Error and complexity of random walk Monte Carlo radiosity

The author studies the error and complexity of the discrete random walk Monte Carlo technique for radiosity, using both the shooting and gathering methods. The author shows that the shooting method exhibits a lower complexity than the gathering one, and under some constraints, it has a linear complexity. This is an improvement over a previous result that pointed to an O(n log n) complexity. The author gives and compares three unbiased estimators for each method, and obtains closed forms and bounds for their variances. The author also bounds the expected value of the mean square error (MSE). Some of the results obtained are also shown

Predicting random level and seasonality of hotel prices. A structural equation growth curve approach

This article examines the effect on price of different characteristics of holiday hotels in the sun-and-beach segment, under the hedonic function perspective. Monthly prices of the majority of hotels in the Spanish continental Mediterranean coast are gathered from May to October 1999 from the tour operator catalogues. Hedonic functions are specified as random-effect models and parametrized as structural equation models with two latent variables, a random peak season price and a random width of seasonal fluctuations. Characteristics of the hotel and the region where they are located are used as predictors of both latent variables. Besides hotel category, region, distance to the beach, availability of parking place and room equipment have an effect on peak price and also on seasonality. 3- star hotels have the highest seasonality and hotels located in the southern regions the lowest, which could be explained by a warmer climate in autumn

Moderating effects of management control systems and innovation on performance. Simple methods for correcting the effects of measurement error for interaction effects in small samples

In the accounting literature, interaction or moderating effects are usually assessed by means of OLS regression and summated rating scales are constructed to reduce measurement error bias. Structural equation models and two-stage least squares regression could be used to completely eliminate this bias, but large samples are needed. Partial Least Squares are appropriate for small samples but do not correct measurement error bias. In this article, disattenuated regression is discussed as a small sample alternative and is illustrated on data of Bisbe and Otley (in press) that examine the interaction effect of innovation and style of use of budgets on performance. Sizeable differences emerge between OLS and disattenuated regression

Robust Factor Analysis for Compositional Data

Factor analysis as frequent technique for multivariate data inspection is widely used also for compositional data analysis. The usual way is to use a centered logratio (clr) transformation to obtain the random vector y of dimension D. The factor model is then y = Λf + e (1) with the factors f of dimension k < D, the error term e, and the loadings matrix Λ. Using the usual model assumptions (see, e.g., Basilevsky, 1994), the factor analysis model (1) can be written as Cov(y) = ΛΛT + ψ (2) where ψ = Cov(e) has a diagonal form. The diagonal elements of ψ as well as the loadings matrix Λ are estimated from an estimation of Cov(y). Given observed clr transformed data Y as realizations of the random vector y. Outliers or deviations from the idealized model assumptions of factor analysis can severely effect the parameter estimation. As a way out, robust estimation of the covariance matrix of Y will lead to robust estimates of Λ and ψ in (2), see Pison et al. (2003). Well known robust covariance estimators with good statistical properties, like the MCD or the S-estimators (see, e.g. Maronna et al., 2006), rely on a full-rank data matrix Y which is not the case for clr transformed data (see, e.g., Aitchison, 1986). The isometric logratio (ilr) transformation (Egozcue et al., 2003) solves this singularity problem. The data matrix Y is transformed to a matrix Z by using an orthonormal basis of lower dimension. Using the ilr transformed data, a robust covariance matrix C(Z) can be estimated. The result can be back-transformed to the clr space by C(Y ) = V C(Z)V T where the matrix V with orthonormal columns comes from the relation between the clr and the ilr transformation. Now the parameters in the model (2) can be estimated (Basilevsky, 1994) and the results have a direct interpretation since the links to the original variables are still preserved. The above procedure will be applied to data from geochemistry. Our special interest is on comparing the results with those of Reimann et al. (2002) for the Kola project data

Time-delayed fronts from biased random walks

We generalize a previous model of time-delayed reaction–diffusion fronts (Fort and Méndez 1999 Phys. Rev. Lett. 82 867) to allow for a bias in the microscopic random walk of particles or individuals. We also present a second model which takes the time order of events (diffusion and reproduction) into account. As an example, we apply them to the human invasion front across the USA in the 19th century. The corrections relative to the previous model are substantial. Our results are relevant to physical and biological systems with anisotropic fronts, including particle diffusion in disordered lattices, population invasions, the spread of epidemics, etc

Correcting Measurement Error Bias in Interaction Models with Small Samples

Several methods have been suggested to estimate non-linear models with interaction terms in the presence of measurement error. Structural equation models eliminate measurement error bias, but require large samples. Ordinary least squares regression on summated scales, regression on factor scores and partial least squares are appropriate for small samples but do not correct measurement error bias. Two stage least squares regression does correct measurement error bias but the results strongly depend on the instrumental variable choice. This article discusses the old disattenuated regression method as an alternative for correcting measurement error in small samples. The method is extended to the case of interaction terms and is illustrated on a model that examines the interaction effect of innovation and style of use of budgets on business performance. Alternative reliability estimates that can be used to disattenuate the estimates are discussed. A comparison is made with the alternative methods. Methods that do not correct for measurement error bias perform very similarly and considerably worse than disattenuated regression

Medical image registration based on random line sampling

One of the key aspects in 3D-image registration is the computation of the joint intensity histogram. We propose a new approach to compute this histogram using uniformly distributed random lines to sample stochastically the overlapping volume between two 3D-images. The intensity values are captured from the lines at evenly spaced positions, taking an initial random offset different for each line. This method provides us with an accurate, robust and fast mutual information-based registration. The interpolation effects are drastically reduced, due to the stochastic nature of the line generation, and the alignment process is also accelerated. The results obtained show a better performance of the introduced method than the classic computation of the joint histogram

Random walk radiosity with generalized absorption probabilities

The author studies random walk estimators for radiosity with generalized absorption probabilities. That is, a path will either die or survive on a patch according to an arbitrary probability. The estimators studied so far, the infinite path length estimator and finite path length one, can be considered as particular cases. Practical applications of the random walks with generalized probabilities are given. A necessary and sufficient condition for the existence of the variance is given, together with heuristics to be used in practical cases. The optimal probabilities are also found for the case when one is interested in the whole scene, and are equal to the reflectivities

Selected configuration interaction with truncation energy error and application to the Ne atom

Selected configuration interaction (SCI) for atomic and molecular electronic structure calculations is reformulated in a general framework encompassing all CI methods. The linked cluster expansion is used as an intermediate device to approximate CI coefficients BK of disconnected configurations (those that can be expressed as products of combinations of singly and doubly excited ones) in terms of CI coefficients of lower-excited configurations where each K is a linear combination of configuration-state-functions (CSFs) over all degenerate elements of K. Disconnected configurations up to sextuply excited ones are selected by Brown's energy formula, ΔEK=(E-HKK)BK2/(1-BK2), with BK determined from coefficients of singly and doubly excited configurations. The truncation energy error from disconnected configurations, Δdis, is approximated by the sum of ΔEKS of all discarded Ks. The remaining (connected) configurations are selected by thresholds based on natural orbital concepts. Given a model CI space M, a usual upper bound ES is computed by CI in a selected space S, and EM=E S+ΔEdis+δE, where δE is a residual error which can be calculated by well-defined sensitivity analyses. An SCI calculation on Ne ground state featuring 1077 orbitals is presented. Convergence to within near spectroscopic accuracy (0.5 cm-1) is achieved in a model space M of 1.4× 109 CSFs (1.1 × 1012 determinants) containing up to quadruply excited CSFs. Accurate energy contributions of quintuples and sextuples in a model space of 6.5 × 1012 CSFs are obtained. The impact of SCI on various orbital methods is discussed. Since ΔEdis can readily be calculated for very large basis sets without the need of a CI calculation, it can be used to estimate the orbital basis incompleteness error. A method for precise and efficient evaluation of ES is taken up in a companion paper

Basis set superposition error-counterpoise corrected potential energy surfaces : application to hydrogen peroxide ... X (X=F-, Cl-, Br-, Li+, Na+) complexes

Møller-Plesset (MP2) and Becke-3-Lee-Yang-Parr (B3LYP) calculations have been used to compare the geometrical parameters, hydrogen-bonding properties, vibrational frequencies and relative energies for several X- and X+ hydrogen peroxide complexes. The geometries and interaction energies were corrected for the basis set superposition error (BSSE) in all the complexes (1-5), using the full counterpoise method, yielding small BSSE values for the 6-311 + G(3df,2p) basis set used. The interaction energies calculated ranged from medium to strong hydrogen-bonding systems (1-3) and strong electrostatic interactions (4 and 5). The molecular interactions have been characterized using the atoms in molecules theory (AIM), and by the analysis of the vibrational frequencies. The minima on the BSSE-counterpoise corrected potential-energy surface (PES) have been determined as described by S. Simón, M. Duran, and J. J. Dannenberg, and the results were compared with the uncorrected PES

A chemical Hamiltonian approach study of the basis set superposition error changes on electron densities and one- and two-center energy components

A comparision of the local effects of the basis set superposition error (BSSE) on the electron densities and energy components of three representative H-bonded complexes was carried out. The electron densities were obtained with Hartee-Fock and density functional theory versions of the chemical Hamiltonian approach (CHA) methodology. It was shown that the effects of the BSSE were common for all complexes studied. The electron density difference maps and the chemical energy component analysis (CECA) analysis confirmed that the local effects of the BSSE were different when diffuse functions were present in the calculations

Effect of basis set superposition error on the electron density of molecular complexes

The effect of basis set superposition error (BSSE) on molecular complexes is analyzed. The BSSE causes artificial delocalizations which modify the first order electron density. The mechanism of this effect is assessed for the hydrogen fluoride dimer with several basis sets. The BSSE-corrected first-order electron density is obtained using the chemical Hamiltonian approach versions of the Roothaan and Kohn-Sham equations. The corrected densities are compared to uncorrected densities based on the charge density critical points. Contour difference maps between BSSE-corrected and uncorrected densities on the molecular plane are also plotted to gain insight into the effects of BSSE correction on the electron density

Second-order Møller-Plesset perturbation theory without basis set superposition error : II : open-shell systems

The basis set superposition error-free second-order MØller-Plesset perturbation theory of intermolecular interactions was studied. The difficulties of the counterpoise (CP) correction in open-shell systems were also discussed. The calculations were performed by a program which was used for testing the new variants of the theory. It was shown that the CP correction for the diabatic surfaces should be preferred to the adiabatic ones

C-H···O H-bonded complexes: how does basis set superposition error change their potential-energy surfaces?

Geometries, vibrational frequencies, and interaction energies of the CNH⋯O3 and HCCH⋯O3 complexes are calculated in a counterpoise-corrected (CP-corrected) potential-energy surface (PES) that corrects for the basis set superposition error (BSSE). Ab initio calculations are performed at the Hartree-Fock (HF) and second-order Møller-Plesset (MP2) levels, using the 6-31G(d,p) and D95++(d,p) basis sets. Interaction energies are presented including corrections for zero-point vibrational energy (ZPVE) and thermal correction to enthalpy at 298 K. The CP-corrected and conventional PES are compared; the unconnected PES obtained using the larger basis set including diffuse functions exhibits a double well shape, whereas use of the 6-31G(d,p) basis set leads to a flat single-well profile. The CP-corrected PES has always a multiple-well shape. In particular, it is shown that the CP-corrected PES using the smaller basis set is qualitatively analogous to that obtained with the larger basis sets, so the CP method becomes useful to correctly describe large systems, where the use of small basis sets may be necessary

How does basis set superposition error change the potential surfaces for hydrogen-bonded dimers?

We describe a simple method to automate the geometric optimization of molecular orbital calculations of supermolecules on potential surfaces that are corrected for basis set superposition error using the counterpoise (CP) method. This method is applied to the H-bonding complexes HF/HCN, HF/H2O, and HCCH/H2O using the 6-31G(d,p) and D95 + + (d,p) basis sets at both the Hartree-Fock and second-order Møller-Plesset levels. We report the interaction energies, geometries, and vibrational frequencies of these complexes on the CP-optimized surfaces; and compare them with similar values calculated using traditional methods, including the (more traditional) single point CP correction. Upon optimization on the CP-corrected surface, the interaction energies become more negative (before vibrational corrections) and the H-bonding stretching vibrations decrease in all cases. The extent of the effects vary from extremely small to quite large depending on the complex and the calculational method. The relative magnitudes of the vibrational corrections cannot be predicted from the H-bond stretching frequencies alone