1,088 research outputs found
Variational Bayes with Intractable Likelihood
Variational Bayes (VB) is rapidly becoming a popular tool for Bayesian
inference in statistical modeling. However, the existing VB algorithms are
restricted to cases where the likelihood is tractable, which precludes the use
of VB in many interesting situations such as in state space models and in
approximate Bayesian computation (ABC), where application of VB methods was
previously impossible. This paper extends the scope of application of VB to
cases where the likelihood is intractable, but can be estimated unbiasedly. The
proposed VB method therefore makes it possible to carry out Bayesian inference
in many statistical applications, including state space models and ABC. The
method is generic in the sense that it can be applied to almost all statistical
models without requiring too much model-based derivation, which is a drawback
of many existing VB algorithms. We also show how the proposed method can be
used to obtain highly accurate VB approximations of marginal posterior
distributions.Comment: 40 pages, 6 figure
Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models
We express the mean and variance terms in a double exponential regression
model as additive functions of the predictors and use Bayesian variable
selection to determine which predictors enter the model, and whether they enter
linearly or flexibly. When the variance term is null we obtain a generalized
additive model, which becomes a generalized linear model if the predictors
enter the mean linearly. The model is estimated using Markov chain Monte Carlo
simulation and the methodology is illustrated using real and simulated data
sets.Comment: 8 graphs 35 page
A First-Principles Approach to Insulators in Finite Electric Fields
We describe a method for computing the response of an insulator to a static,
homogeneous electric field. It consists of iteratively minimizing an electric
enthalpy functional expressed in terms of occupied Bloch-like states on a
uniform grid of k points. The functional has equivalent local minima below a
critical field E_c that depends inversely on the density of k points; the
disappearance of the minima at E_c signals the onset of Zener breakdown. We
illustrate the procedure by computing the piezoelectric and nonlinear
dielectric susceptibility tensors of III-V semiconductors.Comment: 4 pages, with 1 postscript figure embedded. Uses REVTEX and epsf
macros. Also available at
http://www.physics.rutgers.edu/~dhv/preprints/is_ef/index.htm
Maximally-localized generalized Wannier functions for composite energy bands
We discuss a method for determining the optimally-localized set of
generalized Wannier functions associated with a set of Bloch bands in a
crystalline solid. By ``generalized Wannier functions'' we mean a set of
localized orthonormal orbitals spanning the same space as the specified set of
Bloch bands. Although we minimize a functional that represents the total spread
sum_n [ _n - _n^2 ] of the Wannier functions in real space, our method
proceeds directly from the Bloch functions as represented on a mesh of
k-points, and carries out the minimization in a space of unitary matrices
U_mn^k describing the rotation among the Bloch bands at each k-point. The
method is thus suitable for use in connection with conventional
electronic-structure codes. The procedure also returns the total electric
polarization as well as the location of each Wannier center. Sample results for
Si, GaAs, molecular C2H4, and LiCl will be presented.Comment: 22 pages, two-column style with 4 postscript figures embedded. Uses
REVTEX and epsf macros. Also available at
http://www.physics.rutgers.edu/~dhv/preprints/index.html#nm_wan
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