19,708 research outputs found
mgm: Estimating Time-Varying Mixed Graphical Models in High-Dimensional Data
We present the R-package mgm for the estimation of k-order Mixed Graphical
Models (MGMs) and mixed Vector Autoregressive (mVAR) models in high-dimensional
data. These are a useful extensions of graphical models for only one variable
type, since data sets consisting of mixed types of variables (continuous,
count, categorical) are ubiquitous. In addition, we allow to relax the
stationarity assumption of both models by introducing time-varying versions
MGMs and mVAR models based on a kernel weighting approach. Time-varying models
offer a rich description of temporally evolving systems and allow to identify
external influences on the model structure such as the impact of interventions.
We provide the background of all implemented methods and provide fully
reproducible examples that illustrate how to use the package
Stock market and investment good prices: implications of macroeconomics
Stock market prices are procyclical, while investment good prices are countercyclical. A real business cycle model calibrated to these observations implies that 75% of the cyclical variation in aggregate output is due to an investment-specific technology shock, while the rest is due to an aggregate productivity shock. To test this conclusion, we investigate the model's implications for asset prices and business cycles. The model does not do significantly worse than existing models on these dimensions, and on two dimensions it does notably better. It is consistent with the facts: (i) employment and investment across different sectors comove over the business cycle: and (ii) high interest rates lead low aggregate output. Fact (ii) is often interpreted as reflecting the business cycle effects of monetary policy shocks. Our result suggest that (ii) may, at least to some extent, also reflect the effects of real shocks.Stock - Prices ; Investments
Shot noise and photon-induced correlations in 500 GHz SIS detectors
Photon-induced current correlations in SIS detectors can result in an output noise that is greater or less than shot noise. Evidence of these correlations had been observed for 100 GHz rf by accurate noise measurements as reported in our previous work. We now present a detailed analysis of these current correlations for frequencies between 100 and 500 GHz. We also report new measurements of photon-induced noise in a 490 GHz SIS mixer, and discuss the Gaussian beam techniques used to eliminate the thermal background radiation. For small 490 GHz rf power, the output noise is equal to shot noise. The results of the 100 and 490 GHz photon noise measurement are summarized in context to shot noise and the effect of the current correlations predicted by the theoretical model
A VLBI polarization study of SiO masers towards VY CMa
Maser emission from the SiO molecule has been widely observed in the
near-circumstellar envelopes of late-type, evolved stars. VLBI images can
resolve individual SiO maser spots, providing information about the kinematics
and magnetic field in the extended atmospheres of these stars. This poster
presents full polarization images of several SiO maser lines towards the
supergiant star VY CMa. VY CMa is a particularly strong SiO maser source and
allows observations of a wide range of maser transitions. We discuss
implications of these observations for VY CMa morphology, polarization, and
pumping models.Comment: 3 pages, 1 figure: based on a poster paper at IAU Symposium 242:
Astrophysical masers and their environments, held at Alice Springs
(Australia), from March 12-16, 200
Aspects of noncommutative (1+1)-dimensional black holes
We present a comprehensive analysis of the spacetime structure and
thermodynamics of dimensional black holes in a noncommutative
framework. It is shown that a wider variety of solutions are possible than the
commutative case considered previously in the literature. As expected, the
introduction of a minimal length cures singularity pathologies
that plague the standard two-dimensional general relativistic case, where the
latter solution is recovered at large length scales. Depending on the choice of
input parameters (black hole mass , cosmological constant ,
etc...), black hole solutions with zero, up to six, horizons are possible. The
associated thermodynamics allows for the either complete evaporation, or the
production of black hole remnants.Comment: 24 pages, 12 figures, some comments added, conclusions not modified,
version matching that published on PR
Impurity in a bosonic Josephson junction: swallowtail loops, chaos, self-trapping and the poor man's Dicke model
We study a model describing identical bosonic atoms trapped in a
double-well potential together with a single impurity atom, comparing and
contrasting it throughout with the Dicke model. As the boson-impurity coupling
strength is varied, there is a symmetry-breaking pitchfork bifurcation which is
analogous to the quantum phase transition occurring in the Dicke model. Through
stability analysis around the bifurcation point, we show that the critical
value of the coupling strength has the same dependence on the parameters as the
critical coupling value in the Dicke model. We also show that, like the Dicke
model, the mean-field dynamics go from being regular to chaotic above the
bifurcation and macroscopic excitations of the bosons are observed. Overall,
the boson-impurity system behaves like a poor man's version of the Dicke model.Comment: 17 pages, 16 figure
Dicke-type phase transition in a multimode optomechanical system
We consider the "membrane in the middle" optomechanical model consisting of a
laser pumped cavity which is divided in two by a flexible membrane that is
partially transmissive to light and subject to radiation pressure. Steady state
solutions at the mean-field level reveal that there is a critical strength of
the light-membrane coupling above which there is a symmetry breaking
bifurcation where the membrane spontaneously acquires a displacement either to
the left or the right. This bifurcation bears many of the signatures of a
second order phase transition and we compare and contrast it with that found in
the Dicke model. In particular, by studying limiting cases and deriving
dynamical critical exponents using the fidelity susceptibility method, we argue
that the two models share very similar critical behaviour. For example, the
obtained critical exponents indicate that they fall within the same
universality class. Away from the critical regime we identify, however, some
discrepancies between the two models. Our results are discussed in terms of
experimentally relevant parameters and we evaluate the prospects for realizing
Dicke-type physics in these systems.Comment: 14 pages, 6 figure
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