6,584 research outputs found
Pattern as an Ontological Category
The paper argues that causal systems and spatial patterns are species of the same genus, namely pattern, and that a clear view of spatial patterns throws light on some aspects of the ontological nature of causal systems. In particular, it is argued that all patterns (and systems) depend on a fiat delimitation of something which in itself is a unity without borders. Pattern realism is true
Metropolis-Hastings prefetching algorithms
Prefetching is a simple and general method for single-chain parallelisation of the Metropolis-Hastings algorithm based on the idea of evaluating the posterior in parallel and ahead of time. In this paper improved Metropolis-Hastings prefetching algorithms are presented and evaluated. It is shown how to use available information to make better predictions of the future states of the chain and increase the efficiency of prefetching considerably. The optimal acceptance rate for the prefetching random walk Metropolis-Hastings algorithm is obtained for a special case and it is shown to decrease in the number of processors employed. The performance of the algorithms is illustrated using a well-known macroeconomic model. Bayesian estimation of DSGE models, linearly or nonlinearly approximated, is identified as a potential area of application for prefetching methods. The generality of the proposed method, however, suggests that it could be applied in many other contexts as well.Prefetching; Metropolis-Hastings; Parallel Computing; DSGE models; Optimal acceptance rate
Antiglobulins in relation to rheumatic diseases : development of ELISA assays and their application in prospective and family surveys
Imperial Users onl
Purely infinite crossed products by endomorphisms
We study the crossed product -algebra associated to injective
endomorphisms, which turns out to be equivalent to study the crossed product by
the dilated autormorphism. We prove that the dilation of the Bernoulli
-shift endomorphism is topologically free. As a consequence, we have a way
to twist any endomorphism of a \D-absorbing -algebra into one whose
dilated automorphism is essentially free and have the same -theory map than
the original one. This allows us to construct purely infinite crossed products
-algebras with diverse ideal structures.Comment: Corrected misprints. Clarified some points in Section 3. Added a
reference. Re-submitted to JMA
Adaptive hybrid Metropolis-Hastings samplers for DSGE models
Bayesian inference for DSGE models is typically carried out by single block random walk Metropolis, involving very high computing costs. This paper combines two features, adaptive independent Metropolis-Hastings and parallelisation, to achieve large computational gains in DSGE model estimation. The history of the draws is used to continuously improve a t-copula proposal distribution, and an adaptive random walk step is inserted at predetermined intervals to escape difficult points. In linear estimation applications to a medium scale (23 parameters) and a large scale (51 parameters) DSGE model, the computing time per independent draw is reduced by 85% and 65-75% respectively. In a stylised nonlinear estimation example (13 parameters) the reduction is 80%. The sampler is also better suited to parallelisation than random walk Metropolis or blocking strategies, so that the effective computational gains, i.e. the reduction in wall-clock time per independent equivalent draw, can potentially be much larger.Markov Chain Monte Carlo (MCMC); Adaptive Metropolis-Hastings; Parallel algorithm; DSGE model; Copula
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