Joining Forces of Bayesian and Frequentist Methodology: A Study for Inference in the Presence of Non-Identifiability

Increasingly complex applications involve large datasets in combination with non-linear and high dimensional mathematical models. In this context, statistical inference is a challenging issue that calls for pragmatic approaches that take advantage of both Bayesian and frequentist methods. The elegance of Bayesian methodology is founded in the propagation of information content provided by experimental data and prior assumptions to the posterior probability distribution of model predictions. However, for complex applications experimental data and prior assumptions potentially constrain the posterior probability distribution insufficiently. In these situations Bayesian Markov chain Monte Carlo sampling can be infeasible. From a frequentist point of view insufficient experimental data and prior assumptions can be interpreted as non-identifiability. The profile likelihood approach offers to detect and to resolve non-identifiability by experimental design iteratively. Therefore, it allows one to better constrain the posterior probability distribution until Markov chain Monte Carlo sampling can be used securely. Using an application from cell biology we compare both methods and show that a successive application of both methods facilitates a realistic assessment of uncertainty in model predictions.Comment: Article to appear in Phil. Trans. Roy. Soc.

Boundary hopping and the mobility edge in the Anderson model in three dimensions

It is shown, using high-precision numerical simulations, that the mobility edge of the 3d Anderson model depends on the boundary hopping term t in the infinite size limit. The critical exponent is independent of it. The renormalized localization length at the critical point is also found to depend on t but not on the distribution of on-site energies for box and Lorentzian distributions. Implications of results for the description of the transition in terms of a local order-parameter are discussed

Testing the Warm Dark Matter paradigm with large-scale structures

We explore the impact of a LWDM cosmological scenario on the clustering properties of large-scale structure in the Universe. We do this by extending the halo model. The new development is that we consider two components to the mass density: one arising from mass in collapsed haloes, and the second from a smooth component of uncollapsed mass. Assuming that the nonlinear clustering of dark matter haloes can be understood, then from conservation arguments one can precisely calculate the clustering properties of the smooth component and its cross-correlation with haloes. We then explore how the three main ingredients of the halo calculations, the mass function, bias and density profiles are affected by WDM. We show that, relative to CDM: the mass function is suppressed by ~50%, for masses ~100 times the free-streaming mass-scale; the bias of low mass haloes can be boosted by up to 20%; core densities of haloes can be suppressed. We also examine the impact of relic thermal velocities on the density profiles, and find that these effects are constrained to scales r<1 kpc/h, and hence of little importance for dark matter tests, owing to uncertainties in the baryonic physics. We use our modified halo model to calculate the non-linear matter power spectrum, and find significant small-scale power in the model. However, relative to the CDM case, the power is suppressed. We then calculate the expected signal and noise that our set of LWDM models would give for a future weak lensing mission. We show that the models should in principle be separable at high significance. Finally, using the Fisher matrix formalism we forecast the limit on the WDM particle mass for a future full-sky weak lensing mission like Euclid or LSST. With Planck priors and using multipoles l<5000, we find that a lower limit of 2.6 keV should be easily achievable.Comment: Replaced with version accepted for publication in PRD. Inclusion of: new figure showing dependence of predictions on cut-off mass; new discussion of mass function; updated refs. 18 pages, 10 Figure

Swapping trajectories: a new wall-induced cross-streamline particle migration mechanism in a dilute suspension of spheres

Binary encounters between spherical particles in shear flow are studied for a system bounded by a single planar wall or two parallel planar walls under creeping flow conditions. We show that wall proximity gives rise to a new class of binary trajectories resulting in cross-streamline migration of the particles. The spheres on these new trajectories do not pass each other (as they would in free space) but instead they swap their cross-streamline positions. To determine the significance of the wall-induced particle migration, we have evaluated the hydrodynamic self-diffusion coefficient associated with a sequence of uncorrelated particle displacements due to binary particle encounters. The results of our calculations quantitatively agree with the experimental value obtained by \cite{Zarraga-Leighton:2002} for the self-diffusivity in a dilute suspension of spheres undergoing shear flow in a Couette device. We thus show that the wall-induced cross-streamline particle migration is the source of the anomalously large self-diffusivity revealed by their experiments.Comment: submited to JF

LISA Science Results in the Presence of Data Disturbances

Each spacecraft in the Laser Interferometer Space Antenna houses a proof mass which follows a geodesic through spacetime. Disturbances which change the proof mass position, momentum, and/or acceleration will appear in the LISA data stream as additive quadratic functions. These data disturbances inhibit signal extraction and must be removed. In this paper we discuss the identification and fitting of monochromatic signals in the data set in the presence of data disturbances. We also present a preliminary analysis of the extent of science result limitations with respect to the frequency of data disturbances

Geophysical research and progress in exploration

This is the fourth in a series of review papers dealing with technological developments in exploration and with geophysical research at universities and industrial laboratories. Among the developments in exploration, the use of reproducible recording of seismic records continues to grow, with a trend toward digitizing reflection data for further computation. Refined digital methods have been developed for computation of synthetic seismograms. Well-logging developments have included the appearance of a resistivity logger capable of being pumped down the drill pipe; the availability of more tools for logging seismic velocity, accompanied by laboratory investigations of the manner in which seismic velocity is affected by porosity, fluid content, and other factors; commercial use of the scattered-gamma ray density tool; and further interest in gamma ray spectral logs. Remarkable advances have been made in the techniques of gravity measurement aboard surface vessels and aircraft, although the results are not directly applicable to prospecting. The proton precession magnetometer is being used in commercial air-borne surveys, but the rubidium vapor magnetometer is not available as an exploration tool. The development of a Doppler-positioned navigation method has greatly facilitated air-borne surveys. A ship-borne seep-detector has been outfitted for exploration in water-covered areas. A review is presented of research on all phases of geophysics at academic institutions in the United States, including laboratory experiments, field measurements, and theory. The review also gives partial coverage of geophysical research at European laboratories, including a discussion of Soviet research as gauged by recent visits to a number of research laboratories in the Soviet Union

Structural signatures of the unjamming transition at zero temperature

We study the pair correlation function $g(r)$ for zero-temperature, disordered, soft-sphere packings just above the onset of jamming. We find distinct signatures of the transition in both the first and split second peaks of this function. As the transition is approached from the jammed side (at higher packing fraction) the first peak diverges and narrows on the small-$r$ side to a delta-function. On the high-$r$ side of this peak, $g(r)$ decays as a power-law. In the split second peak, the two subpeaks are both singular at the transition, with power-law behavior on their low-$r$ sides and step-function drop-offs on their high-$r$ sides. These singularities at the transition are reminiscent of empirical criteria that have previously been used to distinguish glassy structures from liquid ones.Comment: 8 pages, 13 figure

A Solution of the Maxwell-Dirac Equations in 3+1 Dimensions

We investigate a class of localized, stationary, particular numerical solutions to the Maxwell-Dirac system of classical nonlinear field equations. The solutions are discrete energy eigenstates bound predominantly by the self-produced electric field.Comment: 12 pages, revtex, 2 figure

Thick Domain Walls in AdS Black Hole Spacetimes

Equations of motion for a real self-gravitating scalar field in the background of a black hole with negative cosmological constant were solved numerically. We obtain a sequence of static axisymmetric solutions representing thick domain wall cosmological black hole systems, depending on the mass of black hole, cosmological parameter and the parameter binding black hole mass with the width of the domain wall. For the case of extremal cosmological black hole the expulsion of scalar field from the black hole strongly depends on it.Comment: 20 pages, 19 figures, accepted for publication in Phys. Rev.

A simple formula for pooling knowledge about a quantum system

When various observers obtain information in an independent fashion about a classical system, there is a simple rule which allows them to pool their knowledge, and this requires only the states-of-knowledge of the respective observers. Here we derive an equivalent quantum formula. While its realm of applicability is necessarily more limited, it does apply to a large class of measurements, and we show explicitly for a single qubit that it satisfies the intuitive notions of what it means to pool knowledge about a quantum system. This analysis also provides a physical interpretation for the trace of the product of two density matrices.Comment: 5 pages, Revtex