Learning to detect an oddball target with observations from an exponential family

The problem of detecting an odd arm from a set of K arms of a multi-armed bandit, with fixed confidence, is studied in a sequential decision-making scenario. Each arm's signal follows a distribution from a vector exponential family. All arms have the same parameters except the odd arm. The actual parameters of the odd and non-odd arms are unknown to the decision maker. Further, the decision maker incurs a cost for switching from one arm to another. This is a sequential decision making problem where the decision maker gets only a limited view of the true state of nature at each stage, but can control his view by choosing the arm to observe at each stage. Of interest are policies that satisfy a given constraint on the probability of false detection. An information-theoretic lower bound on the total cost (expected time for a reliable decision plus total switching cost) is first identified, and a variation on a sequential policy based on the generalised likelihood ratio statistic is then studied. Thanks to the vector exponential family assumption, the signal processing in this policy at each stage turns out to be very simple, in that the associated conjugate prior enables easy updates of the posterior distribution of the model parameters. The policy, with a suitable threshold, is shown to satisfy the given constraint on the probability of false detection. Further, the proposed policy is asymptotically optimal in terms of the total cost among all policies that satisfy the constraint on the probability of false detection

Ferromagnetic Behavior of High Purity ZnO nanoparticles

ZnO nanoparticles with Wurtzite structure were prepared by chemical methods at low temperature in aqueous solution. Nanoparticles are in the range from about 10 to 30 nm. Ferromagnetic properties were observed from 2 K to room temperature and above. Magnetization vs temperature, M(T) and isothermal measurements M(H) were determined. The coercive field clearly shows ferromagnetism above room temperature. The chemical synthesis, structural defects in the bulk related to oxygen vacancies are the main factors for the observed magnetic behavior. PACS numbers: 61.46.Hk Nanocrystals, 75.50.Pp Magnetic semiconductors, 81.05.Dz II-VI semiconductor

Can a gravitational wave and a magnetic monopole coexist?

We investigate the behavior of small perturbations around the Kaluza-Klein monopole in the five dimensional space-time. We find that the even parity gravitational wave does not propagate in the five dimensional space-time with Kaluza-Klein monopole provided that the gravitational wave is constant in the fifth direction. We conclude that a gravitational wave and a U(1) magnetic monopole do not coexist in five dimensional Kaluza-Klein spacetime.Comment: 10 pages, LaTeX. To appear in Modern Physics Letters

The dollar squeeze of the financial crisis

By Covered Interest rate Parity (CIP), the FX swap implied currrency interest rates should coincide with actual interest rates. When a difference occurs, the residual is referred to as the cross currency basis. We link the Euro- Dollar currency basis (e.g. in 2008) to shadow prices of dollar funding constraints and interpret the basis as the relative physical possession value of the scarcer currency, or the “convenience yield” associated with that currency. This is similar to specialness in repo markets, expressing the physical possession value of a security. We examine how the coordinated central banks intervention can reduce the currency basis.FX swaps, Repo, Euro-Dollar currency basis, The 2008 dollar squeeze, Possession

Interplay of 4f-3d Magnetism and Ferroelectricity in DyFeO3

DyFeO3 exhibits a weak ferromagnetism (TNFe ~ 645 K) that disappears below a spin-reorientation (Morin) transition at TSRFe ~ 50 K. It is also known that applied magnetic field induces ferroelectricity at the magnetic ordering temperature of Dy-ions (TNDy ~ 4.5 K). Here, we show that the ferroelectricity exists in the weak ferromagnetic state (TSRFe < T < TN,C) without applying magnetic field, indicating the crucial role of weak ferromagnetism in inducing ferroelectricity. 57Fe M\"ossbauer studies show that hyperfine field (Bhf) deviates from mean field-like behaviour that is observed in the weak ferromagnetic state and decreases below the onset of spin-reorientation transition (80 K), implying that the Bhf above TSR had additional contribution from Dy-ions due to induced magnetization by the weak ferromagnetic moment of Fe-sublattice and below TSR, this contribution decreases due to collinear ordering of Fe-sublattice. These results clearly demonstrate the presence of magnetic interactions between Dy(4f) and Fe(3d) and their correlation with ferroelectricity in the weak ferromagnetic state of DyFeO3.Comment: 5 pages, 6 figures, published in EP

Field-induced Polar Order at the N\'eel Temperature of Chromium in Rare-earth Orthochromites: Interplay of Rare-earth and Cr Magnetism

We report field-induced switchable polarization (P = 0.2 ~ 0.8 microC/cm2) below the N\'eel temperature of chromium (TN Cr) in weakly ferromagnetic rareearth orthochromites, RCrO3 (R=rareearth) but only when the rareearth ion is magnetic. Intriguingly, the polarization in ErCrO3 (TC ~ 133 K) disappears at a spin reorientation (Morin) transition (TSR ~ 22 K) below which the weak ferromagnetism associated with the Cr sublattice also disappears, demonstrating the crucial role of weak ferromagnetism in inducing the polar order. Further, the polarization (P) is strongly influenced by applied magnetic field, indicating a strong magneto electric effect. We suggest that the polar order occurs in RCrO3, due to the combined effect of poling field that breaks the symmetry and the exchange field on R ion from Cr sublattice stabilizes the polar state. We propose that a similar mechanism could work in the isostructural rareearth orthoferrites, RFeO3 as well.Comment: 31 pages (Manuscript(6 figures)+supplemental information(8 figures)