Estimation or simulation? That is the question

The issue of smoothing in kriging has been addressed either by estimation or simulation. The solution via estimation calls for postprocessing kriging estimates in order to correct the smoothing effect. Stochastic simulation provides equiprobable images presenting no smoothing and reproducing the covariance model. Consequently, these images reproduce both the sample histogram and the sample semivariogram. However, there is still a problem, which is the lack of local accuracy of simulated images. In this paper, a postprocessing algorithm for correcting the smoothing effect of ordinary kriging estimates is compared with sequential Gaussian simulation realizations. Based on samples drawn from exhaustive data sets, the postprocessing algorithm is shown to be superior to any individual simulation realization yet, at the expense of providing one deterministic estimate of the random function.

Random number generators for the generalized Birnbaum-Saunders distribution

The generalized Birnbaum-Saunders distribution pertains to a class of lifetime models including both lighter and heavier tailed distributions. This model adapts well to lifetime data, even when outliers exist, and has other good theoretical properties and application perspectives. However, statistical inference tools may not exist in closed form for this model. Hence, simulation and numerical studies are needed, which require a random number generator. Three different ways to generate observations from this model are considered here. These generators are compared by utilizing a goodness-of-fit procedure as well as their effectiveness in predicting the true parameter values by using Monte Carlo simulations. This goodness-of-fit procedure may also be used as an estimation method. The quality of this estimation method is studied here. Finally, through a real data set, the generalized and classical Birnbaum-Saunders models are compared by using this estimation method.

Copula-based regression models: A survey

In this review paper we collect several results about copula-based models, especially concerning regression models, by focusing on some insurance applications. (C) 2009 Elsevier B.V. All rights reserved.

Billiards in a General Domain with Random Reflections

We study stochastic billiards on general tables: a particle moves according to its constant velocity inside some domain D R(d) until it hits the boundary and bounces randomly inside, according to some reflection law. We assume that the boundary of the domain is locally Lipschitz and almost everywhere continuously differentiable. The angle of the outgoing velocity with the inner normal vector has a specified, absolutely continuous density. We construct the discrete time and the continuous time processes recording the sequence of hitting points on the boundary and the pair location/velocity. We mainly focus on the case of bounded domains. Then, we prove exponential ergodicity of these two Markov processes, we study their invariant distribution and their normal (Gaussian) fluctuations. Of particular interest is the case of the cosine reflection law: the stationary distributions for the two processes are uniform in this case, the discrete time chain is reversible though the continuous time process is quasi-reversible. Also in this case, we give a natural construction of a chord ""picked at random"" in D, and we study the angle of intersection of the process with a (d - 1) -dimensional manifold contained in D.

Wavelet regression with correlated errors on a piecewise Holder class

This paper generalizes the methodology of Cat and Brown [Cai, T., Brown, L.D., 1998. Wavelet shrinkage for nonequispaced samples. The Annals of Statistics 26, 1783-1799] for wavelet shrinkage for nonequispaced samples, but in the presence of correlated stationary Gaussian errors. If the true function is a member of a piecewise Holder class, it is shown that, even for long memory errors, the rate of convergence of the procedure is almost-minimax relative to the independent and identically distributed errors case. (c) 2008 Elsevier B.V. All rights reserved.

An information-theoretic approach to statistical dependence: Copula information

We discuss the connection between information and copula theories by showing that a copula can be employed to decompose the information content of a multivariate distribution into marginal and dependence components, with the latter quantified by the mutual information. We define the information excess as a measure of deviation from a maximum-entropy distribution. The idea of marginal invariant dependence measures is also discussed and used to show that empirical linear correlation underestimates the amplitude of the actual correlation in the case of non-Gaussian marginals. The mutual information is shown to provide an upper bound for the asymptotic empirical log-likelihood of a copula. An analytical expression for the information excess of T-copulas is provided, allowing for simple model identification within this family. We illustrate the framework in a financial data set. Copyright (C) EPLA, 2009

Computational aspects of harmonic wavelet Galerkin methods and an application to a precipitation front propagation model

This article is dedicated to harmonic wavelet Galerkin methods for the solution of partial differential equations. Several variants of the method are proposed and analyzed, using the Burgers equation as a test model. The computational complexity can be reduced when the localization properties of the wavelets and restricted interactions between different scales are exploited. The resulting variants of the method have computational complexities ranging from O(N(3)) to O(N) (N being the space dimension) per time step. A pseudo-spectral wavelet scheme is also described and compared to the methods based on connection coefficients. The harmonic wavelet Galerkin scheme is applied to a nonlinear model for the propagation of precipitation fronts, with the front locations being exposed in the sizes of the localized wavelet coefficients. (C) 2011 Elsevier Ltd. All rights reserved.

Predicting and characterizing new molecular species at a high-level theoretical approach: HSeCl, HClSe, and SeCl

New molecular species HSeCl, HClSe, and SeCl were investigated at a high level of theory, CCSD(T), with a series of correlation consistent basis sets with extrapolation to the CBS limit. Account has been taken for valence-only and core-valence correlation effects, and of anharmonic effects on the vibrational frequencies. HSeCl is 43.25 kcal mol (1) more stable than HClSe. A barrier (Delta G(#)) of 47.20 kcal mol (1) separates these species. Internuclear distances are generally overestimated by 0.008 angstrom in the valence-only correlation calculations. Inclusion of anharmonicity leads to much improved vibrational frequencies. For SeCl, we estimate Delta H(f) (0 K) = 23.96 and Delta H(f) (298.15 K) = 24.64 kcal mol (1); for HSeCl, we had 4.20 and 4.97 kcal mol (1), respectively. (C) 2010 Elsevier B.V. All rights reserved.

Solvatochromic and lonochromic Effects of Iron(II)bis-(1,10-phenanthroline)dicyano: a Theoretical Study

Solvatochromic and ionochromic effects of the iron(II)bis(1,10-phenanthroline)dicyano (Fe(phen)(2)(CN)(2)) complex were investigated by means of combined DFT/TDDFT calculations using the PBE and B3LYP functionals. Extended solvation models of Fe(phen)(2)(CN)(2) in acetonitrile and aqueous solution, as well as including interaction with Mg(2+), were constructed. The calculated vertical excitation energies reproduce well the observed solvatochromism in acetonitrile and aqueous solutions, the ionochromism in acetonitrile in the presence of Mg(2+), and the absence of ionochromic effect in aqueous solution. The vertical excitation energies and the nature of the transitions were reliably predicted after inclusion of geometry relaxation upon aqueous micro- and global solvation and solvent polarization effect in the TDDFT calculations. The two intense UV-vis absorption bands occurring for all systems studied are interpreted as transitions from a hybrid Fe(II)(d)/cyano N(p) orbital to a phenanthroline pi* orbital rather than a pure metal-to-ligand-charge transfer (MLCT). The solvatochromic and ionochromic blue band shifts of Fe(phen)(2)(CN)(2) were explained with preferential stabilization of the highest occupied Fe(II)(d)/cyano N(p) orbitals as a result of specific interactions with water solvent molecules or Mg(2+) ions in solution. Such interactions occur through the CN(-) groups in the complex, and they have a decisive role for the observed blue shifts of UV-vis absorption bands.

Exploring new molecular species on the (1)[H, Se, F] singlet potential energy surface: Energetics, structures, IR spectra, and heats of formation

Structural, energetic, and vibrational properties of new molecular species, HSeF and HFSe, the associated transition state, and dissociation fragments are investigated using a state-of-the-art theoretical approach, CCSD(T)/CBS. HSeF is a normal covalently bonded molecule 38.98 kcal mol (1) more stable than the complex HF-Se, which shows an unusual structure with a central fluorine atom and a bond angle of 101.8 degrees.A barrier (Delta G(#)) of 49.01 kcal mol (1) separates the two species. Vibrational frequencies are also quite distinct. Heats of formation are evaluated for the diatomic fragments and HSeF. Final Delta(f)H values depend on the experimental accuracy of those of Se(g) and H(2)Se. (c) 2009 Elsevier B.V. All rights reserved.

Isomers on the [H, S(2), Cl] potential energy surface: A high level investigation

This study reports a systematic state-of-the-art characterization of new sulfur-chlorine species on the [H, S(2), Cl] potential energy surface. Coupled cluster theory singles and doubles with perturbative contributions of connected triples, using the series of correlation consistent basis sets with extrapolations to the complete basis set limit (CBS), were employed to quantify the energetic quantities involved in the isomerization processes on this surface. The structures and vibrational frequencies are unique for some species and represent the most accurate investigation to date. These molecules are potentially a new route of coupling the sulfur and chlorine chemistries in the atmosphere, and conditions of high concentration of H(2)S (HS) like in volcanic eruptions might contribute to their formation. Also an assessment of the MP2/CBS approach relative to CCSD(T)/CBS provides insights on the expected performance of MP2/CBS on the characterization of polysulfides, and also of more complex systems containing disulfide bridges. (C) 2009 Elsevier B.V. All rights reserved.

New Relativistic Atomic Natural Orbital Basis Sets for Lanthanide Atoms with Applications to the Ce Diatom and LuF3

New basis sets of the atomic natural orbital (ANO) type have been developed for the lanthanide atoms La-Lu. The ANOs have been obtained from the average density matrix of the ground and lowest excited states of the atom, the positive ions, and the atom in an electric field. Scalar relativistic effects are included through the use of a Douglas-Kroll-Hess Hamiltonian. Multiconfigurational wave functions have been used with dynamic correlation included using second-order perturbation theory (CASSCF/CASPT2). The basis sets are applied in calculations of ionization energies and some excitation energies. Computed ionization energies have an accuracy better than 0.1 eV in most cases. Two molecular applications are inluded as illustration: the cerium diatom and the LuF3 molecule. In both cases it is shown that 4f orbitals are not involved in the chemical bond in contrast to an earlier claim for the latter molecule.

Spin contamination in XOO radicals X = F, Cl, Br, HO: How is the investigation of the HOOO radical affected

We have analysed the effect of spin contamination in the wavefunction of HOOO. At least, two solutions can be found for the HF wavefunction. One, lower in energy, presents a high spin contamination and gives qualitatively incorrect structural parameters. On the other hand, the less contaminated HF reference gives structural parameters that are in better agreement with experiment, and positive spin densities on all atoms. Some of the problems described during previous investigations of HOOO can now be traced to problems in the HF reference. For the first time we report a CCSD(T) estimation of the structure of HOOO cis employing a HF reference with small spin contamination. (C) 2008 Elsevier B.V. All rights reserved.

Excited states of the CaAl molecule: An MRCI study

Accurate potential energy curves, dissociation energies and spectroscopic constants for several low-lying doublet and quartet electronic states of CaAl were investigated using the CASSCF/MRCI methodology, and the cc-pVQZ basis set. Our results represent an improvement over a previous theoretical description, and also characterizes new higher excited states not previously investigated, thus confirming the assignment of four excited states investigated experimentally. With the theoretical transition moment functions, transition probabilities and radiative lifetimes were estimated via Einstein spontaneous emission coefficients. (c) 2008 Elsevier B. V. All rights reserved.

Oxindole-Schiff base copper(II) complexes interactions with human serum albumin: Spectroscopic, oxidative damage, and computational studies

CD and EPR were used to characterize interactions of oxindole-Schiff base copper(II) complexes with human serum albumin (HSA). These imine ligands form very stable complexes with copper, and can efficiently compete for this metal ion towards the specific N-terminal binding site of the protein, consisting of the amino acid sequence Asp-Ala-His. Relative stability constants for the corresponding complexes were estimated from CD data, using the protein as competitive ligand, with values of log K(CuL) in the range 15.7-18.1, very close to that of [Cu(HSA)] itself, with log K(CuHSA) 16.2. Some of the complexes are also able to interfere in the a-helix structure of the protein, while others seem not to affect it. EPR spectra corroborate those results, indicating at least two different metal species in solution, depending on the imine ligand. Oxidative damage to the protein after incubation with these copper(II) complexes, particularly in the presence of hydrogen peroxide, was monitored by carbonyl groups formation, and was observed to be more severe when conformational features of the protein were modified. Complementary EPR spin-trapping data indicated significant formation of hydroxyl and carbon centered radicals, consistent with an oxidative mechanism. Theoretical calculations at density functional theory (DFT) level were employed to evaluate Cu(II)-L binding energies, L -> Cu(II) donation, and Cu(II) -> L back-donation, by considering the Schiff bases and the N-terminal site of HSA as ligands. These results complement previous studies on cytotoxicity, nuclease and pro-apoptotic properties of this kind of copper(II) complexes, providing additional information about their possibilities of transport and disposition in blood plasma. (C) 2009 Elsevier Inc. All rights reserved.