Consistency of Markov chain quasi-Monte Carlo on continuous state spaces

The random numbers driving Markov chain Monte Carlo (MCMC) simulation are usually modeled as independent U(0,1) random variables. Tribble [Markov chain Monte Carlo algorithms using completely uniformly distributed driving sequences (2007) Stanford Univ.] reports substantial improvements when those random numbers are replaced by carefully balanced inputs from completely uniformly distributed sequences. The previous theoretical justification for using anything other than i.i.d. U(0,1) points shows consistency for estimated means, but only applies for discrete stationary distributions. We extend those results to some MCMC algorithms for continuous stationary distributions. The main motivation is the search for quasi-Monte Carlo versions of MCMC. As a side benefit, the results also establish consistency for the usual method of using pseudo-random numbers in place of random ones.Comment: Published in at http://dx.doi.org/10.1214/10-AOS831 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Statistical evaluation of control inputs and eye movements in the use of instruments clusters during aircraft landing

Two different types of analyses were done on data from a study in which eye movements and other variables were recorded while four pilots executed landing sequences in a Boeing 737 simulation. Various conditions were manupulated, including changes in turbulence, starting position, and instrumentation. Control inputs were analyzed in the context of the various conditions and compared against ratings of workload obtained using the Cooper-Harper scale. A number of eye-scanning measures including mean dwell time and transition from one instrument to another were entered into a principal components factor analysis. The results show a differentiation between control inputs and eye-scanning behavior. This shows the need for improved definition of workload and experiments to uncover the important differences among control inputs, eye-scanning and cognitive processes of the pilot

Application of quasi-Monte Carlo methods to PDEs with random coefficients -- an overview and tutorial

This article provides a high-level overview of some recent works on the application of quasi-Monte Carlo (QMC) methods to PDEs with random coefficients. It is based on an in-depth survey of a similar title by the same authors, with an accompanying software package which is also briefly discussed here. Embedded in this article is a step-by-step tutorial of the required analysis for the setting known as the uniform case with first order QMC rules. The aim of this article is to provide an easy entry point for QMC experts wanting to start research in this direction and for PDE analysts and practitioners wanting to tap into contemporary QMC theory and methods.Comment: arXiv admin note: text overlap with arXiv:1606.0661

Government interventions in agricultural insurance

Abstract Agricultural insurance is normally undertaken as a market-based activity by private or state sector insurance companies, often with support measures from government. There is increased interest in risk management and insurance to promote agricultural investment and access to credit, and to provide financial stability to farmers and other actors in the agri value chain. The various types of intervention which are made by governments to facilitate agricultural insurance are reviewed, based on the results of a recent international survey conducted by World Bank. Whilst premium subsidy is the most common intervention, other enabling measures are important, such as the legal and regulatory framework, reinsurance, technical and administrative assistance, and linkages to government extension services in agriculture, animal health or meteorology. The main constraints and opportunities for crop and livestock insurance in developing countries are considered, such as insurance product types, hazards, vulnerability, and rural institutions which can support organisation and distribution. Developing appropriate distribution channels, and linking insurance to measures which can increase agricultural productivity, such as credit, farm inputs and services, provide an opportunity where insurance can add benefit to farmers. Insurance in isolation may attract little demand and may not be seen as a value proposition. Agricultural insurance is normally only affordable for exceptional events, and should not crowd out traditional risk coping at household or community levels, and can complement formal savings to manage frequent risk events. Agricultural insurance is complex from technical, organisational and financial standpoints, leading to many challenges for the insurance market and to decisions by government for appropriate intervention. This paper will consider international experiences in developing agricultural insurance, the governments' interventions and relate these to the rapid expansion of the Chinese agricultural insurance market

Locking Local Oscillator Phase to the Atomic Phase via Weak Measurement

We propose a new method to reduce the frequency noise of a Local Oscillator (LO) to the level of white phase noise by maintaining (not destroying by projective measurement) the coherence of the ensemble pseudo-spin of atoms over many measurement cycles. This scheme uses weak measurement to monitor the phase in Ramsey method and repeat the cycle without initialization of phase and we call, "atomic phase lock (APL)" in this paper. APL will achieve white phase noise as long as the noise accumulated during dead time and the decoherence are smaller than the measurement noise. A numerical simulation confirms that with APL, Allan deviation is averaged down at a maximum rate that is proportional to the inverse of total measurement time, tau^-1. In contrast, the current atomic clocks that use projection measurement suppress the noise only down to the level of white frequency, in which case Allan deviation scales as tau^-1/2. Faraday rotation is one of the possible ways to realize weak measurement for APL. We evaluate the strength of Faraday rotation with 171Yb+ ions trapped in a linear rf-trap and discuss the performance of APL. The main source of the decoherence is a spontaneous emission induced by the probe beam for Faraday rotation measurement. One can repeat the Faraday rotation measurement until the decoherence become comparable to the SNR of measurement. We estimate this number of cycles to be ~100 cycles for a realistic experimental parameter.Comment: 18 pages, 7 figures, submitted to New Journal of Physic

Hot new directions for quasi-Monte Carlo research in step with applications

This article provides an overview of some interfaces between the theory of quasi-Monte Carlo (QMC) methods and applications. We summarize three QMC theoretical settings: first order QMC methods in the unit cube $[0,1]^s$ and in $\mathbb{R}^s$, and higher order QMC methods in the unit cube. One important feature is that their error bounds can be independent of the dimension $s$ under appropriate conditions on the function spaces. Another important feature is that good parameters for these QMC methods can be obtained by fast efficient algorithms even when $s$ is large. We outline three different applications and explain how they can tap into the different QMC theory. We also discuss three cost saving strategies that can be combined with QMC in these applications. Many of these recent QMC theory and methods are developed not in isolation, but in close connection with applications

Fragmentation pathways of nanofractal structures on surface

We present a detailed systematical theoretical analysis of the post-growth processes occurring in nanofractals grown on surface. For this study we developed a method which accounts for the internal dynamics of particles in a fractal. We demonstrate that particle diffusion and detachment controls the shape of the emerging stable islands on surface. We consider different scenarios of fractal post-growth relaxation and analyze the time evolution of the island's morphology. The results of our calculations are compared with available experimental observations, and experiments in which the post-growth relaxation of deposited nanostructures can be probed are suggested.Comment: 34 pages, 11 figure

Electron localization by a magnetic vortex

We study the problem of an electron in two dimensions in the presence of a magnetic vortex with a step-like profile. Dependending on the values of the effective mass and gyromagnetic factor of the electron, it may be trapped by the vortex. The bound state spectrum is obtained numerically, and some limiting cases are treated analytically.Comment: 8 pages, latex, 4 figure