Detecting and classifying outliers in big functional data

Advances in Data Analysis and Classification - We propose two new outlier detection methods, for identifying and classifying different types of outliers in (big) functional data sets. The proposed...     

Towards Enzyme‐like,Sustainable Catalysis: Switchable,Highly Efficient Asymmetric Synthesis of Enantiopure Biginelli Dihydropyrimidinones or Hexahydropyrimidinones

Organocatalysts displaying a network of cooperative hydrogen bonds (NCHB) have been employed in an enzyme‐like manner for a direct, switchable synthesis of enantiopure hexahydropyrimidinones (HHPMs) or dihydropyrimidinones (DHPMs), which starts at a common, easily accessible α‐ureidosulfone stage. The NCHB organocatalyst exploits all its potential as a pure hydrogen‐bond biomimetic catalyst even in the presence of organic bases. This one‐pot, diastereo‐ and enantioselective synthetic procedure has been proven to be robust, scalable, highly efficient, and environmentally benign. A straightforward and truly practical entry to enantiopure HHPMs is reported for the first time.     

Bayesian estimation of finite time ruin probabilities

In this paper, we consider Bayesian inference and estimation of finite time ruin probabilities for the Sparre Andersen risk model. The dense family of Coxian distributions is considered for the approximation of both the inter‐claim time and claim size distributions. We illustrate that the Coxian model can be well fitted to real, long‐tailed claims data and that this compares well with the generalized Pareto model. The main advantage of using the Coxian model for inter‐claim times and claim sizes is that it is possible to compute finite time ruin probabilities making use of recent results from queueing theory. In practice, finite time ruin probabilities are much more useful than infinite time ruin probabilities as insurance companies are usually interested in predictions for short periods of future time and not just in the limit. We show how to obtain predictive distributions of these finite time ruin probabilities, which are more informative than simple point estimations and take account of model and parameter uncertainty. We illustrate the procedure with simulated data and the well‐known Danish fire loss data set. Copyright © 2009 John Wiley & Sons, Ltd.     

Percentile residual life orders

In this paper we study a family of stochastic orders of random variables defined via the comparison of their percentile residual life functions. Some interpretations of these stochastic orders are given, and various properties of them are derived. The relationships to other stochastic orders are also studied. Finally, some applications in reliability theory and finance are described. Copyright © 2010 John Wiley & Sons, Ltd.     

Stability and irreducibility of queueing systems with finite capacity

In this paper, we obtain a readily verifiable condition of stability for GI/G/1 queueing systems with finite capacity. A necessary and sufficient condition of irreducibility of the queueing size process is involved. Under this assumption, we derive general conditions of recurrence (positive recurrence) for the general process describing the state of the system. The conditions of irreducibility and recurrence are based on restrictions over the supports of the interarrival and the service distributions, which are easy to check in practice. The positive recurrence is also connected to the first moments of both distributions. This revised version was published online in June 2006 with corrections to the Cover Date.     

Half-line solutions of a nonlinear heat conduction problem

We solve a half-line problem for a nonlinear diffusion equation with a given time-dependent thermal conductivity at the origin. The problem reduces to a linear Volterra integral equation, which is solvable by Picard’s process of successive approximations. We analyze some explicit examples numerically. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 152, No. 1, pp. 58–65, July, 2007.     

A dimerization "switch" in the internalization mechanism of a cell-penetrating peptide

The internalization mechanism of a cell-penetrating peptide has been explored through combinatorial selection of a phage-displayed peptide dimer library, chemical synthesis, and biophysical characterization. Both energy-dependent and energy-independent modes for peptide uptake by the target mammalian cells were observed, suggesting a role for higher-order structure in modulating the action of this novel cell-penetrating peptide.     

Symmetry alteration of ensemble return distribution in crash and rally days of financial markets

We select the n stocks traded in the New York Stock Exchange and we form a statistical ensemble of daily stock returns for each of the k trading days of our database from the stock price time series. We study the ensemble return distribution for each trading day and we find that the symmetry properties of the ensemble return distribution drastically change in crash and rally days of the market. In crash and rally days, the distribution becomes asymmetric. In particular for crashes the positive tail is steeper than the negative one whereas the reverse is observed in rally days. Received 25 February 2000