234 research outputs found

    Polarographic Studies of the Dicyanoaurate and Tetracyanoaurate Complexes

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    A polarographic study of the dicyanoaurate and the tetracyanoaurate complexes has been made. Distinct current-voltage curves were obtained for both complexes with and without supporting electrolyte.Polarography has been shown to be a good quantitative method of analysis for the two gold-cyanide complexes

    Computationally Efficient Nonparametric Importance Sampling

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    The variance reduction established by importance sampling strongly depends on the choice of the importance sampling distribution. A good choice is often hard to achieve especially for high-dimensional integration problems. Nonparametric estimation of the optimal importance sampling distribution (known as nonparametric importance sampling) is a reasonable alternative to parametric approaches.In this article nonparametric variants of both the self-normalized and the unnormalized importance sampling estimator are proposed and investigated. A common critique on nonparametric importance sampling is the increased computational burden compared to parametric methods. We solve this problem to a large degree by utilizing the linear blend frequency polygon estimator instead of a kernel estimator. Mean square error convergence properties are investigated leading to recommendations for the efficient application of nonparametric importance sampling. Particularly, we show that nonparametric importance sampling asymptotically attains optimal importance sampling variance. The efficiency of nonparametric importance sampling algorithms heavily relies on the computational efficiency of the employed nonparametric estimator. The linear blend frequency polygon outperforms kernel estimators in terms of certain criteria such as efficient sampling and evaluation. Furthermore, it is compatible with the inversion method for sample generation. This allows to combine our algorithms with other variance reduction techniques such as stratified sampling. Empirical evidence for the usefulness of the suggested algorithms is obtained by means of three benchmark integration problems. As an application we estimate the distribution of the queue length of a spam filter queueing system based on real data.Comment: 29 pages, 7 figure

    Two stories at ustwo - one too many?

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    A qualitative case study presenting a result of how two opposing stories during an OD change process can be understood as identity management in the form of control and support. The study's result contribute to the field of OD in adding an additional understanding of how a phenomena viewed as resistance in the field of OD can be understood in other ways

    Prospektiv experimentelle Korrelationsanalyse von Schmerzschwellen fĂĽr verschiedene Reize / vorgelegt von Till Johannes Neddermeyer

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    Diese Arbeit beschäftigt sich mit der Frage, ob Schmerzschwellen fĂĽr unterschiedliche Stimuli voneinander unabhängige Aspekte des Schmerzes oder ein gemeinsames Phänomen messen. In ersterem Fall wĂĽrden unterschiedliche Reize benötigt, um die Schmerzempfindlichkeit eines Individuums vollständig zu charakterisieren. In letzterem Fall wären verschiedene Reize hierzu ĂĽberflĂĽssig, wobei sie allerdings dafĂĽr verwendet werden könnten, Summen-Scores aus den verschiedenen Schmerzmodalitäten zu errechnen. FĂĽr diese Arbeit wurden bei 45 gesunden Männern und 32 gesunden Frauen (im Alter von 20-44 Jahren) Schmerzschwellen fĂĽr mehrere Reize (Wärme, Wärme / Capsaicin, Kälte, Kälte / Menthol, stumpfer Druck, 5-Hz Wechselstrom (0-20 mA), spitzer Druck (von Frey-Haare), und von Frey-Haare / Capsaicin) gemessen. Diese Schmerzschwellen waren signifikant miteinander korreliert. Eine daraufhin durchgefĂĽhrte Hauptkomponentenanalyse ergab, dass die Varianz der Schmerzschwellen mehr auf die Unterschiede zwischen den Subjekten zurĂĽckzufĂĽhren ist (variance estimate: 0,393), als auf die Unterschiede der Schmerzreize bei jeweils einem Subjekt (variance estimate: -0,008). Unter den drei wichtigsten Hauptkomponenten der Korrelationsmatrix mit Eigenwerten > 1, erklärte die größte 48% der Varianz der Schmerzschwellen, wobei sie starke Ladungen von allen Schmerzreizen erhielt, was fĂĽr eine starke gemeinsame Varianzquelle spricht. Nur zwei kleinere Hauptkomponenten, die jeweils weniger als 14% der gesamten Varianz erklären, deuten auf eine weitere Differenzierung der Schmerzarten hin. Das Muster von Ă„hnlichkeiten und Unterschieden innerhalb dieser Komponenten stimmt jedoch mit bereits bekannten molekularen Mechanismen der Nozizeption ĂĽberein. Dies fĂĽhrt zu dem Schluss, dass die Charakterisierung einer Person als allgemein schmerzempfindlich oder schmerzunempfindlich, zumindest auf Schmerzschwellen-Ebene, gerechtfertigt erscheint. AuĂźerdem befasst sich diese Arbeit mit der Frage, ob Sensibilisierungsverfahren, wie sie in der experimentellen Schmerzforschung zum Einsatz kommen, zusätzliche qualitative Komponenten bei der Schmerzmessung hinzufĂĽgen, sodass eine andere Art von Schmerz entsteht, oder ob die Sensibilisierung sich auf quantitative Veränderungen beschränkt, die sich ausschlieĂźlich in einer höheren Intensität der gleichen Schmerzart äuĂźert. HierfĂĽr wurde das Probandenkollektiv vergrößert (insgesamt 69 Männer und 56 Frauen im Alter von 18 bis 46 Jahren), indem die o. g. Schmerzmessungen bei weiteren Testpersonen durchgefĂĽhrt wurden. FĂĽr die nachfolgende Analyse wurden nur Daten von den Schmerzmodellen Hitze, Kälte und von Frey-Haare, jeweils mit und ohne Capsaicin- bzw. Menthol-Sensibilisierung verwendet. Die Ergebnisse zeigen, dass die Sensibilisierung den Anteil derjenigen Werte in den Daten verringert, an denen die Schmerzschwelle das technische Limit des Modellversuchs von 52,5°C bzw. 0°C bzw. 300 g von Frey, erreicht. Die Anzahl der Probanden, die diese Werte erreichten, wurde von 38 auf 21 Patienten beim von Frey-Haar-Versuch und von 30 auf 19 Patienten mit Kälte-Versuch (χ exp 2 -Tests: P 1 identifiziert werden, die jeweils 64,8%, 84,8% und 94,4% der gesamten Varianz fĂĽr Hitzeschmerz, von Frey-Haar-Schmerz bzw. Kälteschmerz erklärt, was darauf hinweist, dass die Schwellen fĂĽr nicht sensibilisierten und sensibilisierten Schmerz eine gemeinsame Varianzquelle haben. Daraus kann geschlossen werden, dass die Hauptwirkung der Sensibilisierung in einer quantitativen Abnahme der thermischen und mechanischen Schmerzschwelle besteht, wodurch die technisch mögliche maximale Reizintensität weniger oft erreicht wird. In der vorliegenden statistischen Analyse findet sich kein Anhalt fĂĽr eine qualitative Ă„nderung des Schmerzes durch die Sensibilisierung auf Ebene der primären Hyperalgesie.This dissertation deals with the question whether pain thresholds to different stimuli measure independent aspects of pain or one common phenomenon. In the first case, different stimuli are required to completely characterize a subject’s pain sensitivity. In the second case, different stimuli are redundant and can be used to calculate composite scores across pain modalities. Pain thresholds to several stimuli (heat, heat/capsaicin, cold, cold/menthol, blunt pressure, 5-Hz sine-wave electric current (0–20 mA), punctate pressure (von Frey hairs), and von Frey hairs plus capsaicin application) were measured in 45 healthy men and 32 healthy women (aged 20–44 years). These pain thresholds were significantly correlated with each other. Principal component analysis indicated that their variance was attributable more to the difference in subjects (variance estimate: 0.393) than to the difference in pain stimuli within a subject (variance estimate: -0.008). Among three principal components of the intercorrelation matrix with eigenvalues > 1, the first, explaining 48% of the total variance, carried high loadings from all stimuli indicating that they shared a common source of half of their variance. Only minor variance components, each explaining 1 was identified by principal component analysis, explaining 64.8%, 84.8%, and 94.4% of the total variance for heat, mechanical, and cold stimuli, respectively, and indicating that nonsensitized and sensitized pain thresholds shared the same main source of variance. Accordingly it can be concluded that the main effect of sensitization by capsaicin or menthol application is a quantitative decrease in thermal and mechanical pain threshold with the methodologic benefit of decreasing the incidence of censored data. A qualitative change in pain thresholds by sensitization is not supported by the present statistical analysis at level of primary hyperalgesia

    Interview with Seth H. Neddermeyer

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    An interview in May 1984 with Seth Neddermeyer, emeritus professor of physics at the University of Washington, in Seattle. After receiving a BA from Stanford in 1929, Dr. Neddermeyer took his PhD at Caltech in 1935 with Carl D. Anderson. With Anderson, he discovered the muon, an unstable negatively charged elementary particle, in 1936. During World War II, he worked on the Manhattan Project at Los Alamos, where he proposed using implosion to compress radioactive material to a critical mass in order to make a workable bomb. For these two accomplishments, he would receive the 1982 Enrico Fermi Award. After the war, he went to the University of Washington, where this interview took place four years before his death. In the interview, he describes his early education in his hometown of Richmond, Michigan; his first two years of undergraduate education at Olivet College and his interest in chemistry; his two years at Stanford; and his years at Caltech (1930-1941) as a graduate student, then a research fellow, working with Anderson. He offers recollections of Robert Andrews Millikan, whose interest in cosmic rays was closely bound to the work he and Anderson were doing; of Fritz Zwicky, Richard C. Tolman, and Harry Bateman; and of J. Robert Oppenheimer, both at Los Alamos and at Caltech, where he was a visiting professor in the spring term in the 1930s. He recalls receiving the Fermi award and discusses his negative feelings about his work on the atomic bomb

    Importance Sampling-Based Monte Carlo Methods with Applications to Quantitative Finance

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    In the present work advanced Monte Carlo methods for discrete-time stochastic processes are developed and investigated. A particular focus is on sequential Monte Carlo methods (particle filters and particle smoothers) which allow the estimation of nonlinear, non-Gaussian state-space models. The key technique which underlies the proposed algorithms is importance sampling. Computationally efficient nonparametric variants of importance sampling which are generally applicable are developed. Asymptotic properties of these methods are analyzed theoretically and it is shown empirically that they improve over existing methods for relevant applications. Particularly, it is shown that they can be applied for financial derivative pricing which constitutes a high-dimensional integration problem and that they can be used to improve sequential Monte Carlo methods. Original models in general state-space form for two important applications are proposed and new sequential Monte Carlo algorithms for their estimation are developed. The first application concerns the on-line estimation of the spot cross-volatility for ultra high-frequency financial data. This is a challenging problem because of the presence of microstructure noise and nonsynchronous trading. For the first time state-space models with non-synchronously evolving states and observations are discussed and a particle filter which can cope with these models is designed. In addition, a new sequential variant of the EM algorithm for parameter estimation is proposed. The second application is a non-linear model for time series with an oscillatory pattern and a phase process in the background. This model can be applied, for instance, to noisy quasiperiodic oscillators occurring in physics and other fields. The estimation of the model is based on an advanced particle smoother and a new nonparametric EM algorithm. The dissertation is accompanied by object-oriented C++ implementations of all proposed algorithms which were developed with a focus on reusability and extendability
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