A Penalized Likelihood Approach to Rotation of Principal Components

A new paradigm for enhancing the interpretability of principal components through rotation is presented within the framework of penalized likelihood. The rotated components are computed as the maximizers of a Gaussian-based profile log-likelihood function plus a penalty term defined by a standard rotation criterion. This method enjoys a number of advantages over other methods for principal component rotation, notably (1) the rotation specifically targets ill-defined principal components, which may benefit the most from rotation, and (2) the connection with likelihood allows assessment of the fidelity of the rotated components to the data, thereby guiding the choice of penalty parameter. The method is illustrated with an application to a small functional dataset. Efficient computation of the penalized likelihood solution is possible using recently developed algorithms for optimization under orthogonality constraints.     

Intraday volatility and network topological properties in the Korean stock market

We examine whether the relationship between market volatility and network properties in the low-frequency level can be applied to the high-frequency level. For the analysis, we use the minimum spanning tree (MST) method constructed from intraday Korean stock market data. The results show that the higher the market volatility is, the denser the MST of stocks becomes. The normalized tree length shows a strong negative relationship with market volatility, indicating that the distances between nodes are shorter when the market volatility is high. The mean occupation layer shows the tendency of having a smaller value in a higher volatility market. The maximum number of links becomes larger when the market volatility increases. All these network properties support the network being dense and shrinking in high market volatility conditions; that is, the degree of co-movement in financial market is reinforced in the intraday high-frequency level.     

Tensor Decomposition With Generalized Lasso Penalties

We present an approach for penalized tensor decomposition (PTD) that estimates smoothly varying latent factors in multiway data. This generalizes existing work on sparse tensor decomposition and penalized matrix decompositions, in a manner parallel to the generalized lasso for regression and smoothing problems. Our approach presents many nontrivial challenges at the intersection of modeling and computation, which are studied in detail. An efficient coordinate-wise optimization algorithm for PTD is presented, and its convergence properties are characterized. The method is applied both to simulated data and real data on flu hospitalizations in Texas and motion-capture data from video cameras. These results show that our penalized tensor decomposition can offer major improvements on existing methods for analyzing multiway data that exhibit smooth spatial or temporal features.     

A combination of statistical and analytical evaluation methods as a new optimization strategy for the quantification of pharmaceutical residues in sewage effluent

In this study, a new solid-phase microextraction (SPME) method for simultaneous extraction of pharmaceutical compounds with acidic and basic characteristics (ibuprofen, fenoprofen, diclofenac, diazepam and loratadine) from residual water samples is proposed. In this procedure, the extraction is processed using two distinct sample pH values. The extraction is begun at pH 2.5 to promote the sorption of acidic pharmaceuticals and after 35 min the sample pH is changed to 7.0 by adding 0.4 mol L⁻¹ disodium hydrogenphosphate, so that the basic compounds can be sorbed by the fiber (20 min). The pH change is performed without interruption of the extraction process. A comparison between the proposed method and the SPME method applied to each group of the target compounds was performed. Gas chromatography coupled to mass spectrometry was used for separation and detection of analytes. The extraction conditions for the three methods were optimized using full factorial experimental design, response surface through a Doehlert matrix and central composite design. Limits of detection (0.02-0.43 μg L⁻¹) and correlation coefficients (0.9970-0.9998) were determined for the three methods. The proposed extraction procedure was applied to samples of sewage treatment plant effluent and untreated wastewater. Recovery and relative standard deviation values ranged from 67 to 116% and 4.6 to 14.5%, respectively, for all compounds studied. Modification of sample pH during the extraction procedure was shown to be an excellent option for all of the compounds and may be extended to the simultaneous extraction of other compounds with different acid-base characteristics.     

New Diterpenoid Alkaloids from Delphinium Souliei Franch

Inourpreviouspapers'-',wehavereportedtheisolationandelucidationofaseriesofnewditerpenoidalkaloidsfromDelphinillnlsolllieiFranch.ContinuedphytochemcalinvestigationsontheconstituentsofthisplanthaveledtotheisolationoftwoothernewditerpenoidalkaloidssoulineE(l)andsoulineF(2).SoulineE(2.6mg)wasobtainedascolorlesscrystals,mpf77-78'C(fromethanol).[a]."8.0(c=0.05,CHCI;).itsmolecularformulaC,=H;,NO,wasderivedfromHkEIMS(M-f361.2613,cafe.361.2608).TheiHnmrspectrum(400MHz)exhibitedthefollowingsign…     

The multivariate N-Component resolution problem with minimum assumptions

The present state of the minimum assumption multivariate component resolution theory is outlined. Some new developments are presented: limiting function domains; the analytical expression for the limiting function; efficient algorithms for defining the FIRPOL and INNPOL hyperpolyhedrons. A very low resolution data set is analyzed.     

峰形类比巧析法在红外光谱实验教学中的应用

通过红外光谱实验教学,把理论知识贯穿于实验操作和解析中,选取典型的化合物,采用峰形比较法,让学生掌握解析红外谱图的一般规律。     

Sonic spray ionization interface for liquid chromatography-mass spectrometry

A sonic spray ionization (SSI) interface for liquid chromatography-mass spectrometry (LC-MS) analysis was optimized for analysis of 2-[(1R)-3-[bis(1-methylethyl)amino]-1-phenylpropyl]-4-methyl-phenol (tolterodine), used as a model drug substance, and the influence of different parameter settings was evaluated using factorial design. A comparison between SSI and electrospray ionization (ESI) was made for tolterodine, tolterodine metabolites, and a set of steroids.SSI was found to give slightly poorer repeatability and broader peaks for tolterodine compared to ESI. However, there was no significant difference in chromatographic peak shape, and the repeatability using SSI was similar to that obtained using ESI if a ratio (area of tolterodine/area of metabolite) was used. In this study, the sensitivity was higher using SSI. For the analysis of pregnanolone, less water loss was obtained using SSI, probably due to less energy being transferred to the analyte upon ionization.     

A novel algorithm for chromatogram matching in qualitative analysis

The matching of the pattern of peaks produced during gas chromatography is of importance to many applications. At present, this task is generally performed manually, but this generates the usual problems associated with human inspection, such as a lack of objectivity and reproducibility, proneness to errors, and practical restriction of the volume of data which can reasonably be processed. This paper explores the use of a novel algorithm for automation of this task. The performance of the method on well controlled simulated data sets and real chromatograms is used to show not only how problems of manual inspection can be circumvented, but also how the existence of such a powerful method should open up the possibility of many new analyses for quality control, discrimination of varieties of sample, and the identification of specific components within a sample.     

Synthesis and photochemistry of side-chain liquid crystal polymers based on cinnamate esters

The syntheses of three methacrylate monomers with cinnamate ester side-chains and of a further monomer with a corresponding cinnamide side-chain are described. Two of the monomers, with isomeric structures, were thermotropic liquid crystals. Although the clearing points were very similar the crystal melting points differed by 8°C. One compound also exhibited a monotropic smectic phase, behavior not shown by its isomer. The other two monomers were not liquid crystalline. The monomers were polymerized by free radical polymerization, both as homopolymers and as copolymers with methyl methacrylate. In the case of one of the mesogenic ester monomers, copolymers with a cyanophenyl benzoate monomer were also prepared. Three of the four monomers formed thermotropic liquid crystalline homopolymers and the copolymers with the benzoate monomer were also liquid crystalline. The monomers were considered as photoactive components of polymeric liquid crystals. As a preliminary investigation of their photochemistry, copolymers with methyl methacrylate were prepared and irradiated in solution with a broad-band source. Under these conditions two of the materials show a facile photo-Fries rearrangement of the aryl cinnamate ester group. © 1992 John Wiley & Sons, Inc.