Stochastic approximation of score functions for Gaussian processes

We discuss the statistical properties of a recently introduced unbiased stochastic approximation to the score equations for maximum likelihood calculation for Gaussian processes. Under certain conditions, including bounded condition number of the covariance matrix, the approach achieves $O(n)$ storage and nearly $O(n)$ computational effort per optimization step, where $n$ is the number of data sites. Here, we prove that if the condition number of the covariance matrix is bounded, then the approximate score equations are nearly optimal in a well-defined sense. Therefore, not only is the approximation efficient to compute, but it also has comparable statistical properties to the exact maximum likelihood estimates. We discuss a modification of the stochastic approximation in which design elements of the stochastic terms mimic patterns from a $2^n$ factorial design. We prove these designs are always at least as good as the unstructured design, and we demonstrate through simulation that they can produce a substantial improvement over random designs. Our findings are validated by numerical experiments on simulated data sets of up to 1 million observations. We apply the approach to fit a space-time model to over 80,000 observations of total column ozone contained in the latitude band $40^{\circ}$-$50^{\circ}$N during April 2012.Comment: Published in at http://dx.doi.org/10.1214/13-AOAS627 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

New Anomalies in Topological String Theory

We show that the topological string partition function with D-branes on a compact Calabi-Yau manifold has new anomalies that spoil the recursive structure of the holomorphic anomaly equation and introduce dependence on wrong moduli (such as complex structure moduli in the A-model), unless the disk one-point functions vanish. This provides a microscopic explanation for the recent result of Walcher in arXiv:0712.2775 on counting of BPS states in M-theory using the topological string partition function. The relevance of vanishing disk one-point functions to large N duality for compact Calabi-Yau manifolds is noted

Quantum states of a binary mixture of spinor Bose-Einstein condensates

We study the structure of quantum states for a binary mixture of spin-1 atomic Bose-Einstein condensates. In contrast to collision between identical bosons, the s-wave scattering channel between inter-species does not conform to a fixed symmetry. The spin-dependent Hamiltonian thus contains non-commuting terms, making the exact eigenstates more challenging to obtain because they now depend more generally on both the intra- and inter-species interactions. We discuss two limiting cases, where the spin-dependent Hamiltonian reduces respectively to sums of commuting operators. All eigenstates can then be directly constructed, and they are independent of the detailed interaction parameters.Comment: 5 pages, no figure

Atomic number fluctuations in a mixture of two spinor condensates

We study particle number fluctuations in the quantum ground states of a mixture of two spin-1 atomic condensates when the interspecies spin-exchange coupling interaction $c_{12}\beta$ is adjusted. The two spin-1 condensates forming the mixture are respectively ferromagnetic and polar in the absence of an external magnetic (B-) field. We categorize all possible ground states using the angular momentum algebra and compute their characteristic atom number fluctuations, focusing especially on the the AA phase (when $c_{12}\beta >0$), where the ground state becomes fragmented and atomic number fluctuations exhibit drastically different features from a single stand alone spin-1 polar condensate. Our results are further supported by numerical simulations of the full quantum many-body system.Comment: 5 pages, 2 figures, in press PR