5,079 research outputs found

    Spectral gaps and error estimates for infinite-dimensional Metropolis-Hastings with non-Gaussian priors

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    We study a class of Metropolis-Hastings algorithms for target measures that are absolutely continuous with respect to a large class of non-Gaussian prior measures on Banach spaces. The algorithm is shown to have a spectral gap in a Wasserstein-like semimetric weighted by a Lyapunov function. A number of error bounds are given for computationally tractable approximations of the algorithm including bounds on the closeness of Ces\'{a}ro averages and other pathwise quantities via perturbation theory. Several applications illustrate the breadth of problems to which the results apply such as discretization by Galerkin-type projections and approximate simulation of the proposal

    A Comparison of Parametric and Sampling Approaches to Portfolio Investment Selection using FTSE100 Stocks

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    In this paper we assess the effectiveness of two approaches to portfolio selection: the more customary parametric approach and a sampling approach using a sample of two years of daily data for the top 100 UK stocks for a period from the beginning of 2006 to the end of 2007. The portfolios are selected on a variance, VaR and CVaR basis: with the latter approach dominating. The sampling approach; involving repeated random one-month return sampling from the data set, un-encumbered by distributional assumptions, applying CVaR is optimal; possibly because it considers only one tail of a potentially non-symmetric PDF.Portfolio selection, Variance, VaR, CVaR, Random sampling

    Electrochemical Process for Diazinon Removal from Aqueous Media: Design of Experiments, Optimization, and DLLME-GC-FID Method for Diazinon Determination

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    In the present study, electrochemical process was studied via removal of diazinon (O,O-diethyl O-2-isopropyl-6-methylpyrimidin-4-yl phosphorothioate) as an insecticide/ acaricide organic case study. Influences of three operational parameters including initial ferrous ion concentration, initial hydrogen peroxide concentration, and initial diazinon concentration were measured and optimized in diazinon removal process. Response surface methodology (RSM) was used to design the experiments. The experimental data collected in a laboratory-scaled batch reactor equipped with four graphite bar electrodes as cathode and an aluminum sheet electrode as an anode. Quantitative analysis of diazinon was done with gas chromatography equipped with flame photometric detector. Disperse liquid–liquid microextraction was used prior to gas chromatography in order to extraction and preconcentration of diazinon from aqueous media to extraction phase. Acetone and chlorobenzene were used as disperser and extraction solvent, respectively. Maximum diazinon removal efficiency of 87% (0.85mg mass removal) in C0 of 2mg/L and 80% (120mg mass removal) in C0 of 300mg/L was achieved under different experimental conditions. The obtained experimental data were used for model building by RSM approach. Finally, optimization process was carried out using RSM algorithm. © 2015, King Fahd University of Petroleum & Minerals

    Fast microwave-assisted oxidation of 1,4-dihydropyridines with FeCl 3.SiO 2

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    Pyridine derivatives are easily obtained in high yields by microwave-promoted rapid oxidation of the corresponding 1,4-dihydropyridines with ferric chloride hexahydrate and silica gel under solvent-free conditions

    Chemical, microbial and sensory changes of silver carp (Hypophthalmichthys molitrix) fish treated with black cumin (Nigella sativa L.) extract during storage at refrigerator

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    The changes in chemical, microbial and quality sensory of fillets for silver carp fish treated with black cumin extract during refrigerated storage were investigated. The fish were divided into two groups. First group was dipped in black cumin extract with concentration of 1% and received the highest score in sensory evaluation. Then the fishes were wrapped in polyethylene package. The second group, as the control samples, were wrapped in polyethylene package after dipping in distilled water. All treatments were stored at refrigerator temperature (1±4°C). The microbial tests including total viable count, psychrotrophic count and chemical tests including peroxide index, thiobarbituric acid, free fatty acid value and total volatile basic nitrogen, with sensory evaluation, were done at 4°C over a period of 15 days. The results showed that the black cumin extract delayed lipid oxidation and protein analyses significantly in treated fishes. Psycrotrophic bacteria and total viable count of samples being treated with black cumin extract were maintained lower than the proposed acceptable limit (7 log cfu/g). In comparison to the control samples, microbial spoilage significantly decreased in treated samples. Furthermore, according to sensory analysis, the treatment with black cumin extract led to high quality during storage.The findings indicated that black cumin exerts had strong antioxidant and antibacterial impacts on silver carp fish, such that the shelf life of fillets being treated with black cumin were 2.5 times more than that of control samples during storage in refrigerator

    Neural networks in geophysical applications

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    Neural networks are increasingly popular in geophysics. Because they are universal approximators, these tools can approximate any continuous function with an arbitrary precision. Hence, they may yield important contributions to finding solutions to a variety of geophysical applications. However, knowledge of many methods and techniques recently developed to increase the performance and to facilitate the use of neural networks does not seem to be widespread in the geophysical community. Therefore, the power of these tools has not yet been explored to their full extent. In this paper, techniques are described for faster training, better overall performance, i.e., generalization,and the automatic estimation of network size and architecture
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