2,402 research outputs found
Statistical Inference for Partially Observed Markov Processes via the R Package pomp
Partially observed Markov process (POMP) models, also known as hidden Markov
models or state space models, are ubiquitous tools for time series analysis.
The R package pomp provides a very flexible framework for Monte Carlo
statistical investigations using nonlinear, non-Gaussian POMP models. A range
of modern statistical methods for POMP models have been implemented in this
framework including sequential Monte Carlo, iterated filtering, particle Markov
chain Monte Carlo, approximate Bayesian computation, maximum synthetic
likelihood estimation, nonlinear forecasting, and trajectory matching. In this
paper, we demonstrate the application of these methodologies using some simple
toy problems. We also illustrate the specification of more complex POMP models,
using a nonlinear epidemiological model with a discrete population,
seasonality, and extra-demographic stochasticity. We discuss the specification
of user-defined models and the development of additional methods within the
programming environment provided by pomp.Comment: In press at the Journal of Statistical Software. A version of this
paper is provided at the pomp package website: http://kingaa.github.io/pom
Interview with Ed King by Brien Williams
Biographical NoteEdward L. “Ed” King was born November 7, 1928, in Fort Worth, Texas, to Edgar L. and Zula Mae (Birch) King. He served in the Army during World War II and the Korean War and was a career officer from 1945 to 1969. He became executive director of the Coalition for National Defense and Military Policy and testified often before the U.S. House and Senate. He was hired by Senator Mike Mansfield, and in 1975 he became Maine Senator Bill Hathaway’s administrative assistant. He also worked for Senators Tsongas, Byrd, and Mitchell, focusing most specifically on Central America issues. He also worked for Mitchell on the Democratic Policy Committee and on foreign policy issues, staying on with Senator Majority Leader Tom Daschle after Mitchell’s retirement and himself retiring in early 1997. King is the author of The Death of the Army: A Pre-Mortem (1972).
SummaryInterview includes discussion of: family and educational background; military career; knowledge of foreign policy issues, especially in Central America; working with several senators: Mansfield, Byrd, Tsongas, Mitchell, Hathaway; Iran-Contra and Oliver North; Democratic Policy Committee; traveling with Senator Mitchell: Mexico; issues in Haiti, Spain, Russia, China and MFN (Most Favored Nation); description of staff working relationships with Senator Mitchell and how the offices functioned; Mitchell’s memory and ability at extemporaneous speech; trademark issue; White House visits with Mitchell during Bush I and Clinton presidencies; Mitchell’s personal attributes and effective negotiating; and the relationship between Senators Dole and Mitchell
The Fundamental Plane of Black Hole Accretion and its Use as a Black Hole-Mass Estimator
We present an analysis of the fundamental plane of black hole accretion, an
empirical correlation of the mass of a black hole (), its 5 GHz radio
continuum luminosity (), and its 2-10 keV X-ray power-law
continuum luminosity (). We compile a sample of black holes with primary,
direct black hole-mass measurements that also have sensitive,
high-spatial-resolution radio and X-ray data. Taking into account a number of
systematic sources of uncertainty and their correlations with the measurements,
we use Markov chain Monte Carlo methods to fit a mass-predictor function of the
form . Our best-fit results are , , and
with the natural logarithm of the Gaussian intrinsic scatter in the log-mass
direction . This result is a
significant improvement over our earlier mass scaling result because of the
increase in active galactic nuclei sample size (from 18 to 30), improvement in
our X-ray binary sample selection, better identification of Seyferts, and
improvements in our analysis that takes into account systematic uncertainties
and correlated uncertainties. Because of these significant improvements, we are
able to consider potential influences on our sample by including all sources
with compact radio and X-ray emission but ultimately conclude that the
fundamental plane can empirically describe all such sources. We end with advice
for how to use this as a tool for estimating black hole masses.Comment: ApJ Accepted. Online interactive version of Figure 7 available at
http://kayhan.astro.lsa.umich.edu/supplementary_material/fp
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