State space mixed models for longitudinal obsservations with binary and binomial responses

We propose a new class of state space models for longitudinal discrete response data where the observation equation is specified in an additive form involving both deterministic and random linear predictors. These models allow us to explicitly address the effects of trend, seaonal or other time-varying covariates while preserving the power of state space models in modeling serial dependence in the data. We develop a Markov Chain Monte Carlo algorithm to carry out statistical inferene for models with binary and binomial responses, in which we invoke de Jong and Shephard's (1995) simulaton smoother to establish an efficent sampling procedure for the state variables. To quantify and control the sensitivity of posteriors on the priors of variance parameters, we add a signal-to-noise ratio type parmeter in the specification of these priors. Finally, we ilustrate the applicability of the proposed state space mixed models for longitudinal binomial response data in both simulation studies and data examples

Concurrence of superposition

The bounds on concurrence of the superposition state in terms of those of the states being superposed are studied in this paper. The bounds on concurrence are quite different from those on the entanglement measure based on von Neumann entropy (Phys. Rev. Lett. 97, 100502 (2006)). In particular, a nonzero lower bound can be provided if the states being superposed are properly constrained.Comment: 4 page

Impurity scattering and Friedel oscillations in mono-layer black phosphorus

We study the effect of impurity scattering effect in black phosphorurene (BP) in this work. For single impurity, we calculate impurity induced local density of states (LDOS) in momentum space numerically based on tight-binding Hamiltonian. In real space, we calculate LDOS and Friedel oscillation analytically. LDOS shows strong anisotropy in BP. Many impurities in BP are investigated using $T$-matrix approximation when the density is low. Midgap states appear in band gap with peaks in DOS. The peaks of midgap states are dependent on impurity potential. For finite positive potential, the impurity tends to bind negative charge carriers and vise versa. The infinite impurity potential problem is related to chiral symmetry in BP

Time-Deformation Modeling Of Stock Returns Directed By Duration Processes

This paper presents a new class of time-deformation (or stochastic volatility) models for stock returns sampled in transaction time and directed by a generalized duration process. Stochastic volatility in this model is driven by an observed duration process and a latent autoregressive process. Parameter estimation in the model is carried out by using the method of simulated moments (MSM) due to its analytical feasibility and numerical stability for the proposed model. Simulations are conducted to validate the choices of the moments used in the formulation of the MSM. Both the simulation and empirical results obtained in this paper indicate that this approach works well for the proposed model. The main empirical findings for the IBM transaction return data can be summarized as follows: (i) the return distribution conditional on the duration process is not Gaussian, even though the duration process itself can marginally function as a directing process; (ii) the return process is highly leveraged; (iii) a longer trade duration tends to be associated with a higher return volatility; and (iv) the proposed model is capable of reproducing return whose marginal density function is close to that of the empirical return.Duration process; Ergodicity; Method of simulated moments; Return process; Stationarity.

Quark Orbital Angular Momentum in the Baryon

Analytical and numerical results, for the orbital and spin content carried by different quark flavors in the baryons, are given in the chiral quark model with symmetry breaking. The reduction of the quark spin, due to the spin dilution in the chiral splitting processes, is transferred into the orbital motion of quarks and antiquarks. The orbital angular momentum for each quark flavor in the proton as a function of the partition factor $\kappa$ and the chiral splitting probability $a$ is shown. The cancellation between the spin and orbital contributions in the spin sum rule and in the baryon magnetic moments is discussed.Comment: 26 pages, 3 figures, revised version with minor eq. no and ref. no. corrections. Discussion on the $\Lambda$ spin and a new ref. are adde

Scheme for sharing classical information via tripartite entangled states

We investigate schemes for quantum secret sharing and quantum dense coding via tripartite entangled states. We present a scheme for sharing classical information via entanglement swapping using two tripartite entangled GHZ states. In order to throw light upon the security affairs of the quantum dense coding protocol, we also suggest a secure quantum dense coding scheme via W state in analogy with the theory of sharing information among involved users.Comment: 4 pages, no figure. A complete rewrritten vession, accepted for publication in Chinese Physic

Efficient Estimation of the Partly Linear Additive Hazards Model with Current Status Data

This paper focuses on efficient estimation, optimal rates of convergence and effective algorithms in the partly linear additive hazards regression model with current status data. We use polynomial splines to estimate both cumulative baseline hazard function with monotonicity constraint and nonparametric regression functions with no such constraint. We propose a simultaneous sieve maximum likelihood estimation for regression parameters and nuisance parameters and show that the resultant estimator of regression parameter vector is asymptotically normal and achieves the semiparametric information bound. In addition, we show that rates of convergence for the estimators of nonparametric functions are optimal. We implement the proposed estimation through a backfitting algorithm on generalized linear models. We conduct simulation studies to examine the finite‐sample performance of the proposed estimation method and present an analysis of renal function recovery data for illustration.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/110752/1/sjos12108.pdfhttp://deepblue.lib.umich.edu/bitstream/2027.42/110752/2/sjos12108-sup-0001-supinfo.pd