Nonparametric Regression, Confidence Regions and Regularization

In this paper we offer a unified approach to the problem of nonparametric regression on the unit interval. It is based on a universal, honest and non-asymptotic confidence region which is defined by a set of linear inequalities involving the values of the functions at the design points. Interest will typically centre on certain simplest functions in that region where simplicity can be defined in terms of shape (number of local extremes, intervals of convexity/concavity) or smoothness (bounds on derivatives) or a combination of both. Once some form of regularization has been decided upon the confidence region can be used to provide honest non-asymptotic confidence bounds which are less informative but conceptually much simpler

Shifts in hexapod diversification and what Haldane could have said

Data on species richness and taxon age are assembled for the extant hexapod orders (insects and their six-legged relatives). Coupled with estimates of phylogenetic relatedness, and simple statistical null models, these data are used to locate where, on the hexapod tree, significant changes in the rate of cladogenesis (speciation-minus-extinction rate) have occurred. Significant differences are found between many successive pairs of sister taxa near the base of the hexapod tree, all of which are attributable to a shift in diversification rate after the origin of the Neoptera (insects with wing flexion) and before the origin of the Holometabola (insects with complete metamorphosis). No other shifts are identifiable amongst supraordinal taxa. Whilst the Coleoptera have probably diversified faster than either of their putative sister lineages, they do not stand out relative to other closely related clades. These results suggest that any Creator had a fondness for a much more inclusive clade than the Coleoptera, definitely as large as the Eumetabola (Holometabola plus bugs and their relatives), and possibly as large as the entire Neoptera. Simultaneous, hence probable causative events are discussed, of which the origin of wing flexion has been the focus of much attention

Conceptual design of an airborne laser Doppler velocimeter system for studying wind fields associated with severe local storms

An airborne laser Doppler velocimeter was evaluated for diagnostics of the wind field associated with an isolated severe thunderstorm. Two scanning configurations were identified, one a long-range (out to 10-20 km) roughly horizontal plane mode intended to allow probing of the velocity field around the storm at the higher altitudes (4-10 km). The other is a shorter range (out to 1-3 km) mode in which a vertical or horizontal plane is scanned for velocity (and possibly turbulence), and is intended for diagnostics of the lower altitude region below the storm and in the out-flow region. It was concluded that aircraft flight velocities are high enough and severe storm lifetimes are long enough that a single airborne Doppler system, operating at a range of less than about 20 km, can view the storm area from two or more different aspects before the storm characteristics change appreciably

Modality, Runs, Strings and Wavelets

The paper considers the problem of non-parametric regression with emphasis on controlling the number of local extrema. Two methods, the run method and the taut string-wavelet method, are introduced and analysed on standard test beds. It is shown that the number and location of local extreme values are consistently estimated.Rates of convergence are proved for both methods. The run method has a slow rate but can withstand blocks as well as a high proportion of isolated outliers. The rate of convergence of the taut string-wavelet method is almost optimal and the method is extremely sensitive being able to detect very low power peaks. Section 1 contains a short introduction with special reference to modality. The run method is described in Section 2 and the taut string-wavelet method in Section 3. Low power peaks are considered in Section 4. Section 5 contains a short conclusion and the proofs are given in Section 6

The granular silo as a continuum plastic flow: the hour-glass vs the clepsydra

The granular silo is one of the many interesting illustrations of the thixotropic property of granular matter: a rapid flow develops at the outlet, propagating upwards through a dense shear flow while material at the bottom corners of the container remains static. For large enough outlets, the discharge flow is continuous; however, by contrast with the clepsydra for which the flow velocity depends on the height of fluid left in the container, the discharge rate of granular silos is constant. Implementing a plastic rheology in a 2D Navier-Stokes solver (following the mu(I)-rheology or a constant friction), we simulate the continuum counterpart of the granular silo. Doing so, we obtain a constant flow rate during the discharge and recover the Beverloo scaling independently of the initial filling height of the silo. We show that lowering the value of the coefficient of friction leads to a transition toward a different behavior, similar to that of a viscous fluid, and where the filling height becomes active in the discharge process. The pressure field shows that large enough values of the coefficient of friction ($\simeq$ 0.3) allow for a low-pressure cavity to form above the outlet, and can thus explain the Beverloo scaling. In conclusion, the difference between the discharge of a hourglass and a clepsydra seems to reside in the existence or not of a plastic yield stress.Comment: 6 pages, 6 figure

Measurements continuous in time and a posteriori states in quantum

Measurements continuous in time were consistently introduced in quantum mechanics and applications worked out, mainly in quantum optics. In this context a quantum filtering theory has been developed giving the reduced state after the measurement when a certain trajectory of the measured observables is registered (the a posteriori states). In this paper a new derivation of filtering equations is presented, in the cases of counting processes and of measurement processes of diffusive type. It is also shown that the equation for the a posteriori dynamics in the diffusive case can be obtained, by a suitable limit, from that one in the counting case. Moreover, the paper is intended to clarify the meaning of the various concepts involved and to discuss the connections among them. As an illustration of the theory, simple models are worked out.Comment: 31 page. See also related papers at http://www.maths.nott.ac.uk/personal/vpb/research/mes_fou.html and http://www.maths.nott.ac.uk/personal/vpb/research/fil_con.htm

Diffusion Approximation of Stochastic Master Equations with Jumps

In the presence of quantum measurements with direct photon detection the evolution of open quantum systems is usually described by stochastic master equations with jumps. Heuristically, from these equations one can obtain diffusion models as approximation. A necessary condition for a general diffusion approximation for jump master equations is presented. This approximation is rigorously proved by using techniques for Markov process which are based upon the convergence of Markov generators and martingale problems. This result is illustrated by rigorously obtaining the diffusion approximation for homodyne and heterodyne detection.Comment: 15 page

Growth mechanisms of perturbations in boundary layers over a compliant wall

The temporal modal and nonmodal growth of three-dimensional perturbations in the boundary-layer flow over an infinite compliant flat wall is considered. Using a wall-normal velocity/wall-normal vorticity formalism, the dynamic boundary condition at the compliant wall admits a linear dependence on the eigenvalue parameter, as compared to a quadratic one in the canonical formulation of the problem. This greatly simplifies the accurate calculation of the continuous spectrum by means of a spectral method, thereby yielding a very effective filtering of the pseudospectra as well as a clear identification of instability regions. The regime of global instability is found to be matching the regime of the favorable phase of the forcing by the flow on the compliant wall so as to enhance the amplitude of the wall. An energy-budget analysis for the least-decaying hydroelastic (static-divergence, traveling-wave-flutter and near-stationary transitional) and Tollmien--Schlichting modes in the parameter space reveals the primary routes of energy flow. Moreover, the flow exhibits a slower transient growth for the maximum growth rate of a superposition of streamwise-independent modes due to a complex dependence of the wall-boundary condition with the Reynolds number. The initial and optimal perturbations are compared with the boundary-layer flow over a solid wall; differences and similarities are discussed. Unlike the solid-wall case, viscosity plays a pivotal role in the transient growth. A slowdown of the maximum growth rate with the Reynolds number is uncovered and found to originate in the transition of the fluid-solid interaction from a two-way to a one-way coupling. Finally, a term-by-term energy budget analysis is performed to identify the key contributors to the transient growth mechanism

Precision Charmonium Spectroscopy From Lattice QCD

We present results for Charmonium spectroscopy using Non-Relativistic QCD (NRQCD). For the NRQCD action the leading order spin-dependent and next to leading order spin-independent interactions have been included with tadpole-improved coefficients. We use multi-exponential fits to multiple correlation functions to extract ground and excited $S$ states. Splittings between the lowest $S$, $P$ and $D$ states are given and we have accurate values for the $S$ state hyperfine splitting and the $\chi_c$ fine structure. Agreement with experiment is good - the remaining systematic errors are discussed.Comment: 23 pages uuencoded latex file. Contains figures in late

If you can't be with the one you love, love the one you're with: How individual habituation of agent interactions improves global utility

Simple distributed strategies that modify the behaviour of selfish individuals in a manner that enhances cooperation or global efficiency have proved difficult to identify. We consider a network of selfish agents who each optimise their individual utilities by coordinating (or anti-coordinating) with their neighbours, to maximise the pay-offs from randomly weighted pair-wise games. In general, agents will opt for the behaviour that is the best compromise (for them) of the many conflicting constraints created by their neighbours, but the attractors of the system as a whole will not maximise total utility. We then consider agents that act as 'creatures of habit' by increasing their preference to coordinate (anti-coordinate) with whichever neighbours they are coordinated (anti-coordinated) with at the present moment. These preferences change slowly while the system is repeatedly perturbed such that it settles to many different local attractors. We find that under these conditions, with each perturbation there is a progressively higher chance of the system settling to a configuration with high total utility. Eventually, only one attractor remains, and that attractor is very likely to maximise (or almost maximise) global utility. This counterintutitve result can be understood using theory from computational neuroscience; we show that this simple form of habituation is equivalent to Hebbian learning, and the improved optimisation of global utility that is observed results from wellknown generalisation capabilities of associative memory acting at the network scale. This causes the system of selfish agents, each acting individually but habitually, to collectively identify configurations that maximise total utility