Coherent frequentism

By representing the range of fair betting odds according to a pair of confidence set estimators, dual probability measures on parameter space called frequentist posteriors secure the coherence of subjective inference without any prior distribution. The closure of the set of expected losses corresponding to the dual frequentist posteriors constrains decisions without arbitrarily forcing optimization under all circumstances. This decision theory reduces to those that maximize expected utility when the pair of frequentist posteriors is induced by an exact or approximate confidence set estimator or when an automatic reduction rule is applied to the pair. In such cases, the resulting frequentist posterior is coherent in the sense that, as a probability distribution of the parameter of interest, it satisfies the axioms of the decision-theoretic and logic-theoretic systems typically cited in support of the Bayesian posterior. Unlike the p-value, the confidence level of an interval hypothesis derived from such a measure is suitable as an estimator of the indicator of hypothesis truth since it converges in sample-space probability to 1 if the hypothesis is true or to 0 otherwise under general conditions.Comment: The confidence-measure theory of inference and decision is explicitly extended to vector parameters of interest. The derivation of upper and lower confidence levels from valid and nonconservative set estimators is formalize

Decoherence due to contacts in ballistic nanostructures

The active region of a ballistic nanostructure is an open quantum-mechanical system, whose nonunitary evolution (decoherence) towards a nonequilibrium steady state is determined by carrier injection from the contacts. The purpose of this paper is to provide a simple theoretical description of the contact-induced decoherence in ballistic nanostructures, which is established within the framework of the open systems theory. The active region's evolution in the presence of contacts is generally non-Markovian. However, if the contacts' energy relaxation due to electron-electron scattering is sufficiently fast, then the contacts can be considered memoryless on timescales coarsened over their energy relaxation time, and the evolution of the current-limiting active region can be considered Markovian. Therefore, we first derive a general Markovian map in the presence of a memoryless environment, by coarse-graining the exact short-time non-Markovian dynamics of an abstract open system over the environment memory-loss time, and we give the requirements for the validity of this map. We then introduce a model contact-active region interaction that describes carrier injection from the contacts for a generic two-terminal ballistic nanostructure. Starting from this model interaction and using the Markovian dynamics derived by coarse-graining over the effective memory-loss time of the contacts, we derive the formulas for the nonequilibrium steady-state distribution functions of the forward and backward propagating states in the nanostructure's active region. On the example of a double-barrier tunneling structure, the present approach yields an I-V curve with all the prominent resonant features. The relationship to the Landauer-B\"{u}ttiker formalism is also discussed, as well as the inclusion of scattering.Comment: Published versio

On the Coherence of WMAP and Planck Temperature Maps

The recent data release of ESA's Planck mission together with earlier WMAP releases provide the first opportunity to compare high resolution full sky Cosmic Microwave Background temperature anisotropy maps. To quantify the coherence of these maps beyond the power spectrum we introduce Generalized Phases, unit vectors in the (2l+1) dimensional representation spaces. For a Gaussian distribution, Generalized Phases are random and if there is non-Gaussianity, they represent most of the non-Gaussian information. The alignment of these unit vectors from two maps can be characterized by their angle, 0 deg expected for full coherence, and 90 deg for random vectors. We analyze maps from both missions with the same mask and Nside=512 resolution, and compare both power spectra and Generalized Phases. We find excellent agreement of the Generalize Phases of Planck Smica map with that of the WMAP Q,V,W maps, rejecting the null hypothesis of no correlations at 5 sigma for l's l<700, l<900 and l<1100, respectively, except perhaps for l<10. Using foreground reduced maps for WMAP increases the phase coherence. The observed coherence angles can be explained with a simple assumption of Gaussianity and a WMAP noise model neglecting Planck noise, except for low-intermediate l's there is a slight, but significant off-set, depending on WMAP band. On the same scales WMAP power spectrum is about 2.6% higher at a very high significance, while at higher l's there appears to be no significant bias. Using our theoretical tools, we predict the phase alignment of Planck with a hypothetical perfect noiseless CMB experiment, finding decoherence at l > 2900; below this value Planck can be used most efficiently to constrain non-Gaussianity.Comment: 8 pages, 8 figures, accepted for publication in MNRAS; minor modifications and 2 new figures adde

Sparse Recovery from Combined Fusion Frame Measurements

Sparse representations have emerged as a powerful tool in signal and information processing, culminated by the success of new acquisition and processing techniques such as Compressed Sensing (CS). Fusion frames are very rich new signal representation methods that use collections of subspaces instead of vectors to represent signals. This work combines these exciting fields to introduce a new sparsity model for fusion frames. Signals that are sparse under the new model can be compressively sampled and uniquely reconstructed in ways similar to sparse signals using standard CS. The combination provides a promising new set of mathematical tools and signal models useful in a variety of applications. With the new model, a sparse signal has energy in very few of the subspaces of the fusion frame, although it does not need to be sparse within each of the subspaces it occupies. This sparsity model is captured using a mixed l1/l2 norm for fusion frames. A signal sparse in a fusion frame can be sampled using very few random projections and exactly reconstructed using a convex optimization that minimizes this mixed l1/l2 norm. The provided sampling conditions generalize coherence and RIP conditions used in standard CS theory. It is demonstrated that they are sufficient to guarantee sparse recovery of any signal sparse in our model. Moreover, a probabilistic analysis is provided using a stochastic model on the sparse signal that shows that under very mild conditions the probability of recovery failure decays exponentially with increasing dimension of the subspaces

X-ray Variability Characteristics of the Seyfert 1 Galaxy NGC 3783

We have characterized the energy-dependent X-ray variability properties of the Seyfert~1 galaxy NGC 3783 using archival XMM-Newton and Rossi X-ray Timing Explorer data. The high-frequency fluctuation power spectral density function (PSD) slope is consistent with flattening towards higher energies. Light curve cross correlation functions yield no significant lags, but peak coefficients generally decrease as energy separation of the bands increases on both short and long timescales. We have measured the coherence between various X-ray bands over the temporal frequency range of 6e-8 to 1e-4 Hz; this range includes the temporal frequency of the low-frequency power spectral density function (PSD) break tentatively detected by Markowitz et al. and includes the lowest temporal frequency over which coherence has been measured in any AGN to date. Coherence is generally near unity at these temporal frequencies, though it decreases slightly as energy separation of the bands increases. Temporal frequency-dependent phase lags are detected on short time scales; phase lags are consistent with increasing as energy separation increases or as temporal frequency decreases. All of these results are similar to those obtained previously for several Seyfert galaxies and stellar-mass black hole systems. Qualitatively, these results are consistent with the variability models of Kotov et al. and Lyubarskii, wherein the X-ray variability is due to inwardly propagating variations in the local mass accretion rate.Comment: Accepted for publication in The Astrophysical Journal, 2005, vol. 635, p. 180; version 2 has minor grammatical changes; 23 pages; uses emulateapj