Parallel resampling in the particle filter

Modern parallel computing devices, such as the graphics processing unit (GPU), have gained significant traction in scientific and statistical computing. They are particularly well-suited to data-parallel algorithms such as the particle filter, or more generally Sequential Monte Carlo (SMC), which are increasingly used in statistical inference. SMC methods carry a set of weighted particles through repeated propagation, weighting and resampling steps. The propagation and weighting steps are straightforward to parallelise, as they require only independent operations on each particle. The resampling step is more difficult, as standard schemes require a collective operation, such as a sum, across particle weights. Focusing on this resampling step, we analyse two alternative schemes that do not involve a collective operation (Metropolis and rejection resamplers), and compare them to standard schemes (multinomial, stratified and systematic resamplers). We find that, in certain circumstances, the alternative resamplers can perform significantly faster on a GPU, and to a lesser extent on a CPU, than the standard approaches. Moreover, in single precision, the standard approaches are numerically biased for upwards of hundreds of thousands of particles, while the alternatives are not. This is particularly important given greater single- than double-precision throughput on modern devices, and the consequent temptation to use single precision with a greater number of particles. Finally, we provide auxiliary functions useful for implementation, such as for the permutation of ancestry vectors to enable in-place propagation.Comment: 21 pages, 6 figure

From the ISR to RHIC--measurements of hard-scattering and jets using inclusive single particle production and 2-particle correlations

Hard scattering in p-p collisions, discovered at the CERN ISR in 1972 by the method of leading particles, proved that the partons of Deeply Inelastic Scattering strongly interacted with each other. Further ISR measurements utilizing inclusive single or pairs of hadrons established that high pT particles are produced from states with two roughly back-to-back jets which are the result of scattering of constituents of the nucleons as desribed by Quantum Chromodynamics (QCD), which was developed during the course of these measurements. These techniques, which are the only practical method to study hard-scattering and jet phenomena in Au+Au central collisions at RHIC energies, are reviewed, as an introduction to present RHIC measurements.Comment: To appear in the proceedings of the workshop on Correlations and Fluctuations in Relativistic Nuclear Collisions, MIT, Cambridge, MA, April 21-23, 2005, 10 pages, 9 figures, Journal of Physics: Conference Proceeding

Lie Algebraic Similarity Transformed Hamiltonians for Lattice Model Systems

We present a class of Lie algebraic similarity transformations generated by exponentials of two-body on-site hermitian operators whose Hausdorff series can be summed exactly without truncation. The correlators are defined over the entire lattice and include the Gutzwiller factor $n_{i\uparrow}n_{i\downarrow}$, and two-site products of density $(n_{i\uparrow} + n_{i\downarrow})$ and spin $(n_{i\uparrow}-n_{i\downarrow})$ operators. The resulting non-hermitian many-body Hamiltonian can be solved in a biorthogonal mean-field approach with polynomial computational cost. The proposed similarity transformation generates locally weighted orbital transformations of the reference determinant. Although the energy of the model is unbound, projective equations in the spirit of coupled cluster theory lead to well-defined solutions. The theory is tested on the 1D and 2D repulsive Hubbard model where we find accurate results across all interaction strengths.Comment: The supplemental material is include

Response of rat hindlimb muscles to 12 hours recovery from tail-cast suspension

Previous work has shown a number of biochemical changes which accompany atrophy or reduced muscle growth in hindlimb of tail-casted, suspended rats. These results clearly show that altered muscle growth was due to changes in protein turnover. Accordingly, the rise in soleus tyrosine following unloading reflects the more negative protein balance. Other major changes we found included slower synthesis of glutamine as indicated by lower ratios of glutamine/glutamate and reduced levels of aspartate which coincide with slower aspartate and ammonia metabolism in vitro. In conjunction with the study of SL-3 rats, which were subjected to 12 h of post-flight gravity, a study of the effects of 12 h eight bearing on metabolism of 6-day unloaded hindlimb muscles was carried out

Exact factorization of correlation functions in 2-D critical percolation

By use of conformal field theory, we discover several exact factorizations of higher-order density correlation functions in critical two-dimensional percolation. Our formulas are valid in the upper half-plane, or any conformally equivalent region. We find excellent agreement of our results with high-precision computer simulations. There are indications that our formulas hold more generally.Comment: 6 pages, 3 figures. Oral presentation given at STATPHYS 23. V2: Minor additions and corrections, figures improve

Muscle protein and glycogen responses to recovery from hypogravity and unloading by tail-cast suspension

Previous studies in this laboratory using the tail-bast hindlimb suspension model have shown that there are specific changes in protein and carbohydrate metabolism in the soleus muscle due to unloading. For example, 6 days of unloading caused a 27% decrease in mass and a 60% increase in glycogen content in the soleus muscle, while the extensor digitorum longus muscle was unaffected. Also, fresh tissue tyrosine and its in vitro release from the muscle are increased in the unloaded soleus, indicating that this condition causes a more negative protein balance. With these results in mind, studies to investigate the effect of hypogravity on protein and carbohydrate metabolism in a number of rat hindlimb muscles were carried out

Responses of skeletal muscle to unloading, a review

Suspension models were used to study muscle response to reduced activity. During 6 days of tail casting, the soleus (SOL) atrophies while the extensor digitorum longus grows relatively normally. After discounting those changes in both muscles due primarily to increased secretion of adrenal hormones, the following conclusions regarding the specific responses of the SOL could be drawn: (1) Atrophy is probably due primarily to increased protein degradation; (2) Decreased synthesis of glutamine may result from reduced availability of ammonia due to diminished use of ATP; (3) Greater muscle glycogen seems to reflect an increased response to insulin of glucose uptake which leads to greater glucose metabolism; and (4) Faster catabolism of branched-chain amino acids can be attributed to enhanced flux through ketoacid dehydrogenase. Studies by others using tail casted suspended rats showed in the SOL: (1) a gradual switch from type 1 to type 2 fibers; (2) increased acid protease activity; and (3) altered muscle function and contractile duration. Using harness suspended rats, others showed in the SOL: (1) significant atrophy; (2) increased numbers of glucocorticoid receptors; and (3) no change in muscle fatigability

Brief Consultation to Families of Treatment Refusers with Symptoms of Obsessive Compulsive Disorder: Does It Impact Family Accommodation and Quality of Life?

Family members are often directly and significantly impacted by the restrictive demands of OCD, a frequently disabling disorder. Family accommodation behaviors (i.e., doing things for or because of the OCD sufferer that a person would not normally do) are associated with dysfunction, including poorer treatment responses in OCD sufferers and greater distress in family members. Although evidence suggests family-based intervention can reduce symptoms in OCD sufferers who participate in treatment, there is a lack of research documenting the impact of interventions designed for the families of OCD treatment refusers (TR). Brief Family Consultation (BFC) was developed by our clinical team to help families refocus their efforts on the things that they can realistically control and change (e.g., participation in compulsions). In this crossover study, twenty families related to an individual who exhibited OCD symptoms but had refused treatment were assigned to five phone sessions of either BFC or a psychoeducation condition. Compared to this credible, attention-placebo control group (Brief Educational Support; BES), BFC (but not BES) resulted in reductions in family accommodation behavior, yet neither BFC nor BES resulted in improved quality of life for family members of treatment refusers. BFC is one of the first interventions to be evaluated for its ability to help families when their loved ones with obsessive compulsive symptoms refuse treatment. This pilot study provides new insights for clinicians and researchers to better address the needs of these neglected families

The Birth-Death-Mutation process: a new paradigm for fat tailed distributions

Fat tailed statistics and power-laws are ubiquitous in many complex systems. Usually the appearance of of a few anomalously successful individuals (bio-species, investors, websites) is interpreted as reflecting some inherent "quality" (fitness, talent, giftedness) as in Darwin's theory of natural selection. Here we adopt the opposite, "neutral", outlook, suggesting that the main factor explaining success is merely luck. The statistics emerging from the neutral birth-death-mutation (BDM) process is shown to fit marvelously many empirical distributions. While previous neutral theories have focused on the power-law tail, our theory economically and accurately explains the entire distribution. We thus suggest the BDM distribution as a standard neutral model: effects of fitness and selection are to be identified by substantial deviations from it