Multiprocess parallel antithetic coupling for backward and forward Markov Chain Monte Carlo

Antithetic coupling is a general stratification strategy for reducing Monte Carlo variance without increasing the simulation size. The use of the antithetic principle in the Monte Carlo literature typically employs two strata via antithetic quantile coupling. We demonstrate here that further stratification, obtained by using k>2 (e.g., k=3-10) antithetically coupled variates, can offer substantial additional gain in Monte Carlo efficiency, in terms of both variance and bias. The reason for reduced bias is that antithetically coupled chains can provide a more dispersed search of the state space than multiple independent chains. The emerging area of perfect simulation provides a perfect setting for implementing the k-process parallel antithetic coupling for MCMC because, without antithetic coupling, this class of methods delivers genuine independent draws. Furthermore, antithetic backward coupling provides a very convenient theoretical tool for investigating antithetic forward coupling. However, the generation of k>2 antithetic variates that are negatively associated, that is, they preserve negative correlation under monotone transformations, and extremely antithetic, that is, they are as negatively correlated as possible, is more complicated compared to the case with k=2. In this paper, we establish a theoretical framework for investigating such issues. Among the generating methods that we compare, Latin hypercube sampling and its iterative extension appear to be general-purpose choices, making another direct link between Monte Carlo and quasi Monte Carlo.Comment: Published at http://dx.doi.org/10.1214/009053604000001075 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Wave Propagation Retrieval Method For Metamaterials: Unambiguous Restoration Of Effective Parameters

In this article we propose a new direct method of effective parameters restoration that is based on the wave propagation phenomenon. It retrieves the effective properties unambiguously, is applicable to thick metamaterial (MTM) slabs and is easy in implementation. It is validated on the case studies of fishnet, split cube in carcass, Jerusalem cross and ultrahigh refractive index MTMs. The constraints of the method are designated.Comment: 14 pages, 10 figures, submitted to Physical Review

Quantum States of Neutrons in Magnetic Thin Films

We have studied experimentally and theoretically the interaction of polarized neutrons with magnetic thin films and magnetic multilayers. In particular, we have analyzed the behavior of the critical edges for total external reflection in both cases. For a single film we have observed experimentally and theoretically a simple behavior: the critical edges remain fixed and the intensity varies according to the angle between the polarization axis and the magnetization vector inside the film. For the multilayer case we find that the critical edges for spin up and spin down polarized neutrons move towards each other as a function of the angle between the magnetization vectors in adjacent ferromagnetic films. Although the results for multilayers and single thick layers appear to be different, in fact the same spinor method explains both results. An interpretation of the critical edges behavior for the multilyers as a superposition of ferromagnetic and antifferomagnetic states is given.Comment: 6 pages, 5 figure

Bayesian methods to overcome the winner's curse in genetic studies

Parameter estimates for associated genetic variants, report ed in the initial discovery samples, are often grossly inflated compared to the values observed in the follow-up replication samples. This type of bias is a consequence of the sequential procedure in which the estimated effect of an associated genetic marker must first pass a stringent significance threshold. We propose a hierarchical Bayes method in which a spike-and-slab prior is used to account for the possibility that the significant test result may be due to chance. We examine the robustness of the method using different priors corresponding to different degrees of confidence in the testing results and propose a Bayesian model averaging procedure to combine estimates produced by different models. The Bayesian estimators yield smaller variance compared to the conditional likelihood estimator and outperform the latter in studies with low power. We investigate the performance of the method with simulations and applications to four real data examples.Comment: Published in at http://dx.doi.org/10.1214/10-AOAS373 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

Neutron methods for the direct determination of the magnetic induction in thick films

We review different neutron methods which allow extracting directly the value of the magnetic induction in thick films: Larmor precession, Zeeman spatial beam-splitting and neutron spin resonance. Resulting parameters obtained by the neutron methods and standard magnetometry technique are presented and compared. The possibilities and specificities of the neutron methods are discussed

Neutron resonances in planar waveguides

Results of experimental investigations of a neutron resonances width in planar waveguides using the time-of-flight reflectometer REMUR of the IBR-2 pulsed reactor are reported and comparison with theoretical calculations is presented. The intensity of the neutron microbeam emitted from the waveguide edge was registered as a function of the neutron wavelength and the incident beam angular divergence. The possible applications of this method for the investigations of layered nanostructures are discussed