21,904 research outputs found
Construction of weakly CUD sequences for MCMC sampling
In Markov chain Monte Carlo (MCMC) sampling considerable thought goes into
constructing random transitions. But those transitions are almost always driven
by a simulated IID sequence. Recently it has been shown that replacing an IID
sequence by a weakly completely uniformly distributed (WCUD) sequence leads to
consistent estimation in finite state spaces. Unfortunately, few WCUD sequences
are known. This paper gives general methods for proving that a sequence is
WCUD, shows that some specific sequences are WCUD, and shows that certain
operations on WCUD sequences yield new WCUD sequences. A numerical example on a
42 dimensional continuous Gibbs sampler found that some WCUD inputs sequences
produced variance reductions ranging from tens to hundreds for posterior means
of the parameters, compared to IID inputs.Comment: Published in at http://dx.doi.org/10.1214/07-EJS162 the Electronic
Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Generalized curve fit and plotting (GECAP) program
Program generates graphs on 8 1/2 by 11 inch paper and is designed to be used by engineers and scientists who are not necessarily professional programers. It provides fast and efficient method for display of plotted data without having to generate any additional FORTRAN instructions
Manufacture of DPFC-DMS polymer in the SKG range
BPFC-DMS block copolymers were synthesized on a pre-pilot scale (i.e., to 5 Kg lots) and subsequently fabricated into clear, colorless films. Details of the synthesis procedures, property determinations, and film casting techniques are presented. Solubility, viscosity and molecular weight characteristics of the resulting product are reported
How Many Templates for GW Chirp Detection? The Minimal-Match Issue Revisited
In a recent paper dealing with maximum likelihood detection of gravitational
wave chirps from coalescing binaries with unknown parameters we introduced an
accurate representation of the no-signal cumulative distribution of the
supremum of the whole correlator bank. This result can be used to derive a
refined estimate of the number of templates yielding the best tradeoff between
detector's performance (in terms of lost signals among those potentially
detectable) and computational burden.Comment: submitted to Class. Quantum Grav. Typing error in eq. (4.8) fixed;
figure replaced in version
Unbiased Comparative Evaluation of Ranking Functions
Eliciting relevance judgments for ranking evaluation is labor-intensive and
costly, motivating careful selection of which documents to judge. Unlike
traditional approaches that make this selection deterministically,
probabilistic sampling has shown intriguing promise since it enables the design
of estimators that are provably unbiased even when reusing data with missing
judgments. In this paper, we first unify and extend these sampling approaches
by viewing the evaluation problem as a Monte Carlo estimation task that applies
to a large number of common IR metrics. Drawing on the theoretical clarity that
this view offers, we tackle three practical evaluation scenarios: comparing two
systems, comparing systems against a baseline, and ranking systems. For
each scenario, we derive an estimator and a variance-optimizing sampling
distribution while retaining the strengths of sampling-based evaluation,
including unbiasedness, reusability despite missing data, and ease of use in
practice. In addition to the theoretical contribution, we empirically evaluate
our methods against previously used sampling heuristics and find that they
generally cut the number of required relevance judgments at least in half.Comment: Under review; 10 page
Outlier Detection Using Nonconvex Penalized Regression
This paper studies the outlier detection problem from the point of view of
penalized regressions. Our regression model adds one mean shift parameter for
each of the data points. We then apply a regularization favoring a sparse
vector of mean shift parameters. The usual penalty yields a convex
criterion, but we find that it fails to deliver a robust estimator. The
penalty corresponds to soft thresholding. We introduce a thresholding (denoted
by ) based iterative procedure for outlier detection (-IPOD). A
version based on hard thresholding correctly identifies outliers on some hard
test problems. We find that -IPOD is much faster than iteratively
reweighted least squares for large data because each iteration costs at most
(and sometimes much less) avoiding an least squares estimate.
We describe the connection between -IPOD and -estimators. Our
proposed method has one tuning parameter with which to both identify outliers
and estimate regression coefficients. A data-dependent choice can be made based
on BIC. The tuned -IPOD shows outstanding performance in identifying
outliers in various situations in comparison to other existing approaches. This
methodology extends to high-dimensional modeling with , if both the
coefficient vector and the outlier pattern are sparse
Deuterium on Venus: Observations from Earth
In view of the importance of the deuterium-to-hydrogen ratio in understanding the evolutionary scenario of planetary atmospheres and its relationship to understanding the evolution of our own Earth, we undertook a series of observations designed to resolve previous observational conflicts. We observed the dark side of Venus in the 2.3 micron spectral region in search of both H2O and HDO, which would provide us with the D/H ratio in Venus' atmosphere. We identified a large number of molecular lines in the region, belonging to both molecules, and, using synthetic spectral techniques, obtained mixing ratios of 34 plus or minus 10 ppm and 1.3 plus or minus 0.2 ppm for H2O and HDO, respectively. These mixing ratios yield a D/H ratio for Venus of D/H equals 1.9 plus or minus 0.6 times 10 (exp 12) and 120 plus or minus 40 times the telluric ratio. Although the detailed interpretation is difficult, our observations confirm that the Pioneer Venus Orbiter results and establish that indeed Venus had a period in its early history in which it was very wet, perhaps not unlike the early wet period that seems to have been present on Mars, and that, in contrast to Earth, lost much of its water over geologic time
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