Approximating Probability Densities by Iterated Laplace Approximations

The Laplace approximation is an old, but frequently used method to approximate integrals for Bayesian calculations. In this paper we develop an extension of the Laplace approximation, by applying it iteratively to the residual, i.e., the difference between the current approximation and the true function. The final approximation is thus a linear combination of multivariate normal densities, where the coefficients are chosen to achieve a good fit to the target distribution. We illustrate on real and artificial examples that the proposed procedure is a computationally efficient alternative to current approaches for approximation of multivariate probability densities. The R-package iterLap implementing the methods described in this article is available from the CRAN servers.Comment: to appear in Journal of Computational and Graphical Statistics, http://pubs.amstat.org/loi/jcg

An optimally concentrated Gabor transform for localized time-frequency components

Gabor analysis is one of the most common instances of time-frequency signal analysis. Choosing a suitable window for the Gabor transform of a signal is often a challenge for practical applications, in particular in audio signal processing. Many time-frequency (TF) patterns of different shapes may be present in a signal and they can not all be sparsely represented in the same spectrogram. We propose several algorithms, which provide optimal windows for a user-selected TF pattern with respect to different concentration criteria. We base our optimization algorithm on $l^p$-norms as measure of TF spreading. For a given number of sampling points in the TF plane we also propose optimal lattices to be used with the obtained windows. We illustrate the potentiality of the method on selected numerical examples

Online Display Advertising: Targeting and Intrusiveness

We use data from a large-scale field experiment to explore what influences the effectiveness of online advertising. We find that matching an ad to website content and increasing an ad's obtrusiveness independently increase purchase intent. However, in combination, these two strategies are ineffective. Ads that match both website content and are obtrusive do worse at increasing purchase intent than ads that do only one or the other. This failure appears to be related to privacy concerns: the negative effect of combining targeting with obtrusiveness is strongest for people who refuse to give their income and for categories where privacy matters most. Our results suggest a possible explanation for the growing bifurcation in Internet advertising between highly targeted plain text ads and more visually striking but less targeted ads

Report of the LHC Computing Grid Project. RTAG 12: Collaborative Tools

This document is the final report of the LHC Computing Grid (LCG) Project's Requirements and Technical Assessment Group (RTAG 12) on Collaborative Tools. It presents a summary of the requirements of the LHC collaborations for Collaborative Tools, assesses the current status of those tools in common use, discusses likely relevant future development, and provides recommendations for action by the LCG, the collaborations, and CERN for the immediate and long-term future. The requirements and assessments were assembled from formal and informal interactions between members of the RTAG, representatives of the LHC collaborations, CERN IT, and experts in the field of Collaborative Tools

Study of coupling loss on bi-columnar BSCCO/Ag tapes by a.c. susceptibility measurements

Coupling losses were studied in composite tapes containing superconducting material in the form of two separate stacks of densely packed filaments embedded in a metallic matrix of Ag or Ag alloy. This kind of sample geometry is quite favorable for studying the coupling currents and in particular the role of superconducting bridges between filaments. By using a.c. susceptibility technique, the electromagnetic losses as function of a.c. magnetic field amplitude and frequency were measured at the temperature T = 77 K for two tapes with different matrix composition. The length of samples was varied by subsequent cutting in order to investigate its influence on the dynamics of magnetic flux penetration. The geometrical factor $\chi_0$ which takes into account the demagnetizing effects was established from a.c. susceptibility data at low amplitudes. Losses vs frequency dependencies have been found to agree nicely with the theoretical model developed for round multifilamentary wires. Applying this model, the effective resistivity of the matrix was determined for each tape, by using only measured quantities. For the tape with pure silver matrix its value was found to be larger than what predicted by the theory for given metal resistivity and filamentary architecture. On the contrary, in the sample with a Ag/Mg alloy matrix, an effective resistivity much lower than expected was determined. We explain these discrepancies by taking into account the properties of the electrical contact of the interface between the superconducting filaments and the normal matrix. In the case of soft matrix of pure Ag, this is of poor quality, while the properties of alloy matrix seem to provoke an extensive creation of intergrowths which can be actually observed in this kind of samples.Comment: 20 pages 11 figure, submitted to Superconductor Science and Technolog

Inter- and Intragranular Effects in Superconducting Compacted Platinum Powders

Compacted platinum powders exhibit a sharp onset of diamagnetic screening at $T \simeq 1.9$ mK in zero magnetic field in all samples investigated. This sharp onset is interpreted in terms of the intragranular transition into the superconducting state. At lower temperatures, the magnetic ac susceptibility strongly depends on the ac field amplitude and reflects the small intergranular critical current density $j_{c}$. This critical current density shows a strong dependence on the packing fraction f of the granular samples. Surprisingly, $j_{c}$ increases significantly with decreasing f ($j_{c}(B=0, T=0) \simeq 0.07$ A/cm$^{2}$ for f = 0.67 and $j_{c}(B=0, T=0) \simeq 0.8$ A/cm$^{2}$ for f = 0.50). The temperature dependence of $j_{c}$ shows strong positive curvature over a wide temperature range for both samples. The phase diagrams of inter- and intragranular superconductivity for different samples indicate that the granular structure might play the key role for an understanding of the origin of superconductivity in the platinum compacts.Comment: 11 pages including 9 figures. To appear in Phys. Rev. B in Nov. 0

An update on the Hirsch conjecture

The Hirsch conjecture was posed in 1957 in a letter from Warren M. Hirsch to George Dantzig. It states that the graph of a d-dimensional polytope with n facets cannot have diameter greater than n - d. Despite being one of the most fundamental, basic and old problems in polytope theory, what we know is quite scarce. Most notably, no polynomial upper bound is known for the diameters that are conjectured to be linear. In contrast, very few polytopes are known where the bound $n-d$ is attained. This paper collects known results and remarks both on the positive and on the negative side of the conjecture. Some proofs are included, but only those that we hope are accessible to a general mathematical audience without introducing too many technicalities.Comment: 28 pages, 6 figures. Many proofs have been taken out from version 2 and put into the appendix arXiv:0912.423

Implementation of an Optimal First-Order Method for Strongly Convex Total Variation Regularization

We present a practical implementation of an optimal first-order method, due to Nesterov, for large-scale total variation regularization in tomographic reconstruction, image deblurring, etc. The algorithm applies to $\mu$-strongly convex objective functions with $L$-Lipschitz continuous gradient. In the framework of Nesterov both $\mu$ and $L$ are assumed known -- an assumption that is seldom satisfied in practice. We propose to incorporate mechanisms to estimate locally sufficient $\mu$ and $L$ during the iterations. The mechanisms also allow for the application to non-strongly convex functions. We discuss the iteration complexity of several first-order methods, including the proposed algorithm, and we use a 3D tomography problem to compare the performance of these methods. The results show that for ill-conditioned problems solved to high accuracy, the proposed method significantly outperforms state-of-the-art first-order methods, as also suggested by theoretical results.Comment: 23 pages, 4 figure

Toward a global description of the nucleus-nucleus interaction

Extensive systematization of theoretical and experimental nuclear densities and of optical potential strengths exctracted from heavy-ion elastic scattering data analyses at low and intermediate energies are presented.The energy-dependence of the nuclear potential is accounted for within a model based on the nonlocal nature of the interaction.The systematics indicate that the heavy-ion nuclear potential can be described in a simple global way through a double-folding shape,which basically depends only on the density of nucleons of the partners in the collision.The poissibility of extracting information about the nucleon-nucleon interaction from the heavy-ion potential is investigated.Comment: 12 pages,12 figure