Sharp failure rates for the bootstrap particle filter in high dimensions

We prove that the maximum of the sample importance weights in a high-dimensional Gaussian particle filter converges to unity unless the ensemble size grows exponentially in the system dimension. Our work is motivated by and parallels the derivations of Bengtsson, Bickel and Li (2007); however, we weaken their assumptions on the eigenvalues of the covariance matrix of the prior distribution and establish rigorously their strong conjecture on when weight collapse occurs. Specifically, we remove the assumption that the nonzero eigenvalues are bounded away from zero, which, although the dimension of the involved vectors grow to infinity, essentially permits the effective system dimension to be bounded. Moreover, with some restrictions on the rate of growth of the maximum eigenvalue, we relax their assumption that the eigenvalues are bounded from above, allowing the system to be dominated by a single mode.Comment: Published in at http://dx.doi.org/10.1214/074921708000000228 the IMS Collections (http://www.imstat.org/publications/imscollections.htm) by the Institute of Mathematical Statistics (http://www.imstat.org

Gender and Overconfidence

Do males differ from females in terms of self-confidence? The structure of the Economics I exam at Stockholm University provides an opportunity to shed some light on this question. By answering an extra, optional question, the students can aim for a higher mark. We find a clear gender difference in that male students are more inclined than female students to take this opportunity. This difference in selfassessment is more pronounced among younger than among older students.Overconfidence; gender differences; exam behavior; exam results

Attractive plant volatiles as a control method against apple fruit moth (Argyresthia conjugella Zell.)?

Apple fruit moth, Argyresthia conjugella Zell. (Lepidoptera: Argyresthiidae), is the most important pest of apples in Scandinavia. In years when its primary host, rowan (Sorbus aucuparia L.), has little or no berries for egglaying, female A. conjugella fly into apple orchards to lay their eggs. In some years the entire apple crop can be destroyed. Volatiles from apples and rowan have been collected and identified. In GC-EAD tests females have responded to several compounds found in both rowan and apple. Some of these compounds were used in field trapping tests during 2002, and a mixture of two compounds trapped significantly more females and males compared to control traps. However, field trapping results from 2003 indicate that the two-compound blend seem to trap insects too late in the season to prevent egglaying in apples. Several new compounds were also tested in 2003, and some of these gave promising results. The results will be discussed in relation to use attractive plant volatiles as a control method against A. conjugella females

Insektsinvasion i klimatförändringens spår

Under evolutionens gång har insekter erövrat större delen av jordklotet. De finns i nästan alla klimatzoner och biotoper och kan förhållandevis snabbt anpassa sig till ändrade klimatförhållanden

Understanding contextualised rational action - author's response

Understanding contextualised rational action - author's respons

Modeling of wide-band MIMO radio channels based on NLoS indoor measurements

Link to published version (if available)

Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems

It has been widely realized that Monte Carlo methods (approximation via a sample ensemble) may fail in large scale systems. This work offers some theoretical insight into this phenomenon in the context of the particle filter. We demonstrate that the maximum of the weights associated with the sample ensemble converges to one as both the sample size and the system dimension tends to infinity. Specifically, under fairly weak assumptions, if the ensemble size grows sub-exponentially in the cube root of the system dimension, the convergence holds for a single update step in state-space models with independent and identically distributed kernels. Further, in an important special case, more refined arguments show (and our simulations suggest) that the convergence to unity occurs unless the ensemble grows super-exponentially in the system dimension. The weight singularity is also established in models with more general multivariate likelihoods, e.g. Gaussian and Cauchy. Although presented in the context of atmospheric data assimilation for numerical weather prediction, our results are generally valid for high-dimensional particle filters.Comment: Published in at http://dx.doi.org/10.1214/193940307000000518 the IMS Collections (http://www.imstat.org/publications/imscollections.htm) by the Institute of Mathematical Statistics (http://www.imstat.org

Right price for raw material : a calculation model for Moelven Vänerply AB

En effektiv råvaruanvändning är viktig för att uppnå lönsamhet, särskilt då råvarukostnaden är den enskilt största kostnadsposten för flera skogsindustrier. Vidare kan inköp av skogsråvara med önskade egenskaper leda till lägre produktionskostnader, högre utbyte och ett högre kundvärde genom bättre produkter till konkurrenskraftigare priser. Fördelaktigare råvaruinköp skulle därmed kunna bidra till ökad konkurrenskraft. Moelven Vänerply AB genomför ett omfattande effektiviseringsarbete där bl.a. ökad kunskap om timmerråvarans inverkan på produktionskostnaderna samt utbytet av slutprodukter eftersträvas. Kunskapen skulle kunna öppna upp möjligheter till fördelaktigare råvaruinköp genom att den bäst lämpade råvaran premieras medan sämre lämpad råvara undviks eller köps in till ett pris anpassat till de merkostnader råvaran orsakar. Examensarbetets syfte är att utveckla en kalkylmodell för Moelven Vänerply AB, som utifrån kundernas betalningsvilja för slutprodukten, den egna industrins kostnader och råvarans egenskaper beräknar företagets betalningsförmåga för timmerråvaran. Examensarbetets karaktär har talat för användningen av en abduktiv forskningsstrategi, där insamling av empiriska data och inläsning av teori genomförs parallellt. Allt eftersom datainsamlingen fortskred genom arbetet och förståelsen för de empiriska data fördjupades, förfinades det teoretiska ramverket, innan det slutligen fastställdes. Arbetets teoretiska ramverk utgörs av aktivitetsbaserad produktkalkylering, en kalkyleringsmetod som tillämpar fullständig kostnadsfördelning. Kalkylmetoden beskrivs av Karlsson (2002) som mer rättvis än de traditionella kalkylmetoderna. Orsaken är att varje kalkylobjekt belastas med en kostnad som motsvarar den faktiska resursförbrukningen (Karlsson, 2002). De empiriska data i kalkylmodellen bygger på en analys av Moelven Vänerply AB:s budget för år 2012 samt en analys av företagets produktionsprocesser. Kalkylmodellens uppbyggnad avspeglar produktionsprocesserna för att öka förståelsen för kalkylmodellens användare och för att skapa rätt balans mellan användarvänlighet och noggrannhet. Resultatet av genomförda beräkningar visar att Moelven Vänerply AB har ökade produktionskostnader per 1 m3to.ub timmerråvara för klenare diameterklasser. Samtidigt erhålls högst utbyte av den medelgrova diameterklassen 36 cm, vilket påverkar intäkterna per 1 m3to.ub positivt. Något ökade intäkter kunde inte kompensera för de högre produktionskostnaderna som diameterklass 36 cm orsakar. Sammantaget har Moelven Vänerply AB högst betalningsförmåga för timmerråvara av diameterklass 39 cm.In order to be profitable, using raw materials efficiently is of great importance, especially as raw materials represent the single largest cost item within several forest related industries. Purchasing raw materials of the right quality also has positive effects on profitability. It reduces production costs, increases the rate of yield and generates greater customer value by means of better products at more competitive prices. More favourable raw material supplies could thus be a source of increased competitive advantage. At Moelven Vänerply AB efforts are being made to improve efficiency and to gain further insights about the effects of varying raw material qualities on production costs and the rate of yield. Such insights could have favourable effects on the cost of supplies as they enable the company to differentiate between raw materials of higher and lesser quality. Raw material of higher quality would be rewarded, whereas raw material of lesser quality would be avoided or purchased at a price level which reflects the additional cost arising from its shortcomings. The purpose of this study is to develop a tool for Moelven Vänerply AB, which based on the customers' willingness to pay for the end product, the industry's costs, and the raw material qualities, can be used to calculate the company's payment capacity for the timber raw material. The research strategy used throughout the study has been of the abductive kind. Empirical data collection and studies of relevant theories have been conducted simultaneously. As the data collection process progressed and a deeper understanding of the empirical data was gained, the theoretical framework was refined and eventually established. The theoretical framework on which this study is based was built on activity based costing principles, a method which applies full cost allocation. According to Karlsson (2002), activity based costing methods are more accurate and fair than more traditional ones, the reason being that the costs allocated to each cost object represent their actual use of resources. The empirical data on which the payment capacity tool is based, was drawn from Moelven Vänerply AB's budget for 2012, as well as analysis performed of the company's production processes. The tool's structure reflects that of the production processes. This increases the users' understanding of the tool and balances the need for user friendliness and accuracy. The results generated show that Moelven Vänerply AB's production costs per 1 m3to.ub timber raw material increase for small sized diameter classes. Meanwhile, the highest rate of yield is generated for the medium sized diameter class of 36 cm, which has a positive effect on revenues per 1 m³to.ub. Slightly higher revenues cannot compensate for the increase in production costs, however, which is caused by diameter class 36 cm. To sum up Moeleven Vänerply AB's payment capacity is greatest for timber raw material of the diameter class 39 cm

Magnetic properties of nanoscale compass-Heisenberg planar clusters

We study a model of spins 1/2 on a square lattice, generalizing the quantum compass model via the addition of perturbing Heisenberg interactions between nearest neighbors, and investigate its phase diagram and magnetic excitations. This model has motivations both from the field of strongly correlated systems with orbital degeneracy and from that of solid-state based devices proposed for quantum computing. We find that the high degeneracy of ground states of the compass model is fragile and changes into twofold degenerate ground states for any finite amplitude of Heisenberg coupling. By computing the spin structure factors of finite clusters with Lanczos diagonalization, we evidence a rich variety of phases characterized by Z2 symmetry, that are either ferromagnetic, C-type antiferromagnetic, or of Neel type, and analyze the effects of quantum fluctuations on phase boundaries. In the ordered phases the anisotropy of compass interactions leads to a finite excitation gap to spin waves. We show that for small nanoscale clusters with large anisotropy gap the lowest excitations are column-flip excitations that emerge due to Heisenberg perturbations from the manifold of degenerate ground states of the compass model. We derive an effective one-dimensional XYZ model which faithfully reproduces the exact structure of these excited states and elucidates their microscopic origin. The low energy column-flip or compass-type excitations are robust against decoherence processes and are therefore well designed for storing information in quantum computing. We also point out that the dipolar interactions between nitrogen-vacancy centers forming a rectangular lattice in a diamond matrix may permit a solid-state realization of the anisotropic compass-Heisenberg model.Comment: 24 pages, 18 figure

Vertically aligned carbon based varactors

This paper gives an assessment of vertically aligned carbon based varactors and validates their potential for future applications. The varactors discussed here are nanoelectromechanical devices which are based on either vertically aligned carbon nanofibers or vertically aligned carbon nanotube arrays. A generic analytical model for parallel plate nanoelectromechanical varactors based on previous works is developed and is used to formulate a universal expression for their voltage-capacitance relation. Specific expressions for the nanofiber based and the nanotube based varactors are then derived separately from the generic model. This paper also provides a detailed review on the fabrication of carbon based varactors and pays special attention to the challenges in realizing such devices. Finally, the performance of the carbon based varactor is assessed in accordance with four criteria: the static capacitance, the tuning ratio, the quality factor, and the operating voltage. Although the reported performance is still far inferior to other varactor technologies, our prognosis which stems from the analytical model shows a promise of a high quality factor as well as a potential for high power handling for carbon based varactors