Robust canonical correlations: A comparative study

Summary  Several approaches for robust canonical correlation analysis will be presented and discussed. A first method is based on the definition of canonical correlation analysis as looking for linear combinations of two sets of variables having maximal (robust) correlation. A second method is based on alternating robust regressions. These methods are discussed in detail and compared with the more traditional approach to robust canonical correlation via covariance matrix estimates. A simulation study compares the performance of the different estimators under several kinds of sampling schemes. Robustness is studied as well by breakdown plots.     

Correlation dimension: A pivotal statistic for non-constrained realizations of composite hypotheses in surrogate data analysis

Currently surrogate data analysis can be used to determine if data is consistent with various linear systems, or something else (a nonlinear system). In this paper we propose an extension of these methods in an attempt to make more specific classifications within the class of nonlinear systems.

In the method of surrogate data one estimates the probability distribution of values of a test statistic for a set of experimental data under the assumption that the data is consistent with a given hypothesis. If the probability distribution of the test statistic is different for different dynamical systems consistent with the hypothesis, one must ensure that the surrogate generation technique generates surrogate data that are a good approximation to the data. This is often achieved with a careful choice of surrogate generation method and for noise driven linear surrogates such methods are commonly used.

This paper argues that, in many cases (particularly for nonlinear hypotheses), it is easier to select a test statistic for which the probability distribution of test statistic values is the same for all systems consistent with the hypothesis. For most linear hypotheses one can use a reliable estimator of a dynamic invariant of the underlying class of processes. For more complex, nonlinear hypothesis it requires suitable restatement (or cautious statement) of the hypothesis. Using such statistics one can build nonlinear models of the data and apply the methods of surrogate data to determine if the data is consistent with a simulation from a broad class of models. These ideas are illustrated with estimates of probability distribution functions for correlation dimension estimates of experimental and artificial data, and linear and nonlinear hypotheses.     

Determination of haptoglobin in human serum by high-performance gel-permeation chromatography

Summary A high-performance gel-permeation chromatographic (GPC) method is described for the determination of serum haptoglobin (Hp), based on the estimation of the haptoglobin-hemoglobin (Hp−Hb) complex. Hemoglobin (Hb) is added to the serum and the resulting Hp−Hb complex is separated by GPC and detected at 415 nm. The Hp−Hb complex separated chromatographically from serum migrated electrophoretically with the globulin fraction. It was found to be stable over a period of one week at 4°C. The total analysis time for a serum sample is approximately 20 min. The minimum detection limit is 30mg/L. Relative standard deviation values were below 1% (peak area). No interferences from bilirubin or from turbidity of samples were observed. The results of the GPC analysis correlate well with those obtained by nephelometric assay (r=0.996).     

Eigenvalue density of cross-correlations in Sri Lankan financial market

We apply the universal properties with Gaussian orthogonal ensemble (GOE) of random matrices namely spectral properties, distribution of eigenvalues, eigenvalue spacing predicted by random matrix theory (RMT) to compare cross-correlation matrix estimators from emerging market data. The daily stock prices of the Sri Lankan All share price index and Milanka price index from August 2004 to March 2005 were analyzed. Most eigenvalues in the spectrum of the cross-correlation matrix of stock price changes agree with the universal predictions of RMT. We find that the cross-correlation matrix satisfies the universal properties of the GOE of real symmetric random matrices. The eigen distribution follows the RMT predictions in the bulk but there are some deviations at the large eigenvalues. The nearest-neighbor spacing and the next nearest-neighbor spacing of the eigenvalues were examined and found that they follow the universality of GOE. RMT with deterministic correlations found that each eigenvalue from deterministic correlations is observed at values, which are repelled from the bulk distribution.     

Pr值逻辑函数相关免疫的等价判别条件

本文首先基于环Zpr中的元的padic分解并结合概率论的思想,给出了pr值随机变量的分解性质及pr值随机变量独立性的等价描述,然后在对pr值逻辑函数及其变元都进行padic分解的基础上,直接通过p值逻辑函数的Chrestenson谱给出了padic分解意义下pr值逻辑函数k阶相关免疫的线性组合引理和谱判别定理.     

A short-range correlation energy density functional with multi-determinantal reference

We introduce a short-range correlation density functional defined with respect to a multi-determinantal reference which is meant to be used in a multi-determinantal extension of the Kohn–Sham scheme of density functional theory based on a long-range/short-range decomposition of the Coulomb electron–electron interaction. We construct the local density approximation for this functional and discuss its performance on the He atom.     

Effect of size and charge on ordering of a highly charged concentrated macroions in suspension

An efficient fast Fourier transform method has been employed to determine correlation function [g(r*)] using the structure factor [S(Q*)] calculated with the rescaled mean spherical approximation (RMSA) and the DLVO potential. Based on this function a parametric (size and charge) study of the ordering in a highly charged and concentrated macroions (an ideal colloid) has been made. The strength of the correlation increases with the increase in the charge on macroions and it saturates after acertain value. Similarly, a critical diameter of the particle depending on the charge on it has been found at which normal feature of the ordering disappears.     

Fourier analysis,correlation functions and nonadiabatic electron transfer: Wavepackets and exact representations

Summary We investigate the validity of several common approximations in the analysis of nonadiabatic intramolecular electron transfer rate constants. Utilizing the Fourier representation of the golden rule form, we study the evolution of the vibrational correlation function that represents the density-of-states-weighted Franck-Condon factor. In particular, we test the validity of the perturbation theoretic golden rule form and of the Gaussian wavepacket representation for the vibrational wavefunctions against numerically exact quantum mechanical propagations. Although specific cases are found in which both of these break down, for a wide range of conditions (including anharmonic behavior and frequency changes), both the Gaussian wavepacket representation and the golden rule are excellent approximations.     

Extension of a simplified method for molecular correlation energy calculations to molecules containing third row atoms. I. Methodological developments

An extension of a simplified method for molecular correlation energy calculations to molecules containing third row atoms is presented. In addition to the use of pseudo-potentials in the calculations, the consequences of this extension on the different components of the energy partition which is the basic idea of the method, is analysed. Particular emphasis is placed on the specific role played by the 3d orbitals in each of the energy components. First, at the zeroth order, the energy is found to be very sensitive to the optimization of the 3d polarization functions. Secondly, the internal correlation energy, calculated by CI, requires the optimization of distinct 3d correlation orbitals to describe adequately the strong near-degeneracy effects that occur within the valence space. Finally it is shown that the 3d orbitals contribute partially to the non-internal correlation energy and that, the atoms-in-molecule structures corresponding typically to all-external contributions are negligible. The concept of error energy is introduced in place of the non-internal correlation energy: it includes the relativistic contributions within the semi-empirical tables. Such tables are presented for second row atoms and for the chlorine atom. From these tables, predicted values for some atomic term energies, experimentally undetermined, are derived. The methodological tests are limited here to the chlorine atom which is chosen for further applications in the next paper of this series. The conclusions concerning the applicability of the method to third row atoms are however quite general.Boursier I.R.S.I.A     

高聚物双流体配位模型状态方程的简化

对高聚物以流体配位模型状态方程进行了简化，忽略了其中的Ｑ项，以简化的状态方程对４２个纯高聚物（聚丙烯、聚苯乙烯、聚异丁烯和聚丁烯－１），２种纯溶剂（苯，环己烷）和２个高聚物／溶剂混合系（聚异丁烯／苯和聚异丁烯／环己烷）进行关联，结果表明，简化的状态方程与原方程同样具有很好的关联精度和温度适用性。