Statistical Inference for Partially Observed Markov Processes via the R Package pomp

Partially observed Markov process (POMP) models, also known as hidden Markov models or state space models, are ubiquitous tools for time series analysis. The R package pomp provides a very flexible framework for Monte Carlo statistical investigations using nonlinear, non-Gaussian POMP models. A range of modern statistical methods for POMP models have been implemented in this framework including sequential Monte Carlo, iterated filtering, particle Markov chain Monte Carlo, approximate Bayesian computation, maximum synthetic likelihood estimation, nonlinear forecasting, and trajectory matching. In this paper, we demonstrate the application of these methodologies using some simple toy problems. We also illustrate the specification of more complex POMP models, using a nonlinear epidemiological model with a discrete population, seasonality, and extra-demographic stochasticity. We discuss the specification of user-defined models and the development of additional methods within the programming environment provided by pomp.Comment: In press at the Journal of Statistical Software. A version of this paper is provided at the pomp package website: http://kingaa.github.io/pom

Magnetic Excitations in the High Tc Iron Pnictides

We calculate the expected finite frequency neutron scattering intensity based on the two-sublattice collinear antiferromagnet found by recent neutron scattering experiments as well as by theoretical analysis on the iron oxypnictide LaOFeAs. We consider two types of superexchange couplings between Fe atoms: nearest-neighbor coupling J1 and next-nearest-neighbor coupling J2. We show how to distinguish experimentally between ferromagnetic and antiferromagnetic J1. Whereas magnetic excitations in the cuprates display a so-called resonance peak at (pi,pi) (corresponding to a saddlepoint in the magnetic spectrum) which is at a wavevector that is at least close to nesting Fermi-surface-like structures, no such corresponding excitations exist in the iron pnictides. Rather, we find saddlepoints near (pi,pi/2) and (0,pi/2)(and symmetry related points). Unlike in the cuprates, none of these vectors are close to nesting the Fermi surfaces.Comment: 4 pages, 5 figure

Spin-chirality decoupling in the one-dimensional Heisenberg spin glass with long-range power-law interactions

We study the issue of the spin-chirality decoupling/coupling in the ordering of the Heisenberg spin glass by performing large-scale Monte Carlo simulations on a one-dimensional Heisenberg spin-glass model with a long-range power-law interaction up to large system sizes. We find that the spin-chirality decoupling occurs for an intermediate range of the power-law exponent. Implications to the corresponding $d$-dimensional short-range model is discussed.Comment: 5 pages, 4 figures, to appear in Physical Review Letter

Monte Carlo studies of the chiral and spin orderings of the three-dimensional Heisenberg spin glass

The nature of the ordering of the three-dimensional isotropic Heisenberg spin glass with nearest-neighbor random Gaussian coupling is studied by extensive Monte Carlo simulations. Several independent physical quantities are measured both for the spin and for the chirality, including the correlation-length ratio, the Binder ratio, the glass order parameter, the overlap distribution function and the non-self-averageness parameter. By controlling the effect of the correction-to-scaling, we have obtained a numerical evidence for the occurrence of successive chiral-glass and spin-glass transitions at nonzero temperatures, T_{CG} > T_{SG} > 0. Hence, the spin and the chirality are decoupled in the ordering of the model. The chiral-glass exponents are estimated to be \nu_{CG}=1.4+-0.2 and \eta_{CG}=0.6+-0.2, indicating that the chiral-glass transition lies in a universality class different from that of the Ising spin glass. The possibility that the spin and chiral sectors undergo a simultaneous Kosterlitz-Thouless-type transition is ruled out. The chiral-glass state turns out to be non-self-averaging, possibly accompanying a one-step-like peculiar replica-symmetry breaking. Implications to the chirality scenario of experimental spin-glass transitions are discussed.Comment: 20 pages, 24 figures. The Chi^2-analysis of the transition point has been added with new Fig.12. Some references also adde

Solar generation and storage of O2 (a 1 delta g)

An investigation was performed of the technical steps required to design a solar powered oxygen-iodine laser. Singlet delta oxygen is formed upon transfer of energy from selected photoexcited dye molecules to ground state molecular oxygen and then is concentrated and stored as an endoperoxide by reaction with an aromatic hydrocarbon. The endoperoxide, when heated, releases singlet oxygen in high yield thus providing a regenerable source of laser fuel. Energy transfer from dye molecules to molecular oxygen was investigated. When dye molecules were adsorbed to polymer substrates it was observed that the dye became embedded in the polymer matrix. Porphin dyes were incorporated into films of 1,4-dimethyl-2-poly(vinylnaphthalene), 2PVN. An endoperoxide was formed when porphin-doped 2PVN was exposed to visible radiation. This demonstrates the possibility of generating singlet oxygen using solar energy and concentrating and storing it in one simple step. Transport of energy by exciton migration in polycrystalline dye films was also investigated

Detection of bottom ferromagnetic electrode oxidation in magnetic tunnel junctions by magnetometry measurements

Surface oxidation of the bottom ferromagnetic (FM) electrode, one of the major detrimental factors to the performance of a Magnetic Tunnel Junction (MTJ), is difficult to avoid during the fabrication process of the MTJ's tunnel barrier. Since Co rich alloys are commonly used for the FM electrodes in MTJs, over-oxidation of the tunnel barrier results in the formation of a CoO antiferromagnetic (AF) interface layer which couples with the bottom FM electrode to form a typical AF/FM exchange bias (EB) system. In this work, surface oxidation of the CoFe and CoFeB bottom electrodes was detected via magnetometry measurements of exchange-bias characterizations including the EB field, training effect, uncompensated spin density, and coercivity. Variations of these parameters were found to be related to the surface oxidation of the bottom electrode, among them the change of coercivity is most sensitive. Annealed samples show evidence for an oxygen migration back to the MgO tunnel barrier by annealing.Comment: 5 pages, 4 figues, submitted to J. Appl. Phy

Neutron transition strengths of 21+2^+_1 states in the neutron rich Oxygen isotopes determined from inelastic proton scattering

A coupled-channel analysis of the $^{18,20,22}$O$(p,p')$ data has been performed to determine the neutron transition strengths of 2$^+_1$ states in Oxygen targets, using the microscopic optical potential and inelastic form factor calculated in the folding model. A complex density- and \emph{isospin} dependent version of the CDM3Y6 interaction was constructed, based on the Brueckner-Hatree-Fock calculation of nuclear matter, for the folding model input. Given an accurate isovector density dependence of the CDM3Y6 interaction, the isoscalar ($\delta_0$) and isovector ($\delta_1$) deformation lengths of 2$^+_1$ states in $^{18,20,22}$O have been extracted from the folding model analysis of the $(p,p')$ data. A specific $N$-dependence of $\delta_0$ and $\delta_1$ has been established which can be linked to the neutron shell closure occurring at $N$ approaching 16. The strongest isovector deformation was found for 2$^+_1$ state in $^{20}$O, with $\delta_1$ about 2.5 times larger than $\delta_0$, which indicates a strong core polarization by the valence neutrons in $^{20}$O. The ratios of the neutron/proton transition matrix elements ($M_n/M_p$) determined for 2$^+_1$ states in $^{18,20}$O have been compared to those deduced from the mirror symmetry, using the measured $B(E2)$ values of 2$^+_1$ states in the proton rich $^{18}$Ne and $^{20}$Mg nuclei, to discuss the isospin impurity in the $2^+_1$ excitation of the $A=18,T=1$ and $A=20,T=2$ isobars.Comment: Version accepted for publication in Physical Review

Measuring the one-particle excitations of ultracold fermionic atoms by stimulated Raman spectroscopy

We propose a Raman spectroscopy technique which is able to probe the one-particle Green's function, the Fermi surface, and the quasiparticles of a gas of strongly interacting ultracold atoms. We give quantitative examples of experimentally accessible spectra. The efficiency of the method is validated by means of simulated images for the case of a usual Fermi liquid as well as for more exotic states: specific signatures of e.g. a d-wave pseudo-gap are clearly visible.Comment: 5 pages, 3 figures accepted for publication at Phys. Rev. Letter