Examining resilience and vulnerability as concepts conditional upon human values: a review

Whilst there has been progress in understanding the role that values play in determinations of vulnerability and resilience, I suggest some key points continue to be overlooked. I offer three propositions to describe how values underpin such concepts, summarised as ‘no fixed characterization’, ‘no fixed relationships’ and ‘no fixed trends’. These propositions are not new and have been made in other contexts. Based on a literature review of vulnerability and resilience in the global environmental change area, I elaborate on how these propositions are not adequately accommodated, in particular in relation to ideas of biophysical and social vulnerability, specified versus general resilience, and assignments of desired trend direction (increasing resilience or decreasing vulnerability). I conclude that irrespective of the concept label, characterisations and assessments of ecosystems and their attendant change are inescapably dependent on values.Environmental Economics and Policy,

Equilibrium Pricing Bounds on Option Prices

We consider the problem of valuing European options in a complete market but with incomplete data. Typically, when the underlying asset dynamics is not specified, the martingale probability measure is unknown. Given a consensus on the actual distribution of the underlying price at maturity, we derive an upper bound on the call option price by putting two kind of restrictions on the pricing probability measure.First, we put a restriction on the second risk-neutral moment of the underlying asset terminal value. Second, from equilibrium pricing arguments one can put a monotonicity restriction on the Radon-Nikodym density of the pricing probability with respect to the true probability measure. This density is restricted to be a nonincreasing function of the underlying price at maturity. The bound appears then as the solution of a constrained optimization problem and we adopt a duality approach to solve it.We obtain a weak sufficient condition for strong duality and existence for the dual problem to hold, for options defined by general payoff functions. Explicit bounds are provided for the call option. Finally, we provide a numerical example.Option bounds, equilibrium prices, conic duality, semi-infinite programming

Production Planning and Inventories Optimization : A Backward Approach in the Convex Storage Cost Case

As in [1], we study the deterministic optimization problem of a profit- maximizing firm which plans its sales/production schedule. The firm knows the revenue associated to a given level of sales, as well as its production and storage costs. The revenue and the production cost are assumed to be respectively concave and convex. Here, we also assume that the storage cost is convex. This allows us to relate the optimal planning problem to the study of an integro-differential backward equation, from which we obtain an explicit construction of the optimal plan.Production planning, inventory management, integro- differential backward equations

Semi-Automated Nasal PAP Mask Sizing using Facial Photographs

We present a semi-automated system for sizing nasal Positive Airway Pressure (PAP) masks based upon a neural network model that was trained with facial photographs of both PAP mask users and non-users. It demonstrated an accuracy of 72% in correctly sizing a mask and 96% accuracy sizing to within 1 mask size group. The semi-automated system performed comparably to sizing from manual measurements taken from the same images which produced 89% and 100% accuracy respectively.Comment: 4 pages, 3 figures, 4 tables, IEEE Engineering Medicine and Biology Conference 201

Focus in Ewe

International audience—In this paper, a strides detection algorithm is proposed using inertial sensors worn on the ankle. This innovative approach based on geometric patterns can detect both normal walking strides and atypical strides such as small steps, side steps and backward walking that existing methods struggle to detect. It is also robust in critical situations, when for example the wearer is sitting and moving the ankle, while most algorithms in the literature would wrongly detect strides

Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case.

We study the deterministic optimization problem of a profit-maximizing firm which plans its sales/production schedule. The firm controls both its production and sales rates and knows the revenue associated to a given level of sales, as well as its production and storage costs. The revenue and the production cost are assumed to be respectively concave and convex. In Chazal et al. [Chazal, M., Jouini, E., Tahraoui, R., 2003. Production planning and inventories optimization with a general storage cost function. Nonlinear Analysis 54, 1365–1395], we provide an existence result and derive some necessary conditions of optimality. Here, we further assume that the storage cost is convex. This allows us to relate the optimal planning problem to the study of a backward integro-differential equation, from which we obtain an explicit construction of the optimal plan.Production Planning; Inventory Management; Integro-differential Equations;

The observable structure of persistence modules

In persistent topology, q-tame modules appear as a natural and large class of persistence modules indexed over the real line for which a persistence diagram is definable. However, unlike persistence modules indexed over a totally ordered finite set or the natural numbers, such diagrams do not provide a complete invariant of q-tame modules. The purpose of this paper is to show that the category of persistence modules can be adjusted to overcome this issue. We introduce the observable category of persistence modules: a localization of the usual category, in which the classical properties of q-tame modules still hold but where the persistence diagram is a complete isomorphism invariant and all q-tame modules admit an interval decomposition

Rates of convergence for robust geometric inference

Distances to compact sets are widely used in the field of Topological Data Analysis for inferring geometric and topological features from point clouds. In this context, the distance to a probability measure (DTM) has been introduced by Chazal et al. (2011) as a robust alternative to the distance a compact set. In practice, the DTM can be estimated by its empirical counterpart, that is the distance to the empirical measure (DTEM). In this paper we give a tight control of the deviation of the DTEM. Our analysis relies on a local analysis of empirical processes. In particular, we show that the rates of convergence of the DTEM directly depends on the regularity at zero of a particular quantile fonction which contains some local information about the geometry of the support. This quantile function is the relevant quantity to describe precisely how difficult is a geometric inference problem. Several numerical experiments illustrate the convergence of the DTEM and also confirm that our bounds are tight

Stability of Curvature Measures

We address the problem of curvature estimation from sampled compact sets. The main contribution is a stability result: we show that the gaussian, mean or anisotropic curvature measures of the offset of a compact set K with positive $\mu$-reach can be estimated by the same curvature measures of the offset of a compact set K' close to K in the Hausdorff sense. We show how these curvature measures can be computed for finite unions of balls. The curvature measures of the offset of a compact set with positive $\mu$-reach can thus be approximated by the curvature measures of the offset of a point-cloud sample. These results can also be interpreted as a framework for an effective and robust notion of curvature