21,758 research outputs found

    Construction of weakly CUD sequences for MCMC sampling

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    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

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    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

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    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

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    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

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    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 kk systems against a baseline, and ranking kk 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

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    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 nn data points. We then apply a regularization favoring a sparse vector of mean shift parameters. The usual L1L_1 penalty yields a convex criterion, but we find that it fails to deliver a robust estimator. The L1L_1 penalty corresponds to soft thresholding. We introduce a thresholding (denoted by Θ\Theta) based iterative procedure for outlier detection (Θ\Theta-IPOD). A version based on hard thresholding correctly identifies outliers on some hard test problems. We find that Θ\Theta-IPOD is much faster than iteratively reweighted least squares for large data because each iteration costs at most O(np)O(np) (and sometimes much less) avoiding an O(np2)O(np^2) least squares estimate. We describe the connection between Θ\Theta-IPOD and MM-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 Θ\Theta-IPOD shows outstanding performance in identifying outliers in various situations in comparison to other existing approaches. This methodology extends to high-dimensional modeling with p≫np\gg n, if both the coefficient vector and the outlier pattern are sparse

    Deuterium on Venus: Observations from Earth

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    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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