Data Augmentation in the Bayesian Multivariate Probit Model

This paper is concerned with the Bayesian estimation of a Multivariate Probit model. In particular, this paper provides an algorithm that obtains draws with low correlation much faster than a pure Gibbs sampling algorithm. The algorithm consists in sampling some characteristics of slope and variance parameters marginally on the latent data. Estimations with simulated datasets illustrate that the proposed algorithm can be much faster than a pure Gibbs sampling algorithm. For some datasets, the algorithm is also much faster than the efficient algorithm proposed by Liu and Wu (1999) in the context of the univariate Probit model

On the second moment of the number of crossings by a stationary Gaussian process

Cram\'{e}r and Leadbetter introduced in 1967 the sufficient condition $$\frac{r''(s)-r''(0)}{s}\in L^1([0,\delta],dx),\qquad \delta>0,$$ to have a finite variance of the number of zeros of a centered stationary Gaussian process with twice differentiable covariance function $r$. This condition is known as the Geman condition, since Geman proved in 1972 that it was also a necessary condition. Up to now no such criterion was known for counts of crossings of a level other than the mean. This paper shows that the Geman condition is still sufficient and necessary to have a finite variance of the number of any fixed level crossings. For the generalization to the number of a curve crossings, a condition on the curve has to be added to the Geman condition.Comment: Published at http://dx.doi.org/10.1214/009117906000000142 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Highly-efficient noise-assisted energy transport in classical oscillator systems

Photosynthesis is a biological process that involves the highly-efficient transport of energy captured from the sun to a reaction center, where conversion into useful biochemical energy takes place. Even though one can always use a quantum perspective to describe any physical process, since everything follows the laws of Quantum Mechanics, is the use of quantum theory imperative to explain this high efficiency? Making use of the quantum-classical correspondence of electronic energy transfer recently introduced by Eisfeld and Briggs [Phys. Rev. E 85, 046118 (2012)], we show here that the highly-efficient noise-assisted energy transport described by Rebentrost et al. [New J. Phys. 11, 033003 (2009)], and Plenio and Huelga [New J. Phys. 10, 113019 (2008)], as the result of the interplay between the quantum coherent evolution of the photosynthetic system and noise introduced by its surrounding environment, it can be found as well in purely classical systems. The wider scope of applicability of the enhancement of energy transfer assisted by noise might open new ways for developing new technologies aimed at enhancing the efficiency of a myriad of energy transfer systems, from information channels in micro-electronic circuits to long-distance high-voltage electrical lines.Comment: 4 pages, 3 figure

Rice formulae and Gaussian waves

We use Rice formulae in order to compute the moments of some level functionals which are linked to problems in oceanography and optics: the number of specular points in one and two dimensions, the distribution of the normal angle of level curves and the number of dislocations in random wavefronts. We compute expectations and, in some cases, also second moments of such functionals. Moments of order greater than one are more involved, but one needs them whenever one wants to perform statistical inference on some parameters in the model or to test the model itself. In some cases, we are able to use these computations to obtain a central limit theorem.Comment: Published in at http://dx.doi.org/10.3150/10-BEJ265 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm

Hamilton-Jacobi Theory in k-Symplectic Field Theories

In this paper we extend the geometric formalism of Hamilton-Jacobi theory for Mechanics to the case of classical field theories in the k-symplectic framework

Time-dependent Mechanics and Lagrangian submanifolds of Dirac manifolds

A description of time-dependent Mechanics in terms of Lagrangian submanifolds of Dirac manifolds (in particular, presymplectic and Poisson manifolds) is presented. Two new Tulczyjew triples are discussed. The first one is adapted to the restricted Hamiltonian formalism and the second one is adapted to the extended Hamiltonian formalism