Uniform stability of a particle approximation of the optimal filter derivative

Sequential Monte Carlo methods, also known as particle methods, are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. In many applications it may be necessary to compute the sensitivity, or derivative, of the optimal filter with respect to the static parameters of the state-space model; for instance, in order to obtain maximum likelihood model parameters of interest, or to compute the optimal controller in an optimal control problem. In Poyiadjis et al. [2011] an original particle algorithm to compute the filter derivative was proposed and it was shown using numerical examples that the particle estimate was numerically stable in the sense that it did not deteriorate over time. In this paper we substantiate this claim with a detailed theoretical study. Lp bounds and a central limit theorem for this particle approximation of the filter derivative are presented. It is further shown that under mixing conditions these Lp bounds and the asymptotic variance characterized by the central limit theorem are uniformly bounded with respect to the time index. We demon- strate the performance predicted by theory with several numerical examples. We also use the particle approximation of the filter derivative to perform online maximum likelihood parameter estimation for a stochastic volatility model.

Preparation and characterization of an intramolecular electron transfer in a pentaammineruthenium derivative of Candida krisei cytochrome c

A semisynthetic binuclear metalloprotein has been prepared by appending the pentaammineruthenium moiety to histidine 39 of the cytochrome c from the yeast Candida krusei. The site of ruthenium binding was identified by peptide mapping. Spectroscopic and electrochemical properties of the derivative indicate the protein conformation is unperturbed by the modification. A preliminary (minimum) rate constant of 170s^(-1) has been determined for the intramolecular electron transfer from ruthenium(II) to iron(III), which occurs over a distance of at least 13Å (barring major conformational changes). Electrochemical studies indicate that this reaction should proceed with a driving force of ~170mV. The rate constant is an order of magnitude faster than that observed in horse heart cytochrome c for intramolecular electron transfer from pentaammineruthenium(II)(histidine 33) to iron(III) (over a similar distance, and with a similar driving force), suggesting a medium or orientation effect makes the Candida intramolecular electron transfer more favorable.

Measurement of two-photon excitation cross-section of a new symmetric-type fluorene derivative

A new dye, 2,7-bis(4-methoxystyryl)-9,9-bis(2-ethylhexyl)-9H-fluorene, has been synthesized, which is a D-pi-D symmetrical-type fluorene derivative. The two-photon absorption (TPA) of this new dye has been experimentally studied by comparable two-photon-induced fluorescence method. This new dye has a TPA cross-section of 84 x 10(-50) cm(4) s/photon at 790 nm/13 fs. (c) 2004 Elsevier GmbH. All rights reserved.

Weighted least-squares phase unwrapping algorithm based on derivative variance correlation map

Among different phase unwrapping approaches, the weighted least-squares minimization methods are gaining attention. In these algorithms, weighting coefficient is generated from a quality map. The intrinsic drawbacks of existing quality maps constrain the application of these algorithms. They often fail to handle wrapped phase data contains error sources, such as phase discontinuities, noise and undersampling. In order to deal with those intractable wrapped phase data, a new weighted least-squares phase unwrapping algorithm based on derivative variance correlation map is proposed. In the algorithm, derivative variance correlation map, a novel quality map, can truly reflect wrapped phase quality, ensuring a more reliable unwrapped result. The definition of the derivative variance correlation map and the principle of the proposed algorithm are present in detail. The performance of the new algorithm has been tested by use of a simulated spherical surface wrapped data and an experimental interferometric synthetic aperture radar (IFSAR) wrapped data. Computer simulation and experimental results have verified that the proposed algorithm can work effectively even when a wrapped phase map contains intractable error sources. (c) 2006 Elsevier GmbH. All rights reserved.

Three-photon absorption-induced fluorescence and optical limiting effects in a fluorene derivative

This paper reports on the steady-state fluorescence, three- photon absorption-induced fluorescence emission and subsequently induced optical limiting behaviour of a fluorene derivative with D-pi-D structural motifs. The lifetime of the steady-state fluorescence is 0.903 ns. Large optical limiting behaviour induced by 3PA has also been demonstrated, and the nonlinear absorption coefficient gamma derived from 3PA fitting curves is 5.92 x 10(-20) cm(3)/W-2 and the corresponding molecular 3PA cross-section sigma(3)' is 1.14 x 10(-76) cm(6) s(2).

Low Molecular Weight Chitosan (LMWC)-based Polyplexes for pDNA Delivery: From Bench to Bedside

Non-viral gene delivery vectors are emerging as a safer alternative to viral vectors. Among natural polymers, chitosan (Ch) is the most studied one, and low molecular weight Ch, specifically, presents a wide range of advantages for non-viral pDNA delivery. It is crucial to determine the best process for the formation of Low Molecular Weight Chitosan (LMWC)-pDNA complexes and to characterize their physicochemical properties to better understand their behavior once the polyplexes are administered. The transfection efficiency of Ch based polyplexes is relatively low. Therefore, it is essential to understand all the transfection process, including the cellular uptake, endosomal escape and nuclear import, together with the parameters involved in the process to improve the design and development of the non-viral vectors. The aim of this review is to describe the formation and characterization of LMWC based polyplexes, the in vitro transfection process and finally, the in vivo applications of LMWC based polyplexes for gene therapy purposes.