Selection of proposal distributions for generalized importance sampling estimators

The standard importance sampling (IS) estimator, generally does not work well in examples involving simultaneous inference on several targets as the importance weights can take arbitrarily large values making the estimator highly unstable. In such situations, alternative generalized IS estimators involving samples from multiple proposal distributions are preferred. Just like the standard IS, the success of these multiple IS estimators crucially depends on the choice of the proposal distributions. The selection of these proposal distributions is the focus of this article. We propose three methods based on (i) a geometric space filling coverage criterion, (ii) a minimax variance approach, and (iii) a maximum entropy approach. The first two methods are applicable to any multi-proposal IS estimator, whereas the third approach is described in the context of Doss's (2010) two-stage IS estimator. For the first method we propose a suitable measure of coverage based on the symmetric Kullback-Leibler divergence, while the second and third approaches use estimates of asymptotic variances of Doss's (2010) IS estimator and Geyer's (1994) reverse logistic estimator, respectively. Thus, we provide consistent spectral variance estimators for these asymptotic variances. The proposed methods for selecting proposal densities are illustrated using various detailed examples

Sequential Empirical Bayes method for filtering dynamic spatiotemporal processes

We consider online prediction of a latent dynamic spatiotemporal process and estimation of the associated model parameters based on noisy data. The problem is motivated by the analysis of spatial data arriving in real-time and the current parameter estimates and predictions are updated using the new data at a fixed computational cost. Estimation and prediction is performed within an empirical Bayes framework with the aid of Markov chain Monte Carlo samples. Samples for the latent spatial field are generated using a sampling importance resampling algorithm with a skewed-normal proposal and for the temporal parameters using Gibbs sampling with their full conditionals written in terms of sufficient quantities which are updated online. The spatial range parameter is estimated by a novel online implementation of an empirical Bayes method, called herein sequential empirical Bayes method. A simulation study shows that our method gives similar results as an offline Bayesian method. We also find that the skewed-normal proposal improves over the traditional Gaussian proposal. The application of our method is demonstrated for online monitoring of radiation after the Fukushima nuclear accident

Level-spacing distribution of a fractal matrix

We diagonalize numerically a Fibonacci matrix with fractal Hilbert space structure of dimension $d_{f}=1.8316...$ We show that the density of states is logarithmically normal while the corresponding level-statistics can be described as critical since the nearest-neighbor distribution function approaches the intermediate semi-Poisson curve. We find that the eigenvector amplitudes of this matrix are also critical lying between extended and localized.Comment: 6 pages, Latex file, 4 postscript files, published in Phys. Lett. A289 pp 183-7 (2001

Exclusive Operation Strategy for the Supervisory Control of Series Hybrid Electric Vehicles

Supervisory control systems (SCSs) are used to manage the powertrain of hybrid electric vehicles (HEV). This paper presents a novel SCS called Exclusive operation strategy (XOS) that applies simple rules based on the idea that batteries are efficient at lower loads while engines and generators are efficient at higher loads. The XOS is developed based on insights gained from three conventional SCSs for series HEVs: Thermostat control strategy (TCS), Power follower control strategy (PFCS) and Global equivalent consumption minimization strategy (GECMS). Also, recent technological developments have been considered to make the XOS more suited to modern HEVs than conventional SCSs. The resulting control decisions are shown to emulate the operation of approximate global optimal solutions and thus achieve significant improvement in fuel economy as compared to TCS and PFCS. In addition, the generally linear relationship between required power and engine power for the XOS provides auditory cues to the driver that are comparable to conventional vehicles, thus reducing barriers to adopting HEVs. The simplicity and effectiveness of the XOS makes it a practical SCS

Disclosure of researcher allegiance in meta-analyses and randomised controlled trials of psychotherapy: a systematic appraisal

Psychotherapy research may suffer from factors such as a researchers own therapy allegiance. The aim of this study was to evaluate if researcher allegiance (RA) was reported in meta-analyses and randomised controlled trials (RCTs) of psychotherapeutic treatments.Systematic approach using meta-analyses of different types of psychotherapies.Medline, PsycINFO and Cochrane Database of Systematic Reviews.We evaluated meta-analyses of RCTs regarding various types of psychotherapies. Meta-analyses were eligible if they included at least one RCT with RA and they were published in journals in Medline, PsycINFO and Cochrane Database of Systematic Reviews with an impact factor larger than 5.We identified 146 eligible meta-analyses that synthesised data from a total of 1198 unique RCTs. Only 25 of the meta-analyses (17.2%) reported allegiance and only 6 (4.1%) used a proper method to control its effect. Of the 1198 eligible primary RCTs, 793 (66.3%) were allegiant. Authors in 25 of these 793 RCTs (3.2%) reported their allegiance while only one study (0.2%) controlled for its effect.The vast majority among a group of published meta-analyses and RCTs of psychotherapeutic treatments seldom reported and evaluated the allegiance effect. The results of the present study highlight a major lack of this information in meta-analyses and their included studies, though meta-analyses perform slightly better than RCTs. Stringent guidelines should be adopted by journals in order to improve reporting and attenuate possible effects of RA in future research

Dielectric relaxation and Charge trapping characteristics study in Germanium based MOS devices with HfO2 /Dy2O3 gate stacks

In the present work we investigate the dielectric relaxation effects and charge trapping characteristics of HfO2 /Dy2O3 gate stacks grown on Ge substrates. The MOS devices have been subjected to constant voltage stress (CVS) conditions at accumulation and show relaxation effects in the whole range of applied stress voltages. Applied voltage polarities as well as thickness dependence of the relaxation effects have been investigated. Charge trapping is negligible at low stress fields while at higher fields (>4MV/cm) it becomes significant. In addition, we give experimental evidence that in tandem with the dielectric relaxation effect another mechanism- the so-called Maxwell-Wagner instability- is present and affects the transient current during the application of a CVS pulse. This instability is also found to be field dependent thus resulting in a trapped charge which is negative at low stress fields but changes to positive at higher fields.Comment: 27pages, 10 figures, 3 tables, regular journal contribution (accepted in IEEE TED, Vol.50, issue 10

Critical Quantum Chaos in 2D Disordered Systems with Spin-Orbit Coupling

We examine the validity of the recently proposed semi-Poisson level spacing distribution function P(S), which characterizes `critical quantum chaos', in 2D disordered systems with spin-orbit coupling. At the Anderson transition we show that the semi-Poisson P(S) can describe closely the critical distribution obtained with averaged boundary conditions, over Dirichlet in one direction with periodic in the other and Dirichlet in both directions. We also obtain a sub-Poisson linear number variance $\Sigma_{2}(E)\approx \chi_{0}+ \chi E$, with asymptotic value $\chi\approx0.07$. The obtained critical statistics, intermediate between Wigner and Poisson, is relevant for disordered systems and chaotic models.Comment: 4 pages with 5 figure

One-Dimensional Extended States in Partially Disordered Planar Systems

We obtain analytically a continuum of one-dimensional ballistic extended states in a two-dimensional disordered system, which consists of compactly coupled random and pure square lattices. The extended states give a marginal metallic phase with finite conductivity $\sigma_{0}=2e^2/h$ in a wide energy range, whose boundaries define the mobility edges of a first-order metal-insulator transition. We show current-voltage duality, $H_{\parallel}/T$ scaling of the conductivity in parallel magnetic field $H_{\parallel}$ and non-Fermi liquid properties when long-range electron-electron interactions are included.Comment: 4 pages, revtex file, 3 postscript file