A nonlinear filtering approach to changepoint detection problems:direct and differentialg-geometric methods

A benchmark change detection problem is considered which involves the detection of a change of unknown size at an unknown time. Both unknown quantities are modelled by stochastic variables, which allows the problem to be formulated within a Bayesian framework. It turns out that the resulting nonlinear filtering problem is much harder than the well-known detection problem for known sizes of the change, and in particular that it can no longer be solved in a recursive manner. An approximating recursive filter is therefore proposed, which is designed using differential-geometric methods in a suitably chosen space of unnormalized probability densities. The new nonlinear filter can be interpreted as an adaptive version of the celebrated Shiryayev-Wonham equation for the detection of a priori known changes, combined with a modified Kalman filter structure to generate estimates of the unknown size of the change. This intuitively appealing interpretation of the nonlinear filter and its excellent performance in simulation studies indicate that it may be of practical use in realistic change detection problems

Screening Effects on 1S0^1S_0 Pairing in Neutron Matter

The $^1S_0$ superfluidity of neutron matter is studied in the framework of the generalized Gorkov equation. The vertex corrections to the pairing interaction and the self-energy corrections are introduced and approximated on the same footing in the gap equation. A suppression of the pairing gap by more than 50% with respect to the BCS prediction is found, which deeply changes the scenario for the dynamical and thermal evolution of neutron stars.Comment: 5 pages, 5 figres, RevTeX4 styl

Nodes of the Gap Function and Anomalies in Thermodynamic Properties of Superfluid 3^3He

Departures of thermodynamic properties of three-dimensional superfluid $^3$He from the predictions of BCS theory are analyzed. Attention is focused on deviations of the ratios $\Delta(T=0)/T_c$ and $[C_s(T_c)-C_n(T_c)]/C_n(T_c)$ from their BCS values, where $\Delta(T=0)$ is the pairing gap at zero temperature, $T_c$ is the critical temperature, and $C_s$ and $C_n$ are the superfluid and normal specific heats. We attribute these deviations to the momentum dependence of the gap function $\Delta(p)$, which becomes well pronounced when this function has a pair of nodes lying on either side of the Fermi surface. We demonstrate that such a situation arises if the P-wave pairing interaction $V(p_1,p_2)$, evaluated at the Fermi surface, has a sign opposite to that anticipated in BCS theory. Taking account of the momentum structure of the gap function, we derive a closed relation between the two ratios that contains no adjustable parameters and agrees with the experimental data. Some important features of the effective pairing interaction are inferred from the analysis.Comment: 17 pages, 4 figure

Observability and nonlinear filtering

This paper develops a connection between the asymptotic stability of nonlinear filters and a notion of observability. We consider a general class of hidden Markov models in continuous time with compact signal state space, and call such a model observable if no two initial measures of the signal process give rise to the same law of the observation process. We demonstrate that observability implies stability of the filter, i.e., the filtered estimates become insensitive to the initial measure at large times. For the special case where the signal is a finite-state Markov process and the observations are of the white noise type, a complete (necessary and sufficient) characterization of filter stability is obtained in terms of a slightly weaker detectability condition. In addition to observability, the role of controllability in filter stability is explored. Finally, the results are partially extended to non-compact signal state spaces

An integral method for solving nonlinear eigenvalue problems

We propose a numerical method for computing all eigenvalues (and the corresponding eigenvectors) of a nonlinear holomorphic eigenvalue problem that lie within a given contour in the complex plane. The method uses complex integrals of the resolvent operator, applied to at least $k$ column vectors, where $k$ is the number of eigenvalues inside the contour. The theorem of Keldysh is employed to show that the original nonlinear eigenvalue problem reduces to a linear eigenvalue problem of dimension $k$. No initial approximations of eigenvalues and eigenvectors are needed. The method is particularly suitable for moderately large eigenvalue problems where $k$ is much smaller than the matrix dimension. We also give an extension of the method to the case where $k$ is larger than the matrix dimension. The quadrature errors caused by the trapezoid sum are discussed for the case of analytic closed contours. Using well known techniques it is shown that the error decays exponentially with an exponent given by the product of the number of quadrature points and the minimal distance of the eigenvalues to the contour

Multilevel Monte Carlo methods

The author's presentation of multilevel Monte Carlo path simulation at the MCQMC 2006 conference stimulated a lot of research into multilevel Monte Carlo methods. This paper reviews the progress since then, emphasising the simplicity, flexibility and generality of the multilevel Monte Carlo approach. It also offers a few original ideas and suggests areas for future research

Study of Z → llγ decays at √s = 8 TeV with the ATLAS detector

This paper presents a study of Z → llγ decays with the ATLAS detector at the Large Hadron Collider. The analysis uses a proton–proton data sample corresponding to an integrated luminosity of 20.2 fb−1 collected at a centre-ofmass energy √s = 8 TeV. Integrated fiducial cross-sections together with normalised differential fiducial cross-sections, sensitive to the kinematics of final-state QED radiation, are obtained. The results are found to be in agreement with stateof-the-art predictions for final-state QED radiation. First measurements of Z → llγ γ decays are also reported

Constraints on spin-0 dark matter mediators and invisible Higgs decays using ATLAS 13 TeV pp collision data with two top quarks and missing transverse momentum in the final state

This paper presents a statistical combination of searches targeting final states with two top quarks and invisible particles, characterised by the presence of zero, one or two leptons, at least one jet originating from a b-quark and missing transverse momentum. The analyses are searches for phenomena beyond the Standard Model consistent with the direct production of dark matter in pp collisions at the LHC, using 139 fb−1 of data collected with the ATLAS detector at a centre-of-mass energy of 13 TeV. The results are interpreted in terms of simplified dark matter models with a spin-0 scalar or pseudoscalar mediator particle. In addition, the results are interpreted in terms of upper limits on the Higgs boson invisible branching ratio, where the Higgs boson is produced according to the Standard Model in association with a pair of top quarks. For scalar (pseudoscalar) dark matter models, with all couplings set to unity, the statistical combination extends the mass range excluded by the best of the individual channels by 50 (25) GeV, excluding mediator masses up to 370 GeV. In addition, the statistical combination improves the expected coupling exclusion reach by 14% (24%), assuming a scalar (pseudoscalar) mediator mass of 10 GeV. An upper limit on the Higgs boson invisible branching ratio of 0.38 (0.30+0.13−0.09) is observed (expected) at 95% confidence level

Search for heavy Majorana or Dirac neutrinos and right-handed W gauge bosons in final states with charged leptons and jets in pp collisions at √s = 13 TeV with the ATLAS detector

A search for heavy right-handed Majorana or Dirac neutrinos NR and heavy right-handed gauge bosons WR is performed in events with energetic electrons or muons, with the same or opposite electric charge, and energetic jets. The search is carried out separately for topologies of clearly separated final-state products (“resolved” channel) and topologies with boosted final states with hadronic and/or leptonic products partially overlapping and reconstructed as a large-radius jet (“boosted” channel). The events are selected from pp collision data at the LHC with an integrated luminosity of 139 fb−1 collected by the ATLAS detector at √s = 13 TeV. No significant deviations from the Standard Model predictions are observed. The results are interpreted within the theoretical framework of a left-right symmetric model, and lower limits are set on masses in the heavy righthanded WR boson and NR plane. The excluded region extends to about m(WR) = 6.4 TeV for both Majorana and Dirac NR neutrinos at m(NR) < 1 TeV. NR with masses of less than 3.5 (3.6) TeV are excluded in the electron (muon) channel at m(WR) = 4.8 TeV for the Majorana neutrinos, and limits of m(NR) up to 3.6 TeV for m(WR) = 5.2 (5.0) TeV in the electron (muon) channel are set for the Dirac neutrinos. These constitute the most stringent exclusion limits to date for the model considered