A Cross-Entropy Approach to the Estimation of Generalized Linear Multilevel Models

In this article, we use the cross-entropy method for noisy optimization for fitting generalized linear multilevel models through maximum likelihood. We propose specifications of the instrumental distributions for positive and bounded parameters that improve the computational performance. We also introduce a new stopping criterion, which has the advantage of being problem-independent. In a second step we find, by means of extensive Monte Carlo experiments, the most suitable values of the input parameters of the algorithm. Finally, we compare the method to the benchmark estimation technique based on numerical integration. The cross-entropy approach turns out to be preferable from both the statistical and the computational point of view. In the last part of the article, the method is used to model the probability of firm exits in the healthcare industry in Italy. Supplemental materials are available online.     

Monte Carlo and event-driven dynamics of Brownian particles with orientational degrees of freedom

Recently, a simple scaling argument was introduced that allows us to map, with some precautions, Brownian and Monte Carlo dynamics for spherical particles. Here, we extend the scaling to study systems that have orientational degrees of freedom and carefully asses its validity over a wide region of temperature and density. Our work allows us to devise a Brownian Monte Carlo algorithm that produces, to a good approximation, physically meaningful trajectories with a minimum programming effort, although at the expense of some sampling efficiency.     

A multifaceted approach to hydrogen storage

The widespread adoption of hydrogen as an energy carrier could bring significant benefits, but only if a number of currently intractable problems can be overcome. Not the least of these is the problem of storage, particularly when aimed at use onboard light-vehicles. The aim of this overview is to look in depth at a number of areas linked by the recently concluded HYDROGEN research network, representing an intentionally multi-faceted selection with the goal of advancing the field on a number of fronts simultaneously. For the general reader we provide a concise outline of the main approaches to storing hydrogen before moving on to detailed reviews of recent research in the solid chemical storage of hydrogen, and so provide an entry point for the interested reader on these diverse topics. The subjects covered include: the mechanisms of Ti catalysis in alanates; the kinetics of the borohydrides and the resulting limitations; novel transition metal catalysts for use with complex hydrides; less common borohydrides; protic-hydridic stores; metal ammines and novel approaches to nano-confined metal hydrides.     

How Does Diet Influence Our Lives? Evaluating the Relationship between Isotopic Signatures and Mortality Patterns in Italian Roman Imperial and Medieval Periods

The present research investigates the relationship between dietary habits and mortality patterns in the Roman Imperial and Medieval periods. The reconstructions of population dynamics and subsistence strategies provide a fascinating source of information for understanding our history. This is particularly true given that the changes in social, economic, political, and religious aspects related to the transition from the Roman period to the Middle Ages have been widely discussed. We analyzed the isotopic and mortality patterns of 616 individuals from 18 archeological sites (the Medieval Latium sites of Colonna, Santa Severa, Allumiere, Cencelle, and 14 Medieval and Imperial funerary contexts from Rome) to compile a survivorship analysis. A semi-parametric approach was applied, suggesting variations in mortality patterns between sexes in the Roman period. Nitrogen isotopic signatures influenced mortality in both periods, showing a quadratic and a linear effect for Roman Imperial and Medieval populations, respectively. No influence of carbon isotopic signatures has been detected for Roman Imperial populations. Conversely, increased mortality risk for rising carbon isotopic values was observed in Medieval samples.     

Dye-sensitized photooxygenation of furanosyl furans: synthesis of a new pyridazine C-nucleoside

The dye-sensitized photooxygenation of furanosyl furans easily affords C- or O-glycosides with cis-alpha,beta-unsaturated 1,4-dioxo aglycones. The reaction, performed on a ribofuranosyl furan, provides a useful new entry to a novel pyridazine C-nucleoside that can be achieved through a simple one-pot procedure.     

Conjugate processes: Theory and application to risk forecasting

Many dynamical phenomena display a cyclic behavior, in the sense that time can be partitioned into units within which distributional aspects of a process are homogeneous. In this paper, we introduce a class of models – called conjugate processes – allowing the sequence of marginal distributions of a cyclic, continuous-time process to evolve stochastically in time. The connection between the two processes is given by a fundamental compatibility equation. Key results include Laws of Large Numbers in the presented framework. We provide a constructive example which illustrates the theory, and give a statistical implementation to risk forecasting in financial data.