1,282 research outputs found
Gibbs flow for approximate transport with applications to Bayesian computation
Let and be two distributions on the Borel space
. Any measurable function
such that if
is called a transport map from to . For any
and , if one could obtain an analytical expression for a
transport map from to , then this could be straightforwardly
applied to sample from any distribution. One would map draws from an
easy-to-sample distribution to the target distribution
using this transport map. Although it is usually impossible to obtain an
explicit transport map for complex target distributions, we show here how to
build a tractable approximation of a novel transport map. This is achieved by
moving samples from using an ordinary differential equation with a
velocity field that depends on the full conditional distributions of the
target. Even when this ordinary differential equation is time-discretized and
the full conditional distributions are numerically approximated, the resulting
distribution of mapped samples can be efficiently evaluated and used as a
proposal within sequential Monte Carlo samplers. We demonstrate significant
gains over state-of-the-art sequential Monte Carlo samplers at a fixed
computational complexity on a variety of applications.Comment: Significantly revised with new methodology and numerical example
Almost optimal adaptive LQ control: observed state case
In this paper we propose an almost optimal indirect adaptive controller for input/state dynamical systems. The control part of the adaptive scheme is based on a modified LQ control law: by adding a time varying gain to the certainty equivalent control law we avoid the conflict between identification and contro
Energetics and switching of quasi-uniform states in small ferromagnetic particles
We present a numerical algorithm to solve the micromagnetic equations based on tangential-plane minimization for the magnetization update and a homothethic-layer decomposition of outer space for the computation of the demagnetization field. As a first application, detailed results on the flower-vortex transition in the cube of Micromagnetic Standard Problem number 3 are obtained, which confirm, with a different method, those already present in the literature, and validate our method and code. We then turn to switching of small cubic or almost-cubic particles, in the single-domain limit. Our data show systematic deviations from the Stoner-Wohlfarth model due to the non-ellipsoidal shape of the particle, and in particular a non-monotone dependence on the particle size
Remarks on drift estimation for diffusion processes
In applications such as molecular dynamics it is of interest to fit Smoluchowski
and Langevin equations to data. Practitioners often achieve this by a variety of seemingly ad hoc
procedures such as fitting to the empirical measure generated by the data, and fitting to properties of
auto-correlation functions. Statisticians, on the other hand, often use estimation procedures which fit
diffusion processes to data by applying the maximum likelihood principle to the path-space density
of the desired model equations, and through knowledge of the properties of quadratic variation. In
this note we show that these procedures used by practitioners and statisticians to fit drift functions
are, in fact, closely related and can be thought of as two alternative ways to regularize the (singular)
likelihood function for the drift. We also present the results of numerical experiments which probe
the relative efficacy of the two approaches to model identification and compare them with other
methods such as the minimum distance estimator
Unraveling obesity’s road to diabetes and cardiovascular disease:contributors to insulin resistance, beta-cell dysfunction and vascular dysfunction
Employee Retention and Turnover in a Tight Labor Market:The Role of Recognizing, Valuing, and Supporting Employees
Climatic influence in NRM and 10 Be-derived geomagnetic paleointensity data
One can determine geomagnetic paleointensities from natural remanent magnetizations (NRM) and by inverting
production rates of cosmogenic isotopes such as 10 Be and 14 C. Recently, two independently derived 200-kyr stacks [Y.
Guyodo, J.-P. Valet, Relative variations in geomagnetic intensity from sedimentary records: the past 200,000 years, Earth
Planet. Sci. Lett. 143 (1996) 2336; M. Frank, B. Schwarz, S. Baumann, P.W. Kubik, M. Suter, A. Mangini, A 200
kyr record of cosmogenic radionuclide production rate and geomagnetic field intensity from 10 Be in globally stacked
deep-sea sediments, Earth Planet. Sci. Lett. 149 (1997) 121129] were compared and the good agreement was suggested to
validate the use of sedimentary cores for studies. Both compilations use mainly the astronomically forced and climatically
controlled oxygen isotope stratigraphy to date and synchronize the sedimentary records, while this very curve has several
coherent features with the supposedly pure geomagnetic records. An NRM relative paleointensity record, which was
included in the conventional paleointensity stack, shows correspondence with climatic features, which is explained by an
inadequacy in the normalization technique. Therefore, it is possible that the extraction of the pure paleointensity signal
from marine sediments has not always been accomplished. Ó 1999 Elsevier Science B.V. All rights reserved
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