Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure

This paper analyzes the properties of a class of estimators, tests, and confidence sets (CS's) when the parameters are not identified in parts of the parameter space. Specifically, we consider estimator criterion functions that are sample averages and are smooth functions of a parameter theta. This includes log likelihood, quasi-log likelihood, and least squares criterion functions. We determine the asymptotic distributions of estimators under lack of identification and under weak, semi-strong, and strong identification. We determine the asymptotic size (in a uniform sense) of standard t and quasi-likelihood ratio (QLR) tests and CS's. We provide methods of constructing QLR tests and CS's that are robust to the strength of identification. The results are applied to two examples: a nonlinear binary choice model and the smooth transition threshold autoregressive (STAR) model.Asymptotic size, Binary choice, Confidence set, Estimator, Identification, Likelihood, Nonlinear models, Test, Smooth transition threshold autoregression, Weak identification

Average-Atom Model for X-ray Scattering from Warm Dense Matter

A scheme for analyzing Thomson scattering of x-rays by warm dense matter, based on the average-atom model, is developed. Emphasis is given to x-ray scattering by bound electrons. Contributions to the scattered x-ray spectrum from elastic scattering by electrons moving with the ions and from inelastic scattering by free and bound electrons are evaluated using parameters (chemical potential, average ionic charge, free electron density, bound and continuum wave functions, and occupation numbers) taken from the average-atom model. The resulting scheme provides a relatively simple diagnostic for use in connection with x-ray scattering measurements. Applications are given to dense hydrogen, beryllium, aluminum, titanium, and tin plasmas. At high momentum transfer, contributions from inelastic scattering by bound electrons are dominant features of the scattered x-ray spectrum for aluminum, titanium, and tin.Comment: 22 pages, 10 figures Presentation at Workshop IV: Computational Challenges in Warm Dense Matter at IPAM (UCLA) May 21 - 25, 201

Using the X-FEL to understand X-ray Thomson scattering for partially ionized plasmas

For the last decade numerous researchers have been trying to develop experimental techniques to use X-ray Thomson scattering as a method to measure the temperature, electron density, and ionization state of high energy density plasmas such as those used in inertial confinement fusion. With the advent of the X-ray free electron laser (X-FEL) at the SLAC Linac Coherent Light Source (LCLS) we now have such a source available in the keV regime. One challenge with X-ray Thomson scattering experiments is understanding how to model the scattering for partially ionized plasmas. Most Thomson scattering codes used to model experimental data greatly simplify or neglect the contributions of the bound electrons to the scattered intensity. In this work we take the existing models of Thomson scattering that include elastic ion-ion scattering and the electron-electron plasmon scattering and add the contribution of the bound electrons in the partially ionized plasmas. Except for hydrogen plasmas almost every plasma that is studied today has bound electrons and it is important to understand their contribution to the Thomson scattering, especially as new X-ray sources such as the X-FEL will allow us to study much higher Z plasmas. Currently most experiments have looked at hydrogen or beryllium. We will first look at the bound electron contributions to beryllium by analysing existing experimental data. We then consider several higher Z materials such as Cr and predict the existence of additional peaks in the scattering spectrum that requires new computational tools to understand. For a Sn plasma we show that the bound contributions changes the shape of the scattered spectrum in a way that would change the plasma temperature and density inferred by the experiment.Comment: 13th International Conference on X-ray Lasers Paris, France June 10, 2012 through June 15, 201