Prior-preconditioned conjugate gradient method for accelerated Gibbs sampling in "large nn & large pp" sparse Bayesian regression

In a modern observational study based on healthcare databases, the number of observations and of predictors typically range in the order of $10^5$ ~ $10^6$ and of $10^4$ ~ $10^5$. Despite the large sample size, data rarely provide sufficient information to reliably estimate such a large number of parameters. Sparse regression techniques provide potential solutions, one notable approach being the Bayesian methods based on shrinkage priors. In the "large $n$ & large $p$" setting, however, posterior computation encounters a major bottleneck at repeated sampling from a high-dimensional Gaussian distribution, whose precision matrix $\Phi$ is expensive to compute and factorize. In this article, we present a novel algorithm to speed up this bottleneck based on the following observation: we can cheaply generate a random vector $b$ such that the solution to the linear system $\Phi \beta = b$ has the desired Gaussian distribution. We can then solve the linear system by the conjugate gradient (CG) algorithm through matrix-vector multiplications by $\Phi$, without ever explicitly inverting $\Phi$. Rapid convergence of CG in this specific context is achieved by the theory of prior-preconditioning we develop. We apply our algorithm to a clinically relevant large-scale observational study with $n$ = 72,489 patients and $p$ = 22,175 clinical covariates, designed to assess the relative risk of adverse events from two alternative blood anti-coagulants. Our algorithm demonstrates an order of magnitude speed-up in the posterior computation.Comment: 32 pages, 7 figures + Supplement (23 pages, 7 figures

Convergence of the Gaussian Expansion Method in Dimensionally Reduced Yang-Mills Integrals

We advocate a method to improve systematically the self-consistent harmonic approximation (or the Gaussian approximation), which has been employed extensively in condensed matter physics and statistical mechanics. We demonstrate the {\em convergence} of the method in a model obtained from dimensional reduction of SU($N$) Yang-Mills theory in $D$ dimensions. Explicit calculations have been carried out up to the 7th order in the large-N limit, and we do observe a clear convergence to Monte Carlo results. For $D \gtrsim 10$ the convergence is already achieved at the 3rd order, which suggests that the method is particularly useful for studying the IIB matrix model, a conjectured nonperturbative definition of type IIB superstring theory.Comment: LaTeX, 4 pages, 5 figures; title slightly changed, explanations added (16 pages, 14 figures), final version published in JHE

(2,0) Chern-Simons Supergravity Plus Matter Near the Boundary of AdS_3

We examine the boundary behaviour of the gauged N=(2,0) supergravity in D=3 coupled to an arbitrary number of scalar supermultiplets which parametrize a Kahler manifold. In addition to the gravitational coupling constant, the model depends on two parameters, namely the cosmological constant and the size of the Kahler manifold. It is shown that regular and irregular boundary conditions can be imposed on the matter fields depending on the size of the sigma model manifold. It is also shown that the super AdS transformations in the bulk produce the transformations of the N=(2,0) conformal supergravity and scalar multiplets on the boundary, containing fields with nonvanishing Weyl weights determined by the ratio of the sigma model and the gravitational coupling constants. Various types of (2,0) superconformal multiplets are found on the boundary and in one case the superconformal symmetry is shown to be realized in an unconventional way.Comment: 28 pages, latex, references adde

Contact resistivity and current flow path at metal/graphene contact

The contact properties between metal and graphene were examined. The electrical measurement on a multiprobe device with different contact areas revealed that the current flow preferentially entered graphene at the edge of the contact metal. The analysis using the cross-bridge Kelvin structure (CBK) suggested that a transition from the edge conduction to area conduction occurred for a contact length shorter than the transfer length of ~1 micron. The contact resistivity for Ni was measured as ~5*10-6 Ohmcm2 using the CBK. A simple calculation suggests that a contact resistivity less than 10-9 Ohmcm2 is required for miniaturized graphene field effect transistors

Non-lattice simulation for supersymmetric gauge theories in one dimension

Lattice simulation of supersymmetric gauge theories is not straightforward. In some cases the lack of manifest supersymmetry just necessitates cumbersome fine-tuning, but in the worse cases the chiral and/or Majorana nature of fermions makes it difficult to even formulate an appropriate lattice theory. We propose to circumvent all these problems inherent in the lattice approach by adopting a non-lattice approach in the case of one-dimensional supersymmetric gauge theories, which are important in the string/M theory context.Comment: REVTeX4, 4 pages, 3 figure