A Stochastic Subgradient Method for Distributionally Robust Non-convex and Non-smooth Learning

Journal of Optimization Theory and Applications - We consider a distributionally robust formulation of stochastic optimization problems arising in statistical learning, where robustness is with...     

Dichlorocarbene and analogs: discovery,properties and reactions

Russian Chemical Bulletin - The discovery and studies of chemistry of dichlorocarbene and other electron deficient carbenes are discussed.     

Surface of Ru/Fe2O3 catalysts used in water-gas shift reaction studied by auger electron spectrometry

Summary Carbon deposits on the surface ofRu/Fe₂O₃ catalysts used in the water-gas shift reaction have been investigated by Auger Electron Spectrometry. A correlation has been found between the thickness of the carbon deposit and the catalytic activity in WGSR. The carbon deposit covers the metallic active centers and blocks their contact with reagents. The dotting of the iron oxide support with sodium has been found to reduce the amount of carbon deposit. .      

Space-Time Directional Lyapunov Exponents for Cellular Automata

Space-time directional Lyapunov exponents are introduced. They describe the maximal velocity of propagation to the right or to the left of fronts of perturbations in a frame moving with a given velocity. The continuity of these exponents as function of the velocity and an inequality relating them to the directional entropy is proved.     

Regularization of Discrete Ill-Posed Problems

The paper concerns conditioning aspects of finite-dimensional problems arising when the Tikhonov regularization is applied to discrete ill-posed problems. A relation between the regularization parameter and the sensitivity of the regularized solution is investigated. The main conclusion is that the condition number can be decreased only to the square root of that for the nonregularized problem. The convergence of solutions of regularized discrete problems to the exact generalized solution is analyzed just in the case when the regularization corresponds to the minimal condition number. The convergence theorem is proved under the assumption of the suitable relation between the discretization level and the data error. As an example the method of truncated singular value decomposition with regularization is considered. This revised version was published online in July 2006 with corrections to the Cover Date.     

Structure and electrochemical behaviour of 4,7-diazaheptyl-trimethoxy-silane and vinyl-trialkoxy-silane adsorbed at silver surface

Novel self-assembled monolayers were obtained on silver using 4,7-diazaheptyl-trimethoxy-silane (SiN) and vinyl-trialkoxy-silane (SiVA, where the alkyl group is 3,6,9,12,15,18,21,24,27,30,33,36,39,42,45,48,51,54,57,60-eicozaoxa- hexaheptaconan). It was shown that thus modified metal surface was protected against electrooxidation. A densely packed monolayer remained stable and did not desorb from the Ag electrode on the potential cycling. The structure of SiN and SiVA as well as their complexes with Li⁺ cations were calculated and visualised by the AM1d and PM5 semi-empirical methods.     

Estimation in the continuous time mover‐stayer model with an application to bond ratings migration

The usual tool for modelling bond ratings migration is a discrete, time‐homogeneous Markov chain. Such model assumes that all bonds are homogeneous with respect to their movement behaviour among rating categories and that the movement behaviour does not change over time. However, among recognized sources of heterogeneity in ratings migration is age of a bond (time elapsed since issuance). It has been observed that young bonds have a lower propensity to change ratings, and thus to default, than more seasoned bonds. The aim of this paper is to introduce a continuous, time‐non‐homogeneous model for bond ratings migration, which also incorporates a simple form of population heterogeneity. The specific form of heterogeneity postulated by the proposed model appears to be suitable for modelling the effect of age of a bond on its propensity to change ratings. This model, called a mover–stayer model, is an extension of a Markov chain. This paper derives the maximum likelihood estimators for the parameters of a continuous time mover–stayer model based on a sample of independent continuously monitored histories of the process, and develops the likelihood ratio statistic for discriminating between the Markov chain and the mover–stayer model. The methods are illustrated using a sample of rating histories of young corporate issuers. For these issuers the default probabilities predicted by the Markov chain and mover–stayer models are different. In particular for 1–4 years old bonds the mover–stayer model estimates substantially lower default probabilities from rating C than a Markov chain. Copyright © 2004 John Wiley & Sons, Ltd.