Asymptotic properties of weighted least squares estimation in weak parma models

The aim of this work is to investigate the asymptotic properties of weighted least squares (WLS) estimation for causal and invertible periodic autoregressive moving average (PARMA) models with uncorrelated but dependent errors. Under mild assumptions, it is shown that the WLS estimators of PARMA models are strongly consistent and asymptotically normal. It extends Theorem 3.1 of Basawa and Lund (2001) on least squares estimation of PARMA models with independent errors. It is seen that the asymptotic covariance matrix of the WLS estimators obtained under dependent errors is generally different from that obtained with independent errors. The impact can be dramatic on the standard inference methods based on independent errors when the latter are dependent. Examples and simulation results illustrate the practical relevance of our findings. An application to financial data is also presented.Weak periodic autoregressive moving average models; Seasonality; Weighted least squares; Asymptotic normality; Strong consistency; Weak periodic white noise; Strong mixing.

Improving the Convergence Properties of the Data Augmentation Algorithm with an Application to Bayesian Mixture Modeling

The reversible Markov chains that drive the data augmentation (DA) and sandwich algorithms define self-adjoint operators whose spectra encode the convergence properties of the algorithms. When the target distribution has uncountable support, as is nearly always the case in practice, it is generally quite difficult to get a handle on these spectra. We show that, if the augmentation space is finite, then (under regularity conditions) the operators defined by the DA and sandwich chains are compact, and the spectra are finite subsets of $[0,1)$. Moreover, we prove that the spectrum of the sandwich operator dominates the spectrum of the DA operator in the sense that the ordered elements of the former are all less than or equal to the corresponding elements of the latter. As a concrete example, we study a widely used DA algorithm for the exploration of posterior densities associated with Bayesian mixture models [J. Roy. Statist. Soc. Ser. B 56 (1994) 363--375]. In particular, we compare this mixture DA algorithm with an alternative algorithm proposed by Fr\"{u}hwirth-Schnatter [J. Amer. Statist. Assoc. 96 (2001) 194--209] that is based on random label switching.Comment: Published in at http://dx.doi.org/10.1214/11-STS365 the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

'Modal-noise' in single-mode fibers: A cautionary note for high precision radial velocity instruments

Exploring the use of single-mode fibers (SMFs) in high precision Doppler spectrometers has become increasingly attractive since the advent of diffraction-limited adaptive optics systems on large-aperture telescopes. Spectrometers fed with these fibers can be made significantly smaller than typical 'seeing-limited' instruments, greatly reducing cost and overall complexity. Importantly, classical mode interference and speckle issues associated with multi-mode fibers, also known as 'modal noise', are mitigated when using SMFs, which also provide perfect radial and azimuthal image scrambling. However, these fibers do support multiple polarization modes, an issue that is generally ignored for larger-core fibers given the large number of propagation modes. Since diffraction gratings used in most high resolution astronomical instruments have dispersive properties that are sensitive to incident polarization changes, any birefringence variations in the fiber can cause variations in the efficiency profile, degrading illumination stability. Here we present a cautionary note outlining how the polarization properties of SMFs can affect the radial velocity measurement precision of high resolution spectrographs. This work is immediately relevant to the rapidly expanding field of diffraction-limited, extreme precision RV spectrographs that are currently being designed and built by a number of groups.Comment: 6 pages, 5 figures, accepted for publication in ApJ Letter

Radiation therapy calculations using an on-demand virtual cluster via cloud computing

Computer hardware costs are the limiting factor in producing highly accurate radiation dose calculations on convenient time scales. Because of this, large-scale, full Monte Carlo simulations and other resource intensive algorithms are often considered infeasible for clinical settings. The emerging cloud computing paradigm promises to fundamentally alter the economics of such calculations by providing relatively cheap, on-demand, pay-as-you-go computing resources over the Internet. We believe that cloud computing will usher in a new era, in which very large scale calculations will be routinely performed by clinics and researchers using cloud-based resources. In this research, several proof-of-concept radiation therapy calculations were successfully performed on a cloud-based virtual Monte Carlo cluster. Performance evaluations were made of a distributed processing framework developed specifically for this project. The expected 1/n performance was observed with some caveats. The economics of cloud-based virtual computing clusters versus traditional in-house hardware is also discussed. For most situations, cloud computing can provide a substantial cost savings for distributed calculations.Comment: 12 pages, 4 figure

Le travail de la forge à Fort-Témiscamingue : un facteur de développement dans l'occupation du territoire

The existence of a forge at Fort Témiscamingue, in Quebec, has been well demonstrated through various archeological digs on the site of this old Hudson Bay trading post. In addition to the architectural remains associated with this building, a vast collection of artifacts fosters a greater understanding of the blacksmith's role and work. The collection of objects reviewed by the author, from the raw materials and tools to the finished products of the day, illustrates the critical importance of the forge in the fur trade network. Forge activities also indicate Fort Témiscamingue's role as a service centre and regional depot. The blacksmith made essential products for outlying satellite trading posts, ensured the maintenance of the tools that were necessary for survival in these remote areas, and fostered the development and the settlement of the territory by adapting to changing practices and to the arrival of new interest groups, who signalled the beginning of the end of the fur trade in the region. Résumé La présence d'un atelier de forge à Fort-Témiscamingue, au Québec, a été amplement démontrée lors de diverses interventions archéologiques réalisées sur le site de cet ancien poste de traite de la Compagnie de la Baie d'Hudson. En plus des vestiges architecturaux associés à ce bâtiment, une abondante collection d'artefacts permet désormais de mieux saisir le rôle et le travail du forgeron. Comme le fait valoir l'auteur, de la matière première et des outils aux produits finis, cet assemblage d'objets illustre l'importance capitale du travail de la forge dans le réseau d'échange de la traite des fourrures. Les activités de forge évoquent aussi plus particulièrement le rôle joué par Fort-Témiscamingue en tant que lieu de services et dépôt régional. Le forgeron y approvisionnait en produits essentiels les postes de traite satellites dispersés ici et là, assurait l'entretien des outils nécessaires à la survie dans ces contrées éloignées et favorisait le développement et l'occupation du territoire, en s'adaptant aux pratiques changeantes et à la venue de nouveaux acteurs qui allaient bientôt sonner le glas de la traite des fourrures dans la région