Sequential Quasi-Monte Carlo

We derive and study SQMC (Sequential Quasi-Monte Carlo), a class of algorithms obtained by introducing QMC point sets in particle filtering. SQMC is related to, and may be seen as an extension of, the array-RQMC algorithm of L'Ecuyer et al. (2006). The complexity of SQMC is $O(N \log N)$, where $N$ is the number of simulations at each iteration, and its error rate is smaller than the Monte Carlo rate $O_P(N^{-1/2})$. The only requirement to implement SQMC is the ability to write the simulation of particle $x_t^n$ given $x_{t-1}^n$ as a deterministic function of $x_{t-1}^n$ and a fixed number of uniform variates. We show that SQMC is amenable to the same extensions as standard SMC, such as forward smoothing, backward smoothing, unbiased likelihood evaluation, and so on. In particular, SQMC may replace SMC within a PMCMC (particle Markov chain Monte Carlo) algorithm. We establish several convergence results. We provide numerical evidence that SQMC may significantly outperform SMC in practical scenarios.Comment: 55 pages, 10 figures (final version

Electrochemical behavior of ammonia at Ni/Ni(OH)2 electrode

The electrochemical oxidation of ammonia was investigated on a Ni/Ni(OH)(2) electrode prepared by potential cycling of a Ni electrode in 1 M NaClO4. It was found that oxidation of ammonia is strongly pH dependent and proceeds mainly at pH values above 7. This indicates that NH3 rather than NH4+ is oxidized on nickel electrodes. Oxidation of ammonia occurs in the potential region of Ni(II)/Ni(III) redox activity resulting in formation of a clear peak. Ni/Ni(OH)(2) is not deactivated during ammonia oxidation even at high ammonia concentrations. A considerable fraction of the ammonia was oxidized to nitrate (11%), while the rest were gaseous nitrogen compounds. It is postulated that nitrogen was formed via a mechanism involving direct electron transfer from ammonia to the anode whereas the formation of nitrate involved oxygen transfer from water to an ammonia molecule. (C) 2009 Elsevier B.V. All rights reserved

Human resource management in US subsidiaries in Europe and Australia: centralisation or autonomy?

We explore determinants of subsidiary autonomy in setting human resource management (HRM) practices within US-parented multinational enterprises (MNEs), in Europe and Australia. We examine both the effect of strategic context and the effect of the institutional location of the subsidiary. We find that US MNEs show greater centralisation of control over HRM where the subsidiary faces global markets, in coordinated market economies vs liberal market economies, and where union density is low