Noisy Monte Carlo: Convergence of Markov chains with approximate transition kernels

Monte Carlo algorithms often aim to draw from a distribution $\pi$ by simulating a Markov chain with transition kernel $P$ such that $\pi$ is invariant under $P$. However, there are many situations for which it is impractical or impossible to draw from the transition kernel $P$. For instance, this is the case with massive datasets, where is it prohibitively expensive to calculate the likelihood and is also the case for intractable likelihood models arising from, for example, Gibbs random fields, such as those found in spatial statistics and network analysis. A natural approach in these cases is to replace $P$ by an approximation $\hat{P}$. Using theory from the stability of Markov chains we explore a variety of situations where it is possible to quantify how 'close' the chain given by the transition kernel $\hat{P}$ is to the chain given by $P$. We apply these results to several examples from spatial statistics and network analysis.Comment: This version: results extended to non-uniformly ergodic Markov chain

A catalogue of [Fe/H] determinations : 1996 edition

The Catalogue of [Fe/H] determinations has been updated and now includes 5946 determinations for 3247 stars (with 751 stars in 84 associations, clusters or galaxies). The 700 bibliographical references are complete up to December 1995 and refer only to [Fe/H] determinations obtained from high-resolution spectroscopic observations. The Catalogue also gives the spectral type, the object type, the visual magnitude and colour, as well as determinations of the effective temperature and gravity for each star, when available. In this paper, we comment on the Catalogue, the parameters listed in it, its stellar content,and the precautions that should be observed when using it. The full Catalogue is only available in electronic form at the CDS or upon request ([email protected]).Comment: 7 pages (Latex, A&A style), 4 PostScript figures, to be published in A&A Supplement Series in jul

Binary coalescence from case A evolution -- mergers and blue stragglers

We constructed some main-sequence mergers from case A binary evolution and studied their characteristics via Eggleton's stellar evolution code. Both total mass and orbital angular momentum are conservative in our binary evolutions. Some mergers might be on the left of the ZAMS as defined by normal surface composition on a CMD because of enhanced surface helium content. The study also shows that central hydrogen content of the mergers is independent of mass. As a consequence, we fit the formula of magnitude and B-V of the mergers when they return back to thermal equilibrium with maximum error 0.29 and 0.037, respectively. Employing the consequences above, we performed Monte Carlo simulations to examine our models in NGC 2682 and NGC 2660. In NGC 2682, binary mergers from our models cover the region with high luminosity, but its importance is much less than that of AML. Our results are well-matched to the observations of NGC2660 if there is about 0.5Mo of mass loss in the merger process.Comment: 14 pages, 12 figures. accepted by MNRA

Transport behavior of holes in boron delta-doped diamond structures

Boron delta-doped diamond structures have been synthesized using microwave plasma chemical vapor deposition and fabricated into FET and gated Hall bar devices for assessment of the electrical characteristics. A detailed study of variable temperature Hall, conductivity, and field-effect mobility measurements was completed. This was supported by Schr€dinger-Poisson and relaxation time o calculations based upon application of Fermi’s golden rule. A two carrier-type model was developed with an activation energy of $0.2 eV between the delta layer lowest subband with mobility$1 cm2/Vs and the bulk valence band with high mobility. This new understanding of the transport of holes in such boron delta-doped structures has shown that although Hall mobility as high as 900 cm2/Vs was measured at room temperature, this dramatically overstates the actual useful performance of the device

Bayesian model comparison with un-normalised likelihoods

Models for which the likelihood function can be evaluated only up to a parameter-dependent unknown normalizing constant, such as Markov random field models, are used widely in computer science, statistical physics, spatial statistics, and network analysis. However, Bayesian analysis of these models using standard Monte Carlo methods is not possible due to the intractability of their likelihood functions. Several methods that permit exact, or close to exact, simulation from the posterior distribution have recently been developed. However, estimating the evidence and Bayes’ factors for these models remains challenging in general. This paper describes new random weight importance sampling and sequential Monte Carlo methods for estimating BFs that use simulation to circumvent the evaluation of the intractable likelihood, and compares them to existing methods. In some cases we observe an advantage in the use of biased weight estimates. An initial investigation into the theoretical and empirical properties of this class of methods is presented. Some support for the use of biased estimates is presented, but we advocate caution in the use of such estimates

Survey for Transiting Extrasolar Planets in Stellar Systems. II. Spectrophotometry and Metallicities of Open Clusters

We present metallicity estimates for seven open clusters based on spectrophotometric indices from moderate-resolution spectroscopy. Observations of field giants of known metallicity provide a correlation between the spectroscopic indices and the metallicity of open cluster giants. We use \chi^2 analysis to fit the relation of spectrophotometric indices to metallicity in field giants. The resulting function allows an estimate of the target-cluster giants' metallicities with an error in the method of \pm0.08 dex. We derive the following metallicities for the seven open clusters: NGC 1245, [m/H]=-0.14\pm0.04; NGC 2099, [m/H]=+0.05\pm0.05; NGC 2324, [m/H]=-0.06\pm0.04; NGC 2539, [m/H]=-0.04\pm0.03; NGC 2682 (M67), [m/H]=-0.05\pm0.02; NGC 6705, [m/H]=+0.14\pm0.08; NGC 6819, [m/H]=-0.07\pm0.12. These metallicity estimates will be useful in planning future extra-solar planet transit searches since planets may form more readily in metal-rich environments.Comment: 38 pages, including 12 figures. Accepted for publication in A

Bayesian Parameter Estimation for Latent Markov Random Fields and Social Networks

Undirected graphical models are widely used in statistics, physics and machine vision. However Bayesian parameter estimation for undirected models is extremely challenging, since evaluation of the posterior typically involves the calculation of an intractable normalising constant. This problem has received much attention, but very little of this has focussed on the important practical case where the data consists of noisy or incomplete observations of the underlying hidden structure. This paper specifically addresses this problem, comparing two alternative methodologies. In the first of these approaches particle Markov chain Monte Carlo (Andrieu et al., 2010) is used to efficiently explore the parameter space, combined with the exchange algorithm (Murray et al., 2006) for avoiding the calculation of the intractable normalising constant (a proof showing that this combination targets the correct distribution in found in a supplementary appendix online). This approach is compared with approximate Bayesian computation (Pritchard et al., 1999). Applications to estimating the parameters of Ising models and exponential random graphs from noisy data are presented. Each algorithm used in the paper targets an approximation to the true posterior due to the use of MCMC to simulate from the latent graphical model, in lieu of being able to do this exactly in general. The supplementary appendix also describes the nature of the resulting approximation.Comment: 26 pages, 2 figures, accepted in Journal of Computational and Graphical Statistics (http://www.amstat.org/publications/jcgs.cfm

Stellar mass and age determinations - I. Grids of stellar models from Z=0.006 to 0.04 and M=0.5 to 3.5 Msun

We present dense grids of stellar models suitable for comparison with observable quantities measured with great precision, such as those derived from binary systems or planet-hosting stars. We computed new Geneva models without rotation at metallicities Z=0.006, 0.01, 0.014, 0.02, 0.03 and 0.04 (i.e. [Fe/H] from -0.33 to +0.54) and with mass in small steps from 0.5 to 3.5 Msun. Great care was taken in the procedure for interpolating between tracks in order to compute isochrones. Several properties of our grids are presented as a function of stellar mass and metallicity. Those include surface properties in the Hertzsprung-Russell diagram, internal properties including mean stellar density, sizes of the convective cores, and global asteroseismic properties. We checked our interpolation procedure and compared interpolated tracks with computed tracks. The deviations are less than 1% in radius and effective temperatures for most of the cases considered. We also checked that the present isochrones provide nice fits to four couples of observed detached binaries and to the observed sequences of the open clusters NGC 3532 and M67. Including atomic diffusion in our models with M<1.1 Msun leads to variations in the surface abundances that should be taken into account when comparing with observational data of stars with measured metallicities. For that purpose, iso-Zsurf lines are computed. These can be requested for download from a dedicated web page together with tracks at masses and metallicities within the limits covered by the grids. The validity of the relations linking Z and FeH is also re-assessed in light of the surface abundance variations in low-mass stars.Comment: Accepted for publication in A&

Electromagnetic Reduction of Plasma Density During Atmospheric Reentry and Hypersonic Flights

Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/76341/1/AIAA-32147-259.pd