Sufficient burn-in for Gibbs samplers for a hierarchical random effects model

We consider Gibbs and block Gibbs samplers for a Bayesian hierarchical version of the one-way random effects model. Drift and minorization conditions are established for the underlying Markov chains. The drift and minorization are used in conjunction with results from J. S. Rosenthal [J. Amer. Statist. Assoc. 90 (1995) 558-566] and G. O. Roberts and R. L. Tweedie [Stochastic Process. Appl. 80 (1999) 211-229] to construct analytical upper bounds on the distance to stationarity. These lead to upper bounds on the amount of burn-in that is required to get the chain within a prespecified (total variation) distance of the stationary distribution. The results are illustrated with a numerical example

Evaluation of Formal posterior distributions via Markov chain arguments

We consider evaluation of proper posterior distributions obtained from improper prior distributions. Our context is estimating a bounded function $\phi$ of a parameter when the loss is quadratic. If the posterior mean of $\phi$ is admissible for all bounded $\phi$, the posterior is strongly admissible. We give sufficient conditions for strong admissibility. These conditions involve the recurrence of a Markov chain associated with the estimation problem. We develop general sufficient conditions for recurrence of general state space Markov chains that are also of independent interest. Our main example concerns the $p$-dimensional multivariate normal distribution with mean vector $\theta$ when the prior distribution has the form $g(\|\theta\|^2) d\theta$ on the parameter space $\mathbb{R}^p$. Conditions on $g$ for strong admissibility of the posterior are provided.Comment: Published in at http://dx.doi.org/10.1214/07-AOS542 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Evaluating default priors with a generalization of Eaton's Markov chain

We consider evaluating improper priors in a formal Bayes setting according to the consequences of their use. Let Φ be a class of functions on the parameter space and consider estimating elements of Φ under quadratic loss. If the formal Bayes estimator of every function in Φ is admissible, then the prior is strongly admissible with respect to Φ. Eaton’s method for establishing strong admissibility is based on studying the stability properties of a particular Markov chain associated with the inferential setting. In previous work, this was handled differently depending upon whether ϕ ∈ Φ was bounded or unbounded. We consider a new Markov chain which allows us to unify and generalize existing approaches while simultaneously broadening the scope of their potential applicability. We use our general theory to investigate strong admissibility conditions for location models when the prior is Lebesgue measure and for the p-dimensional multivariate Normal distribution with unknown mean vector θ and a prior of the form ν(‖θ‖²)dθ

Constrained Reductions of 2D dispersionless Toda Hierarchy, Hamiltonian Structure and Interface Dynamics

Finite-dimensional reductions of the 2D dispersionless Toda hierarchy, constrained by the ``string equation'' are studied. These include solutions determined by polynomial, rational or logarithmic functions, which are of interest in relation to the ``Laplacian growth'' problem governing interface dynamics. The consistency of such reductions is proved, and the Hamiltonian structure of the reduced dynamics is derived. The Poisson structure of the rationally reduced dispersionless Toda hierarchies is also derivedComment: 18 pages LaTex, accepted to J.Math.Phys, Significantly updated version of the previous submissio

Gravitational Lensing by Rotating Naked Singularities

We model massive compact objects in galactic nuclei as stationary, axially-symmetric naked singularities in the Einstein-massless scalar field theory and study the resulting gravitational lensing. In the weak deflection limit we study analytically the position of the two weak field images, the corresponding signed and absolute magnifications as well as the centroid up to post-Newtonian order. We show that there are a static post-Newtonian corrections to the signed magnification and their sum as well as to the critical curves, which are function of the scalar charge. The shift of the critical curves as a function of the lens angular momentum is found, and it is shown that they decrease slightingly for the weakly naked and vastly for the strongly naked singularities with the increase of the scalar charge. The point-like caustics drift away from the optical axis and do not depend on the scalar charge. In the strong deflection limit approximation we compute numerically the position of the relativistic images and their separability for weakly naked singularities. All of the lensing quantities are compared to particular cases as Schwarzschild and Kerr black holes as well as Janis--Newman--Winicour naked singularities.Comment: 35 pages, 30 figure

Diffusion-Limited Aggregation on Curved Surfaces

We develop a general theory of transport-limited aggregation phenomena occurring on curved surfaces, based on stochastic iterated conformal maps and conformal projections to the complex plane. To illustrate the theory, we use stereographic projections to simulate diffusion-limited-aggregation (DLA) on surfaces of constant Gaussian curvature, including the sphere ($K>0$) and pseudo-sphere ($K<0$), which approximate "bumps" and "saddles" in smooth surfaces, respectively. Although curvature affects the global morphology of the aggregates, the fractal dimension (in the curved metric) is remarkably insensitive to curvature, as long as the particle size is much smaller than the radius of curvature. We conjecture that all aggregates grown by conformally invariant transport on curved surfaces have the same fractal dimension as DLA in the plane. Our simulations suggest, however, that the multifractal dimensions increase from hyperbolic ($K0$) geometry, which we attribute to curvature-dependent screening of tip branching.Comment: 4 pages, 3 fig

Kerr-Sen dilaton-axion black hole lensing in the strong deflection limit

In the present work we study numerically quasi-equatorial lensing by the charged, stationary, axially-symmetric Kerr-Sen dilaton-axion black hole in the strong deflection limit. In this approximation we compute the magnification and the positions of the relativistic images. The most outstanding effect is that the Kerr-Sen black hole caustics drift away from the optical axis and shift in clockwise direction with respect to the Kerr caustics. The intersections of the critical curves on the equatorial plane as a function of the black hole angular momentum are found, and it is shown that they decrease with the increase of the parameter $Q^{2}/M$. All of the lensing quantities are compared to particular cases as Schwarzschild, Kerr and Gibbons-Maeda black holes.Comment: 31 pages, 17 figures; V2 references added, some typos corrected, V3 references added, language corrections, V4 table added, minor technical correction

«Grey zone» of heart failure

The review is devoted to modern understanding of heart failure with mid-range ejection fraction. The formation of the paradigm of «two phenotypes» of heart failure began around the end of the last century. As a result of a number of large epidemiological studies on heart failure with preserved ejection fraction, so-called «grey zone» of ejection fraction values was formed in the range of about 40-50%. This situation arose because of the lack of clearly established level of normal ejection fraction and underlines imperfection of this parameter as the only classification criterion. But no more convenient «tool» for research work was offered. In the past decade, «grey zone» of heart failure has been actively explored by clinical epidemiologists and clinicians. Should we classify these patients as one of the existing phenotypes of heart failure or present them as a new, separate phenotype? Both the first and second decisions require information about the population «portrait» of subgroup, about their response to treatment, and presumptive pathophysiological mechanisms of heart failure. In 2016 European society of cardiology guidelines for the diagnosis and treatment of acute and chronic heart failure, heart failure with mid-range ejection fraction was determined as a separate subgroup to stimulate the search for such data. At the moment mid-range ejection fraction is known to be recorded in about 10-20% of patients with heart failure. They have substantial comorbidities as patients with preserved ejection fraction but the prevalence of ischemic heart disease in this subgroup makes it similar to heart failure with reduced ejection fraction. The response to treatment with beta-blockers and aldosterone antagonists is similar to that of heart failure with reduced ejection fraction. It is important that the mortality rates in all three groups of patients are approximately the same. This circumstance underlines the importance of further searche. Perhaps the research of «grey zone» of the syndrome will help to better understand pathophysiology of the existing heart failure phenotypes and confirm the validity of their identification based on ejection fraction