstraram alteraÃÃes importantes do sistema nervoso autÃnomo, do miocÃrdio e alteraÃÃes motoras do sistema digestivo. A forma indeterminada da DoenÃa à definida como assintomÃtica e sem alteraÃÃes de exames complementares simples (ECG, esofagograma, enema opaco, radiografia do tÃrax). Contudo, alteraÃÃes mÃnimas tanto da funÃÃo cardÃaca quanto digestiva jà foram relatadas neste grupo de pacientes que nÃo apresentam sinais clÃnicos intensos de desnervaÃÃo cardÃaca ou do SNE. A nossa hipÃtese à que estas alteraÃÃes possam ocorrer por disfunÃÃo autonÃmica. Este estudo teve como objetivo examinar a motilidade esofÃgica e a funÃÃo ventricular, e suas relaÃÃes com a variabilidade da frequÃncia cardÃaca (VFC) em indivÃduos chagÃsicos na forma indeterminada. MÃtodos. Vinte e quatro indivÃduos, sendo 16 pacientes chagÃsicos com a forma indeterminada e oito indivÃduos saudÃveis foram submetidos a monitorizaÃÃo eletrocardiogrÃfica de 30 minutos, sendo analisada a VFC no domÃnio do tempo e frequÃncia, avaliaÃÃo ecocardiogrÃfica com estudo das funÃÃes cardÃacas (sistÃlica e diastÃlica), assim como avaliaÃÃo da funÃÃo motora esofÃgica por manometria de perfusÃo com seis canais. Resultados. Foram observados funÃÃo sistÃlica (fraÃÃo de ejeÃÃo ventricular) preservada nos grupos indeterminado e controle (66,1Â7,28 versus 69,1Â6,36, p=0,35) e diferenÃa estatÃstica significativa na avaliaÃÃo da onda E‟ do Doppler tecidual, exibindo valores menores no grupo indeterminado (0,12Â0,02 versus 0,14Â0,01, p=0,02). Embora nÃo houvesse diferenÃa estatÃstica significativa entre os valores mÃdios do tempo de desaceleraÃÃo da onda E (TDE), o grupo indeterminado apresentou valores aumentados em relaÃÃo ao controle (200,81Â35,17 versus 191,57Â36,08). Nas medidas da VFC, no domÃnio do tempo, os valores mÃdios de NN50 (27,93Â33,97 versus 138,75Â176, 13, p=0,02), pNN50 (2,61Â3,47 versus 11,66Â16,16, p=0,04), Ãndice geomÃtrico (9757Â2787 versus 13059Â2793, p=0,01) apresentavam-se menores no grupo indeterminado com diferenÃa estatÃstica significante. Os Ãndices SDNN (50,18Â22,48 versus 53,55Â12,61, p=0,70), rMSSD (23,05Â13,78 versus 32,32Â18,18, p=0,18) apresentavam valores mÃdios diminuÃdos no grupo indeterminado, embora sem diferenÃa estatÃstica. No domÃnio da frequÃncia, as variÃveis (unidades normalizadas) HF FFT (transformada de Fourier) (29,40Â13,96 versus 43,25Â12,95, p=0,03), HF AR (autorregressivo) (29,26Â14,7 versus 43,71Â12,54, p=0,02) e LF FFT (70,59Â13,96 versus 56,75Â12,54, p=0,03), LF AR (70,74Â14,75 versus 56,28Â12,54, p=0,02) apresentaram diferenÃas estatÃsticas significantes, exibindo valores mÃdios diminuÃdos em relaÃÃo a HF e aumentados em relaÃÃo a LF no grupo indeterminado, seja pela transformada de Fourier ou pelo mÃtodo autorregressivo. A duraÃÃo do relaxamento do esfÃncter inferior (EEI) apresentou valores maiores nos pacientes na forma indeterminada (8,68Â2,95 versus 5,73Â1,80, p=0,04). Observou-se correlaÃÃo significativa entre a onda E‟do Doppler tecidual e a variÃvel HF FFT (rÂ=0,37, p=0,01), entre a onda E‟do Doppler tecidual e a variÃvel HF AR (rÂ=0,38, p=0,01), entre a duraÃÃo do relaxamento do EEI e HF AR (rÂ=0,55, p=0,01), entre a duraÃÃo do relaxamento do EEI e LF AR (rÂ=0,39,p=0,05). ConclusÃo. Os valores de HF power sÃo significativamente menores nos indivÃduos chagÃsicos com a forma indeterminada; os valores de LF power sÃo significativamente maiores, nos indivÃduos chagÃsicos com a forma indeterminada podendo corresponder a disautonomia com predomÃnio simpÃtico. Os valores 7 da onda E‟ sÃo significativamente menores nos indivÃduos chagÃsicos com a forma indeterminada, podendo corresponder a mÃnima alteraÃÃo da funÃÃo diastÃlica. A duraÃÃo do relaxamento do EEI apresenta valores significativamente maiores nos pacientes chagÃsicos. A disautonomia e as alteraÃÃes funcionais do ventrÃculo esquerdo e do esÃfago podem ser fenÃmenos dependentes.

We initiated bait station surveys for black bears in southwestern Virginia in 1999. Bait station surveys are intended to be used as an index to follow bear population trend over time. We compared the bait station visitation (black bear visitation) to black bear harvest and mast surveys 1999 = 2002. The mean bait station visitation rate during 1999 - 2002 was 15.3% (SE = 2.89, n = 4). The number of bears harvested in the 3 counties that also had bait station surveys was 48 (31 males, 17 females), 59 (44 males, 15 females), 45 (32 males, 13 females), and 43 (26 males, 17 females) in 1999, 2000, 2001, and 2002, respectively. Harvest of males and females differed (n = 2, F = 19.44, df = 1, P = 0.0045). Bait station visitation and female harvest had a strong functional relationship with a negative slope (n = 4, r = -0.78, P = 0.22). The strongest relationship was between male harvest and total harvest (n = 4, r = 0.97, P = 0.03). Mean index to mast production for 1999 - 2002 was 2.3 (range 1.5 - 3.1), 2.7 (range 1.8 - 3.4), 2.3 (range 1.6 - 3.6), and 1.6 (range 1.2 - 2.4), respectively. The overall summary for mast production for the same years was described as fair, good, fair, and poor to fair. Mast production was significantly different between years (n = 4, F = 3.44, df = 3, P = 0.0326), and soft and hard mast production appeared to be above average in 2000. This corresponded with the lowest visitation (10.2%) of the 4 years. There was no correlation between bait station visitation and mast production (n = 4, r = 0.11, P = 0.87). Since 1998, the annual bear harvest in Virginia has exceeded 900 individuals (with the exception of 824 in 2001), and peaked in 2000 when 1,000 bears were harvested. Though harvest rates were high, a reliable population estimate did not exist for black bears in Virginia. We estimated population size, growth rate, and minimum viable population size using data collected between 1995-2000. We used Jolly-Seber, direct recovery, and minimum population size methods to estimate population size. The Jolly-Seber method estimate of adult female density was 0.23-0.64 bears/km2, and 0.01 bears/km2 for adult males. We estimated a density of 0.09-0.23 bears/km2 for all sex and age classes using direct recovery data. Using minimum population size, we found adult female density was higher than any other sex or age class (n = 6, t = 2.02, df = 40, P < 0.0001) with an average density of 0.055 adult females/km2. We used mark-recapture data collected from 148 individual bears (96 males:52 females) captured 270 times in program MARK to estimate survival using recapture, dead recovery, and Burnham's combined models. Adult females had the highest survival rate of 0.84-0.86, while yearling males had the lowest with 0.35. Using direct recovery data, adult females again had the highest survival rate with 0.93 (0.83-1.0) and 3-year old males had the lowest with 0.59 (0.35-0.83). We estimated growth rate using population estimates from Jolly-Seber, direct recoveries, and minimum population size methods. The lowest growth rate estimated was for all females (ages lumped) using minimum population size data (λ=0.82). Direct recovery data for all bears (sex and age lumped) during 1995 - 2000 showed the highest positive annual growth rate (λ = 1.24). We developed a population model using Mathcad 8 Professional to determine population growth rate, MVP, and harvest effects for an exploited black bear population in southwestern Virginia. We used data collected during the CABS study (1995 - 2000) in the model including population estimates derived from direct recovery data, age and sex specific survival rates, and cub sex ratios. When we used actual population values in the model, the bear population in southwestern Virginia did not go extinct in 100 years (l = 1.03, r = 0.03). When we reduced adult female survival from 0.94 to 0.89, the probability of extinction in 100 years was 3.0% and l = 0.99 (r = -0.01; Table 3.2). When the survival was reduced by an additional 0.01 to 0.88, the probability of extinction increased to 13.0% (l = 0.99, r = -0.01). Growth rate and extinction probabilities were very sensitive to adult female survival rates. Two-year old and 3-year old females did not impact extinction probabilities and growth rates as much as adult females. Their survival could be decreased by 44.0%, and still be less than the 5.0% extinction probability.
Master of Science

This thesis examines the organizing strategies and successes of Afro-Argentine civil society organizations (CSO) in Buenos Aires. I argue that despite low representation, Afro-Argentines have strategically designed their initiatives in ways that draw on national discourses of identity rights and nationalism; and, as well, have used cultural inclusion to influence state actors, creating agency and increasing visibility. Afro-Argentines are a highly understudied population due to the common belief that they do not exist in Argentina as a group. This thesis not only dispels that myth with a history of the long hidden importance of Afro-Argentines contributions to the formation of the Argentine nation and culture, but also provides a contemporary analysis which shows that they are a vibrant group which faces marginalization and exclusion on a daily basis. The central argument is that civil society is a viable method by which Afro-Argentines can combat institutionalized racism. I show this with an analysis of the various theories on civil society, focusing strongly on Putnam's (1996) argument that strong voluntary organizations are vital to making democracy work. This assessment lends to the argument that civil society places Afro-Argentines in a discursive space in which they can communicate with state actors to make claims for cultural and citizenship rights. This argument is followed with concrete examples which show that the successful organizing of three Afro-Argentine CSOs in Buenos Aires have increased the visibility and agency of the Afro-Argentine community. Overall I provide a contribution to the argument for civil society as a crucial component of functional democracies, contribute to academic discussion of the black diaspora in Latin America, and provide an in depth analysis of a highly understudied demographic.

AlNiCo magnets are known for high-temperature stability and superior corrosion resistance and have been widely used for various applications. Reported magnetic energy density ((BH) max) for these magnets is around 10 MGOe. Theoretical calculations show that ((BH) max) of 20 MGOe is achievable which will be helpful in covering the gap between AlNiCo and Rare-Earth Elements (REE) based magnets. An extended family of AlNiCo alloys was studied in this dissertation that consists of eight elements, and hence it is important to determine composition-property relationship between each of the alloying elements and their influence on the bulk properties. In the present research, we proposed a novel approach to efficiently use a set of computational tools based on several concepts of artificial intelligence to address a complex problem of design and optimization of high temperature REE-free magnetic alloys. A multi-dimensional random number generation algorithm was used to generate the initial set of chemical concentrations. These alloys were then examined for phase equilibria and associated magnetic properties as a screening tool to form the initial set of alloy. These alloys were manufactured and tested for desired properties. These properties were fitted with a set of multi-dimensional response surfaces and the most accurate meta-models were chosen for prediction. These properties were simultaneously extremized by utilizing a set of multi-objective optimization algorithm. This provided a set of concentrations of each of the alloying elements for optimized properties. A few of the best predicted Pareto-optimal alloy compositions were then manufactured and tested to evaluate the predicted properties. These alloys were then added to the existing data set and used to improve the accuracy of meta-models. The multi-objective optimizer then used the new meta-models to find a new set of improved Pareto-optimized chemical concentrations. This design cycle was repeated twelve times in this work. Several of these Pareto-optimized alloys outperformed most of the candidate alloys on most of the objectives. Unsupervised learning methods such as Principal Component Analysis (PCA) and Heirarchical Cluster Analysis (HCA) were used to discover various patterns within the dataset. This proves the efficacy of the combined meta-modeling and experimental approach in design optimization of magnetic alloys.

ITC/USA 2007 Conference Proceedings / The Forty-Third Annual International Telemetering Conference and Technical Exhibition / October 22-25, 2007 / Riviera Hotel & Convention Center, Las Vegas, Nevada
The accuracy of channel estimation plays a crucial role in the demodulation of data symbols sent across an unknown wireless medium. In this work a new analytical expression for the channel estimation error of a multiple input multiple output (MIMO) system is obtained when the wireless medium is continuously changing in the temporal domain. Numerical examples are provided to illustrate our findings. Space-time (ST) coding using Continuous Phase Modulation (CPM) has spectral advantages relative to linear modulations. In spite of the spectral benefits, Space-Time Trellis Codes (STTC) using the CPM implementation of Minimum Shift Keying (MSK) scheme has inherent inphase and quadrature interference, when the received complex baseband signal is the input into the matchfilter to remove the shaped sinusoid pulses. In this paper a novel optimum transmitting and detecting structure for STTC-MSK is proposed. Treating the Alamouti scheme as an outer code, each STTC MSK waveform frame is immediately followed by the orthogonal conjugate waveform frame at the transmit side. At the receiver first orthogonal wave forming is applied, then a new time-variant yet simple trellis structure of the STTC-MSK signals is developed. This STTC-MSK detector is absolutely guaranteed to be I/Q interference-free and still keeps a smaller computation load compared with STTC-QPSK. Simulations are made over quasi-static AWGN fading channel. It is shown that our detector for ST-MSK has solved the I/Q interference problem and has around 2.8 dB gain compared with the Alamouti Scheme and 3.8 dB gain for bit error rate at 5 X 10^(-3) in a 2 by 1 Multiple Input Single Output system.

The aim of this thesis is to examine how wealth inequality alters when macroeconomic factors such as housing price index, inflation rate, and minimum wage change. In the theoretical part, the potential connection between some macroeconomic factors and wealth inequality is described through the link of the Lorenz Curve and Pareto distribution. In the empirical part, we analyze the development of wealth inequality in 21 countries from the European Union from 2004 to 2015. The study presents significant evidence that the housing price index is negatively correlated with wealth inequality while similar conclusions cannot be made regarding inflation rate and minimum wage. In this paper, the Gini index is used as a proxy for wealth inequality.

Probe speed data are widely used to calculate performance measures for quantifying state-wide traffic conditions. Estimation of the accurate performance measures requires adequate speed data observations. However, probe vehicles reporting the speed data may not be available all the time on each road segment. Agencies need to develop a good understanding of the adequacy of these reported data before using them in different transportation applications. This study attempts to systematically assess the quality of the probe data by proposing a method, which determines the minimum sample rate for checking data adequacy. The minimum sample rate is defined as the minimum required speed data for a segment ensuring the speed estimates within a defined error range. The proposed method adopts a bootstrapping approach to determine the minimum sample rate within a pre-defined acceptance level. After applying the method to the speed data, the results from the analysis show a minimum sample rate of 10% for Kentucky’s roads. This cut-off value for Kentucky’s roads helps to identify the segments where the availability is greater than the minimum sample rate. This study also shows two applications of the minimum sample rates resulted from the bootstrapping. Firstly, the results are utilized to identify the geometric and operational factors that contribute to the minimum sample rate of a facility. Using random forests regression model as a tool, functional class, section length, and speed limit are found to be the significant variables for uninterrupted facility. Contrarily, for interrupted facility, signal density, section length, speed limit, and intersection density are the significant variables. Lastly, the speed data associated with the segments are applied to improve Free Flow Speed estimation by the traditional model.

The purpose of this thesis is to investigate the incentives regarding the education decisions, resulting from a minimum wage over the period 2005-2014. The question is investigated by comparing the changes in the wage dispersion and upper secondary graduation rate in 17 OECD countries. And then, by comparing the changes in the bites of the minimum wage and educational attainment for upper secondary students in 11 OECD countries, where minimum wages are regulated by law. The majority of previous research seem to point out a negative educational effect of minimum wages. However, this paper finds no evidence that increasing the minimum wage can decrease the high school graduation rate. A possible explanation is that the correlation between the higher employment prospect and educational attainment can create incentives for young individuals to undergo education. This study seems to be the first to investigate the educational effects of minimum wages using internationally comparative data.

Mestrado em Economia e Políticas Públicas
Uma avaliação temporal assume-se como essencial para averiguar a relevância do Salário Mínimo Nacional (SMN) no emprego em Portugal. A estimação de um modelo econométrico de Vetor Autorregressivo (VAR) possibilita testar a correlação e causalidade entre as diferentes variáveis, permitindo concluir, com algum grau de fiabilidade, acerca dos resultados alcançados. Os resultados obtidos neste trabalho podem indicar que a correlação entre as variáveis em análise é relativamente baixa, o que, potencialmente, pode significar que apesar do SMN ter aumentado ao longo dos últimos anos e a taxa de desemprego ter vindo a diminuir, não existe uma relação de causalidade relevante entre ambos. O mesmo acontece no caso do consumo privado, atividade económica e inflação, cujas respostas são não significativas face a impulsos do SMN. Desta forma, o aumento do SMN não parece ter um efeito positivo, ou negativo, nos níveis de emprego em Portugal.
A time-framed analysis is essential to assess the relevance of the minimum-wage (SMN) to employment in Portugal. The estimation of an Vector Autoregressive (VAR) econometric model gives the possibility to test the correlation and causality between different variables, allowing to take reliable conclusions concerning the achieved results. The results obtained in this study suggest that the correlation between the analysed variables is relatively low, wich might mean that the rise of the minimum wage over recent years and the fall of the unemployment rate are not correlated. This is also true for the levels of private comsumption, economic activity and inflation rate, which respond non significantly to impulses in the minimum wage. As such, the rise of the minimum wage does not seem to have a positive efect in the rise of the employment levels in Portugal.
info:eu-repo/semantics/publishedVersion

Cette thèse développe la conception et la réalisation d'un système de communication minimal destiné à centraliser les informations issues des dispositifs d'aide à la maintenance qui équipent le matériel roulant ferroviaire MF 77 deuxième génération de la RATP. La première partie de l'étude consiste en une analyse de "l'état de l'art" dans le domaine des réseaux locaux et présente les différentes normes et protocoles d'interconnexion de systèmes. La seconde partie effectue une synthèse de la maintenance ferroviaire. Elle décrit la politique, les moyens techniques et l'organisation de la maintenance des systèmes électroniques. Elle met d'autre part en évidence, par un ensemble d'applications existantes, les tendances futures qui conduisent à l'utilisation de réseaux locaux pour le suivi temps réel des trains. La dernière partie de cette étude concerne la conception et la réalisation d'un réseau local qui répond à une spécification technique des besoins parfaitement définie : application spécifique maintenance, de faible flux d'informations ; coût de réalisation imposé, intégration dans les volumes disponibles sur le matériel roulant. Cet ensemble de contraintes se traduit par la fabrication d'un coupleur de réseau et le développement du logiciel de gestion ainsi que d'algorithmes de traitement du signal implémentés sur un micro-contrôleur 8031. Cette partie s'achève sur la présentation des essais et mesures qui valident ce système de communication. Ce dernier est retenu par la RATP pour application sur dix trains MF 77 deuxième génération.

Die Schätzung von Quantilen und verwandten Funktionalen wird in zwei inversen Problemen behandelt: dem klassischen Dekonvolutionsmodell sowie dem Lévy-Modell in dem ein Lévy-Prozess beobachtet wird und Funktionale des Sprungmaßes geschätzt werden. Im einem abstrakteren Rahmen wird semiparametrische Effizienz im Sinne von Hájek-Le Cam für Funktionalschätzung in regulären, inversen Modellen untersucht. Ein allgemeiner Faltungssatz wird bewiesen, der auf eine große Klasse von statistischen inversen Problem anwendbar ist. Im Dekonvolutionsmodell beweisen wir, dass die Plugin-Schätzer der Verteilungsfunktion und der Quantile effizient sind. Auf der Grundlage von niederfrequenten diskreten Beobachtungen des Lévy-Prozesses wird im nichtlinearen Lévy-Modell eine Informationsschranke für die Schätzung von Funktionalen des Sprungmaßes hergeleitet. Die enge Verbindung zwischen dem Dekonvolutionsmodell und dem Lévy-Modell wird präzise beschrieben. Quantilschätzung für Dekonvolutionsprobleme wird umfassend untersucht. Insbesondere wird der realistischere Fall von unbekannten Fehlerverteilungen behandelt. Wir zeigen unter minimalen und natürlichen Bedingungen, dass die Plugin-Methode minimax optimal ist. Eine datengetriebene Bandweitenwahl erlaubt eine optimale adaptive Schätzung. Quantile werden auf den Fall von Lévy-Maßen, die nicht notwendiger Weise endlich sind, verallgemeinert. Mittels äquidistanten, diskreten Beobachtungen des Prozesses werden nichtparametrische Schätzer der verallgemeinerten Quantile konstruiert und minimax optimale Konvergenzraten hergeleitet. Als motivierendes Beispiel von inversen Problemen untersuchen wir ein Finanzmodell empirisch, in dem ein Anlagengegenstand durch einen exponentiellen Lévy-Prozess dargestellt wird. Die Quantilschätzer werden auf dieses Modell übertragen und eine optimale adaptive Bandweitenwahl wird konstruiert. Die Schätzmethode wird schließlich auf reale Daten von DAX-Optionen angewendet.
The estimation of quantiles and realated functionals is studied in two inverse problems: the classical deconvolution model and the Lévy model, where a Lévy process is observed and where we aim for the estimation of functionals of the jump measure. From a more abstract perspective we study semiparametric efficiency in the sense of Hájek-Le Cam for functional estimation in regular indirect models. A general convolution theorem is proved which applies to a large class of statistical inverse problems. In particular, we consider the deconvolution model, where we prove that our plug-in estimators of the distribution function and of the quantiles are efficient. In the nonlinear Lévy model based on low-frequent discrete observations of the Lévy process, we deduce an information bound for the estimation of functionals of the jump measure. The strong relationship between the Lévy model and the deconvolution model is given a precise meaning. Quantile estimation in deconvolution problems is studied comprehensively. In particular, the more realistic setup of unknown error distributions is covered. Under minimal and natural conditions we show that the plug-in method is minimax optimal. A data-driven bandwidth choice yields optimal adaptive estimation. The concept of quantiles is generalized to the possibly infinite Lévy measures by considering left and right tail integrals. Based on equidistant discrete observations of the process, we construct a nonparametric estimator of the generalized quantiles and derive minimax convergence rates. As a motivating financial example for inverse problems, we empirically study the calibration of an exponential Lévy model for asset prices. The estimators of the generalized quantiles are adapted to this model. We construct an optimal adaptive quantile estimator and apply the procedure to real data of DAX-options.

Les données du monde réel sont souvent de très grande dimension, faisant intervenir un grand nombre de variables non pertinentes ou redondantes. La sélection de variables est donc utile dans ce cadre. D'abord, on considère la sélection de variables dans le modèle de régression quand le nombre de variables est très grand. En particulier on traite le cas où le nombre de variables pertinentes est bien plus petit que la dimension ambiante. Sans supposer aucune forme paramétrique pour la fonction de régression, on obtient des conditions minimales permettant de retrouver l'ensemble des variables pertinentes. Ces conditions relient la dimension intrinsèque à la dimension ambiante et la taille de l'échantillon. Ensuite, on considère le problème du test d'une hypothèse nulle composite sous un modèle de régression non paramétrique multi varié. Pour une fonctionnelle quadratique donnée $Q$, l'hypothèse nulle correspond au fait que la fonction $f$ satisfait la contrainte $Q[f] = 0$, tandis que l'alternative correspond aux fonctions pour lesquelles $ |Q[f]|$ est minorée par une constante strictement positive. On fournit des taux minimax de test et les constantes de séparation exactes ainsi qu'une procédure optimale exacte, pour des fonctionnelles quadratiques diagonales et positives. On peut utiliser ces résultats pour tester la pertinence d'une ou plusieurs variables explicatives. L'étude des taux minimax pour les fonctionnelles quadratiques diagonales qui ne sont ni positives ni négatives, fait apparaître deux régimes différents : un régime « régulier » et un régime « irrégulier ». On applique ceci au test de l'égalité des normes de deux fonctions observées dans des environnements bruités
Real-world data are often extremely high-dimensional, severely under constrained and interspersed with a large number of irrelevant or redundant features. Relevant variable selection is a compelling approach for addressing statistical issues in the scenario of high-dimensional and noisy data with small sample size. First, we address the issue of variable selection in the regression model when the number of variables is very large. The main focus is on the situation where the number of relevant variables is much smaller than the ambient dimension. Without assuming any parametric form of the underlying regression function, we get tight conditions making it possible to consistently estimate the set of relevant variables. Secondly, we consider the problem of testing a particular type of composite null hypothesis under a nonparametric multivariate regression model. For a given quadratic functional $Q$, the null hypothesis states that the regression function $f$ satisfies the constraint $Q[f] = 0$, while the alternative corresponds to the functions for which $Q[f]$ is bounded away from zero. We provide minimax rates of testing and the exact separation constants, along with a sharp-optimal testing procedure, for diagonal and nonnegative quadratic functionals. We can apply this to testing the relevance of a variable. Studying minimax rates for quadratic functionals which are neither positive nor negative, makes appear two different regimes: “regular” and “irregular”. We apply this to the issue of testing the equality of norms of two functions observed in noisy environments

Este trabalho tem como analisa principal a estratégia de hedge para o exportador de café nas principais regiões brasileiras, utilizando o modelo tradicional de hedge de variância mínima para a receita. São propostas quatro estratégias: sem hedge, hedge de preço do café, hedge de câmbio e hedge simultâneo de preço do café e câmbio. Chega-se à conclusão que a estratégia de hedge simultâneo de preços e câmbio é mais efetiva em diminuir a variância da receita do produtor em relação a outras estratégias analisadas. A redução do risco de taxa de câmbio, em conjunto com o risco de preços é importante para a gestão estratégica dos exportadores de commodities.
This thesis aims to analyze the hedging strategies for coffee export in the main Brazilian regions, using the traditional model of minimum variance hedge. In this way, four hedging strategies were proposed: no hedge, hedge coffee prices, exchange hedge and hedge simultaneous coffee prices and exchange rates. The result show that the hedging strategy of simultaneous price and exchange is more effective in reducing the variance of revenue producer comparing with other strategies analyzed. Reducing the risk of exchange rate, together with the price risk is important for the strategic management of commodity exporters.

As velocidades críticas de resfriamento necessárias à obtenção de percentuais definidos de martensita, presentes em amostras de aços temperados em óleo, foram determinadas por meio de curvas de resfriamento. As amostras constituíram-se de barras de aço AISI 4140 e 8640 com seções circulares de 25,4; 38,1 e 50,8 mm e barras quadradas com 25,4 e 38,1 mm de lado e comprimento igual a 5 vezes o diâmetro ou lado. Visando-se à obtenção de padrões de comparação para essas velocidades, foram também obtidas as curvas em U das durezas ao longo das seções transversais das barras e as curvas Jominy desses aços. Os resultados apresentaram boa coerência, o que garantiu a eficiência do processo. Os resultados concernentes ao teor específico de 50% de martensita foram comparados com os obtidos a partir de equações constantes na literatura. As equações não se mostraram diretamente adequadas, requerendo a obtenção de um fator de correção, que uma vez obtido mostrou-se eficiente na adequação dos valores empíricos de velocidade crítica aos determinados por meio das curvas de resfriamento.
The criticaI cooling velocities necessary to obtaining specific contents of martensite, present in test specimens of hardened steels in oil, were evaluated by means of cooling curves. The samples were constituted of bars of AISI 4140 and 8640 steels with 25,4; 38,1 and 50,8 mm diameter and squared bars with 25,4 and 38,1 mm in side by 5 times the diameter or side long. Aiming at obtaining comparison patterns for those velocities, they were also obtained the curves in U of the hardness along the traverse sections of the bars and the Jominy curves of those steels. The results presented good agreement, what guaranteed the efficiency of the process. The concerning results achieving a 50 pct martensitic microstructure were compared with those obtained from equations presented in the literature. The equations did not show good approaches, requesting the determination of a correction factor, that once obtained it was shown efficient in the adaptation of the empirical values of critical velocities to those determined by means of the cooling curves.

The present thesis examines questions related to the temporal origin of the Flavivirus genus and the ecology of tick-borne pathogens. In the first study, we date the origin and divergence time of the Flavivirus genus. It has been argued that the first flaviviruses originated after the last glacial maximum. This has been contradicted by recent analyses estimating that the tick-borne flaviviruses emerged at least before 16,000 years ago. It has also been argued that the Powassan virus was introduced into North America at the time between the opening and splitting of the Beringian land bridge. Supported by tip date and biogeographical calibration, our results suggest that this genus originated circa 120,000 (156,100–322,700) years ago if the Tamana bat virus is included in the genus, or circa 85,000 (63,700–109,600) years ago excluding the Tamana bat virus. In the second study we estimate the prevalence of tick-borne encephalitis virus (TBEV) in host-seeking Ixodes ricinus from 29 localities in Sweden and compare our data with those of neighbouring countries. Nymphs and adult ticks were screened for TBEV using a real-time PCR assay. The mean TBEV prevalence for all tick stages combined was 0.26% for Sweden and 0.28% for all Scandinavian countries, excluding Iceland. The low prevalence of TBEV in nature may partly be explained by the fact that TBEV occurs in spatially small foci and that the inclusion of ticks from non-infected foci will reduce the prevalence estimate. In the third and fourth study, we conducted the first large-scale investigations to estimate the prevalence and geographical distribution of Anaplasma spp. and Rickettsia spp. in host-seeking larvae, nymphs and adults of I. ricinus ticks in Sweden. Ticks were collected from several localities in central and southern Sweden and were subsequently screened for the presence of Anaplasma spp. and Rickettsia spp. using a real-time PCR assay. For all active tick stages combined, the mean prevalence of Anaplasma spp. and Rickettsia spp. in I. ricinus in Sweden was estimated to 1.1% and 4.8%, respectively. It was also shown that A. phagocytophilum and R. helvetica are the main Anaplasma and Rickettsia species occurring in Sweden.

Des progrès expérimentaux importants sont en cours dans l’étude des désintégrations rares de mésons contenant un quark beau et impliquant un quark étrange et une paire de leptons. Le travail présent mesure la portée indirecte de ces progrés sur des extensions supersymétriques du modèle standard. Même dans des modèles contraints, les limites indirectes ainsi obtenues peuvent dans certains cas être plus fortes que celles provenant de la recherche directe de particules supersymétriques. La précision gagnée par les facteurs de forme et les corrections d’ordre supérieur nouvellement implémentés dans le programme public ”SuperIso” montrent alors leur importance
There are fast progresses in the experimental study of rare decay sof mesons containing a b-quark, and involving a pair of leptons and an s-quark. The present work measures the indirect implications of these progresses on the supersymmetric extensions of the Standard Model. Even within constrained models, the indirect limits obtained in this way can in some cases be stronger than those coming from direct searches of supersymmetric particles. The accuracy gained by the form factors and higher order corrections newly implemented in the public code ”SuperIso” are then fully relevant

This thesis examined the ability to predict the emergence of bacteria resistant to antibiotics using genetic markers in the bacteria. Bacteria containing the genetic markers were able to become resistant to antibiotics, whereas bacteria that did not have the genetic markers remained susceptible. Existing techniques can identify the presence of resistance by looking at the characteristics of the bacteria during growth. However, having the ability to predict antibiotic resistance before it emerges could improve the preservation of currently available antibiotics and minimise treatment failure.

The content of this dissertation is divided into two main topics: 1) nonlinear profile monitoring and 2) an improved approximate distribution for the T^2 statistic based on the successive differences covariance matrix estimator. (Part 1) In an increasing number of cases the quality of a product or process cannot adequately be represented by the distribution of a univariate quality variable or the multivariate distribution of a vector of quality variables. Rather, a series of measurements are taken across some continuum, such as time or space, to create a profile. The profile determines the product quality at that sampling period. We propose Phase I methods to analyze profiles in a baseline dataset where the profiles can be modeled through either a parametric nonlinear regression function or a nonparametric regression function. We illustrate our methods using data from Walker and Wright (2002) and from dose-response data from DuPont Crop Protection. (Part 2) Although the T^2 statistic based on the successive differences estimator has been shown to be effective in detecting a shift in the mean vector (Sullivan and Woodall (1996) and Vargas (2003)), the exact distribution of this statistic is unknown. An accurate upper control limit (UCL) for the T^2 chart based on this statistic depends on knowing its distribution. Two approximate distributions have been proposed in the literature. We demonstrate the inadequacy of these two approximations and derive useful properties of this statistic. We give an improved approximate distribution and recommendations for its use.
Ph. D.

Dans cette thèse, nous nous intéressons au problème d'estimation de densité dans le modèle de convolution. Ce cadre correspond aux modèles avec erreurs de mesures additives, c'est-à-dire que nous observons une version bruitée de la variable d'intérêt. Pour mener notre étude, nous adoptons le point de vue de l'estimation non-paramétrique adaptative qui repose sur des procédures de sélection de modèle développées par Birgé & Massart ou sur les méthodes de Lepski. Cette thèse se divise en deux parties. La première développe des méthodes spécifiques d'estimation adaptative quand les variables d'intérêt et les erreurs sont des variables aléatoires positives. Ainsi nous proposons des estimateurs adaptatifs de la densité ou encore de la fonction de survie dans ce modèle, puis de fonctionnelles linéaires de la densité cible. Enfin nous suggérons une procédure d'agrégation linéaire. La deuxième partie traite de l'estimation adaptative de densité dans le modèle de convolution lorsque la loi des erreurs est inconnue. Dans ce cadre il est supposé qu'un échantillon préliminaire du bruit est disponible ou que les observations sont disponibles sous forme de données répétées. Les résultats obtenus pour des données répétées dans le modèle de convolution permettent d'élargir cette méthodologie au cadre des modèles linéaires mixtes. Enfin cette méthode est encore appliquée à l'estimation de la densité de somme de variables aléatoires observées avec du bruit
In this thesis, we are interested in nonparametric adaptive estimation problems of density in the convolution model. This framework matches additive measurement error models, which means we observe a noisy version of the random variable of interest. To carry out our study, we follow the paradigm of model selection developped by Birgé & Massart or criterion based on Lepski's method. The thesis is divided into two parts. In the first one, the main goal is to build adaptive estimators in the convolution model when both random variables of interest and errors are distributed on the nonnegative real line. Thus we propose adaptive estimators of the density along with the survival function, then of linear functionals of the target density. This part ends with a linear density aggregation procedure. The second part of the thesis deals with adaptive estimation of density in the convolution model when the distribution is unknown and distributed on the real line. To make this problem identifiable, we assume we have at hand either a preliminary sample of the noise or we observe repeated data. So, we can derive adaptive estimation with mild assumptions on the noise distribution. This methodology is then applied to linear mixed models and to the problem of density estimation of the sum of random variables when the latter are observed with an additive noise

Uvod: Primarna fokalna hiperhidroza (PFH) je poremećaj nepoznate etiologije koji se karakteriše prekomernim znojenjem na predilekcionim mestima. Podjednako se javlja kod osoba muškog i ženskog pola tokom dvadesetih i početkom tridesetih godina života, pri čemu se smatra da je učestalos PFH oko 2,8% u ukupnoj populaciji. Nastaje kao posledica hiperaktivnosti simaptičkog nervnog sistema ka znojnim žlezdama. Karakteristično je za PFH da se ne javlja noću, što sugeriše da emocionalni stimulus igra bitnu ulogu u nastanku ovog poremećaja. Bilateralna torakoskopska simpatektomija (BTS) je minimalno invazivna hirurška procedura koja se danas primenjuje u trajnom lečenju PFH, sa niskom stopom komplikacija i omogućava lečenje kao jednodnevne hirurške procedure. Ciljevi ovog istraživanja su bili: a) da se ispita ukupna efikasnost BTS na trajno smanjenje PFH predilekcionih delova tela - dlanova, pazušnih jama, lica i stopala; b) da se ispita efiksanost BTS kod osoba sa PFH u odnosu na različite nivoe transekcije simpatičkog lanca; c) da se ispita uticaj BTS na plućnu i srčanu funkciju kod operisanih osoba sa PFH; d) da se ispita pojava, trajanje i intenzitet kompenzatornog znojenja nakon BTS kod operisanih osoba sa PFH; e) da se ispita pojava, trajanje, lokalizacija i tretman postoperativnog bola nakon BTS kod osoba sa PFH; f) da se utvrde postoperativne komplikacije BTS kod osoba sa PFH; i g) da se ispita uticaj BTS na kvalitet života kod operisanih osoba sa PFH. Radna hipoteza istraživanja je bila da hirurška procedura - minimlano invazivna BTS ima značajan efekat na prekomerno znojenje na predilekcionim mestima kod osoba sa PFH, da je praćena sa minimalnim morbiditetom, bez kliničkog uticaja na plućnu i srčanu funkciju i da značajno poboljšava kvalitet života operisanih osoba. Materijal i metod: Urađena je prospektivna klinička studija koja je uključila 435 osoba sa PFH, koji su operisani bilateralnom torakoskopskom simpatektomijom, na Klinici za grudnu hirurgiju, Instituta za plućne bolesti Vojvodine u Sremskoj Kamenici između 2010 i 2014 godine. Kriterijumi za uključivanje u studiju bili su: a) da su osobe sa utvrđenom i procenjenom PFH pristale da učestvuju u istraživanju ispunjavajući preoperativno i postoperativno upitnike o efektima BTS i kvalitetu života nakon operacije; b) da nisu imali prethodne grudno hirurške intervencije, frakture rebara, masivne pneumonije ili empijem pleure; c) da nisu imali teški poremećaj plućne ili srčane funkcije; d) da ne boluju od sekundarne hiperhidroze. Primarna fokalna hiperhidroza je bila ustanovljena i procenjena anamnestičkim podacima, kliničkom slikom i pregledom koji je bio fokusiran na kvalitativno ispitivanje. Bilateralna torakoskopska simpatektomija izvođena je u opštoj anesteziji, a transekcija simpatičkog lanca je rađena pomoću ultrazvučno aktiviranog skalpela. Osobe sa izvedenom BTS zbog PFH bile su klasifikovane u tri grupe, u zavisnosti od nivoa transekcije simpatičkog lanca: a) transekcija na nivou drugog do četvrtog torakalnog gangliona (T2-T4); b) transekcija na nivou trećeg do četvrtog torakalnog gangliona (T3-T4); i c) transekcija na nivou drugog do trećeg torakalnog gangliona (T2-T3). Za procenu kompenzatornog znojenja i kvaliteta života korišćene je: Hyperhidrosis Disease Severity Scale (HDSS) za intenzitet kompenzatornog znojenja i kvaliteta života nakon BTS. Rezultati: Od 435 osoba sa PFH kod kojih je urađena BTS, bilo je 142 (32,64%) osobe muškog pola i 293 (67,36%) osoba ženskog pola, prosečne starosti od 29,68±7,6 godina. Pozitivan nasledni faktor navelo je 167 osoba (38,62%). Najčešća lokalizacija prekomernog znojenja kod osoba u ovom istraživanju je bila kombinacija dlanova, pazušnih jama i tabana, koju je imalo 167 osoba (38,39%). Pre operacije, preko 60% ispitivanih osoba je navelo da im je kvalitet života loš ili izuzetno loš. Kod svih operisanih osoba u ovom istraživanju, operacija je izvedena uspešno obostrano. Nije bilo smrtnih ishoda. Od intraoperativnih komplikacija zabeležena je jedna konverzija (0,23%) u minitorakotomiju zbog krvavljenja iz interkostalne vene. Neposredni postoperativni uspeh BTS kod operisanih osoba zbog PFH, a na osnovu prve kontrole posle nedelju dana bio je zabeležen kod svih (99,54%), osim kod dve osobe (0,46%) koje su imale postoperativne komplikacije: pareza n. ulnarisa i Hornerov sindrom kod jedne osobe i Horner sindrom kod druge osobe. Postoperativni morbiditet nakon BTS bio je zabeležen kod 32 osobe (7,35%). Izrazito poboljšanje, odnosno značajno smanjenje znojenja kod osoba sa PFH zabeleženo je kod 428 operisanih (98,39%). Osobe sa transekcijom simpatičkog lanca na nivou gangliona T3-T4 imali su najbolji rezultat sa poboljšanjem kvaliteta života u 85,03% operisanih. Kompenzatorno znojenje se nakon BTS javilo kod 316 (72,64%) operisanih osoba, a samo 2,53% je navelo da je postoperativno kompenzatorno znojenje izuzetno jakog intenziteta. Postoperativni bol bio je prisutan kod 79,77% operisanih osoba, sa prosečnim trajanjem do dve nedelje. Analgetike je postoperativno koristilo 24,21% anketiranih osoba. Od 287 operisanih osoba u ovom istraživanju, koji su pre operacije naveli da su imali i prekomerno znojenje tabana, nakon 6 meseci 185 osoba (64,46%) je navelo da se prekomerno znojenje tabana smanjilo. Iako postoji statistička značajnost u promeni vitalnog kapaciteta u smislu njegovog povećanja šest meseci nakon BTS (sa 4,49±1,15 L na 4,54±1,11 L), ta promena nije bila klinički relevantna. Promene u krvnom pritisku i srčanom pulsu, iako zabeležene, takođe nisu imale klinički značaj. Kvalitet života, pre BTS ocenjen kao loš (i izuzetno loš) bio je prisutan kod 265 osoba (60, 92%), a 6 meseci posle operacije ocenjen je kao odličan i dobar kod 428 osoba (98,39%). Zaključak: BTS kao minimalno invazivna hirurška procedura kod osoba sa PFH ima minimalni morbiditet, a visoku uspešnost u smanjenju prekomernog znojenja na predilekcionim mestima, sa poboljšanjem kvaliteta života kod 98,39% operisanih, sa minimalnim promenama plućne i srčane funkcije koje nisu klinički relevantne.
Primary focal hyperhidrosis (PFH) is a disorder of an unknown etiology, characterized by excessive sweating of predilective parts of the body. It affects men and women equally, with a peak incidence in the later second and early third decades of life, with incidence of up to 2,8% of the world population. It is caused by hyperactivity of the sympathetic nervous system to the sweat glands. It has been shown that PFH does not occur during the sleeping times, which suggests that emotional stimuli play an important role in this disorder. Bilateral thoracoscopic sympathectomy (BTS) is minimal invasive surgical procedure, which has evolved into an effective and permanent treatment for severe PFH, with low rate of morbidity and it can be performed as the one day surgical procedure. The aims of this investigation were: a) to examine the overall efficiency of BTS on permanent reduction of PFH of predilective parts of the body-palms, armpits, faces and soles; b) to examine the efficiency of BTS with different levels of transection among the persons with the PFH; c) to examine the influence of BTS on cardio-pulmonary function tests in persons with PFH after the operation; d) to examine the incidence, duration and intensity of compensatory sweating after BTS among persons with PFH; e) to examine the incidence, duration, localization and treatment of postoperative pain after BTS among persons with PFH; f) to determine postoperative complications of BTS among persons with PFH; g) to examine the influence of BTS on quality of life among persons with PFH. The working hypothesis of this investigation is that surgical procedure – minimal invasive BTS has the permanent effect on excessive sweating of predilective parts of the body among persons with PFH, followed by minimal morbidity, without clinical influence on cardio-pulmonary function and significantly improves the quality of life among persons with PFH. This was a prospective clinical study which included 435 patients with PFH, who have been operated with BTS, at the Clinic for Thoracic surgery, the Institute for pulmonary diseases of Vojvodina, Sremska Kamenica, between 2010 and 2014. The including criteria for the investigation were: a) persons with confirmed and estimated PFH accepted to participate in this investigation, fulfilling pre and postoperatively questionnaire about BTS effects and quality of life after the operation; b) absence of previous thoracic surgical procedures, rib fractures, massive pneumonias or pleural empyema; c) satisfactory cardio-respiratory function; d) absence of secondary hyperhidrosis. Primary focal hyperhidrosis was confirmed and estimated by anamnesis, clinical examination focused on qualitatively examination. Bilateral thoracoscopic sympathectomy was performed with general anesthesia, using harmonic scalpel for transection of sympathetic chain. Persons with PFH who underwent the BTS were classified into three groups, depending the level of transaction of sympathetic chain: a) transection at the level from the second to the forth thoracic sympathetic ganglion (T2-T4); b) transection at the level from the third to the forth thoracic sympathetic ganglion (T3-T4); c) transection at the level from the second to the third thoracic sympathetic ganglion (T2-T3). For the assessment of postoperative pain, compensatory sweating and quality of life next scales have been used: standardized numeric pain rating scale and Hyperhidrosis Disease Severity Scale (HDSS) for intensity of compensatory sweating and quality of life. Among 435 persons with PFH who underwent the BTS in this investigation, 142 (32,64%) were male and 293 (67,36%) female persons, with mean age of 29,68±7,6. There was no mortality or serious intraoperative complications that required operative conversio from minimal invasive surgical procedure to thoracotomy. Among 435 persons with PFH who underwent the BTS in this investigation, 142 (32,64%) were male and 293 (67,36%) female persons, with mean age of 29,68±7,6. Positive genetic factor has been found in 167 persons (38,62%). The most common localisation of excessive sweating in this investigation was the combination of palms, armpits and soles in 167 persons (38,39%). Before the operation, over 60% of persons estimated their quallity of life as bad or very bad. The operation was successfully performed in all patients bilaterally. There was no mortality in this investigation. There was one intraoperative complication, bleeding from intercostal vein, requiring conversion to minithoracotomy. Immediatelly postoperative success after BTS seven days after the operation was achieved in all persons accepted in two persons (0,46%) due to the postoperative complications: nervous ulnaris paresis and Horner syndrome in one person and Horener syndome in the other person. Postoperative morbidity after the BTS was recoreded in 32 persons (7,35%). Marked improvement, as significant reduction of sweating in persons with PFH was achieved in 428 operated persons (98,39%). Transection of sympathetic chain on level T3-T4 achieved improvement of quality of life in 85,03% operated persons with PFH. Compensatory sweating after the BTS has occurred in 316 (72,64%) operated persons, but only 2,53% operated persons declared compensatory sweating as severe. Postoperative pain was presented in 79,77% operated persons, with average duration of two weeks. Analgetics used only 24,21% of operated persons. There were 287 operated persons in this investigation, who claimed to have plantar hyperhidrosis before the operation and six months after the operation 185 persons (64,46%) claimed to have a reduction of plantar sweating. Although there was a clinical significance in changes of vital capacity after the BTS (from 4,49±1,15 L to 4,54±1,11 L), ther was no clinical significance. Changes in blood pressure and heart rate, although recoreded, had no clinical significance. Quality of life, before the BTS was recorded as bad or very bad in 265 persons (60,92%), and six months after the operation as excellent or good in 428 persons (98,39%) persons. Conclusion: In patients with PFH, BTS as minimal invasive surgical procedure, has a minimal morbidity and high success in treatment of excessive sweating, with improvemnet of quality of life in 98,39% operated person, with changes in cardio-pulmonary functions that are not clinical relevant.

The dissertation deals with the issue of poverty in the Czech Republic, especially with its economic, political and historical context of development, theory and practice of its measurement and possible international comparability, both in scale and in terms of the effectiveness of social transfers system. The effectiveness is understood as reducing the extent of poverty represented by the at-risk-of-poverty rate used e.g. in Europe 2020 Strategy. The aim of the dissertation is to analyze the problem of income poverty and its development in the Czech Republic with a special focus on the effectiveness of the social transfers system in relation to reducing the extent of income poverty. The effectiveness is analyzed separately in case of social transfers as a whole, and in case of social transfers excluding old-age and survivors' pensions. The emphasis has been placed on international comparisons and on the poorest layers of the population represented by the study of the lower poverty lines than the standard one. Based on empirical analysis of survey data from the EU-SILC, it was disproved that the effectiveness of the Czech social transfers system was above average compared to the countries of the same welfare state model, the CEE region and the EU during the years 2005-2013. The Czech pension system plays a crucial role in the level of effectiveness of the social transfers system. The good position of the Czech Republic among the all three studied groups of countries in terms of effectiveness is maintained mainly thanks to its pension system.The current low level of poverty rate was achieved mainly thanks to the pre-crisis measures, respectively due to the specific timing of these measures package. The contribution of this dissertation consists in complex and systematized view of the income poverty in the Czech Republic, accompanied by the analysis of the effectiveness of the social transfer system. This analysis, owing to the time series (2005-2013), applied methods (methods of the European Commission vs. IZA method) and scope of the international comparison (welfare state model, CEE region and EU), has no similarity in the Czech scientific literature so far.

In this paper, I analyze the effectiveness of state level Earned Income Tax Credit programs on improving of poverty levels. I conducted this analysis for the years 1991 through 2011 using a panel data model with fixed effects. The main independent variables of interest were the state and federal EITC rates, minimum wage, gross state product, population, and unemployment all by state. I determined increases to the state EITC rates provided only a slight decrease to both the overall white below-poverty population and the corresponding white childhood population under 18, while both the overall and the under-18 black population for this category realized moderate decreases in their poverty rates for the same time period. I also provide a comparison of the effectiveness of the state level EITCs and minimum wage at the state level over the same time period on these select demographic groups.

Orientador: Claudio Alexandre Gobatto
Banca: Eduardo Kokubun
Banca: Herbert Gustavo Simões
Resumo: O limiar anaeróbio (LAN) tem sido muito utilizado como preditor da capacidade aeróbia na avaliação e prescrição do treinamento. Dentre os protocolos de determinação do LAN, o método do lactato mínimo (LM) parece ser um dos mais precisos, determinando de certa forma, individualmente os valores do LAN. Um outro modelo utilizado na avaliação do parâmetro aeróbio é o método não invasivo de determinação de potência crítica (PC), sendo que esse modelo possibilita também a quantificação das reservas anaeróbias intramusculares (CTA). Vários autores propõem determinações de PC por diferentes protocolos, dentre eles, os propostos por JENKINS & QUIGLEY em 1991 (PCJQ) e CHASSAIN em 1986 (PCCH) especialmente, são muito diferentes, no aspecto metodológico e repercutiram bastante no meio científico. O objetivo do presente estudo foi de comparar métodos invasivos e não invasivos de avaliação aeróbia e anaeróbia em atletas ciclistas, identificando a relação existente entre o LM e a PC (determinada por dois métodos diferentes) e, a relação dos parâmetros anaeróbios, através da potência média e da potência pico com a CTA. Foram voluntários desse estudo 9 ciclistas treinados do sexo masculino (24,11 1,62 anos; 67,28 4,37 kg e 175,78 5,89 cm) com experiência na modalidade. Os atletas foram submetidos a três protocolos experimentais: 1) Teste de LM, com teste de Wingate para induzir a acidose e posterior exercício progressivo; 2) Teste de PCJQ com quatro sessões de cargas exaustivas randômicas; 3) Teste de PCCH a partir da variação da freqüência cardíaca e do lactato através de dois esforços de 180 segundos com intervalo de pausa de 90 segundos entre os esforços, com intensidade de 85, 95, 105 e 115% do LM. Foram encontradas diferenças significativas entre as intensidades de LM (219,73 4,43 W), PCJQ nos modelos Pot- 1/tlim... (Resumo completo, clicar acesso eletrônico abaixo).
Abstract: The anaerobic threshold (AT) has been used as a good predictor of the aerobic capacity for physical evaluation and training prescription. Among the protocols of AT determination, the lactate minimal test (LMT) seems to be one of the most accurate for obtain individually the AT values. Another model used in the aerobic evaluation is the non-invasive method for determination of the critical power (CP), and this model also makes possible the quantification of the intramuscular anaerobic stores, which represents the anaerobic work capacity (AWC). Several authors proposed determinations of CP on different protocols, as those propored by, Jenkins & Quigley (1991 - CPJQ) and Chassain (1986 - CPCH), that in spite of the very different methodological aspects they are a reference in the scientific way. The purpose of the present study was to compare invasive and non-invasive protocols to evaluate the aerobic and anaerobic fitness (by two different methods) in cyclists. Also, the relationship of the mean and peak power obtained during an Wingate test to AWC identified by different methods was investigate. Nine male trained cyclists volunteered to the study (24.11 l 1.62 years; 67.28 l 4.37 kg and 175.78 l 5.89 cm). The athletes were submitted to three experimental protocols: 1) LMT, with initial lactic acidosis induced thought a Wingate test and a subsequent incremental exercise test; 2) test of PCJQ with four sessions of random exhaustive loads; 3) test of PCCH based on the variation of the heart rate and lactate along two bouts of efforts of 180 seconds with pause interval of 90 seconds between them, with intensity of 85, 95, 105 and 115% of LMT. Our results showed significant differences among the intensities of LMT (219.73 l 4.43 W), PCJQ in the models P-1/tlim (301.47 l 10.46 W) and Wlim - tlim (295.22 l 10.14 W) and, in PCCH for the methods of lactate variation (201.53 l 4.44 W) and... (Complete abstract, click electronic address below).
Mestre

Code Division Multiple Access (CDMA) is the technology used in all third generation cellular communications networks, and it is a promising candidate for the definition of fourth generation standards. The wireless mobile channel is usually frequency-selective causing interference among the users in one CDMA cell. Multiuser Transmission (MUT) algorithms for the downlink can increase the number of supportable users per cell, or decrease the necessary transmit power to guarantee a certain quality-of-service. Transmitter-based algorithms exploiting the channel knowledge in the transmitter are also motivated by information theoretic results like the Writing-on-Dirty-Paper theorem. The signal-to-noise ratio (SNR) is a reasonable performance criterion for noise-dominated scenarios. Using linear filters in the transmitter and the receiver, the SNR can be maximized with the proposed Eigenprecoder. Using multiple transmit and receive antennas, the performance can be significantly improved. The Generalized Selection Combining (GSC) MIMO Eigenprecoder concept enables reduced complexity transceivers. Methods eliminating the interference completely or minimizing the mean squared error exist for both the transmitter and the receiver. The maximum likelihood sequence detector in the receiver minimizes the bit error rate (BER), but it has no direct transmitter counterpart. The proposed Minimum Bit Error Rate Multiuser Transmission (TxMinBer) minimizes the BER at the detectors by transmit signal processing. This nonlinear approach uses the knowledge of the transmit data symbols and the wireless channel to calculate a transmit signal optimizing the BER with a transmit power constraint by nonlinear optimization methods like sequential quadratic programming (SQP). The performance of linear and nonlinear MUT algorithms with linear receivers is compared at the example of the TD-SCDMA standard. The interference problem can be solved with all MUT algorithms, but the TxMinBer approach requires less transmit power to support a certain number of users. The high computational complexity of MUT algorithms is also an important issue for their practical real-time application. The exploitation of structural properties of the system matrix reduces the complexity of the linear MUT mthods significantly. Several efficient methods to invert the ystem matrix are shown and compared. Proposals to reduce the omplexity of the Minimum Bit Error Rate Multiuser Transmission mehod are made, including a method avoiding the constraint by pase-only optimization. The complexity of the nonlinear methods i still some magnitudes higher than that of the linear MUT lgorithms, but further research on this topic and the increasing processing power of integrated circuits will eventually allow to exploit their better performance.
Der codegeteilte Mehrfachzugriff (CDMA) wird bei allen zellularen Mobilfunksystemen der dritten Generation verwendet und ist ein aussichtsreicher Kandidat für zukünftige Technologien. Die Netzkapazität, also die Anzahl der Nutzer je Funkzelle, ist durch auftretende Interferenzen zwischen den Nutzern begrenzt. Für die Aufwärtsstrecke von den mobilen Endgeräten zur Basisstation können die Interferenzen durch Verfahren der Mehrnutzerdetektion im Empfänger verringert werden. Für die Abwärtsstrecke, die höhere Datenraten bei Multimedia-Anwendungen transportiert, kann das Sendesignal im Sender so vorverzerrt werden, dass der Einfluß der Interferenzen minimiert wird. Die informationstheoretische Motivation liefert dazu das Writing-on-Dirty-Paper Theorem. Das Signal-zu-Rausch-Verhältnis ist ein geeignetes Kriterium für die Performanz in rauschdominierten Szenarien. Mit Sende- und Empfangsfiltern kann das SNR durch den vorgeschlagenen Eigenprecoder maximiert werden. Durch den Einsatz von Mehrfachantennen im Sender und Empfänger kann die Performanz signifikant erhöht werden. Mit dem Generalized Selection MIMO Eigenprecoder können Transceiver mit reduzierter Komplexität ermöglicht werden. Sowohl für den Empfänger als auch für den Sender existieren Methoden, die Interferenzen vollständig zu eliminieren, oder den mittleren quadratischen Fehler zu minimieren. Der Maximum-Likelihood-Empfänger minimiert die Bitfehlerwahrscheinlichkeit (BER), hat jedoch kein entsprechendes Gegenstück im Sender. Die in dieser Arbeit vorgeschlagene Minimum Bit Error Rate Multiuser Transmission (TxMinBer) minimiert die BER am Detektor durch Sendesignalverarbeitung. Dieses nichtlineare Verfahren nutzt die Kenntnis der Datensymbole und des Mobilfunkkanals, um ein Sendesignal zu generieren, dass die BER unter Berücksichtigung einer Sendeleistungsnebenbedingung minimiert. Dabei werden nichtlineare Optimierungsverfahren wie Sequentielle Quadratische Programmierung (SQP) verwendet. Die Performanz linearer und nichtlinearer MUT-Verfahren MUT-Algorithmen mit linearen Empfängern wird am Beispiel des TD-SCDMA-Standards verglichen. Das Problem der Interferenzen kann mit allen untersuchten Verfahren gelöst werden, die TxMinBer-Methode benötigt jedoch die geringste Sendeleistung, um eine bestimmt Anzahl von Nutzern zu unterstützen. Die hohe Rechenkomplexität der MUT-Algorithmen ist ein wichtiges Problem bei der Implementierung in Real-Zeit-Systemen. Durch die Ausnutzung von Struktureigenschaften der Systemmatrizen kann die Komplexität der linearen MUT-Verfahren signifikant reduziert werden. Verschiedene Verfahren zur Invertierung der Systemmatrizen werden aufgezeigt und verglichen. Es werden Vorschläge gemacht, die Komplexität der Minimum Bit Error Rate Multiuser Transmission zu reduzieren, u.a. durch Vermeidung der Sendeleistungsnebenbedingung durch eine Beschränkung der Optimierung auf die Phasen des Sendesignalvektors. Die Komplexität der nichtlinearen Methoden ist um einige Größenordungen höher als die der linearen Verfahren. Weitere Forschungsanstrengungen an diesem Thema sowie die wachsende Rechenleistung von integrierten Halbleitern werden künftig die Ausnutzung der besseren Leistungsfähigkeit der nichtlinearen MUT-Verfahren erlauben.

Cette thèse s'inscrit dans le domaine de l'apprentissage statistique. Le cadre principal est celui de la prévision de suites déterministes arbitraires (ou suites individuelles), qui recouvre des problèmes d'apprentissage séquentiel où l'on ne peut ou ne veut pas faire d'hypothèses de stochasticité sur la suite des données à prévoir. Cela conduit à des méthodes très robustes. Dans ces travaux, on étudie quelques liens étroits entre la théorie de la prévision de suites individuelles et le cadre statistique classique, notamment le modèle de régression avec design aléatoire ou fixe, où les données sont modélisées de façon stochastique. Les apports entre ces deux cadres sont mutuels : certaines méthodes statistiques peuvent être adaptées au cadre séquentiel pour bénéficier de garanties déterministes ; réciproquement, des techniques de suites individuelles permettent de calibrer automatiquement des méthodes statistiques pour obtenir des bornes adaptatives en la variance du bruit. On étudie de tels liens sur plusieurs problèmes voisins : la régression linéaire séquentielle parcimonieuse en grande dimension (avec application au cadre stochastique), la régression linéaire séquentielle sur des boules L1, et l'agrégation de modèles non linéaires dans un cadre de sélection de modèles (régression avec design fixe). Enfin, des techniques stochastiques sont utilisées et développées pour déterminer les vitesses minimax de divers critères de performance séquentielle (regrets interne et swap notamment) en environnement déterministe ou stochastique.