17,053 research outputs found

    Bayesian cross validation for gravitational-wave searches in pulsar-timing array data

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    Gravitational-wave data analysis demands sophisticated statistical noise models in a bid to extract highly obscured signals from data. In Bayesian model comparison, we choose among a landscape of models by comparing their marginal likelihoods. However, this computation is numerically fraught and can be sensitive to arbitrary choices in the specification of parameter priors. In Bayesian cross validation, we characterize the fit and predictive power of a model by computing the Bayesian posterior of its parameters in a training dataset, and then use that posterior to compute the averaged likelihood of a different testing dataset. The resulting cross-validation scores are straightforward to compute; they are insensitive to prior tuning; and they penalize unnecessarily complex models that overfit the training data at the expense of predictive performance. In this article, we discuss cross validation in the context of pulsar-timing-array data analysis, and we exemplify its application to simulated pulsar data (where it successfully selects the correct spectral index of a stochastic gravitational-wave background), and to a pulsar dataset from the NANOGrav 11-year release (where it convincingly favors a model that represents a transient feature in the interstellar medium). We argue that cross validation offers a promising alternative to Bayesian model comparison, and we discuss its use for gravitational-wave detection, by selecting or refuting models that include a gravitational-wave component.Comment: 7 pages, 4 figures. Submitted to MNRA

    Hyperbolic Discounting of Public Goods

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    This article examines revealed rates of time preference for public goods, using environmental quality as the case study. A nationally representative panel-based sample of 2,914 respondents considered a series of 5 conjoint policy choices, yielding 14,570 decisions. Both the conditional fixed effect logit estimates of the random utility model and mixed logit estimates implied that the rate of time preference is very high for immediate improvements and drops off substantially thereafter, which is inconsistent with exponential discounting but consistent with hyperbolic discounting. The implied marginal rate of time preference declines and then rises. Estimates of the quasi-hyperbolic discounting parameter range from 0.48 to 0.61. People who are older are especially likely to have a high disutility from delays in improving water quality.

    Formal Model Engineering for Embedded Systems Using Real-Time Maude

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    This paper motivates why Real-Time Maude should be well suited to provide a formal semantics and formal analysis capabilities to modeling languages for embedded systems. One can then use the code generation facilities of the tools for the modeling languages to automatically synthesize Real-Time Maude verification models from design models, enabling a formal model engineering process that combines the convenience of modeling using an informal but intuitive modeling language with formal verification. We give a brief overview six fairly different modeling formalisms for which Real-Time Maude has provided the formal semantics and (possibly) formal analysis. These models include behavioral subsets of the avionics modeling standard AADL, Ptolemy II discrete-event models, two EMF-based timed model transformation systems, and a modeling language for handset software.Comment: In Proceedings AMMSE 2011, arXiv:1106.596

    Interactive Simplifier Tracing and Debugging in Isabelle

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    The Isabelle proof assistant comes equipped with a very powerful tactic for term simplification. While tremendously useful, the results of simplifying a term do not always match the user's expectation: sometimes, the resulting term is not in the form the user expected, or the simplifier fails to apply a rule. We describe a new, interactive tracing facility which offers insight into the hierarchical structure of the simplification with user-defined filtering, memoization and search. The new simplifier trace is integrated into the Isabelle/jEdit Prover IDE.Comment: Conferences on Intelligent Computer Mathematics, 201
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