7,058 research outputs found

    Non-Gaussian dynamic Bayesian modelling for panel data

    Get PDF
    A first order autoregressive non-Gaussian model for analysing panel data is proposed. The main feature is that the model is able to accommodate fat tails and also skewness, thus allowing for outliers and asymmetries. The modelling approach is to gain sufficient flexibility, without sacrificing interpretability and computational ease. The model incorporates individual effects and we pay specific attention to the elicitation of the prior. As the prior structure chosen is not proper, we derive conditions for the existence of the posterior. By considering a model with individual dynamic parameters we are also able to formally test whether the dynamic behaviour is common to all units in the panel. The methodology is illustrated with two applications involving earnings data and one on growth of countries.autoregressive modelling; growth convergence; individual effects; labour earnings; prior elicitation; posterior existence; skewed distributions

    Model-based Clustering of non-Gaussian Panel Data

    Get PDF
    In this paper we propose a model-based method to cluster units within a panel. The underlying model is autoregressive and non-Gaussian, allowing for both skewness and fat tails, and the units are clustered according to their dynamic behaviour and equilibrium level. Inference is addressed from a Bayesian perspective and model comparison is conducted using the formal tool of Bayes factors. Particular attention is paid to prior elicitation and posterior propriety. We suggest priors that require little subjective input from the user and possess hierarchical structures that enhance the robustness of the inference. Two examples illustrate the methodology: one analyses economic growth of OECD countries and the second one investigates employment growth of Spanish manufacturing firmsautoregressive modelling; employment growth; GDP growth convergence; hierarchical prior; model comparison; posterior propriety; skewness

    On Describing Multivariate Skewness: A Directional Approach

    Get PDF
    Most multivariate measures of skewness in the literature measure the overall skewness of a distribution. While these measures are perfectly adequate for testing the hypothesis of distributional symmetry, their relevance for describing skewed distributions is less obvious. In this article, we consider the problem of characterising the skewness of multivariate distributions. We define directional skewness as the skewness along a direction and analyse parametric classes of skewed distributions using measures based on directional skewness. The analysis brings further insight into the classes, allowing for a more informed selection of particular classes for particular applications. In the context of Bayesian linear regression under skewed error we use the concept of directional skewness twice. First in the elicitation of a prior on the parameters of the error distribution, and then in the analysis of the skewness of the posterior distribution of the regression residuals.Bayesian methods, Multivariate distribution, Multivariate regression, Prior elicitation, Skewness.

    Hyperbolic Metamaterial Resonator-Antenna Scheme for Large, Broadband Emission Enhancement and Single Photon Collection

    Full text link
    We model the broadband enhancement of single-photon emission from color centres in silicon carbide nanocrystals coupled to a planar hyperbolic metamaterial, HMM resonator. The design is based on positioning the single photon emitters within the HMM resonator, made of a dielectric index-matched with silicon-carbide material. The broadband response results from the successive resonance peaks of the lossy Fabry Perot structure modes arising within the high-index HMM cavity. To capture this broadband enhancement in the single photon emitters spontaneous emission, we placed a simple gold based cylindrical antenna on top of the HMM resonator. We analyzed the performance of this HMM coupled antenna structure in terms of the Purcell enhancement, quantum efficiency, collection efficiency and overall collected photon rate. For perpendicular dipole orientation relative to the interface, the HMM coupled antenna resonator leads to a significantly large spontaneous emission enhancement with Purcell factor of the order of 250 along with a very high average total collected photon rate, CPR of about 30 over a broad emission spectrum, 700 nm to 1000 nm. The peak CPR increases to about 80 at 900 nm, corresponding to the emission of silicon-carbide quantum emitters. This is a state of the art improvement considering the previous computational designs have reported a maximum average CPR of 25 across the nitrogen-vacancy centre emission spectrum, 600 nm to 800 nm with the highest value being about 40 at 650 nm

    Slow light with flat or offset band edges in multi-mode fiber with two gratings

    Full text link
    We consider mode coupling in multimode optical fibers using either two Bragg gratings or a Bragg grating and a long-period grating. We show that the magnitude of the band edge curvature can be controlled leading to a flat, quartic band-edge or to two band edges at distinct, nonequivalent kk-values, allowing precise control of slow light propagation.Comment: 6 pages, 3 figure

    Canonical quantization of macroscopic electrodynamics in a linear, inhomogeneous magneto-electric medium

    Full text link
    We present a canonical quantization of macroscopic electrodynamics. The results apply to inhomogeneous media with a broad class of linear magneto-electric responses which are consistent with the Kramers-Kronig and Onsager relations. Through its ability to accommodate strong dispersion and loss, our theory provides a rigorous foundation for the study of quantum optical processes in structures incorporating metamaterials, provided these may be modeled as magneto-electric media. Previous canonical treatments of dielectric and magneto-dielectric media have expressed the electromagnetic field operators in either a Green function or mode expansion representation. Here we present our results in the mode expansion picture with a view to applications in guided wave and cavity quantum optics.Comment: Submitted to Physical Review A 24/07/201

    The prevalence and nature of the use of preconception services by women with chronic health conditions: An integrative review

    Full text link
    © 2015 Steel et al. Background: There is growing evidence that preconception care may have an important role in preventing short and long term adverse health consequences for women and their offspring. This is particularly the case for women with chronic health conditions due to the rising prevalence of chronic disease in global populations. With this in mind, this paper presents an integrative systematic review of contemporary research outlining the use of preconception services and practices by women with chronic health conditions. Methods: A search was conducted through PubMed, CINAHL, AMED, and Maternity and Infant Care databases which identified 672 papers examining preconception care and preconception services for women with chronic health conditions. Fourteen papers which were written in English, presented original research, and reported on the prevalence or nature of use of preconception care by women with chronic health conditions were included in the review. Critical appraisal of study quality and thematic categorical grouping of identified papers was undertaken. Results: Current research evidence, as identified through this review, examines three major topic areas: the prevalence of preconception care practices, use of services and characteristics of users; knowledge of the value and impact of preconception care and availability of preconception services for women with chronic health conditions; and women's attitudes, approaches and experiences of preconception care and preconception services. Prevalence estimates of engagement with preconception care range between 18.1% and 45%, with most studies focusing on women with type 1 or 2 diabetes. Significant gaps in women's knowledge of preconception care for women with chronic health conditions were also identified. Women with chronic health conditions reported experiencing emotional distress as a result of their engagement with preconception care services. They also commonly described feeling a need to employ discipline to comply with preconception care programs, and experiencing a fear of pregnancy complications. Conclusion: Future research requires a broad and sophisticated approach to research design and analysis, improved consideration of temporal changes to women's health behaviour, representative samples to more effectively inform health policy, and a deeper understanding of women's motivations, attitudes and perceptions of preconception care to assist in the development of tailored preconception health services
    corecore