Study of Parameter Estimation and Model Calibration Using Bayesian Analysis of Noisy Data for a Virus Model

Numerous engineering problems are concerned with the challenge of representing real life systems through mathematical equations: modeling. Properly generated mathematical models can accurately predict the behavior of natural processes. The key objective of model development is to correctly build a set of equations or expressions that can reproduce the results observed from experimental measurements. By following this methodology, sources of error and uncertainty will arise as most natural processes have random factors that make the results stochastic, and therefore can never be exactly reproduced. A model can try to best approximate the actual outcome, but many times assumptions or simplifications are needed because either the problem becomes mathematically unfeasible, or there is not enough knowledge regarding the process. Additionally, even if models are correctly defined, they may require proper calibration of its parameters to make predictions.;In the study of virology, within host viral infections can be modeled by means of mathematical balances of target cell populations. A virus model will describe how a virus infects healthy cells and spreads by defining a set of depletion/replenishment rate parameters that will depend on each system. The focus of this study is to determine the posterior probability distributions of these parameters that will best approximate a given patient\u27s data, similar to data fitting. Using an inverse modeling approach to generate patient data using known reference values of the virus model parameters and adding random white noise, a virus model will be fitted to the generated noisy data using Bayesian methods for parameter estimation.;The main purpose of this study is to validate the use of Bayesian calibration techniques as an alternative to conventional gradient-based parameter estimation methods. The results of a calibrated virus model with a fixed virus generation rate are then used to make model predictions and extrapolate the dynamic behavior to different ranges of the fixed parameter. The results conclude that Bayesian methods can be successfully used for parameter estimation, especially for high-dimensional problems, however the practical identifiability of the parameters is limited by the model\u27s nonlinear terms, the experimental data variance, and the available data measurements. Although the results are encouraging, the excessive computation time needed for obtaining the empirical parameter Posterior distributions limit the practical use of these methods

Master of Science

thesisFine coal filtration and dewatering are of great importance to the coal industry due to the significant impact in the quality, shipping, and handling of clean coal. High moisture content in the clean coal product reduces its heating value, increases costs, and reduces the coke yield in the case of metallurgical coal. In this regard, it is of significant importance to improve our fundamental understanding of water removal from the pore network structures present in filtration cakes. This thesis research presents the results obtained from the analysis regarding fluid flow through packed particle beds such as those occurring during filtration in an effort to expand the studies of particle characterization and its influence on coal dewatering. The study shows the importance of high resolution x-ray microtomography (HRXMT) as an important analytical tool for the three-dimensional study of particle beds. The multiphase flow and dewatering that occurs during fine coal filtration is described, and important factors that influence the efficiency of filtration, including the particle size distribution, pressure drop, shape, and wetting characteristics of the coal particles are considered. The experiments are designed to simulate the process of coal filtration using the Lattice-Boltzmann methodology, and identify the conditions that lead to the improved water removal and moisture reduction. The thesis and research reported herein demonstrate how HRXMT and the Lattice-Boltzmann Method (LBM) can help in the short-term prediction and understanding of water removal from the pore network structures present in coal filtration cakes. Based on the analysis of HRXMT images, it is shown that the pore network structure has a significant influence on the retention of water in the filter cake. Narrow capillaries were found in the filter cakes with hydrophilic particles, while wider capillaries were mostly found in the filter cakes with hydrophobic particles. In addition, tests with different pressure drops were performed. Although the pore network structure analysis showed that the capillaries were narrower at higher initial pressures, the increase in pressure drop decreased the amount of water retained in the filter cake. The pressure drop increase helped overcome the capillary forces that retain the water in the filter cakes

On the Empirics of Sudden Stops: The Relevance of Balance-Sheet Effects

Using a sample of 32 developed and developing countries we analyze the empirical characteristics of sudden stops in capital flows and the relevance of balance sheet effects in the likelihood of their materialization. We find that large real exchange rate (RER) fluctuations coming hand in hand with Sudden Stops are basically an emerging market (EM) phenomenon. Sudden Stops seem to come in bunches, grouping together countries that are different in many respects. However, countries are similar in that they remain vulnerable to large RER fluctuations – be it because they could be forced to large adjustments in the absorption of tradable goods, and/or because the size of dollar liabilities in the banking system (i.e., domestic liability dollarization, or DLD) is high. Openness, understood as a large supply of tradable goods that reduces leverage over the current account deficit, coupled with DLD, are key determinants of the probability of Sudden Stops. The relationship between Openness and DLD in the determination of the probability of Sudden Stops is highly non-linear, implying that the interaction of high current account leverage and high dollarization may be a dangerous cocktail.

Student Engagement In Sustainability Issues Through Video Production: A Multimodal Critical Consciousness-Based Approach To Engineering Education

The formation of engineering students should prioritize both technical skills in engineering and a critical awareness of the designed world. This qualitative methods study aimed to analyze the extent to which a teaching approach, based on the in the integration of Freire’s critical pedagogy and Multimodal literacy frameworks, promotes first-year engineering students’ development of critical consciousness. Drawing from Paulo Freire’s work on critical pedagogy, the critical consciousness framework emphasizes that individuals and their practice in community awaken critical awareness of their surroundings, including the interconnectedness that exists between economic, social, political, cultural, historical, and environmental factors. To this end, we designed an activity for students to research and create videos that illustrate the interconnectedness that exists between these factors. The activity provided an opportunity to build, express, and shape their thoughts regarding the connections between the designed world and its implications on society (i.e., who wins, who loses, who is involved, etc.). Preliminary analysis identified that multimodal video production allowed students to investigate and express their own interpretations of socio-political and sustainability issues related to the use of precious minerals, specifically cobalt. Furthermore, students included descriptions of their proposals for reducing child labor abuse in cobalt mining and identified the environmental impacts of excessive use of cobalt in technological devices. Overall, this research suggests that integrating critical consciousness and multimodal literacies can be an effective strategy for promoting engineering students’ formation in terms of engineering design, literacy, sustainability, and social awareness

Financiación de las empresas en Colombia a través del mercado de deuda corporativa

En el desarrollo de esta investigación se identifican cuáles han sido las principales variables de las que depende el volumen de negociación del mercado de deuda privada en Colombia, cuáles de ellas no tienen relación alguna, que importancia tienen cada una de esas variables dentro de la explicación de la variable dependiente y además a encontrar una respuesta empírica a la pregunta sobre qué tipo de relación (si de sustitución o complementariedad) se presenta entre el crédito bancario y el volumen de negociación de deuda.Cláusulas o Covenants. Opciones de Negociación. Patrón del Flujo de Caja. Maduración, Precio y Calificación de los Bonos. Actores del mercado de deuda privada. Emisores. Fondos de Inversión Colectiva. Intermediarios. Inversionistas. Bancas de Inversión y Calificadoras de Riesgo. Autoridades. Proveedores de Precios e Infraestructura. Estructura Óptima de Capital. El mercado de deuda privada en colombia. Antecedentes. Hechos estilizados del Mercado de Deuda Privada. Comparación Internacional. Descifrando el desarrollo del mercado de deuda privada en Colombia. Aproximaciones a la Estructura de Capital de las empresas en Colombia. Datos y metodología. Descripción de los datos. Volumen de negociación del mercado de deuda privada (MONTO_DPRIV). Índice General de la Bolsa de Valores de Colombia (IGBC). Índice de Precios al Consumidor (IPC). Emisión de Títulos de Emisión Soberana (EMISION_TES). Monto de colocaciones en deuda privada (COLOC_DPRIV. Tasa de intervención de política monetaria del Banco de la República (TII_BRC). Tasa de colocación consolidada del Banco de la República (TASA_INTERES_COLOC). Crédito doméstico bruto al sector privado (CREDITO_PRIVADO). Enfoque de Series de Tiempo. Metodología Box-Jenkins. Paso 1 – Comportamiento de la Serie. Paso 2 – Funciones de Autocovarianza y Autocorrelación. Paso 3 – Estimación de los parámetros. Paso 4 – Confiabilidad de los resultados. Paso 5 – Pronóstico. Enfoque de Econometría Tradicional. Metodología de Mínimos Cuadrados Ordinarios. Identificación del Modelo Paso 2 – Estimación de los parámetros del Modelo. Paso 3 – Pruebas de especificación. Paso 4 – Confiabilidad de los resultados. Resultados empíricos. Modelo basado en el enfoque de Series de Tiempo. Paso 1 – Comportamiento de la Serie. Paso 2 – Funciones de Autocovarianza y Autocorrelación. Paso 3 – Estimación de los parámetros. Paso 4 – Confiabilidad de los resultados. Modelo basado en el Enfoque Econométrico Tradicional. Paso 1 – Identificación del Modelo. Paso 2 – Estimación de los parámetros del Modelo. Paso 3 – Pruebas de especificación. Paso 4 – Pruebas de especificación. Propuestas para el desarrollo del mercado de deuda privada. Curvas de valoración teóricas. Índices de Referencia. Promoción del uso de las TTV. Prestamos de Valores. Desarrollo del Mercado de Derivados. Sesgo Regulatorio y Limitaciones. Formadores De Liquidez. Eliminación de Barreras. Inversionistas extranjeros.Magíster en Finanzas CorporativasMaestrí