The Diffusion Kernel Filter

A particle filter method is presented for the discrete-time filtering problem with nonlinear ItA ` stochastic ordinary differential equations (SODE) with additive noise supposed to be analytically integrable as a function of the underlying vector-Wiener process and time. The Diffusion Kernel Filter is arrived at by a parametrization of small noise-driven state fluctuations within branches of prediction and a local use of this parametrization in the Bootstrap Filter. The method applies for small noise and short prediction steps. With explicit numerical integrators, the operations count in the Diffusion Kernel Filter is shown to be smaller than in the Bootstrap Filter whenever the initial state for the prediction step has sufficiently few moments. The established parametrization is a dual-formula for the analysis of sensitivity to gaussian-initial perturbations and the analysis of sensitivity to noise-perturbations, in deterministic models, showing in particular how the stability of a deterministic dynamics is modeled by noise on short times and how the diffusion matrix of an SODE should be modeled (i.e. defined) for a gaussian-initial deterministic problem to be cast into an SODE problem. From it, a novel definition of prediction may be proposed that coincides with the deterministic path within the branch of prediction whose information entropy at the end of the prediction step is closest to the average information entropy over all branches. Tests are made with the Lorenz-63 equations, showing good results both for the filter and the definition of prediction.

The univalent polynomial of Suffridge as a summability kernel

A positive summability trigonometric kernel {K(n)(theta)}(infinity)(n=1) is generated through a sequence of univalent polynomials constructed by Suffridge. We prove that the convolution {K(n) * f} approximates every continuous 2 pi-periodic function f with the rate omega(f, 1/n), where omega(f, delta) denotes the modulus of continuity, and this provides a new proof of the classical Jackson`s theorem. Despite that it turns out that K(n)(theta) coincide with positive cosine polynomials generated by Fejer, our proof differs from others known in the literature.

Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model

This paper develops a bias correction scheme for a multivariate heteroskedastic errors-in-variables model. The applicability of this model is justified in areas such as astrophysics, epidemiology and analytical chemistry, where the variables are subject to measurement errors and the variances vary with the observations. We conduct Monte Carlo simulations to investigate the performance of the corrected estimators. The numerical results show that the bias correction scheme yields nearly unbiased estimates. We also give an application to a real data set.

A matrix formula for the skewness of maximum likelihood estimators

We give a general matrix formula for computing the second-order skewness of maximum likelihood estimators. The formula was firstly presented in a tensorial version by Bowman and Shenton (1998). Our matrix formulation has numerical advantages, since it requires only simple operations on matrices and vectors. We apply the second-order skewness formula to a normal model with a generalized parametrization and to an ARMA model. (c) 2010 Elsevier B.V. All rights reserved.

Bias-corrected estimators for dispersion models with dispersion covariates

In this paper we discuss bias-corrected estimators for the regression and the dispersion parameters in an extended class of dispersion models (Jorgensen, 1997b). This class extends the regular dispersion models by letting the dispersion parameter vary throughout the observations, and contains the dispersion models as particular case. General formulae for the O(n(-1)) bias are obtained explicitly in dispersion models with dispersion covariates, which generalize previous results obtained by Botter and Cordeiro (1998), Cordeiro and McCullagh (1991), Cordeiro and Vasconcellos (1999), and Paula (1992). The practical use of the formulae is that we can derive closed-form expressions for the O(n(-1)) biases of the maximum likelihood estimators of the regression and dispersion parameters when the information matrix has a closed-form. Various expressions for the O(n(-1)) biases are given for special models. The formulae have advantages for numerical purposes because they require only a supplementary weighted linear regression. We also compare these bias-corrected estimators with two different estimators which are also bias-free to order O(n(-1)) that are based on bootstrap methods. These estimators are compared by simulation. (C) 2011 Elsevier B.V. All rights reserved.

GHASP: an H alpha kinematic survey of spiral and irregular galaxies - IX. The near-infrared, stellar and baryonic Tully-Fisher relations

We studied, for the first time, the near-infrared, stellar and baryonic Tully-Fisher relations for a sample of field galaxies taken from a homogeneous Fabry-Perot sample of galaxies [the Gassendi HAlpha survey of SPirals (GHASP) survey]. The main advantage of GHASP over other samples is that the maximum rotational velocities were estimated from 2D velocity fields, avoiding assumptions about the inclination and position angle of the galaxies. By combining these data with 2MASS photometry, optical colours, HI masses and different mass-to-light ratio estimators, we found a slope of 4.48 +/- 0.38 and 3.64 +/- 0.28 for the stellar and baryonic Tully-Fisher relation, respectively. We found that these values do not change significantly when different mass-to-light ratio recipes were used. We also point out, for the first time, that the rising rotation curves as well as asymmetric rotation curves show a larger dispersion in the Tully-Fisher relation than the flat ones or the symmetric ones. Using the baryonic mass and the optical radius of galaxies, we found that the surface baryonic mass density is almost constant for all the galaxies of this sample. In this study we also emphasize the presence of a break in the NIR Tully-Fisher relation at M(H,K) similar to -20 and we confirm that late-type galaxies present higher total-to-baryonic mass ratios than early-type spirals, suggesting that supernova feedback is actually an important issue in late-type spirals. Due to the well-defined sample selection criteria and the homogeneity of the data analysis, the Tully-Fisher relation for GHASP galaxies can be used as a reference for the study of this relation in other environments and at higher redshifts.

Home range and habitat use by the roadside hawk, Rupornis magnirostris (Gmelin, 1788) (Aves: Falcaniformes) in southeastern Brazil

Although most raptor species are found mainly in the tropics, information on their home range and spatial requirements in the Neotropics is still scarce. In this study, we used radio telemetry to evaluate the home range and the habitat use and selection of five Roadside hawks, Rupornis magnirostris (Gmelin, 1788) in a heterogeneous landscape in southeastern Brazil. The average home range size calculated using the adaptive kernel method (95% isopleth) was 126.1ha (47.4-266.7ha), but using the minimum convex polygon method (95% isopleth) it was 143.54ha (32.6-382.3ha). The roadside hawk explored a wide variety of habitats, most of them opportunistically, as suggested in the literature. Despite this, habitat quality could influence home range size and promote habitat selection. The observation of habitat use as expected, as well as the relatively small home range size, could be related to the generalist/opportunistic behaviour of the roadside hawk.

Fungi, mycotoxins and phytoalexin in peanut varieties, during plant growth in the field

The aim of the present study was to analyze the mycobiota, occurrence of mycotoxins (aflatoxins and cyclopiazonic acid), and production of phytoalexin (trans-resveratrol) in two peanut varieties (Runner IAC 886 and Caiapo) during plant growth in the field. Climatic factors (rainfall, relative humidity and temperature) and water activity were also evaluated. The results showed a predominance of Fusarium spp. in kernels and pods, followed by Penicillium spp. and Aspergillus flavus. Aflatoxins were detected in 20% and 10% of samples of the IAC 886 and Caiapo varieties, respectively. Analysis showed that 65% of kernel samples of the IAC 886 variety and 25% of the Caiapo variety were contaminated with cyclopiazonic acid. trans-Resveratrol was detected in 6.7% of kernel samples of the IAC 886 variety and in 20% of the Caiapo variety. However, trans-resveratrol was found in 73.3% of leaf samples in the two varieties studied. (C) 2011 Published by Elsevier Ltd.

Relative populations and toxin production by Aspergillus flavus and Fusarium verticillioides in artificially inoculated corn at various stages of development under field conditions

The presence, development and production of mycotoxins by Aspergillus flavus and Fusarium verticillioides were studied in corn ears under field conditions after artificial contamination of corn silks. The planted area was divided into five treatments: T1, inoculated with A.flavus solution containing 1 x 10(8) spores, ears covered; T2, inoculated with F. verticillioides solution containing 1 X 10(8) spores, ears covered; T3, inoculated with E verticillioides plus A. flavus solution containing 1 x 10(8) spores of each, ears covered; T4, sprayed with sterile phosphate-buffered saline, ears covered; TS, non-sprayed silks, uncovered ears. Soil and air samples were also collected and analysed for the occurrence of fungi. Water activity, relative air humidity, rainfall and temperature were determined to assess the correlation between abiotic factors and the presence of fungi in the samples. Contamination with the inoculated fungus predominated in T1 and T2. In the other treatments, F. verticillioides was the most frequently isolated contaminant irrespective of treatment. Considering the production of mycotoxins, a positive relation between the production of fumonisins B-1 and B-2 and the frequency of F. verticillioides was statistically verified in all treatments. (C) 2007 Society of Chemical Industry.

Exact Search Directions for Optimization of Linear and Nonlinear Models Based on Generalized Orthonormal Functions

A novel technique for selecting the poles of orthonormal basis functions (OBF) in Volterra models of any order is presented. It is well-known that the usual large number of parameters required to describe the Volterra kernels can be significantly reduced by representing each kernel using an appropriate basis of orthonormal functions. Such a representation results in the so-called OBF Volterra model, which has a Wiener structure consisting of a linear dynamic generated by the orthonormal basis followed by a nonlinear static mapping given by the Volterra polynomial series. Aiming at optimizing the poles that fully parameterize the orthonormal bases, the exact gradients of the outputs of the orthonormal filters with respect to their poles are computed analytically by using a back-propagation-through-time technique. The expressions relative to the Kautz basis and to generalized orthonormal bases of functions (GOBF) are addressed; the ones related to the Laguerre basis follow straightforwardly as a particular case. The main innovation here is that the dynamic nature of the OBF filters is fully considered in the gradient computations. These gradients provide exact search directions for optimizing the poles of a given orthonormal basis. Such search directions can, in turn, be used as part of an optimization procedure to locate the minimum of a cost-function that takes into account the error of estimation of the system output. The Levenberg-Marquardt algorithm is adopted here as the optimization procedure. Unlike previous related work, the proposed approach relies solely on input-output data measured from the system to be modeled, i.e., no information about the Volterra kernels is required. Examples are presented to illustrate the application of this approach to the modeling of dynamic systems, including a real magnetic levitation system with nonlinear oscillatory behavior.

Nonexistence of global solutions for a class of complex vector fields on two-torus

The goal of this paper is study the global solvability of a class of complex vector fields of the special form L = partial derivative/partial derivative t + (a + ib)(x)partial derivative/partial derivative x, a, b epsilon C(infinity) (S(1) ; R), defined on two-torus T(2) congruent to R(2)/2 pi Z(2). The kernel of transpose operator L is described and the solvability near the characteristic set is also studied. (c) 2008 Elsevier Inc. All rights reserved.

Robust inference in an heteroscedastic measurement error model

In this paper we deal with robust inference in heteroscedastic measurement error models Rather than the normal distribution we postulate a Student t distribution for the observed variables Maximum likelihood estimates are computed numerically Consistent estimation of the asymptotic covariance matrices of the maximum likelihood and generalized least squares estimators is also discussed Three test statistics are proposed for testing hypotheses of interest with the asymptotic chi-square distribution which guarantees correct asymptotic significance levels Results of simulations and an application to a real data set are also reported (C) 2009 The Korean Statistical Society Published by Elsevier B V All rights reserved

Shared information in stationary states at criticality

We consider bipartitions of one-dimensional extended systems whose probability distribution functions describe stationary states of stochastic models. We define estimators of the information shared between the two subsystems. If the correlation length is finite, the estimators stay finite for large system sizes. If the correlation length diverges, so do the estimators. The definition of the estimators is inspired by information theory. We look at several models and compare the behaviors of the estimators in the finite-size scaling limit. Analytical and numerical methods as well as Monte Carlo simulations are used. We show how the finite-size scaling functions change for various phase transitions, including the case where one has conformal invariance.

New insights on the Lewis acidity of diorganolead(IV) compounds: Diphenyllead(IV) complexes with N,O,S-chelating ligands

The reactions of PbPh2(OAC)(2) with alkylglyoxylate thiosemicarbazones (HRGTSC, R = Et, Bu) afforded complexes of the type [PbPh2(GTSC)] center dot H2O, [PbPh2(RGTSC)(2)] and [PbPh2Cl(BUGTSC)]. The structures of HRGTSC (R = Me, Et, Bu), [PbPh2(OAc)(RGTSC)](R = Me, Et, Bu), [PbPh2Cl(BuGTSC)] and [PbPh2(GTSC)] center dot H2O have been studied by X-ray diffraction. [PbPh2(OAc)(RGTSC)] and [PbPh2(GTSC)] center dot H2O have [PbC2NO3S] kernels and the coordination sphere of the metal is pentagonal bipyramidal. [PbPh2Cl(BuGTSC)] has a [PbC2NOSCI] kernel and the coordination geometry around lead is pentagonal bipyramidal with one vacant site. Analysis of the bond distances in [PbPh2(GTSC)] center dot H2O suggests a significant affinity between diphenyllead(IV) and carboxylate donor groups, supporting a borderline acidic character for this organometallic cation. H-1 and C-13 NMR spectra in DMSO-d(6) suggest the partial dissociation of the acetate in [PbPh2(OAc)(RGTSC)] solutions and indicate some differences in the coordination mode of the two RGTSC(-) ligands in [PbPh2(RGTSC)(2)] complexes. (C) 2007 Elsevier Ltd. All rights reserved.

Xyloglucan nano-aggregates: Physico-chemical characterisation in buffer solution and potential application as a carrier for camptothecin, an anti-cancer drug

In this work, native xyloglucan was extracted from Tamarindus indica seeds (XGT), and its properties in phosphate buffer solution (PBS) were evaluated in comparison with a commercial tamarind kernel powder (TKP). The physico-chemical characteristics of the polysaccharides such as molar mass, critical concentration and intrinsic viscosity were determined. Furthermore, using spectroscopic and microscopy techniques, it was observed that the XGs tested can be considered macromolecules able to aggregate as nano-entities of 60-140 nm. The XGT tended to an ordered and compact spherical conformation determined by the Huggins constant, circular dichroism, atomic force microscopy and transmission electron microscopy. After the determination of the properties in PBS the XGs, at concentrations of 25% above their critical aggregation concentration, were used to encapsulate camptothecin, an anti-cancer drug. The XGT sample showed an encapsulation efficiency of 42% and first-order drug delivery kinetics. These results demonstrated the importance of knowledge of the physico-chemical properties of polysaccharides, for example, to better conduct their biotechnological applications as drug carriers. (C) 2010 Elsevier Ltd. All rights reserved.