Rank-based estimation for all-pass time series models

An autoregressive-moving average model in which all roots of the autoregressive polynomial are reciprocals of roots of the moving average polynomial and vice versa is called an all-pass time series model. All-pass models are useful for identifying and modeling noncausal and noninvertible autoregressive-moving average processes. We establish asymptotic normality and consistency for rank-based estimators of all-pass model parameters. The estimators are obtained by minimizing the rank-based residual dispersion function given by Jaeckel [Ann. Math. Statist. 43 (1972) 1449--1458]. These estimators can have the same asymptotic efficiency as maximum likelihood estimators and are robust. The behavior of the estimators for finite samples is studied via simulation and rank estimation is used in the deconvolution of a simulated water gun seismogram.Comment: Published at http://dx.doi.org/10.1214/009053606000001316 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Non-destructive spatial heterodyne imaging of cold atoms

We demonstrate a new method for non-destructive imaging of laser-cooled atoms. This spatial heterodyne technique forms a phase image by interfering a strong carrier laser beam with a weak probe beam that passes through the cold atom cloud. The figure of merit equals or exceeds that of phase-contrast imaging, and the technique can be used over a wider range of spatial scales. We show images of a dark spot MOT taken with imaging fluences as low as 61 pJ/cm^2 at a detuning of 11 linewidths, resulting in 0.0004 photons scattered per atom.Comment: text+3 figures, submitted to Optics Letter

Shower Safety

This patient education handout shares shower safety strategies

Maximum likelihood estimation for α\alpha-stable autoregressive processes

We consider maximum likelihood estimation for both causal and noncausal autoregressive time series processes with non-Gaussian $\alpha$-stable noise. A nondegenerate limiting distribution is given for maximum likelihood estimators of the parameters of the autoregressive model equation and the parameters of the stable noise distribution. The estimators for the autoregressive parameters are $n^{1/\alpha}$-consistent and converge in distribution to the maximizer of a random function. The form of this limiting distribution is intractable, but the shape of the distribution for these estimators can be examined using the bootstrap procedure. The bootstrap is asymptotically valid under general conditions. The estimators for the parameters of the stable noise distribution have the traditional $n^{1/2}$ rate of convergence and are asymptotically normal. The behavior of the estimators for finite samples is studied via simulation, and we use maximum likelihood estimation to fit a noncausal autoregressive model to the natural logarithms of volumes of Wal-Mart stock traded daily on the New York Stock Exchange.Comment: Published in at http://dx.doi.org/10.1214/08-AOS632 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Creation of vortices in a Bose-Einstein condensate by a Raman technique

We propose a method for taking a Bose-Einstein condensate in the ground trap state simultaneously to a different atomic hyperfine state and to a vortex trap state. This can be accomplished through a Raman scheme in which one of the two copropagating laser beams has a higher-order Laguerre-Gaussian mode profile. Coefficients relating the beam waist, pulse area, and trap potentials for a complete transfer to the m = 1 vortex are calculated for a condensate in the non-interacting and strongly interacting regimes.Comment: RevTex, 4 pages, 2 PostScript figure

Gaussian Time-Dependent Variational Principle for Bosons I - Uniform Case

We investigate the Dirac time-dependent variational method for a system of non-ideal Bosons interacting through an arbitrary two body potential. The method produces a set of non-linear time dependent equations for the variational parameters. In particular we have considered small oscillations about equilibrium. We obtain generalized RPA equations that can be understood as interacting quasi-bosons, usually mentioned in the literature as having a gap. The result of this interaction provides us with scattering properties of these quasi-bosons including possible bound-states, which can include zero modes. In fact the zero mode bound state can be interpreted as a new quasi-boson with a gapless dispersion relation. Utilizing these results we discuss a straightforward scheme for introducing temperature.Comment: 28 pages, 1 figure to appear in Annals of Physic

A meta-analysis of pharmacotherapy for social anxiety disorder: an examination of efficacy, moderators, and mediators

INTRODUCTION: Social anxiety disorder (SAD) is among the most prevalent mental disorders, associated with impaired functioning and poor quality of life. Pharmacotherapy is the most widely utilized treatment option. The current study provides an updated meta-analytic review of the efficacy of pharmacotherapy and examines moderators and mediators of treatment efficacy. Areas Covered: A comprehensive search of the current literature yielded 52 randomized, pill placebo-controlled trials of pharmacotherapy for adults diagnosed with SAD. Data on potential mediators of treatment outcome were collected, as well as data necessary to calculate pooled correlation matrices to compute indirect effects. Expert Opinion: The overall effect size of pharmacotherapy for SAD is small to medium (Hedges' g = 0.41). Effect sizes were not moderated by age, sex, length of treatment, initial severity, risk of study bias, or publication year. Furthermore, reductions in symptoms mediated pharmacotherapy's effect on quality of life. Support was found for reverse mediation. Future directions may include sustained efforts to examine treatment mechanisms of pharmacotherapy using rigorous longitudinal methodology to better establish temporal precedence

Random walks and market efficiency in Chinese and Indian equity markets

Hypothesis of Market Efficiency is an important concept for the investors across the globe holding diversified portfolios. With the world economy getting more integrated day by day, more people are investing in global emerging markets. This means that it is pertinent to understand the efficiency of these markets. This paper tests for market efficiency by studying the impact of global financial crisis of 2008 and the recent Chinese crisis of 2015 on stock market efficiency in emerging stock markets of China and India. The data for last 20 years was collected from both Bombay Stock Exchange (BSE200) and the Shanghai Stock Exchange Composite Index and divided into four sub-periods, i.e. before financial crisis period (period-I), during recession (period-II), after recession and before Chinese Crisis (periodIII) and from the start of Chinese crisis till date (period- IV). Daily returns for the SSE and BSE were examined and tested for randomness using a combination of auto correlation tests, runs tests and unit root tests (Augmented Dickey-Fuller) for the entire sample period and the four sub-periods. The evidence from all these tests supports that both the Indian and Chinese stock markets do not exhibit weak form of market efficiency. They do not follow random walk overall and in the first three periods (1996 till the 2015) implying that recession did not impact the markets to a great extent, although the efficiency in percentage terms seems to be increasing after the global financial crisis of 2008

Polycation-siRNA nanoparticles can disassemble at the kidney glomerular basement membrane

Despite being engineered to avoid renal clearance, many cationic polymer (polycation)-based siRNA nanoparticles that are used for systemic delivery are rapidly eliminated from the circulation. Here, we show that a component of the renal filtration barrier—the glomerular basement membrane (GBM)—can disassemble cationic cyclodextrin-containing polymer (CDP)-based siRNA nanoparticles and, thereby, facilitate their rapid elimination from circulation. Using confocal and electron microscopies, positron emission tomography, and compartment modeling, we demonstrate that siRNA nanoparticles, but not free siRNA, accumulate and disassemble in the GBM. We also confirm that the siRNA nanoparticles do not disassemble in blood plasma in vitro and in vivo. This clearance mechanism may affect any nanoparticles that assemble primarily by electrostatic interactions between cationic delivery components and anionic nucleic acids (or other therapeutic entities)