Natural statistics for spectral samples

Spectral sampling is associated with the group of unitary transformations acting on matrices in much the same way that simple random sampling is associated with the symmetric group acting on vectors. This parallel extends to symmetric functions, k-statistics and polykays. We construct spectral k-statistics as unbiased estimators of cumulants of trace powers of a suitable random matrix. Moreover we define normalized spectral polykays in such a way that when the sampling is from an infinite population they return products of free cumulants.Comment: Published in at http://dx.doi.org/10.1214/13-AOS1107 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Probabilistic Clustering of Time-Evolving Distance Data

We present a novel probabilistic clustering model for objects that are represented via pairwise distances and observed at different time points. The proposed method utilizes the information given by adjacent time points to find the underlying cluster structure and obtain a smooth cluster evolution. This approach allows the number of objects and clusters to differ at every time point, and no identification on the identities of the objects is needed. Further, the model does not require the number of clusters being specified in advance -- they are instead determined automatically using a Dirichlet process prior. We validate our model on synthetic data showing that the proposed method is more accurate than state-of-the-art clustering methods. Finally, we use our dynamic clustering model to analyze and illustrate the evolution of brain cancer patients over time

Application of asymptotic expansions of maximum likelihood estimators errors to gravitational waves from binary mergers: the single interferometer case

In this paper we describe a new methodology to calculate analytically the error for a maximum likelihood estimate (MLE) for physical parameters from Gravitational wave signals. All the existing litterature focuses on the usage of the Cramer Rao Lower bounds (CRLB) as a mean to approximate the errors for large signal to noise ratios. We show here how the variance and the bias of a MLE estimate can be expressed instead in inverse powers of the signal to noise ratios where the first order in the variance expansion is the CRLB. As an application we compute the second order of the variance and bias for MLE of physical parameters from the inspiral phase of binary mergers and for noises of gravitational wave interferometers . We also compare the improved error estimate with existing numerical estimates. The value of the second order of the variance expansions allows to get error predictions closer to what is observed in numerical simulations. It also predicts correctly the necessary SNR to approximate the error with the CRLB and provides new insight on the relationship between waveform properties SNR and estimation errors. For example the timing match filtering becomes optimal only if the SNR is larger than the kurtosis of the gravitational wave spectrum

Design and analysis of fractional factorial experiments from the viewpoint of computational algebraic statistics

We give an expository review of applications of computational algebraic statistics to design and analysis of fractional factorial experiments based on our recent works. For the purpose of design, the techniques of Gr\"obner bases and indicator functions allow us to treat fractional factorial designs without distinction between regular designs and non-regular designs. For the purpose of analysis of data from fractional factorial designs, the techniques of Markov bases allow us to handle discrete observations. Thus the approach of computational algebraic statistics greatly enlarges the scope of fractional factorial designs.Comment: 16 page

Binary Models for Marginal Independence

Log-linear models are a classical tool for the analysis of contingency tables. In particular, the subclass of graphical log-linear models provides a general framework for modelling conditional independences. However, with the exception of special structures, marginal independence hypotheses cannot be accommodated by these traditional models. Focusing on binary variables, we present a model class that provides a framework for modelling marginal independences in contingency tables. The approach taken is graphical and draws on analogies to multivariate Gaussian models for marginal independence. For the graphical model representation we use bi-directed graphs, which are in the tradition of path diagrams. We show how the models can be parameterized in a simple fashion, and how maximum likelihood estimation can be performed using a version of the Iterated Conditional Fitting algorithm. Finally we consider combining these models with symmetry restrictions

Unified Multifractal Description of Velocity Increments Statistics in Turbulence: Intermittency and Skewness

The phenomenology of velocity statistics in turbulent flows, up to now, relates to different models dealing with either signed or unsigned longitudinal velocity increments, with either inertial or dissipative fluctuations. In this paper, we are concerned with the complete probability density function (PDF) of signed longitudinal increments at all scales. First, we focus on the symmetric part of the PDFs, taking into account the observed departure from scale invariance induced by dissipation effects. The analysis is then extended to the asymmetric part of the PDFs, with the specific goal to predict the skewness of the velocity derivatives. It opens the route to the complete description of all measurable quantities, for any Reynolds number, and various experimental conditions. This description is based on a single universal parameter function D(h) and a universal constant R*.Comment: 13 pages, 3 figures, Extended version, Publishe

Pygmy dipole strength close to particle-separation energies - the case of the Mo isotopes

The distribution of electromagnetic dipole strength in 92, 98, 100 Mo has been investigated by photon scattering using bremsstrahlung from the new ELBE facility. The experimental data for well separated nuclear resonances indicate a transition from a regular to a chaotic behaviour above 4 MeV of excitation energy. As the strength distributions follow a Porter-Thomas distribution much of the dipole strength is found in weak and in unresolved resonances appearing as fluctuating cross section. An analysis of this quasi-continuum - here applied to nuclear resonance fluorescence in a novel way - delivers dipole strength functions, which are combining smoothly to those obtained from (g,n)-data. Enhancements at 6.5 MeV and at ~9 MeV are linked to the pygmy dipole resonances postulated to occur in heavy nuclei.Comment: 6 pages, 5 figures, proceedings Nuclear Physics in Astrophysics II, May 16-20, Debrecen, Hungary. The original publication is available at www.eurphysj.or

Low-lying dipole response in the Relativistic Quasiparticle Time Blocking Approximation and its influence on neutron capture cross sections

We have computed dipole strength distributions for nickel and tin isotopes within the Relativistic Quasiparticle Time Blocking approximation (RQTBA). These calculations provide a good description of data, including the neutron-rich tin isotopes $^{130,132}$Sn. The resulting dipole strengths have been implemented in Hauser-Feshbach calculations of astrophysical neutron capture rates relevant for r-process nucleosynthesis studies. The RQTBA calculations show the presence of enhanced dipole strength at energies around the neutron threshold for neutron rich nuclei. The computed neutron capture rates are sensitive to the fine structure of the low lying dipole strength, which emphasizes the importance of a reliable knowledge of this excitation mode.Comment: 15 pages, 4 figures, Accepted in Nucl. Phys.

Tensor Regression with Applications in Neuroimaging Data Analysis

Classical regression methods treat covariates as a vector and estimate a corresponding vector of regression coefficients. Modern applications in medical imaging generate covariates of more complex form such as multidimensional arrays (tensors). Traditional statistical and computational methods are proving insufficient for analysis of these high-throughput data due to their ultrahigh dimensionality as well as complex structure. In this article, we propose a new family of tensor regression models that efficiently exploit the special structure of tensor covariates. Under this framework, ultrahigh dimensionality is reduced to a manageable level, resulting in efficient estimation and prediction. A fast and highly scalable estimation algorithm is proposed for maximum likelihood estimation and its associated asymptotic properties are studied. Effectiveness of the new methods is demonstrated on both synthetic and real MRI imaging data.Comment: 27 pages, 4 figure