Estimating Components in Finite Mixtures and Hidden Markov Models

When the unobservable Markov chain in a hidden Markov model is stationary the marginal distribution of the observations is a finite mixture with the number of terms equal to the number of the states of the Markov chain. This suggests estimating the number of states of the unobservable Markov chain by determining the number of mixture components in the marginal distribution. We therefore present new methods for estimating the number of states in a hidden Markov model, and coincidentally the unknown number of components in a finite mixture, based on penalized quasi-likelihood and generalized quasi-likelihood ratio methods constructed from the marginal distribution. The procedures advocated are simple to calculate and results obtained in empirical applications indicate that they are as effective as current available methods based on the full likelihood. We show that, under fairly general regularity conditions, the methods proposed will generate strongly consistent estimates of the unknown number of states or components.Finite mixture, hidden Markov process, model selection, number of states, penalized quasi-likelihood, generalized quasi-likelihood ratio, strong consistency.

Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions

Kernel density estimation is an important technique for understanding the distributional properties of data. Some investigations have found that the estimation of a global bandwidth can be heavily affected by observations in the tail. We propose to categorize data into low- and high-density regions, to which we assign two different bandwidths called the low-density adaptive bandwidths. We derive the posterior of the bandwidth parameters through the Kullback-Leibler information. A Bayesian sampling algorithm is presented to estimate the bandwidths. Monte Carlo simulations are conducted to examine the performance of the proposed Bayesian sampling algorithm in comparison with the performance of the normal reference rule and a Bayesian sampling algorithm for estimating a global bandwidth. According to Kullback-Leibler information, the kernel density estimator with low-density adaptive bandwidths estimated through the proposed Bayesian sampling algorithm outperforms the density estimators with bandwidth estimated through the two competitors. We apply the low-density adaptive kernel density estimator to the estimation of the bivariate density of daily stock-index returns observed from the U.S. and Australian stock markets. The derived conditional distribution of the Australian stock-index return for a given daily return in the U.S. market enables market analysts to understand how the former market is associated with the latter.conditional density; global bandwidth; Kullback-Leibler information; marginal likelihood; Markov chain Monte Carlo; S&P500 index

Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects

This paper examines the identification power of instrumental variables (IVs) for average treatment effect (ATE) in partially identified models. We decompose the ATE identification gains into components of contributions driven by IV relevancy, IV strength, direction and degree of treatment endogeneity, and matching via exogenous covariates. Our decomposition is demonstrated with graphical illustrations, simulation studies and an empirical example of childbearing and women's labour supply. Our analysis offers insights for understanding the complex role of IVs in ATE identification and for selecting IVs in practical policy designs. Simulations also suggest potential uses of our analysis for detecting irrelevant instruments

Alpha decay and proton-neutron correlations

We study the influence of proton-neutron (p-n) correlations on alpha-decay width. It is shown from the analysis of alpha Q values that the p-n correlations increase the penetration of the alpha particle through the Coulomb barrier in the treatment following Gamow's formalism, and enlarges the total alpha-decay width significantly. In particular, the isoscalar p-n interactions play an essential role in enlarging the alpha-decay width. The so-called "alpha-condensate" in Z > 84 isotopes are related to the strong p-n correlations.Comment: 5 pages, 6 figures, accepted for publication in Phys. Rev. C (R.C.

Structured illumination microscopy using micro-pixellated light-emitting diodes

Structured illumination is a flexible and economical method of obtaining optical sectioning in wide-field microscopy [1]. In this technique the illumination system is modified to project a single-spatial frequency grid pattern onto the sample [2, 3]. The pattern can only be resolved in the focal plane and by recording images for different transverse grid positions (or phases) an image of the in-focus parts of the object can be calculated. Light emitting diodes (LEDs) are becoming increasingly popular for lighting and illumination systems due to their low cost, small dimensions, low coherence, uniform illumination, high efficiency and long lifetime. These properties, together with recent developments in high brightness, ultraviolet operation and microstructured emitter design offer great potential for LEDs as light sources for microscopy. In this paper we demonstrate a novel structured illumination microscope using a blue micro-structured light emitting diode as the illumination source. The system is potentially very compact and has no-moving-parts

Weak force detection using a double Bose-Einstein condensate

A Bose-Einstein condensate may be used to make precise measurements of weak forces, utilizing the macroscopic occupation of a single quantum state. We present a scheme which uses a condensate in a double well potential to do this. The required initial state of the condensate is discussed, and the limitations on the sensitivity due to atom collisions and external coupling are analyzed.Comment: 12 pages, 2 figures, Eq.(41) has been correcte

Localized Random Lasing Modes and a New Path for Observing Localization

We demonstrate that a knowledge of the density-of-states and the eigenstates of a random system without gain, in conjunction with the frequency profile of the gain, can accurately predict the mode that will lase first. Its critical pumping rate can be also obtained. It is found that the shape of the wavefunction of the random system remains unchanged as gain is introduced. These results were obtained by the time-independent transfer matrix method and finite-difference-time-domain (FDTD) methods. They can be also analytically understood by generalizing the semi-classical Lamb theory of lasing in random systems. These findings provide a new path for observing the localization of light, such as looking for mobility edge and studying the localized states. %inside the random systems..Comment: Sent to PRL. 3 figure

A Review of the "Digital Turn" in the New Literacy Studies

Digital communication has transformed literacy practices and assumed great importance in the functioning of workplace, recreational, and community contexts. This article reviews a decade of empirical work of the New Literacy Studies, identifying the shift toward research of digital literacy applications. The article engages with the central theoretical, methodological, and pragmatic challenges in the tradition of New Literacy Studies, while highlighting the distinctive trends in the digital strand. It identifies common patterns across new literacy practices through cross-comparisons of ethnographic research in digital media environments. It examines ways in which this research is taking into account power and pedagogy in normative contexts of literacy learning using the new media. Recommendations are given to strengthen the links between New Literacy Studies research and literacy curriculum, assessment, and accountability in the 21st century

Inflationary Attractor in Braneworld Scenario

We demonstrate the attractor behavior of inflation driven by a scalar field or a tachyon field in the context of recently proposed four-dimensional effective gravity induced on the world-volume of a three-brane in five-dimensional Einstein gravity, and we obtain a set of exact inflationary solutions. Phase portraits indicate that an initial kinetic term decays rapidly and it does not prevent the onset of inflation. The trajectories more rapidly reach the slow-roll curve than in the standard cosmology.Comment: 7 pages, 8 figures, RevTeX, to appear in Phys. Rev. D69 (2004