Exact sampling for intractable probability distributions via a Bernoulli factory

Many applications in the field of statistics require Markov chain Monte Carlo methods. Determining appropriate starting values and run lengths can be both analytically and empirically challenging. A desire to overcome these problems has led to the development of exact, or perfect, sampling algorithms which convert a Markov chain into an algorithm that produces i.i.d. samples from the stationary distribution. Unfortunately, very few of these algorithms have been developed for the distributions that arise in statistical applications, which typically have uncountable support. Here we study an exact sampling algorithm using a geometrically ergodic Markov chain on a general state space. Our work provides a significant reduction to the number of input draws necessary for the Bernoulli factory, which enables exact sampling via a rejection sampling approach. We illustrate the algorithm on a univariate Metropolis-Hastings sampler and a bivariate Gibbs sampler, which provide a proof of concept and insight into hyper-parameter selection. Finally, we illustrate the algorithm on a Bayesian version of the one-way random effects model with data from a styrene exposure study.Comment: 28 pages, 2 figure

Solid-solid phase transition in hard ellipsoids

We present a computer simulation study of the crystalline phases of hard ellipsoids of revolution. A previous study [Phys. Rev. E, \textbf{75}, 020402 (2007)] showed that for aspect ratios $a/b\ge 3$ the previously suggested stretched-fcc phase [Mol. Phys., \textbf{55}, 1171 (1985)] is unstable with respect to a simple monoclinic phase with two ellipsoids of different orientations per unit cell (SM2). In order to study the stability of these crystalline phases at different aspect ratios and as a function of density we have calculated their free energies by thermodynamic integration. The integration path was sampled by an expanded ensemble method in which the weights were adjusted by the Wang-Landau algorithm. We show that for aspect ratios $a/b\ge 2.0$ the SM2 structure is more stable than the stretched-fcc structure for all densities above solid-nematic coexistence. Between $a/b=1.55$ and $a/b=2.0$ our calculations reveal a solid-solid phase transition

Einstein-Yang-Mills-Chern-Simons solutions in D=2n+1 dimensions

We investigate finite energy solutions of the Einstein--Yang-Mills--Chern-Simons system in odd spacetime dimensions, D=2n+1, with n>1. Our configurations are static and spherically symmetric, approaching at infinity a Minkowski spacetime background. In contrast with the Abelian case, the contribution of the Chern-Simons term is nontrivial already in the static, spherically symmetric limit. Both globally regular, particle-like solutions and black holes are constructed numerically for several values of D. These solutions carry a nonzero electric charge and have finite mass. For globally regular solutions, the value of the electric charge is fixed by the Chern-Simons coupling constant. The black holes can be thought as non-linear superpositions of Reissner-Nordstrom and non-Abelian configurations. A systematic discussion of the solutions is given for D=5, in which case the Reissner-Nordstrom black hole becomes unstable and develops non-Abelian hair. We show that some of these non-Abelian configurations are stable under linear, spherically symmetric perturbations. A detailed discussion of an exact D=5 solution describing extremal black holes and solitons is also provided.Comment: 34 pages, 14 figures; v2: misprints corrected and references adde

On d=4d=4 Yang-Mills instantons in a spherically symmetric background

We present arguments for the existence of self-dual Yang-Mills instantons for several spherically symmetric backgrounds with Euclidean signature. The time-independent Yang-Mills field has finite action and a vanishing energy momentum tensor and does not disturb the geometry. We conjecture the existence of similar solutions for any nonextremal SO(3)-spherically symmetric background.Comment: 6 pages, 3 figures; v2: references adde